# EDGAR Filing Document

**Accession Number:** 0001567101
**File Stem:** 0001003715-25-001338
**Filing Date:** 2025-11
**Character Count:** 3935976
**Document Hash:** edb89c037c89cdc2d814d5f57922ef12
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001003715-25-001338.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0001003715-25-001338

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22811
- **FILM NUMBER:** 251516591

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

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

## Series and Classes Contracts Data

### Bridge Builder Core Bond Fund (Series ID: S000040853)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000126648 | Bridge Builder Core Bond Fund | BBTBX           |

## Nport-Ex

**Bridge Builder Core Bond Fund** 

**Schedule of Investments** 

**September 30, 2025 (Unaudited)**

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

---

| | | |
|:---|:---|:---|
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **BONDS & NOTES – 98.80%** |  |  |
|  **Asset-Backed Obligations – 10.35%** |  |  |
|  Academic Loan Funding Trust 2013-1 |  |  |
|  5.27% (30-day Average SOFR + 0.91%), 12/26/2044, Series 2013-1A, Class A(1)(2) | $296 | $292 |
|  Accelerated 2021-1H LLC |  |  |
|  1.90%, 10/20/2040, Series 2021-1H, Class B(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053 |
|  Affirm Asset Securitization Trust 2024-A |  |  |
|  5.61%, 02/15/2029, Series 2024-A, Class 1A(1) | 15600 | 15671 |
|  Affirm Master Trust |  |  |
|  4.67%, 07/15/2033, Series 2025-2A, Class A(1) | 12100 | 12170 |
|  4.99%, 02/15/2033, Series 2025-1A, Class A(1) | 12100 | 12197 |
|  Agl CLO 19 Ltd. |  |  |
|  5.62% (3 Month Term SOFR + 1.30%, 1.30% Floor), 07/21/2038, Series 2022-19A, Class A1R(1)(2) | 25000 | 25019 |
|  American Express Credit Account Master Trust |  |  |
|  4.28%, 04/15/2030, Series 2025-2, Class A | 18583 | 18761 |
|  4.51%, 04/15/2032, Series 2025-3, Class A | 14032 | 14307 |
|  American Express Credit Account Master Trust Series 2025-5 |  |  |
|  4.51%, 07/15/2032, Series 2025-5, Class A | 8053 | 8224 |
|  American Homes 4 Rent 2015-SFR2 Trust |  |  |
|  3.73%, 10/17/2052, Series 2015-SFR2, Class A(1) | 1579 | 1576 |
|  AmeriCredit Automobile Receivables Trust 2021-2 |  |  |
|  1.01%, 01/19/2027, Series 2021-2, Class C | 1206 | 1200 |
|  AmeriCredit Automobile Receivables Trust 2021-3 |  |  |
|  1.41%, 08/18/2027, Series 2021-3, Class C | 4157 | 4111 |
|  AmeriCredit Automobile Receivables Trust 2023-1 |  |  |
|  5.80%, 12/18/2028, Series 2023-1, Class C | 6800 | 6929 |
|  AMSR 2021-SFR1 Trust |  |  |
|  2.90%, 06/17/2038, Series 2021-SFR1, Class E2(1) | 3950 | 3714 |
|  AMSR 2022-SFR3 Trust |  |  |
|  4.00%, 10/17/2039, Series 2022-SFR3, Class E1(1) | 10000 | 9702 |
|  AMSR 2025-SFR1 Trust |  |  |
|  3.66%, 06/17/2042, Series 2025-SFR1, Class B(1) | 5080 | 4832 |
|  Anchorage Capital CLO 8 Ltd. |  |  |
|  5.78% (3 Month Term SOFR + 1.46%, 1.20% Floor), 10/27/2034, Series 2016-8A, Class AR2A(1)(2) | 15500 | 15526 |
|  Aqua Finance Issuer Trust 2025-A |  |  |
|  5.56%, 12/19/2050, Series 2025-A, Class B(1) | 7388 | 7506 |
|  Atlas Senior Loan Fund XXIII Ltd. |  |  |
|  5.86% (3 Month Term SOFR + 1.53%, 1.53% Floor), 07/20/2037, Series 2024-23A, Class A1(1)(2) | 28975 | 29046 |
|  Avis Budget Rental Car Funding AESOP LLC |  |  |
|  1.66%, 02/20/2028, Series 2021-2A, Class A(1) | 15358 | 14914 |
|  3.83%, 08/21/2028, Series 2022-1A, Class A(1) | 17300 | 17199 |
|  5.23%, 12/20/2030, Series 2024-3A, Class A(1) | 5400 | 5567 |
|  5.36%, 06/20/2030, Series 2024-1A, Class A(1) | 18682 | 19322 |
|  5.57%, 10/20/2028, Series 2024-2A, Class B(1) | 1400 | 1427 |
|  Bastion Funding I LLC |  |  |
|  7.12%, 04/25/2038, Series 2023-1A, Class A2(1) | 4250 | 4284 |
|  Battalion CLO X Ltd. |  |  |
|  5.75% (3 Month Term SOFR + 1.43%, 1.17% Floor), 01/25/2035, Series 2016-10A, Class A1R2(1)(2) | 2000 | 2002 |
|  Bayview Financial Mortgage Pass-Through Trust 2007-B |  |  |
|  7.33%, 08/28/2047, Series 2007-B, Class 1A2(3) | 79 | 70 |
|  Bear Stearns Asset Backed Securities Trust 2003-2 |  |  |
|  5.77% (1 Month Term SOFR + 1.61%, 1.50% Floor, 11.00% Cap), 03/25/2043, Series 2003-2, Class A3(2) | 1310 | 1316 |
|  Bg Beta I Ltd. |  |  |
|  6.28%, 07/16/2054, Series 2024-1, Class B-1(1) | 6076 | 6215 |
|  BMW Vehicle Lease Trust 2025-1 |  |  |
|  4.43%, 06/26/2028, Series 2025-1, Class A3 | 4373 | 4406 |
|  BOF VII AL Funding Trust I |  |  |
|  6.29%, 07/26/2032, Series 2023-CAR3, Class A2(1) | 3510 | 3572 |
|  6.63%, 07/26/2032, Series 2023-CAR3, Class B(1) | 1288 | 1311 |
|  BRAVO Residential Funding Trust 2025-CES2 |  |  |
|  4.96%, 07/26/2055, Series 2025-CES2, Class A1(1)(3) | 6700 | 6696 |
|  Bridge 2025-SFR1 Trust |  |  |
|  4.20%, 09/17/2042, Series 2025-SFR1, Class C(1) | 3680 | 3475 |
|  Bridgecrest Lending Auto Securitization Trust 2024-1 |  |  |
|  5.65%, 04/16/2029, Series 2024-1, Class C | 5403 | 5460 |
|  Bridgecrest Lending Auto Securitization Trust 2025-2 |  |  |
|  5.62%, 03/17/2031, Series 2025-2, Class D | 13220 | 13397 |
|  BXG Receivables Note Trust 2022-A |  |  |
|  5.35%, 09/28/2037, Series 2022-A, Class C(1) | 4187 | 4126 |

---

------

---

| | | |
|:---|:---|:---|
|  Capital One Multi-Asset Execution Trust |  |  |
|  3.82%, 09/16/2030, Series 2025-A1, Class A | 11298 | 11292 |
|  4.02%, 09/15/2032, Series 2025-A2, Class A | 9597 | 9577 |
|  Capital One Prime Auto Receivables Trust 2023-2 |  |  |
|  5.82%, 06/15/2028, Series 2023-2, Class A3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2098 |
|  Carlyle Global Market Strategies CLO 2015-5 Ltd. |  |  |
|  5.43% (3 Month Term SOFR + 1.10%, 1.10% Floor), 01/20/2032, Series 2015-5A, Class A1R3(1)(2) | 6508 | 6506 |
|  CarMax Auto Owner Trust 2021-3 |  |  |
|  1.25%, 05/17/2027, Series 2021-3, Class C | 3350 | 3345 |
|  CarMax Auto Owner Trust 2021-4 |  |  |
|  1.38%, 07/15/2027, Series 2021-4, Class C | 2850 | 2830 |
|  CarMax Auto Owner Trust 2022-1 |  |  |
|  1.47%, 12/15/2026, Series 2022-1, Class A3 | 169 | 169 |
|  2.20%, 11/15/2027, Series 2022-1, Class C | 4200 | 4154 |
|  2.47%, 07/17/2028, Series 2022-1, Class D | 2000 | 1979 |
|  CarMax Auto Owner Trust 2024-4 |  |  |
|  4.67%, 12/15/2027, Series 2024-4, Class A2A | 1173 | 1175 |
|  Carmax Auto Owner Trust 2025-2 |  |  |
|  5.16%, 01/15/2031, Series 2025-2, Class C | 1595 | 1630 |
|  Carmax Select Receivables Trust 2025-B |  |  |
|  4.19%, 03/15/2029, Series 2025-B, Class A2 | 6681 | 6682 |
|  Carvana Auto Receivables Trust 2021-P3 |  |  |
|  1.03%, 06/10/2027, Series 2021-P3, Class A4 | 1975 | 1954 |
|  Carvana Auto Receivables Trust 2023-N1 |  |  |
|  5.92%, 07/10/2029, Series 2023-N1, Class C(1) | 6625 | 6670 |
|  Carvana Auto Receivables Trust 2023-P3 |  |  |
|  5.82%, 08/10/2028, Series 2023-P3, Class A3(1) | 1782 | 1794 |
|  Carvana Auto Receivables Trust 2024-P4 |  |  |
|  4.62%, 02/10/2028, Series 2024-P4, Class A2 | 1530 | 1531 |
|  Carvana Auto Receivables Trust 2025-P3 |  |  |
|  4.07%, 02/12/2029, Series 2025-P3, Class A2 | 11764 | 11764 |
|  Cascade MH Asset Trust 2024-MH1 |  |  |
|  5.70%, 11/25/2056, Series 2024-MH1, Class A1(1)(4) | 6995 | 7199 |
|  CFIN 2022-RTL1 Issuer LLC |  |  |
|  4.75%, 02/16/2026, Series 2022-RTL1, Class AA(1)(3) | 1793 | 1781 |
|  Chase Auto Owner Trust 2025-1 |  |  |
|  4.38%, 10/25/2030, Series 2025-1A, Class A4(1) | 6797 | 6850 |
|  Chase Funding Trust Series 2003-4 |  |  |
|  4.88%, 05/25/2033, Series 2003-4, Class 1A5(3) | 47 | 47 |
|  Chase Funding Trust Series 2003-6 |  |  |
|  4.84%, 11/25/2034, Series 2003-6, Class 1A5(3) | 58 | 58 |
|  4.84%, 11/25/2034, Series 2003-6, Class 1A7(3) | 99 | 99 |
|  Chase Issuance Trust |  |  |
|  4.16%, 07/15/2030, Series 2025-A1, Class A | 7379 | 7426 |
|  CIFC Funding 2020-III Ltd. |  |  |
|  5.72% (3 Month Term SOFR + 1.39%, 1.39% Floor), 10/20/2034, Series 2020-3A, Class A1R(1)(2) | 19680 | 19728 |
|  Citibank Credit Card Issuance Trust |  |  |
|  4.30%, 06/21/2030, Series 2025-A1, Class A | 12744 | 12877 |
|  4.49%, 06/21/2032, Series 2025-A2, Class A | 6965 | 7083 |
|  Citizens Auto Receivables Trust 2024-1 |  |  |
|  5.11%, 04/17/2028, Series 2024-1, Class A3(1) | 5921 | 5955 |
|  Continental Finance Credit Card ABS Master Trust |  |  |
|  6.19%, 10/15/2030, Series 2022-A, Class A(1) | 10045 | 10077 |
|  COOF Securitization Trust 2014-1 Ltd. |  |  |
|  2.94%, 06/25/2040, Series 2014-1, Class A(1)(4) | 162 | 11 |
|  COOPR Residential Mortgage Trust 2025-CES2 |  |  |
|  5.50%, 06/25/2060, Series 2025-CES2, Class A1A(1)(3) | 9338 | 9427 |
|  CoreVest American Finance 2019-3 Trust |  |  |
|  2.71%, 10/15/2052, Series 2019-3, Class A(1) | 424 | 422 |
|  3.16%, 10/15/2052, Series 2019-3, Class B(1) | 2250 | 2150 |
|  3.27%, 10/15/2052, Series 2019-3, Class C(1) | 5862 | 5528 |
|  CoreVest American Finance 2020-3 Trust |  |  |
|  2.20%, 08/15/2053, Series 2020-3, Class B(1) | 6314 | 5736 |
|  Countrywide Asset-Backed Certificates |  |  |
|  5.12%, 02/25/2035, Series 2004-S1, Class A3(3) | 4 | 4 |
|  CPS Auto Receivables Trust 2022-C |  |  |
|  5.28%, 04/15/2030, Series 2022-C, Class C(1) | 1233 | 1234 |
|  Credit Acceptance Auto Loan Trust 2022-3 |  |  |
|  8.45%, 02/15/2033, Series 2022-3A, Class C(1) | 9500 | 9578 |
|  Credit Acceptance Auto Loan Trust 2023-2 |  |  |
|  5.92%, 05/16/2033, Series 2023-2A, Class A(1) | 5545 | 5562 |
|  Credit Acceptance Auto Loan Trust 2023-3 |  |  |
|  6.39%, 08/15/2033, Series 2023-3A, Class A(1) | 5163 | 5194 |
|  Credit Acceptance Auto Loan Trust 2023-5 |  |  |
|  6.13%, 12/15/2033, Series 2023-5A, Class A(1) | 8875 | 8967 |

---

------

---

| | | |
|:---|:---|:---|
|  Credit Acceptance Auto Loan Trust 2024-1 |  |  |
|  6.71%, 07/17/2034, Series 2024-1A, Class C(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9571 |
|  Credit Acceptance Auto Loan Trust 2024-2 |  |  |
|  6.70%, 10/16/2034, Series 2024-2A, Class C(1) | 13334 | 13815 |
|  Credit Acceptance Auto Loan Trust 2024-3 |  |  |
|  4.85%, 11/15/2034, Series 2024-3A, Class B(1) | 6285 | 6304 |
|  Credit Acceptance Auto Loan Trust 2025-1 |  |  |
|  5.71%, 07/16/2035, Series 2025-1A, Class C(1) | 9400 | 9594 |
|  Crossroads Asset Trust 2025-A |  |  |
|  5.20%, 02/20/2032, Series 2025-A, Class B(1) | 2065 | 2095 |
|  5.51%, 02/20/2032, Series 2025-A, Class C(1) | 925 | 942 |
|  CWABS Asset-Backed Certificates Trust 2005-10 |  |  |
|  4.13%, 02/25/2036, Series 2005-10, Class AF6(4) | 1 | 1 |
|  CWABS Asset-Backed Certificates Trust 2005-17 |  |  |
|  5.56%, 05/25/2036, Series 2005-17, Class 1AF5(4) | 4 | 3 |
|  CWABS, Inc. Asset-Backed Certificates Series 2004-1 |  |  |
|  4.83% (1 Month Term SOFR + 0.67%, 0.56% Floor), 04/25/2034, Series 2004-1, Class 3A(2) | 1 | 1 |
|  5.02% (1 Month Term SOFR + 0.86%, 0.75% Floor), 03/25/2034, Series 2004-1, Class M1(2) | 5 | 5 |
|  5.10% (1 Month Term SOFR + 0.94%, 0.83% Floor), 03/25/2034, Series 2004-1, Class M2(2)(5) | 0 | 0 |
|  CWABS, Inc. Asset-Backed Certificates Trust 2004-6 |  |  |
|  5.05% (1 Month Term SOFR + 0.89%, 0.78% Floor), 11/25/2034, Series 2004-6, Class 2A5(2) | 307 | 298 |
|  5.17% (1 Month Term SOFR + 1.01%, 0.90% Floor), 10/25/2034, Series 2004-6, Class M1(2) | 4 | 4 |
|  DataBank Issuer |  |  |
|  2.06%, 02/27/2051, Series 2021-1A, Class A2(1) | 6150 | 6076 |
|  Delta Air Lines 2015-1 Class AA Pass-Through Trust |  |  |
|  3.63%, 07/30/2027, Series 2015-1, Class AA | 733 | 723 |
|  Diversified Abs Phase VI LLC |  |  |
|  7.50%, 11/28/2039, Series VI, Class A | 3942 | 3936 |
|  DP Lion Holdco LLC |  |  |
|  8.24%, 11/30/2043, Series 2023-1A, Class A | 3141 | 3229 |
|  Drive Auto Receivables Trust 2025-2 |  |  |
|  4.14%, 09/15/2032, Series 2025-2, Class A3 | 5643 | 5643 |
|  4.29%, 10/16/2028, Series 2025-2, Class A2 | 8606 | 8607 |
|  4.90%, 12/15/2032, Series 2025-2, Class D | 9895 | 9888 |
|  DT Auto Owner Trust 2023-2 |  |  |
|  5.79%, 02/15/2029, Series 2023-2A, Class C(1) | 8785 | 8822 |
|  Elmwood CLO 39 Ltd. |  |  |
|  5.42% (3 Month Term SOFR + 1.14%, 1.14% Floor), 04/17/2038, Series 2025-2A, Class A1(1)(2) | 21000 | 20994 |
|  Elmwood CLO 40 Ltd. |  |  |
|  5.52% (3 Month Term SOFR + 1.24%, 1.24% Floor), 03/22/2038, Series 2025-3A, Class A(1)(2) | 17000 | 17021 |
|  Elmwood CLO II Ltd. |  |  |
|  5.68% (3 Month Term SOFR + 1.35%, 1.35% Floor), 10/20/2037, Series 2019-2A, Class A1RR(1)(2) | 31250 | 31422 |
|  Enterprise Fleet Financing 2023-2 LLC |  |  |
|  5.56%, 04/22/2030, Series 2023-2, Class A2(1) | 4158 | 4185 |
|  Enterprise Fleet Financing 2025-2 LLC |  |  |
|  4.41%, 06/20/2029, Series 2025-2, Class A3(1) | 7124 | 7181 |
|  Enterprise Fleet Financing 2025-3 LLC |  |  |
|  4.50%, 04/20/2028, Series 2025-3, Class A2(1) | 5400 | 5429 |
|  Exeter Automobile Receivables Trust 2022-2 |  |  |
|  4.56%, 07/17/2028, Series 2022-2A, Class D | 10516 | 10516 |
|  Exeter Automobile Receivables Trust 2022-4 |  |  |
|  5.98%, 12/15/2028, Series 2022-4A, Class D | 6218 | 6270 |
|  Exeter Automobile Receivables Trust 2023-3 |  |  |
|  6.21%, 06/15/2028, Series 2023-3A, Class C | 4492 | 4516 |
|  Exeter Automobile Receivables Trust 2023-4 |  |  |
|  6.95%, 12/17/2029, Series 2023-4A, Class D | 4820 | 4956 |
|  Exeter Automobile Receivables Trust 2024-2 |  |  |
|  5.92%, 02/15/2030, Series 2024-2A, Class D | 10080 | 10301 |
|  Exeter Automobile Receivables Trust 2024-5 |  |  |
|  5.06%, 02/18/2031, Series 2024-5A, Class D | 3876 | 3898 |
|  Exeter Automobile Receivables Trust 2025-2 |  |  |
|  5.89%, 07/15/2031, Series 2025-2A, Class D | 16900 | 17342 |
|  FirstKey Homes 2020-SFR2 Trust |  |  |
|  1.27%, 10/19/2037, Series 2020-SFR2, Class A(1) | 16399 | 16323 |
|  2.67%, 10/19/2037, Series 2020-SFR2, Class E(1) | 7948 | 7912 |
|  FirstKey Homes 2021-SFR1 Trust |  |  |
|  1.54%, 08/17/2038, Series 2021-SFR1, Class A(1) | 11308 | 11043 |
|  2.19%, 08/17/2038, Series 2021-SFR1, Class D(1) | 7500 | 7316 |
|  FirstKey Homes 2022-SFR1 Trust |  |  |
|  4.15%, 05/19/2039, Series 2022-SFR1, Class A(1) | 10519 | 10477 |
|  5.20%, 05/19/2039, Series 2022-SFR1, Class D(1) | 4935 | 4921 |
|  FirstKey Homes 2022-SFR2 Trust |  |  |
|  4.25%, 07/17/2039, Series 2022-SFR2, Class A(1) | 12060 | 12031 |
|  Flagship Credit Auto Trust 2022-2 |  |  |
|  5.80%, 04/17/2028, Series 2022-2, Class D(1) | 4000 | 3645 |

---

------

---

| | | |
|:---|:---|:---|
|  Flywheel |  |  |
|  7.15%, 08/25/2044, Series 2024-PDP1, Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6994 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7127 |
|  8.11%, 08/25/2044, Series 2024-PDP1, Class B(1) | 2233 | 2282 |
|  FMC GMSR Issuer Trust |  |  |
|  3.62%, 07/25/2026, Series 2021-GT1, Class A(1)(4) | 10900 | 10465 |
|  3.85%, 10/25/2026, Series 2021-GT2, Class A(1)(4) | 8250 | 7941 |
|  4.45%, 01/25/2026, Series 2020-GT1, Class A(1)(4) | 9700 | 9609 |
|  6.19%, 04/25/2027, Series 2022-GT1, Class A(1) | 8210 | 8210 |
|  6.50%, 03/26/2027, Series 2024-SAT1, Class A(1)(4) | 12840 | 12989 |
|  Ford Credit Auto Lease Trust 2025-B |  |  |
|  4.23%, 12/15/2028, Series 2025-B, Class A3 | 16529 | 16603 |
|  Ford Credit Auto Owner Trust 2021-REV1 |  |  |
|  1.61%, 10/17/2033, Series 2021-1, Class B(1) | 2320 | 2284 |
|  Ford Credit Auto Owner Trust 2021-REV2 |  |  |
|  1.53%, 05/15/2034, Series 2021-2, Class A(1) | 6212 | 6044 |
|  1.91%, 05/15/2034, Series 2021-2, Class B(1) | 2150 | 2094 |
|  Ford Credit Auto Owner Trust 2023-B |  |  |
|  5.23%, 05/15/2028, Series 2023-B, Class A3 | 1214 | 1223 |
|  Ford Credit Auto Owner Trust 2023-REV1 |  |  |
|  4.85%, 08/15/2035, Series 2023-1, Class A(1) | 18470 | 18796 |
|  Ford Credit Auto Owner Trust 2023-REV2 |  |  |
|  5.28%, 02/15/2036, Series 2023-2, Class A(1) | 8800 | 9080 |
|  Ford Credit Auto Owner Trust 2025-REV2 |  |  |
|  4.37%, 02/15/2038, Series 2025-2, Class A(1)(3) | 32425 | 32609 |
|  Ford Credit Auto Owner Trust/Ford Credit |  |  |
|  4.86%, 08/15/2037, Series 2025-1, Class A(1)(3) | 37225 | 38190 |
|  Ford Credit Floorplan Master Owner Trust A |  |  |
|  4.30%, 09/15/2029, Series 2024-3, Class A1(1) | 12825 | 12882 |
|  4.63%, 04/15/2030, Series 2025-1, Class A1 | 17900 | 18152 |
|  4.92%, 05/15/2028, Series 2023-1, Class A1(1) | 11000 | 11052 |
|  Foundation Finance Trust 2023-2 |  |  |
|  6.53%, 06/15/2049, Series 2023-2A, Class A(1) | 1502 | 1567 |
|  9.10%, 06/15/2049, Series 2023-2A, Class D(1) | 4255 | 4555 |
|  Foundation Finance Trust 2024-2 |  |  |
|  4.93%, 03/15/2050, Series 2024-2A, Class B(1) | 4755 | 4764 |
|  GE Capital Mortgage Services, Inc. 1999-HE1 Trust |  |  |
|  6.71%, 04/25/2029, Series 1999-HE1, Class M(4) | 4 | 3 |
|  Generate CLO 8 Ltd. |  |  |
|  5.71% (3 Month Term SOFR + 1.38%, 1.38% Floor), 01/20/2038, Series 8A, Class A1R2(1)(2) | 31250 | 31349 |
|  GITSIT Mortgage Loan Trust 2025-NPL1 |  |  |
|  6.28%, 02/25/2055, Series 2025-NPL1, Class A1(1)(3) | 6072 | 6089 |
|  GLS Auto Receivables Issuer Trust 2021-2 |  |  |
|  1.42%, 04/15/2027, Series 2021-2A, Class D(1) | 382 | 380 |
|  GLS Auto Receivables Issuer Trust 2021-4 |  |  |
|  2.48%, 10/15/2027, Series 2021-4A, Class D(1) | 4001 | 3967 |
|  GLS Auto Receivables Issuer Trust 2023-3 |  |  |
|  6.01%, 05/15/2029, Series 2023-3A, Class C(1) | 4738 | 4780 |
|  GLS Auto Receivables Issuer Trust 2023-4 |  |  |
|  6.65%, 08/15/2029, Series 2023-4A, Class C(1) | 6500 | 6627 |
|  GLS Auto Receivables Issuer Trust 2024-3 |  |  |
|  5.53%, 02/18/2031, Series 2024-3A, Class D(1) | 4133 | 4199 |
|  GLS Auto Receivables Issuer Trust 2025-2 |  |  |
|  5.11%, 01/15/2031, Series 2025-2A, Class C(1) | 12095 | 12233 |
|  Gm Financial Automobile Leasing Trust 2025-2 |  |  |
|  4.58%, 05/22/2028, Series 2025-2, Class A3 | 2363 | 2385 |
|  GM Financial Automobile Leasing Trust 2025-3 |  |  |
|  4.17%, 08/21/2028, Series 2025-3, Class A3 | 7291 | 7318 |
|  GM Financial Consumer Automobile Receivables Trust 2023-4 |  |  |
|  6.16%, 04/16/2029, Series 2023-4, Class B | 1700 | 1753 |
|  6.41%, 05/16/2029, Series 2023-4, Class C | 1200 | 1240 |
|  GM Financial Revolving Receivables Trust 2021-1 |  |  |
|  1.49%, 06/12/2034, Series 2021-1, Class B(1) | 500 | 487 |
|  GM Financial Revolving Receivables Trust 2023-2 |  |  |
|  5.77%, 08/11/2036, Series 2023-2, Class A(1) | 20576 | 21575 |
|  GM Financial Revolving Receivables Trust 2024-1 |  |  |
|  4.98%, 12/11/2036, Series 2024-1, Class A(1) | 8200 | 8415 |
|  GM Financial Revolving Receivables Trust 2025-1 |  |  |
|  4.64%, 12/11/2037, Series 2025-1, Class A(1) | 32832 | 33412 |
|  GMF Floorplan Owner Revolving Trust |  |  |
|  4.73%, 11/15/2029, Series 2024-4A, Class A1(1) | 5493 | 5570 |
|  5.13%, 03/15/2029, Series 2024-1A, Class A1(1) | 17525 | 17798 |
|  Goodgreen 2017-1 Trust |  |  |
|  3.74%, 10/15/2052, Series 2017-1A, Class A(1) | 524 | 483 |
|  Goodgreen 2017-2 Trust |  |  |
|  3.26%, 10/15/2053, Series 2017-2A, Class A(1) | 1452 | 1312 |

---

------

---

| | | |
|:---|:---|:---|
|  Goodgreen 2017-R1 Trust |  |  |
|  5.00%, 10/20/2051, Series 2017-R1(1) | 119 | 119 |
|  Goodgreen 2019-2 |  |  |
|  2.76%, 04/15/2055, Series 2019-2A, Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969 |
|  Goodgreen 2023-1 |  |  |
|  5.90%, 01/17/2061, Series 2023-1A, Class A(1) | 5625 | 5605 |
|  GreenSky Home Improvement Issuer Trust 2025-2 |  |  |
|  4.93%, 06/25/2060, Series 2025-2A, Class A2(1) | 2494 | 2504 |
|  5.02%, 06/25/2060, Series 2025-2A, Class A3(1) | 10485 | 10628 |
|  Grene Energy |  |  |
|  12.50%, 01/25/2026 | 462 | 377 |
|  GS Mortgage-Backed Securities Trust 2025-SL1 |  |  |
|  5.85%, 11/25/2067, Series 2025-SL1, Class A1(1)(4) | 17578 | 17730 |
|  HERO Funding 2017-3 |  |  |
|  3.95%, 09/20/2048, Series 2017-3A, Class A2(1) | 894 | 840 |
|  HERO Funding Trust 2016-2 |  |  |
|  3.75%, 09/20/2041, Series 2016-2A, Class A(1) | 450 | 431 |
|  HERO Funding Trust 2016-3 |  |  |
|  3.08%, 09/20/2042, Series 2016-3A, Class A1(1) | 190 | 177 |
|  HERO Funding Trust 2016-4A |  |  |
|  3.57%, 09/20/2047, Series 2016-4A, Class A1(1) | 648 | 612 |
|  HERO Funding Trust 2017-1A |  |  |
|  4.46%, 09/20/2047, Series 2017-1A, Class A2(1) | 1288 | 1238 |
|  HERO Funding Trust 2017-2 |  |  |
|  3.28%, 09/20/2048, Series 2017-2A, Class A1(1) | 1112 | 1029 |
|  Hertz Vehicle Financing III LLC |  |  |
|  5.41%, 12/25/2031, Series 2025-4A, Class A(1) | 2696 | 2755 |
|  Hertz Vehicle Financing LLC |  |  |
|  2.33%, 06/26/2028, Series 2022-2A, Class A(1) | 24903 | 24175 |
|  Hilton Grand Vacations Trust 2022-1D |  |  |
|  4.10%, 06/20/2034, Series 2022-1D, Class B(1) | 1075 | 1068 |
|  HIN Timeshare Trust 2020-A |  |  |
|  2.23%, 10/09/2039, Series 2020-A, Class B(1) | 712 | 691 |
|  HINNT 2024-A LLC |  |  |
|  5.49%, 03/15/2043, Series 2024-A, Class A(1) | 3076 | 3130 |
|  HINNT 2025-A LLC |  |  |
|  5.45%, 03/15/2044, Series 2025-A, Class B(1) | 2791 | 2816 |
|  Home Partners of America 2021-2 Trust |  |  |
|  1.90%, 12/17/2026, Series 2021-2, Class A(1) | 6026 | 5853 |
|  2.95%, 12/17/2026, Series 2021-2, Class E2(1) | 6237 | 6041 |
|  Home Partners of America 2021-3 Trust |  |  |
|  2.20%, 01/17/2041, Series 2021-3, Class A(1) | 3469 | 3222 |
|  3.20%, 01/17/2041, Series 2021-3, Class E1(1) | 5169 | 4814 |
|  Huntington Auto Trust 2024-1 |  |  |
|  5.14%, 08/15/2029, Series 2024-1A, Class A4(1) | 11500 | 11718 |
|  Hyundai Auto Lease Securitization Trust 2025-B |  |  |
|  4.53%, 04/17/2028, Series 2025-B, Class A3(1) | 8493 | 8568 |
|  Hyundai Auto Lease Securitization Trust 2025-C |  |  |
|  4.36%, 07/17/2028, Series 2025-C, Class A3(1) | 11580 | 11656 |
|  4.38%, 06/15/2029, Series 2025-C, Class A4(1) | 6050 | 6091 |
|  Hyundai Auto Receivables Trust 2023-C |  |  |
|  5.55%, 12/17/2029, Series 2023-C, Class A4 | 2326 | 2387 |
|  Hyundai Auto Receivables Trust 2025-C |  |  |
|  3.88%, 04/15/2030, Series 2025-C, Class A3 | 10405 | 10393 |
|  Jonah 2022-1 A2 |  |  |
|  7.80%, 11/10/2037, Series 2022-1, Class A2(1) | 5383 | 5351 |
|  Jonah Energy Abs I LLC |  |  |
|  7.20%, 12/10/2037, Series 2022-1, Class A1(1) | 5309 | 5350 |
|  Jonah Energy Abs II LLC |  |  |
|  6.50%, 08/10/2039, Series 2024-1A, Class A1(1) | 7754 | 7793 |
|  JP Morgan Mortgage Trust 2025-HE2 |  |  |
|  5.63% (30-day Average SOFR + 1.25%), 11/20/2055, Series 2025-HE2, Class A1(1)(2) | 6862 | 6868 |
|  KGS-Alpha SBA COOF Trust |  |  |
|  0.61%, 05/25/2039, Series 2012-6, Class A(1)(4) | 506 | 6 |
|  KGS-Alpha SBA COOF Trust 2012-2 |  |  |
|  0.95%, 08/25/2038, Series 2012-2, Class A(1)(4) | 489 | 9 |
|  KGS-Alpha SBA COOF Trust 2014-2 |  |  |
|  2.64%, 04/25/2040, Series 2014-2, Class A(1)(4) | 102 | 6 |
|  KKR CLO 11 Ltd. |  |  |
|  5.76% (3 Month Term SOFR + 1.44%, 1.44% Floor), 01/15/2031, Series 11, Class AR(1)(2) | 2080 | 2081 |
|  KKR CLO 54 Ltd. |  |  |
|  5.64% (3 Month Term SOFR + 1.32%, 1.32% Floor), 01/15/2038, Series 2024-54A, Class A(1)(2) | 11500 | 11526 |
|  Kubota Credit Owner Trust 2025-1 |  |  |
|  4.67%, 06/15/2029, Series 2025-1A, Class A3(1) | 10800 | 10957 |

---

------

---

| | | |
|:---|:---|:---|
|  LAD Auto Receivables Trust 2024-1 |  |  |
|  5.23%, 01/18/2028, Series 2024-1A, Class A3(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958 |
|  LAD Auto Receivables Trust 2024-3 |  |  |
|  4.64%, 11/15/2027, Series 2024-3A, Class A2(1) | 1609 | 1610 |
|  Long Beach Mortgage Loan Trust 2004-1 |  |  |
|  5.02% (1 Month Term SOFR + 0.86%, 0.75% Floor), 02/25/2034, Series 2004-1, Class M1(2) | 42 | 42 |
|  Long Beach Mortgage Loan Trust 2004-3 |  |  |
|  5.13% (1 Month Term SOFR + 0.97%, 0.86% Floor), 07/25/2034, Series 2004-3, Class M1(2) | 21 | 21 |
|  Madison Park Funding XXIX Ltd. |  |  |
|  5.51% (3 Month Term SOFR + 1.18%, 1.18% Floor), 03/25/2038, Series 2018-29A, Class A1R2(1)(2) | 35720 | 35709 |
|  Mariner Finance Issuance Trust 2021-A |  |  |
|  2.33%, 03/20/2036, Series 2021-AA, Class B(1) | 5700 | 5498 |
|  Mercedes-Benz Auto Lease Trust 2025-A |  |  |
|  4.61%, 04/16/2029, Series 2025-A, Class A3 | 3784 | 3837 |
|  MFA 2024-NPL1 Trust |  |  |
|  6.33%, 09/25/2054, Series 2024-NPL1, Class A1(3) | 5466 | 5473 |
|  Mid-State Capital Corp. 2006-1 Trust |  |  |
|  6.08%, 10/15/2040, Series 2006-1, Class M1(1) | 231 | 232 |
|  MMAF Equipment Finance LLC 2019-B |  |  |
|  2.29%, 11/12/2041, Series 2019-B, Class A5(1) | 6279 | 6216 |
|  MMAF Equipment Finance LLC 2023-A |  |  |
|  5.54%, 12/13/2029, Series 2023-A, Class A3(1) | 16250 | 16550 |
|  MVW 2025-1 LLC |  |  |
|  5.21%, 09/22/2042, Series 2025-1A, Class B(1) | 2343 | 2375 |
|  Navient Private Education Refi Loan Trust 2019-C |  |  |
|  3.13%, 02/15/2068, Series 2019-CA, Class A2(1) | 831 | 821 |
|  Navient Private Education Refi Loan Trust 2020-B |  |  |
|  2.12%, 01/15/2069, Series 2020-BA, Class A2(1) | 1433 | 1370 |
|  Navient Private Education Refi Loan Trust 2021-G |  |  |
|  1.58%, 04/15/2070, Series 2021-GA, Class A(1) | 6053 | 5471 |
|  Nelnet Student Loan Trust 2021-D |  |  |
|  1.63%, 04/20/2062, Series 2021-DA, Class AFX(1) | 4617 | 4387 |
|  New Century Home Equity Loan Trust Series 2003-5 |  |  |
|  4.86%, 11/25/2033, Series 2003-5, Class AI6(3) | 67 | 66 |
|  New Residential Mortgage Loan Trust 2018-1 |  |  |
|  4.00%, 12/25/2057, Series 2018-1A, Class A1A(1)(4) | 911 | 891 |
|  New Residential Mortgage Loan Trust 2022-SFR2 |  |  |
|  4.00%, 09/04/2039, Series 2022-SFR2, Class D(1) | 5000 | 4852 |
|  NGC 2024-I Ltd. |  |  |
|  5.93% (3 Month Term SOFR + 1.60%, 1.60% Floor), 07/20/2037, Series 2024-1A, Class A1(1)(2) | 29750 | 29838 |
|  Nissan Auto Lease Trust 2023-B |  |  |
|  5.61%, 11/15/2027, Series 2023-B, Class A4 | 2254 | 2256 |
|  NRZ Excess Spread-Collateralized Notes |  |  |
|  3.10%, 07/25/2026, Series 2021-FHT1, Class A(1) | 4975 | 4896 |
|  3.47%, 11/25/2026, Series 2021-GNT1, Class A(1) | 3115 | 3047 |
|  NRZ Excess Spread-Collateralized Notes Series 2020-PLS1 |  |  |
|  3.84%, 12/25/2025, Series 2020-PLS1, Class A(1) | 2086 | 2078 |
|  NYACK Park CLO Ltd. |  |  |
|  5.71% (3 Month Term SOFR + 1.38%, 1.38% Floor), 10/20/2034, Series 2021-1A, Class A(1)(2) | 19752 | 19747 |
|  Octagon 55 Ltd. |  |  |
|  0.00% (3 Month Term SOFR + 1.26%, 1.26% Floor), 03/20/2038, Series 2021-1A, Class A1R(1)(2)(6) | 40000 | 40000 |
|  Octane Receivables Trust 2023-1 |  |  |
|  5.96%, 07/20/2029, Series 2023-1A, Class B(1) | 4100 | 4128 |
|  OneMain Direct Auto Receivables Trust 2019-1 |  |  |
|  3.63%, 09/14/2027, Series 2019-1A, Class A(1) | 1016 | 1015 |
|  OneMain Direct Auto Receivables Trust 2021-1 |  |  |
|  1.26%, 07/14/2028, Series 2021-1A, Class B(1) | 10300 | 10227 |
|  OneMain Direct Auto Receivables Trust 2023-1 |  |  |
|  5.41%, 11/14/2029, Series 2023-1A, Class A(1) | 12500 | 12607 |
|  7.07%, 02/14/2033, Series 2023-1A, Class D(1) | 6480 | 6747 |
|  OneMain Direct Auto Receivables Trust 2025-1 |  |  |
|  5.36%, 04/16/2035, Series 2025-1A, Class A(1) | 17100 | 17649 |
|  OneMain Financial Issuance Trust 2020-2 |  |  |
|  1.75%, 09/14/2035, Series 2020-2A, Class A(1) | 9005 | 8850 |
|  OneMain Financial Issuance Trust 2021-1 |  |  |
|  5.13% (30-day Average SOFR + 0.76%), 06/16/2036, Series 2021-1A, Class A2(1)(2) | 10342 | 10361 |
|  OneMain Financial Issuance Trust 2023-2 |  |  |
|  5.84%, 09/15/2036, Series 2023-2A, Class A1(1) | 16600 | 16973 |
|  Onemain Financial Issuance Trust 2025-1 |  |  |
|  4.82%, 07/14/2038, Series 2025-1A, Class A(1) | 21700 | 21915 |
|  Oportun Issuance Trust 2021-B |  |  |
|  1.47%, 05/08/2031, Series 2021-B, Class A(1) | 1522 | 1491 |
|  Oportun Issuance Trust 2024-1 |  |  |
|  6.55%, 04/08/2031, Series 2024-1A, Class B(1) | 728 | 728 |
|  Option One Mortgage Loan Trust 2004-3 |  |  |
|  5.17% (1 Month Term SOFR + 1.01%, 0.90% Floor), 11/25/2034, Series 2004-3, Class A4(2) | 1338 | 1408 |

---

------

---

| | | |
|:---|:---|:---|
|  OZLM XXII Ltd. |  |  |
|  5.65% (3 Month Term SOFR + 1.33%), 01/17/2031, Series 2018-22A, Class A1(1)(2) | 583 | 582 |
|  P4 SFR 2019-STL |  |  |
|  7.25%, 10/11/2026, Series 2019, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4326 |
|  Pagaya AI Technology in Housing Trust 2023-1 |  |  |
|  3.60%, 10/25/2040, Series 2023-1, Class A(1) | 3200 | 3104 |
|  Pennsylvania Higher Education Assistance Agency |  |  |
|  5.00% (30-day Average SOFR + 0.64%, 0.53% Floor), 05/25/2070, Series 2021-1A, Class A(1)(2) | 3753 | 3706 |
|  Perimeter Master Note Business Trust |  |  |
|  5.58%, 12/16/2030, Series 2025-1A, Class A(1) | 12750 | 12788 |
|  PFS Financing Corp. |  |  |
|  4.85%, 02/15/2030, Series 2025-B, Class A(1) | 13575 | 13797 |
|  Porsche Innovative Lease Owner Trust 2025-1 |  |  |
|  4.61%, 10/20/2028, Series 2025-1A, Class A3(1) | 8344 | 8440 |
|  PRET 2021-RN4 LLC |  |  |
|  5.49%, 10/25/2051, Series 2021-RN4, Class A1(1)(4) | 10198 | 10199 |
|  PRET 2024-NPL5 LLC |  |  |
|  5.96%, 09/25/2054, Series 2024-NPL5, Class A1(1)(3) | 2592 | 2594 |
|  PRET 2024-NPL7 LLC |  |  |
|  5.93%, 10/25/2054, Series 2024-NPL7, Class A1(1)(3) | 3026 | 3029 |
|  PRET 2025-NPL6 LLC |  |  |
|  5.74%, 06/25/2055, Series 2025-NPL6, Class A1(1)(3) | 5361 | 5388 |
|  PRET 2025-NPL8 LLC |  |  |
|  5.73%, 08/25/2055, Series 2025-NPL8, Class A1(1)(3) | 10135 | 10161 |
|  Progress Residential 2021-SFR3 |  |  |
|  2.54%, 05/17/2026, Series 2021-SFR3, Class E1(1) | 6250 | 6190 |
|  Progress Residential 2021-SFR9 Trust |  |  |
|  2.81%, 11/17/2040, Series 2021-SFR9, Class E1(1) | 5400 | 5037 |
|  Progress Residential 2022-SFR1 Trust |  |  |
|  3.93%, 02/17/2041, Series 2022-SFR1, Class E1(1) | 11100 | 10659 |
|  Progress Residential 2022-SFR2 Trust |  |  |
|  3.95%, 04/17/2027, Series 2022-SFR2, Class D(1) | 3000 | 2947 |
|  Progress Residential 2022-SFR3 Trust |  |  |
|  5.20%, 04/17/2039, Series 2022-SFR3, Class E1(1) | 9025 | 8970 |
|  Progress Residential 2024-SFR2 Trust |  |  |
|  3.30%, 04/17/2041, Series 2024-SFR2, Class A(1) | 19817 | 19054 |
|  Progress Residential 2025-SFR2 Trust |  |  |
|  3.56%, 04/17/2042, Series 2025-SFR2, Class D(1) | 8382 | 7778 |
|  Progress Residential 2025-SFR3 Trust |  |  |
|  3.39%, 07/17/2042, Series 2025-SFR3, Class B(1) | 8310 | 7720 |
|  Progress Residential 2025-SFR5 Trust |  |  |
|  4.00%, 10/17/2042, Series 2025-SFR5, Class C(1) | 1400 | 1329 |
|  RCKT Mortgage Trust 2024-CES5 |  |  |
|  5.85%, 08/25/2044, Series 2024-CES5, Class A1A(1)(3) | 1475 | 1490 |
|  RCKT Mortgage Trust 2024-CES7 |  |  |
|  5.16%, 10/25/2044, Series 2024-CES7, Class A1A(1)(3) | 4299 | 4309 |
|  RCKT Mortgage Trust 2024-CES9 |  |  |
|  5.58%, 12/25/2044, Series 2024-CES9, Class A1A(1)(3) | 4389 | 4435 |
|  RCKT Mortgage Trust 2025-CES8 |  |  |
|  4.80%, 09/25/2055, Series 2025-CES9, Class A1A(1)(3) | 6400 | 6398 |
|  RCKT Trust 2025-PL1 |  |  |
|  4.99%, 07/25/2034, Series 2025-1A, Class B(1) | 1430 | 1436 |
|  RCO IX Mortgage LLC 2025-2 |  |  |
|  6.51%, 04/25/2030, Series 2025-2, Class A1(1)(3) | 9556 | 9589 |
|  RCO VIII Mortgage LLC 2025-3 |  |  |
|  6.43%, 05/25/2030, Series 2025-3, Class A1(1)(3) | 4129 | 4138 |
|  Regatta XII Funding Ltd. |  |  |
|  5.71% (3 Month Term SOFR + 1.39%, 1.39% Floor), 10/15/2037, Series 2019-1A, Class ARR(1)(2) | 28000 | 28111 |
|  Regional Management Issuance Trust 2025-1 |  |  |
|  4.99%, 04/17/2034, Series 2025-1, Class A(1) | 4055 | 4083 |
|  Renaissance Home Equity Loan Trust |  |  |
|  5.61%, 04/25/2037, Series 2007-1, Class AF3(3) | 299 | 76 |
|  Renew 2017-1 |  |  |
|  3.67%, 09/20/2052, Series 2017-1A, Class A(1) | 670 | 626 |
|  Santander Drive Auto Receivables Trust 2022-6 |  |  |
|  5.69%, 02/18/2031, Series 2022-6, Class D | 10600 | 10704 |
|  Santander Drive Auto Receivables Trust 2023-1 |  |  |
|  5.09%, 05/15/2030, Series 2023-1, Class C | 2300 | 2317 |
|  Santander Drive Auto Receivables Trust 2023-3 |  |  |
|  5.77%, 11/15/2030, Series 2023-3, Class C | 4500 | 4583 |
|  Santander Drive Auto Receivables Trust 2023-4 |  |  |
|  5.73%, 04/17/2028, Series 2023-4, Class A3 | 2968 | 2976 |
|  6.04%, 12/15/2031, Series 2023-4, Class C | 8300 | 8526 |
|  Santander Drive Auto Receivables Trust 2023-6 |  |  |
|  5.98%, 04/16/2029, Series 2023-6, Class B | 2500 | 2541 |

---

------

---

| | | |
|:---|:---|:---|
|  6.40%, 03/17/2031, Series 2023-6, Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034 |
|  Santander Drive Auto Receivables Trust 2024-3 |  |  |
|  5.97%, 10/15/2031, Series 2024-3, Class D | 11480 | 11771 |
|  Santander Drive Auto Receivables Trust 2024-4 |  |  |
|  4.95%, 04/15/2030, Series 2024-4, Class C | 7500 | 7568 |
|  Santander Drive Auto Receivables Trust 2024-5 |  |  |
|  4.88%, 09/15/2027, Series 2024-5, Class A2 | 1179 | 1179 |
|  Santander Drive Auto Receivables Trust 2025-3 |  |  |
|  4.38%, 01/15/2030, Series 2025-3, Class A3 | 14019 | 14103 |
|  4.68%, 09/15/2031, Series 2025-3, Class C | 15580 | 15667 |
|  SBNA Auto Lease Trust 2024-C |  |  |
|  4.94%, 11/20/2026, Series 2024-C, Class A2(1) | 248 | 248 |
|  SCF Equipment Leasing 2023-1 LLC |  |  |
|  6.17%, 05/20/2032, Series 2023-1A, Class A3(1) | 3022 | 3067 |
|  7.00%, 08/22/2033, Series 2023-1A, Class D(1) | 8558 | 8961 |
|  SCF Equipment Trust 2016-1 LLC |  |  |
|  5.11%, 11/21/2033, Series 2025-1A, Class A3(1) | 6950 | 7113 |
|  Securitized Asset Backed Receivables LLC Trust 2006-CB1 |  |  |
|  2.82%, 01/25/2036, Series 2006-CB1, Class AF2(3) | 39 | 33 |
|  SFS Auto Receivables Securitization Trust 2023-1 |  |  |
|  5.71%, 01/22/2030, Series 2023-1A, Class B(1) | 1200 | 1231 |
|  5.97%, 02/20/2031, Series 2023-1A, Class C(1) | 1550 | 1595 |
|  Sierra Timeshare 2021-1 Receivables Funding LLC |  |  |
|  1.34%, 11/20/2037, Series 2021-1A, Class B(1) | 799 | 793 |
|  Sierra Timeshare 2025-2 Receivables Funding LLC |  |  |
|  4.72%, 04/20/2044, Series 2025-2A, Class A(1) | 1936 | 1953 |
|  4.93%, 04/20/2044, Series 2025-2A, Class B(1) | 2740 | 2760 |
|  Sixth Street CLO XVI Ltd. |  |  |
|  6.12% (3 Month Term SOFR + 1.79%, 1.79% Floor), 01/20/2037, Series 2020-16A, Class A1R(1)(2) | 20250 | 20271 |
|  SoFi Professional Loan Program 2017-F LLC |  |  |
|  2.84%, 01/25/2041, Series 2017-F, Class A2FX(1) | 205 | 204 |
|  SoFi Professional Loan Program 2018-B Trust |  |  |
|  3.34%, 08/25/2047, Series 2018-B, Class A2FX(1) | 81 | 81 |
|  SoFi Professional Loan Program 2019-C LLC |  |  |
|  2.37%, 11/16/2048, Series 2019-C, Class A2FX(1) | 1718 | 1660 |
|  SoFi Professional Loan Program 2020-ATrust |  |  |
|  2.54%, 05/15/2046, Series 2020-A, Class A2FX(1) | 2416 | 2337 |
|  Sound Point CLO II Ltd. |  |  |
|  5.65% (3 Month Term SOFR + 1.33%, 1.33% Floor), 01/26/2031, Series 2013-1A, Class A1R(1)(2) | 1805 | 1805 |
|  Stellantis Financial Underwritten Enhanced Lease Trust 2025-A |  |  |
|  4.50%, 03/20/2029, Series 2025-AA, Class A4(1) | 3800 | 3831 |
|  Stellantis Financial Underwritten Enhanced Lease Trust 2025-B |  |  |
|  4.27%, 01/22/2029, Series 2025-BA, Class A3(1) | 7999 | 8038 |
|  Structured Asset Securities Corp. Pass-Through Certificates Series 2002-AL1 |  |  |
|  3.45%, 02/25/2032, Series 2002-AL1, Class A2 | 1 | 1 |
|  3.45%, 02/25/2032, Series 2002-AL1, Class A3 | 12 | 2 |
|  Synchrony Card Funding LLC |  |  |
|  4.49%, 05/15/2031, Series 2025-A2, Class A | 10500 | 10626 |
|  TCW CLO 2020-1 Ltd. |  |  |
|  5.38% (3 Month Term SOFR + 1.05%), 04/20/2034, Series 2020-1A, Class A1R3(1)(2) | 19250 | 19237 |
|  Tesla Electric Vehicle Trust 2023-1 |  |  |
|  5.38%, 02/20/2029, Series 2023-1, Class A4(1) | 1733 | 1765 |
|  Texas Debt Capital CLO 2023-II Ltd. |  |  |
|  5.70% (3 Month Term SOFR + 1.37%, 1.37% Floor), 10/21/2037, Series 2023-2A, Class A1R(1)(2) | 22000 | 22074 |
|  Texas Natural Gas Securitization Finance Corp. |  |  |
|  5.10%, 04/01/2035, Series 2023-1, Class A1 | 12336 | 12710 |
|  5.17%, 04/01/2041, Series 2023-1, Class A2 | 10028 | 10215 |
|  Towd Point Mortgage Trust |  |  |
|  7.29%, 10/25/2063, Series 2023-CES2, Class A1A(1)(4) | 1948 | 1978 |
|  Towd Point Mortgage Trust 2020-MH1 |  |  |
|  2.25%, 02/25/2060, Series 2020-MH1, Class A1(1)(4) | 1179 | 1156 |
|  Towd Point Mortgage Trust 2024-CES1 |  |  |
|  5.85%, 01/25/2064, Series 2024-CES1, Class A1A(1)(4) | 375 | 378 |
|  Towd Point Mortgage Trust 2024-CES3 |  |  |
|  6.29%, 05/25/2064, Series 2024-CES3, Class A1(1)(4) | 4687 | 4746 |
|  Towd Point Mortgage Trust 2024-CES4 |  |  |
|  5.12%, 09/25/2064, Series 2024-CES4, Class A1(1)(3) | 5334 | 5339 |
|  Towd Point Mortgage Trust 2024-CES5 |  |  |
|  5.17%, 09/25/2064, Series 2024-CES5, Class A1(1)(4) | 4819 | 4827 |
|  Towd Point Mortgage Trust 2025-CES1 |  |  |
|  5.71%, 02/25/2055, Series 2025-CES1, Class A1(1)(3) | 5953 | 6009 |
|  Towd Point Mortgage Trust 2025-CRM1 |  |  |
|  5.80%, 01/25/2065, Series 2025-CRM1, Class A1(1)(3) | 5348 | 5409 |
|  Toyota Auto Loan Extended Note Trust 2025-1 |  |  |
|  4.65%, 05/25/2038, Series 2025-1A, Class A(1) | 21846 | 22263 |

---

------

---

| | | |
|:---|:---|:---|
|  Toyota Auto Receivables 2021-D Owner Trust |  |  |
|  1.02%, 03/15/2027, Series 2021-D, Class A4 | 438 | 436 |
|  Toyota Lease Owner Trust 2025-B |  |  |
|  3.96%, 11/20/2028, Series 2025-B, Class A3(1) | 10671 | 10680 |
|  Truist Bank Auto Credit-Linked Notes Series 2025-1 |  |  |
|  4.73%, 09/26/2033, Series 2025-1, Class B(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 |
|  VCAT 2025-NPL1 LLC |  |  |
|  5.88%, 01/25/2055, Series 2025-NPL1, Class A1(1)(3) | 2750 | 2756 |
|  VCAT 2025-NPL3 LLC |  |  |
|  5.89%, 02/25/2055, Series 2025-NPL3, Class A1(1)(3) | 600 | 601 |
|  Venture 32 CLO Ltd. |  |  |
|  5.69% (3 Month Term SOFR + 1.36%, 1.10% Floor), 07/18/2031, Series 2018-32A, Class A1(1)(2) | 3278 | 3281 |
|  Verizon Master Trust |  |  |
|  4.16%, 08/22/2033, Series 2025-8, Class A(1) | 7992 | 7945 |
|  4.49%, 01/22/2029, Series 2023-1, Class A | 2695 | 2698 |
|  4.62%, 11/20/2030, Series 2024-8, Class A1A | 11200 | 11343 |
|  5.00%, 12/20/2028, Series 2024-1, Class A1A | 5987 | 5998 |
|  VM Debt |  |  |
|  7.46%, 07/18/2027, Series 2019-1(1) | 14994 | 14264 |
|  Volkswagen Auto Lease Trust 2024-A |  |  |
|  5.21%, 06/21/2027, Series 2024-A, Class A3 | 7092 | 7155 |
|  Volkswagen Auto Lease Trust 2025-B |  |  |
|  4.01%, 01/22/2029, Series 2025-B, Class A3 | 14411 | 14431 |
|  VOLT CII LLC |  |  |
|  5.87%, 08/25/2051, Series 2021-NP11, Class A1(1)(3) | 1435 | 1435 |
|  VOLT CV LLC |  |  |
|  5.49%, 11/27/2051, Series 2021-CF2, Class A1(1)(3) | 5162 | 5160 |
|  VOLT XCV LLC |  |  |
|  6.24%, 03/27/2051, Series 2021-NPL4, Class A1(1)(3) | 520 | 520 |
|  VOLT XCVII LLC |  |  |
|  6.24%, 04/25/2051, Series 2021-NPL6, Class A1(1)(3) | 563 | 563 |
|  Voya CLO 2019-3 Ltd. |  |  |
|  5.66% (3 Month Term SOFR + 1.34%, 1.08% Floor), 10/17/2032, Series 2019-3A, Class AR(1)(2) | 18477 | 18502 |
|  Wellfleet CLO 2020-1 Ltd. |  |  |
|  5.52% (3 Month Term SOFR + 1.20%, 1.20% Floor), 04/15/2033, Series 2020-1A, Class A1AR(1)(2) | 21231 | 21226 |
|  Wellfleet CLO 2024-1 Ltd. |  |  |
|  5.92% (3 Month Term SOFR + 1.59%, 1.59% Floor), 07/18/2037, Series 2024-1A, Class A1(1)(2) | 25950 | 26073 |
|  Western Funding Auto Loan Trust 2025-1 |  |  |
|  4.75%, 07/16/2035, Series 2025-1, Class A(1) | 10000 | 10062 |
|  5.34%, 11/15/2035, Series 2025-1, Class C(1) | 9310 | 9413 |
|  Westgate Resorts 2024-1 LLC |  |  |
|  6.56%, 01/20/2038, Series 2024-1A, Class B(1) | 4449 | 4519 |
|  Westlake Automobile Receivables Trust 2022-2 |  |  |
|  5.48%, 09/15/2027, Series 2022-2A, Class D(1) | 3500 | 3513 |
|  Westlake Automobile Receivables Trust 2023-1 |  |  |
|  6.79%, 11/15/2028, Series 2023-1A, Class D(1) | 3345 | 3435 |
|  Westlake Automobile Receivables Trust 2023-2 |  |  |
|  7.01%, 11/15/2028, Series 2023-2A, Class D(1) | 7312 | 7474 |
|  Westlake Automobile Receivables Trust 2023-3 |  |  |
|  6.02%, 09/15/2028, Series 2023-3A, Class C(1) | 7800 | 7905 |
|  Westlake Automobile Receivables Trust 2025-2 |  |  |
|  4.51%, 05/15/2029, Series 2025-2A, Class A3(1) | 3898 | 3926 |
|  Wheels Fleet Lease Funding 1 LLC |  |  |
|  4.41%, 05/18/2040, Series 2025-2A, Class A1(1) | 14100 | 14179 |
|  5.80%, 04/18/2038, Series 2023-1A, Class A(1) | 5765 | 5808 |
|  World Omni Auto Receivables Trust 2025-C |  |  |
|  4.42%, 11/17/2031, Series 2025-C, Class B | 3959 | 3977 |
|  World Omni Automobile Lease Securitization Trust 2023-A |  |  |
|  5.04%, 07/17/2028, Series 2023-A, Class A4 | 864 | 865 |
|  World Omni Select Auto Trust 2021-A |  |  |
|  1.09%, 11/15/2027, Series 2021-A, Class C | 773 | 772 |
|  **Total Asset-Backed Obligations (Cost: $2,457,136)** |  | **2470529** |
|  **Corporate Bonds – 28.51%** |  |  |
|  **Basic Materials – 0.91%** |  |  |
|  Anglo American Capital Plc |  |  |
|  4.75%, 04/10/2027(1) | 3980 | 4009 |
|  5.63%, 04/01/2030(1) | 4300 | 4488 |
|  5.75%, 04/05/2034(1) | 15385 | 16147 |
|  Antofagasta Plc |  |  |
|  5.63%, 09/09/2035(1) | 2198 | 2240 |
|  ArcelorMittal SA |  |  |
|  6.75%, 03/01/2041 | 6462 | 7014 |
|  6.80%, 11/29/2032 | 3000 | 3337 |

---

------

---

| | | |
|:---|:---|:---|
|  BHP Billiton Finance USA Ltd. |  |  |
|  5.00%, 02/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6622 |
|  5.30%, 02/21/2035 | 1420 | 1478 |
|  CF Industries, Inc. |  |  |
|  4.95%, 06/01/2043 | 1800 | 1656 |
|  5.15%, 03/15/2034 | 1670 | 1685 |
|  5.38%, 03/15/2044 | 2040 | 1967 |
|  Corp. Nacional del Cobre de Chile |  |  |
|  6.44%, 01/26/2036(1) | 2076 | 2244 |
|  Dow Chemical Co. |  |  |
|  4.55%, 11/30/2025 | 437 | 437 |
|  DuPont de Nemours, Inc. |  |  |
|  4.73%, 11/15/2028 | 6860 | 6913 |
|  5.32%, 11/15/2038 | 4035 | 4134 |
|  5.42%, 11/15/2048 | 3165 | 3129 |
|  Freeport Indonesia PT |  |  |
|  4.76%, 04/14/2027(1) | 660 | 661 |
|  Glencore Funding LLC |  |  |
|  2.63%, 09/23/2031(1) | 4000 | 3592 |
|  3.88%, 10/27/2027(1) | 875 | 868 |
|  3.88%, 04/27/2051(1) | 1000 | 753 |
|  4.00%, 03/27/2027(1) | 17716 | 17631 |
|  5.34%, 04/04/2027(1) | 9813 | 9964 |
|  5.63%, 04/04/2034(1) | 2450 | 2550 |
|  5.67%, 04/01/2035(1) | 14209 | 14768 |
|  5.70%, 05/08/2033(1) | 1700 | 1795 |
|  6.38%, 10/06/2030(1) | 2688 | 2901 |
|  6.50%, 10/06/2033(1) | 7000 | 7714 |
|  Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT |  |  |
|  6.53%, 11/15/2028(1) | 4761 | 5101 |
|  International Flavors & Fragrances, Inc. |  |  |
|  2.30%, 11/01/2030(1) | 3900 | 3490 |
|  LYB International Finance III LLC |  |  |
|  1.25%, 10/01/2025 | 692 | 692 |
|  Minera Mexico SA de CV |  |  |
|  5.63%, 02/12/2032(1) | 1558 | 1606 |
|  Newmont Corp. / Newcrest Finance Pty Ltd. |  |  |
|  5.35%, 03/15/2034 | 5260 | 5486 |
|  Nutrien Ltd. |  |  |
|  4.13%, 03/15/2035 | 1960 | 1815 |
|  4.20%, 04/01/2029 | 420 | 419 |
|  5.25%, 01/15/2045 | 1444 | 1372 |
|  OCP SA |  |  |
|  6.10%, 04/30/2030(1) | 5575 | 5840 |
|  6.70%, 03/01/2036(1) | 9381 | 10050 |
|  6.75%, 05/02/2034(1) | 5033 | 5471 |
|  7.50%, 05/02/2054(1) | 2323 | 2575 |
|  Rio Tinto Alcan, Inc. |  |  |
|  5.75%, 06/01/2035 | 54 | 58 |
|  Rio Tinto Finance USA Plc |  |  |
|  4.88%, 03/14/2030 | 10230 | 10483 |
|  5.25%, 03/14/2035 | 1910 | 1968 |
|  Samarco Mineracao SA |  |  |
|  9.50%, 06/30/2031(1)(7) | 665 | 668 |
|  Sasol Financing USA LLC |  |  |
|  6.50%, 09/27/2028 | 1555 | 1545 |
|  Sherwin-Williams Co. |  |  |
|  4.30%, 08/15/2028 | 3502 | 3519 |
|  Vale Overseas Ltd. |  |  |
|  6.13%, 06/12/2033 | 10171 | 10862 |
|  6.40%, 06/28/2054 | 4044 | 4157 |
|  6.88%, 11/21/2036 | 5167 | 5800 |
|  Windfall Mining Group, Inc. / Groupe Minier Windfall, Inc. |  |  |
|  5.85%, 05/13/2032(1) | 3807 | 3960 |
|  Total Basic Materials | Total Basic Materials | 217634 |
|  **Communications – 1.70%** |  |  |
|  Amazon.com, Inc. |  |  |
|  3.88%, 08/22/2037 | 1700 | 1567 |
|  3.95%, 04/13/2052 | 4000 | 3245 |
|  AT&T, Inc. |  |  |
|  1.65%, 02/01/2028 | 525 | 497 |
|  2.25%, 02/01/2032 | 15230 | 13333 |
|  2.55%, 12/01/2033 | 3038 | 2587 |

---

------

---

| | | |
|:---|:---|:---|
|  3.50%, 06/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 |
|  3.50%, 09/15/2053 | 14489 | 10022 |
|  3.55%, 09/15/2055 | 10545 | 7267 |
|  3.65%, 06/01/2051 | 1565 | 1132 |
|  3.65%, 09/15/2059 | 1685 | 1152 |
|  3.80%, 12/01/2057 | 987 | 704 |
|  4.50%, 05/15/2035 | 7570 | 7314 |
|  4.55%, 11/01/2032 | 3620 | 3604 |
|  4.65%, 06/01/2044 | 2145 | 1892 |
|  5.40%, 02/15/2034 | 7850 | 8159 |
|  5.70%, 11/01/2054 | 2500 | 2471 |
|  6.00%, 08/15/2040 | 2275 | 2388 |
|  6.05%, 08/15/2056 | 4000 | 4146 |
|  Bell Telephone Co. of Canada or Bell Canada |  |  |
|  5.10%, 05/11/2033 | 3000 | 3053 |
|  British Telecommunications Plc |  |  |
|  9.63%, 12/15/2030 | 9000 | 11081 |
|  Charter Communications Operating LLC / Charter Communications Operating Capital |  |  |
|  3.50%, 06/01/2041 | 13115 | 9569 |
|  3.50%, 03/01/2042 | 8745 | 6299 |
|  3.70%, 04/01/2051 | 2580 | 1702 |
|  5.05%, 03/30/2029 | 2000 | 2026 |
|  5.38%, 04/01/2038 | 835 | 788 |
|  5.75%, 04/01/2048 | 8247 | 7476 |
|  5.85%, 12/01/2035 | 1535 | 1550 |
|  6.38%, 10/23/2035 | 4000 | 4191 |
|  6.55%, 06/01/2034 | 12845 | 13688 |
|  6.83%, 10/23/2055 | 690 | 703 |
|  Comcast Corp. |  |  |
|  2.89%, 11/01/2051 | 2519 | 1552 |
|  2.94%, 11/01/2056 | 845 | 501 |
|  2.99%, 11/01/2063 | 2980 | 1702 |
|  3.25%, 11/01/2039 | 3295 | 2631 |
|  3.75%, 04/01/2040 | 2195 | 1846 |
|  3.90%, 03/01/2038 | 455 | 401 |
|  3.97%, 11/01/2047 | 154 | 120 |
|  4.00%, 11/01/2049 | 638 | 492 |
|  4.05%, 11/01/2052 | 156 | 120 |
|  4.20%, 08/15/2034 | 555 | 530 |
|  4.25%, 01/15/2033 | 3107 | 3044 |
|  5.35%, 05/15/2053 | 7275 | 6822 |
|  Corning, Inc. |  |  |
|  3.90%, 11/15/2049 | 960 | 752 |
|  Cox Communications, Inc. |  |  |
|  2.60%, 06/15/2031(1) | 15920 | 14186 |
|  2.95%, 10/01/2050(1) | 1275 | 745 |
|  3.35%, 09/15/2026(1) | 369 | 366 |
|  3.50%, 08/15/2027(1) | 8245 | 8132 |
|  3.60%, 06/15/2051(1) | 1250 | 812 |
|  4.80%, 02/01/2035(1) | 6000 | 5668 |
|  Deutsche Telekom International Finance BV |  |  |
|  8.75%, 06/15/2030 | 49 | 58 |
|  Discovery Communications LLC |  |  |
|  3.63%, 05/15/2030 | 1650 | 1524 |
|  Fibercop SpA |  |  |
|  7.20%, 07/18/2036(1) | 1231 | 1240 |
|  Grupo Televisa SAB |  |  |
|  6.13%, 01/31/2046 | 220 | 178 |
|  Meta Platforms, Inc. |  |  |
|  4.65%, 08/15/2062 | 2388 | 2048 |
|  5.40%, 08/15/2054 | 10470 | 10344 |
|  5.60%, 05/15/2053 | 3065 | 3109 |
|  NBCUniversal Media LLC |  |  |
|  4.45%, 01/15/2043 | 10 | 9 |
|  NBN Co. Ltd. |  |  |
|  2.63%, 05/05/2031(1) | 15025 | 13710 |
|  NTT Finance Corp. |  |  |
|  4.57%, 07/16/2027(1) | 3982 | 4011 |
|  4.62%, 07/16/2028(1) | 2785 | 2813 |
|  4.88%, 07/16/2030(1) | 20197 | 20521 |
|  5.17%, 07/16/2032(1) | 4520 | 4629 |
|  Paramount Global |  |  |
|  5.85%, 09/01/2043 | 1570 | 1434 |
|  Rogers Communications, Inc. |  |  |
|  3.80%, 03/15/2032 | 4650 | 4393 |

---

------

---

| | | |
|:---|:---|:---|
|  5.30%, 02/15/2034 | 12145 | 12321 |
|  Sprint Capital Corp. |  |  |
|  6.88%, 11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5591 |
|  Telecom Italia Capital SA |  |  |
|  7.20%, 07/18/2036 | 413 | 446 |
|  Telefonica Emisiones SA |  |  |
|  4.10%, 03/08/2027 | 2215 | 2211 |
|  4.90%, 03/06/2048 | 4575 | 3927 |
|  Time Warner Cable Enterprises LLC |  |  |
|  8.38%, 07/15/2033 | 529 | 621 |
|  Time Warner Cable LLC |  |  |
|  5.50%, 09/01/2041 | 6815 | 6246 |
|  5.88%, 11/15/2040 | 1275 | 1219 |
|  6.55%, 05/01/2037 | 375 | 390 |
|  6.75%, 06/15/2039 | 539 | 564 |
|  7.30%, 07/01/2038 | 1253 | 1369 |
|  T-Mobile USA, Inc. |  |  |
|  3.00%, 02/15/2041 | 2300 | 1728 |
|  3.40%, 10/15/2052 | 2140 | 1466 |
|  3.60%, 11/15/2060 | 3920 | 2663 |
|  3.88%, 04/15/2030 | 44285 | 43424 |
|  5.13%, 05/15/2032 | 6500 | 6690 |
|  5.65%, 01/15/2053 | 1000 | 988 |
|  Uber Technologies, Inc. |  |  |
|  4.80%, 09/15/2034 | 1510 | 1513 |
|  Verizon Communications, Inc. |  |  |
|  2.36%, 03/15/2032 | 26930 | 23615 |
|  2.55%, 03/21/2031 | 13066 | 11880 |
|  2.65%, 11/20/2040 | 2329 | 1684 |
|  3.40%, 03/22/2041 | 1500 | 1185 |
|  3.70%, 03/22/2061 | 1500 | 1057 |
|  4.27%, 01/15/2036 | 2311 | 2168 |
|  4.40%, 11/01/2034 | 2500 | 2412 |
|  4.78%, 02/15/2035 | 1097 | 1079 |
|  4.81%, 03/15/2039 | 7941 | 7574 |
|  5.40%, 07/02/2037(1) | 1347 | 1368 |
|  Vodafone Group Plc |  |  |
|  5.63%, 02/10/2053 | 475 | 462 |
|  6.15%, 02/27/2037 | 1631 | 1777 |
|  Total Communications | Total Communications | 404769 |
|  **Consumer, Cyclical – 1.35%** |  |  |
|  Air Canada 2015-1 Class A Pass-Through Trust |  |  |
|  3.60%, 03/15/2027(1) | 473 | 466 |
|  Air Canada 2015-2 Class AA Pass-Through Trust |  |  |
|  3.75%, 12/15/2027(1) | 807 | 790 |
|  Air Canada 2017-1 Class A Pass-Through Trust |  |  |
|  3.55%, 01/15/2030(1) | 1895 | 1786 |
|  Air Canada 2017-1 Class AA Pass-Through Trust |  |  |
|  3.30%, 01/15/2030(1) | 3667 | 3473 |
|  American Airlines 2014-1 Class A Pass-Through Trust |  |  |
|  3.70%, 10/01/2026 | 230 | 229 |
|  American Airlines 2015-1 Class A Pass-Through Trust |  |  |
|  3.38%, 05/01/2027 | 5113 | 5028 |
|  American Airlines 2015-2 Class AA Pass-Through Trust |  |  |
|  3.60%, 09/22/2027 | 390 | 383 |
|  American Airlines 2016-2 Class A Pass-Through Trust |  |  |
|  3.65%, 06/15/2028 | 728 | 702 |
|  American Airlines 2016-2 Class AA Pass-Through Trust |  |  |
|  3.20%, 06/15/2028 | 923 | 893 |
|  American Airlines 2016-3 Class AA Pass-Through Trust |  |  |
|  3.00%, 10/15/2028 | 900 | 865 |
|  Aptiv Swiss Holdings Ltd. |  |  |
|  5.15%, 09/13/2034 | 7495 | 7451 |
|  AutoZone, Inc. |  |  |
|  1.65%, 01/15/2031 | 1540 | 1341 |
|  BMW U.S. Capital LLC |  |  |
|  4.50%, 08/11/2030(1) | 12345 | 12362 |
|  BorgWarner, Inc. |  |  |
|  4.95%, 08/15/2029 | 3000 | 3063 |
|  British Airways 2018-1 Class A Pass-Through Trust |  |  |
|  4.13%, 09/20/2031(1) | 1362 | 1312 |
|  British Airways 2018-1 Class AA Pass-Through Trust |  |  |
|  3.80%, 09/20/2031(1) | 638 | 624 |

---

------

---

| | | |
|:---|:---|:---|
|  British Airways 2019-1 Class AA Pass-Through Trust |  |  |
|  3.30%, 12/15/2032(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 |
|  Daimler Truck Finance North America LLC |  |  |
|  4.65%, 10/12/2030(1) | 4183 | 4189 |
|  5.38%, 01/13/2032(1) | 1725 | 1774 |
|  Delta Air Lines 2020-1 Class AA Pass-Through Trust |  |  |
|  2.00%, 06/10/2028 | 1110 | 1063 |
|  Delta Air Lines, Inc. |  |  |
|  5.25%, 07/10/2030 | 6225 | 6351 |
|  Delta Air Lines, Inc. / SkyMiles IP Ltd. |  |  |
|  4.75%, 10/20/2028(1) | 12625 | 12696 |
|  Ferguson Enterprises, Inc. |  |  |
|  4.35%, 03/15/2031 | 4156 | 4129 |
|  Ford Motor Credit Co. LLC |  |  |
|  2.90%, 02/10/2029 | 6720 | 6226 |
|  3.63%, 06/17/2031 | 1265 | 1151 |
|  4.00%, 11/13/2030 | 3240 | 3022 |
|  5.73%, 09/05/2030 | 5007 | 5048 |
|  5.80%, 03/08/2029 | 10735 | 10894 |
|  5.88%, 11/07/2029 | 2425 | 2467 |
|  5.92%, 03/20/2028 | 1900 | 1933 |
|  6.80%, 11/07/2028 | 435 | 454 |
|  7.35%, 03/06/2030 | 1265 | 1354 |
|  General Motors Co. |  |  |
|  5.00%, 04/01/2035 | 4591 | 4472 |
|  5.35%, 04/15/2028 | 8745 | 8948 |
|  5.63%, 04/15/2030 | 11375 | 11793 |
|  6.60%, 04/01/2036 | 685 | 739 |
|  General Motors Financial Co., Inc. |  |  |
|  2.40%, 10/15/2028 | 4160 | 3936 |
|  5.05%, 04/04/2028 | 5000 | 5080 |
|  5.40%, 05/08/2027 | 810 | 824 |
|  Gildan Activewear, Inc. |  |  |
|  5.40%, 10/07/2035(1) | 1150 | 1150 |
|  Harley-Davidson Financial Services, Inc. |  |  |
|  6.50%, 03/10/2028(1) | 7590 | 7944 |
|  Home Depot, Inc. |  |  |
|  3.63%, 04/15/2052 | 2600 | 1948 |
|  4.40%, 03/15/2045 | 268 | 237 |
|  Honda Motor Co. Ltd. |  |  |
|  4.69%, 07/08/2030 | 16969 | 17120 |
|  Hyatt Hotels Corp. |  |  |
|  5.75%, 01/30/2027 | 2370 | 2415 |
|  Hyundai Capital America |  |  |
|  1.30%, 01/08/2026(1) | 1005 | 997 |
|  1.50%, 06/15/2026(1) | 2215 | 2173 |
|  1.80%, 10/15/2025(1) | 1190 | 1189 |
|  1.80%, 01/10/2028(1) | 2170 | 2052 |
|  2.38%, 10/15/2027(1) | 1200 | 1155 |
|  3.00%, 02/10/2027(1) | 675 | 663 |
|  4.25%, 09/18/2028(1) | 6725 | 6710 |
|  4.50%, 09/18/2030(1) | 3959 | 3940 |
|  4.55%, 09/26/2029(1) | 2100 | 2104 |
|  4.85%, 03/25/2027(1) | 11065 | 11148 |
|  4.88%, 06/23/2027(1) | 3720 | 3752 |
|  5.15%, 03/27/2030(1) | 10000 | 10204 |
|  5.68%, 06/26/2028(1) | 5000 | 5161 |
|  Kia Corp. |  |  |
|  1.75%, 10/16/2026(1) | 1620 | 1578 |
|  LG Energy Solution Ltd. |  |  |
|  5.88%, 04/02/2035(1) | 5000 | 5166 |
|  Marriott International, Inc. |  |  |
|  3.50%, 10/15/2032 | 6693 | 6202 |
|  4.90%, 04/15/2029 | 809 | 826 |
|  McDonald's Corp. |  |  |
|  4.45%, 03/01/2047 | 360 | 312 |
|  4.70%, 12/09/2035 | 216 | 214 |
|  6.30%, 10/15/2037 | 394 | 439 |
|  O'Reilly Automotive, Inc. |  |  |
|  3.60%, 09/01/2027 | 802 | 795 |
|  4.70%, 06/15/2032 | 3150 | 3177 |
|  Royal Caribbean Cruises Ltd. |  |  |
|  5.38%, 01/15/2036 | 7222 | 7264 |
|  6.25%, 03/15/2032(1) | 1720 | 1776 |

---

------

---

| | | |
|:---|:---|:---|
|  Sands China Ltd. |  |  |
|  5.40%, 08/08/2028 | 249 | 255 |
|  Stellantis Finance U.S., Inc. |  |  |
|  2.69%, 09/15/2031(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1722 |
|  Toll Brothers Finance Corp. |  |  |
|  4.35%, 02/15/2028 | 16345 | 16393 |
|  United Airlines 2014-1 Class A Pass-Through Trust |  |  |
|  4.00%, 04/11/2026 | 511 | 510 |
|  United Airlines 2016-1 Class A Pass-Through Trust |  |  |
|  3.45%, 07/07/2028 | 1026 | 984 |
|  United Airlines 2016-1 Class AA Pass-Through Trust |  |  |
|  3.10%, 07/07/2028 | 4617 | 4461 |
|  United Airlines 2016-1 Class B Pass-Through Trust |  |  |
|  3.65%, 01/07/2026 | 891 | 886 |
|  United Airlines 2016-2 Class A Pass-Through Trust |  |  |
|  3.10%, 10/07/2028 | 1871 | 1774 |
|  United Airlines 2016-2 Class AA Pass-Through Trust |  |  |
|  2.88%, 10/07/2028 | 1123 | 1069 |
|  United Airlines 2016-2 Class B Pass-Through Trust |  |  |
|  3.65%, 10/07/2025 | 1144 | 1144 |
|  United Airlines 2018-1 Class A Pass-Through Trust |  |  |
|  3.70%, 03/01/2030 | 2515 | 2362 |
|  United Airlines 2018-1 Class AA Pass-Through Trust |  |  |
|  3.50%, 03/01/2030 | 2224 | 2133 |
|  United Airlines 2018-1 Class B Pass-Through Trust |  |  |
|  4.60%, 03/01/2026 | 550 | 547 |
|  United Airlines 2019-1 Class A Pass-Through Trust |  |  |
|  4.55%, 08/25/2031 | 1462 | 1404 |
|  United Airlines 2019-1 Class AA Pass-Through Trust |  |  |
|  4.15%, 08/25/2031 | 1672 | 1631 |
|  United Airlines 2019-2 Class AA Pass-Through Trust |  |  |
|  2.70%, 05/01/2032 | 2198 | 2015 |
|  United Airlines 2024-1 Class AA Pass-Through Trust |  |  |
|  5.45%, 02/15/2037 | 2332 | 2398 |
|  Volkswagen Group of America Finance LLC |  |  |
|  1.63%, 11/24/2027(1) | 897 | 847 |
|  4.35%, 06/08/2027(1) | 12500 | 12501 |
|  5.65%, 03/25/2032(1) | 7945 | 8202 |
|  5.80%, 03/27/2035(1) | 5000 | 5127 |
|  6.20%, 11/16/2028(1) | 727 | 761 |
|  Warnermedia Holdings, Inc. |  |  |
|  4.28%, 03/15/2032 | 2892 | 2650 |
|  Total Consumer, Cyclical | Total Consumer, Cyclical | 321983 |
|  **Consumer, Non-cyclical – 3.43%** |  |  |
|  AbbVie, Inc. |  |  |
|  4.05%, 11/21/2039 | 8092 | 7242 |
|  4.25%, 11/21/2049 | 741 | 624 |
|  4.30%, 05/14/2036 | 4495 | 4320 |
|  4.40%, 11/06/2042 | 1700 | 1533 |
|  4.45%, 05/14/2046 | 425 | 376 |
|  4.55%, 03/15/2035 | 6025 | 5931 |
|  5.05%, 03/15/2034 | 4510 | 4641 |
|  5.20%, 03/15/2035 | 2961 | 3064 |
|  Aetna, Inc. |  |  |
|  4.50%, 05/15/2042 | 4205 | 3635 |
|  4.75%, 03/15/2044 | 1800 | 1558 |
|  6.75%, 12/15/2037 | 341 | 377 |
|  AHS Hospital Corp. |  |  |
|  2.78%, 07/01/2051 | 2730 | 1716 |
|  Altria Group, Inc. |  |  |
|  2.45%, 02/04/2032 | 3845 | 3385 |
|  4.50%, 08/06/2030 | 6432 | 6457 |
|  Amgen, Inc. |  |  |
|  1.65%, 08/15/2028 | 1155 | 1080 |
|  3.15%, 02/21/2040 | 2000 | 1574 |
|  4.66%, 06/15/2051 | 1225 | 1070 |
|  5.60%, 03/02/2043 | 2889 | 2927 |
|  5.65%, 03/02/2053 | 7525 | 7506 |
|  Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide, Inc. |  |  |
|  4.70%, 02/01/2036 | 7057 | 6967 |
|  4.90%, 02/01/2046 | 5555 | 5204 |
|  Anheuser-Busch InBev Worldwide, Inc. |  |  |
|  4.95%, 01/15/2042 | 2735 | 2629 |
|  5.45%, 01/23/2039 | 1200 | 1240 |

---

------

---

| | | |
|:---|:---|:---|
|  Ascension Health |  |  |
|  3.11%, 11/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2104 |
|  Ashtead Capital, Inc. |  |  |
|  5.80%, 04/15/2034(1) | 5000 | 5239 |
|  AstraZeneca Plc |  |  |
|  4.00%, 09/18/2042 | 540 | 470 |
|  6.45%, 09/15/2037 | 500 | 570 |
|  Baptist Healthcare System Obligated Group |  |  |
|  3.54%, 08/15/2050 | 2280 | 1648 |
|  BAT Capital Corp. |  |  |
|  2.73%, 03/25/2031 | 6820 | 6231 |
|  3.56%, 08/15/2027 | 952 | 942 |
|  4.39%, 08/15/2037 | 10160 | 9317 |
|  4.54%, 08/15/2047 | 2100 | 1761 |
|  4.63%, 03/22/2033 | 8420 | 8332 |
|  Baxalta, Inc. |  |  |
|  5.25%, 06/23/2045 | 50 | 48 |
|  Bimbo Bakeries USA, Inc. |  |  |
|  4.00%, 05/17/2051(1) | 3755 | 2840 |
|  5.38%, 01/09/2036(1) | 535 | 543 |
|  6.05%, 01/15/2029(1) | 238 | 249 |
|  Biogen, Inc. |  |  |
|  5.75%, 05/15/2035 | 2565 | 2688 |
|  Boston Scientific Corp. |  |  |
|  4.55%, 03/01/2039 | 356 | 340 |
|  6.50%, 11/15/2035 | 845 | 948 |
|  Bristol-Myers Squibb Co. |  |  |
|  3.70%, 03/15/2052 | 1704 | 1272 |
|  4.13%, 06/15/2039 | 1512 | 1370 |
|  4.55%, 02/20/2048 | 1374 | 1201 |
|  5.55%, 02/22/2054 | 268 | 267 |
|  5.65%, 02/22/2064 | 2455 | 2435 |
|  Bunge Ltd. Finance Corp. |  |  |
|  2.75%, 05/14/2031 | 3900 | 3576 |
|  3.20%, 04/21/2031 | 10250 | 9600 |
|  4.65%, 09/17/2034 | 2895 | 2838 |
|  5.15%, 08/04/2035 | 14340 | 14509 |
|  5.25%, 04/21/2032 | 5295 | 5453 |
|  Cencora, Inc. |  |  |
|  5.15%, 02/15/2035 | 4835 | 4938 |
|  Centene Corp. |  |  |
|  3.38%, 02/15/2030 | 12500 | 11496 |
|  Children's Health System of Texas |  |  |
|  2.51%, 08/15/2050 | 2270 | 1350 |
|  Children's Hospital |  |  |
|  2.93%, 07/15/2050 | 1340 | 866 |
|  Children's Hospital Corp. |  |  |
|  2.59%, 02/01/2050 | 1290 | 796 |
|  Cigna Group |  |  |
|  4.38%, 10/15/2028 | 15325 | 15406 |
|  4.50%, 09/15/2030 | 6704 | 6724 |
|  4.80%, 07/15/2046 | 218 | 195 |
|  4.88%, 09/15/2032 | 11725 | 11843 |
|  5.25%, 01/15/2036 | 6200 | 6279 |
|  Coca-Cola Femsa SAB de CV |  |  |
|  1.85%, 09/01/2032 | 1500 | 1250 |
|  CommonSpirit Health |  |  |
|  1.55%, 10/01/2025 | 1290 | 1290 |
|  2.78%, 10/01/2030 | 5925 | 5476 |
|  3.91%, 10/01/2050 | 1265 | 948 |
|  Conagra Brands, Inc. |  |  |
|  7.00%, 10/01/2028 | 3250 | 3477 |
|  Constellation Brands, Inc. |  |  |
|  2.88%, 05/01/2030 | 3620 | 3387 |
|  4.50%, 05/09/2047 | 180 | 151 |
|  4.75%, 05/09/2032 | 400 | 402 |
|  4.80%, 05/01/2030 | 3280 | 3327 |
|  Cottage Health Obligated Group |  |  |
|  3.30%, 11/01/2049 | 1530 | 1083 |
|  CVS Health Corp. |  |  |
|  1.75%, 08/21/2030 | 785 | 689 |
|  4.78%, 03/25/2038 | 8370 | 7845 |
|  4.88%, 07/20/2035 | 500 | 487 |
|  5.00%, 09/15/2032 | 4525 | 4580 |
|  5.05%, 03/25/2048 | 5000 | 4449 |

---

------

---

| | | |
|:---|:---|:---|
|  5.25%, 02/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3172 |
|  5.45%, 09/15/2035 | 6943 | 7065 |
|  6.00%, 06/01/2044 | 5838 | 5923 |
|  6.05%, 06/01/2054 | 1550 | 1568 |
|  6.20%, 09/15/2055 | 2111 | 2173 |
|  CVS Pass-Through Trust |  |  |
|  5.77%, 01/10/2033(1) | 508 | 520 |
|  5.93%, 01/10/2034(1) | 398 | 405 |
|  7.51%, 01/10/2032(1) | 540 | 576 |
|  CVS Pass-Through Trust Series 2009 |  |  |
|  8.35%, 07/10/2031(1) | 539 | 588 |
|  CVS Pass-Through Trust Series 2013 |  |  |
|  4.70%, 01/10/2036(1) | 657 | 628 |
|  Dentsply Sirona, Inc. |  |  |
|  3.25%, 06/01/2030 | 3000 | 2760 |
|  DH Europe Finance II Sarl |  |  |
|  3.25%, 11/15/2039 | 431 | 353 |
|  Element Fleet Management Corp. |  |  |
|  5.04%, 03/25/2030(1) | 9825 | 10022 |
|  6.27%, 06/26/2026(1) | 7530 | 7627 |
|  6.32%, 12/04/2028(1) | 2390 | 2531 |
|  Elevance Health, Inc. |  |  |
|  4.10%, 03/01/2028 | 920 | 920 |
|  4.38%, 12/01/2047 | 4500 | 3753 |
|  4.63%, 05/15/2042 | 400 | 361 |
|  4.65%, 01/15/2043 | 391 | 351 |
|  4.65%, 08/15/2044 | 395 | 350 |
|  5.70%, 02/15/2055 | 1725 | 1707 |
|  Eli Lilly & Co. |  |  |
|  4.90%, 10/15/2035 | 10587 | 10725 |
|  5.00%, 02/09/2054 | 2010 | 1902 |
|  5.65%, 10/15/2065 | 1175 | 1213 |
|  ERAC USA Finance LLC |  |  |
|  4.50%, 02/15/2045(1) | 300 | 266 |
|  5.63%, 03/15/2042(1) | 357 | 365 |
|  Experian Finance Plc |  |  |
|  2.75%, 03/08/2030(1) | 9240 | 8688 |
|  Ford Foundation |  |  |
|  2.82%, 06/01/2070 | 790 | 456 |
|  Fresenius Medical Care U.S. Finance III, Inc. |  |  |
|  3.00%, 12/01/2031(1) | 8000 | 7136 |
|  General Mills, Inc. |  |  |
|  3.00%, 02/01/2051 | 3007 | 1962 |
|  Gilead Sciences, Inc. |  |  |
|  1.65%, 10/01/2030 | 1700 | 1507 |
|  2.60%, 10/01/2040 | 6900 | 5066 |
|  4.60%, 09/01/2035 | 4225 | 4178 |
|  Global Payments, Inc. |  |  |
|  3.20%, 08/15/2029 | 4843 | 4599 |
|  5.30%, 08/15/2029 | 964 | 986 |
|  Grupo Bimbo SAB de CV |  |  |
|  4.70%, 11/10/2047(1) | 4500 | 3903 |
|  Hackensack Meridian Health, Inc. |  |  |
|  2.68%, 09/01/2041 | 3780 | 2693 |
|  2.88%, 09/01/2050 | 2000 | 1292 |
|  Hartford HealthCare Corp. |  |  |
|  3.45%, 07/01/2054 | 3370 | 2464 |
|  HCA, Inc. |  |  |
|  3.50%, 07/15/2051 | 116 | 79 |
|  3.63%, 03/15/2032 | 4580 | 4297 |
|  4.50%, 02/15/2027 | 7000 | 7013 |
|  5.13%, 06/15/2039 | 1715 | 1653 |
|  5.50%, 06/15/2047 | 1955 | 1865 |
|  5.75%, 03/01/2035 | 2585 | 2703 |
|  5.88%, 02/01/2029 | 4000 | 4165 |
|  5.95%, 09/15/2054 | 1300 | 1297 |
|  6.10%, 04/01/2064 | 6000 | 6024 |
|  Humana, Inc. |  |  |
|  5.38%, 04/15/2031 | 21075 | 21679 |
|  Icon Investments Six DAC |  |  |
|  5.85%, 05/08/2029 | 6925 | 7228 |
|  Imperial Brands Finance Plc |  |  |
|  5.50%, 02/01/2030(1) | 5815 | 6033 |
|  J Paul Getty Trust |  |  |
|  4.91%, 04/01/2035 | 10363 | 10622 |

---

------

---

| | | |
|:---|:---|:---|
|  JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. |  |  |
|  5.50%, 01/15/2036(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3584 |
|  6.25%, 03/01/2056(1) | 5700 | 5845 |
|  6.38%, 04/15/2066(1) | 7683 | 7898 |
|  JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl |  |  |
|  3.00%, 05/15/2032 | 7450 | 6665 |
|  3.63%, 01/15/2032 | 4875 | 4544 |
|  3.75%, 12/01/2031 | 2700 | 2551 |
|  5.75%, 04/01/2033 | 7500 | 7832 |
|  6.75%, 03/15/2034 | 3176 | 3511 |
|  7.25%, 11/15/2053 | 2635 | 3022 |
|  JBS USA LUX Sarl / JBS USA Food Co. / JBS USA Foods Group |  |  |
|  5.95%, 04/20/2035(1) | 1100 | 1156 |
|  6.38%, 02/25/2055(1) | 2700 | 2811 |
|  Keurig Dr Pepper, Inc. |  |  |
|  4.42%, 12/15/2046 | 3850 | 3119 |
|  Kimberly-Clark de Mexico SAB de CV |  |  |
|  2.43%, 07/01/2031(1) | 7500 | 6810 |
|  Kraft Heinz Foods Co. |  |  |
|  4.38%, 06/01/2046 | 10530 | 8763 |
|  4.63%, 10/01/2039 | 2357 | 2149 |
|  4.88%, 10/01/2049 | 1075 | 940 |
|  Kroger Co. |  |  |
|  4.45%, 02/01/2047 | 1600 | 1364 |
|  5.00%, 09/15/2034 | 6090 | 6142 |
|  5.40%, 07/15/2040 | 95 | 95 |
|  5.50%, 09/15/2054 | 780 | 760 |
|  Laboratory Corp. of America Holdings |  |  |
|  2.95%, 12/01/2029 | 2190 | 2076 |
|  Leland Stanford Junior University |  |  |
|  4.15%, 08/01/2030 | 15805 | 15860 |
|  Mars, Inc. |  |  |
|  5.20%, 03/01/2035(1) | 9135 | 9337 |
|  5.65%, 05/01/2045(1) | 4775 | 4844 |
|  Massachusetts Institute of Technology |  |  |
|  3.89%, 07/01/2116 | 2906 | 2072 |
|  4.68%, 07/01/2114 | 1645 | 1402 |
|  5.62%, 06/01/2055 | 2743 | 2881 |
|  Memorial Health Services |  |  |
|  3.45%, 11/01/2049 | 3040 | 2187 |
|  Merck & Co., Inc. |  |  |
|  2.75%, 12/10/2051 | 1415 | 893 |
|  2.90%, 12/10/2061 | 1485 | 891 |
|  4.00%, 03/07/2049 | 1340 | 1088 |
|  4.95%, 09/15/2035 | 10456 | 10575 |
|  5.70%, 09/15/2055 | 5346 | 5517 |
|  Molson Coors Beverage Co. |  |  |
|  4.20%, 07/15/2046 | 1511 | 1231 |
|  Mylan, Inc. |  |  |
|  5.20%, 04/15/2048 | 2483 | 2035 |
|  5.40%, 11/29/2043 | 2625 | 2274 |
|  MyMichigan Health |  |  |
|  3.41%, 06/01/2050 | 3480 | 2471 |
|  Nationwide Children's Hospital, Inc. |  |  |
|  4.56%, 11/01/2052 | 646 | 561 |
|  NYU Langone Hospitals |  |  |
|  3.38%, 07/01/2055 | 1270 | 881 |
|  Orlando Health Obligated Group |  |  |
|  4.09%, 10/01/2048 | 2605 | 2127 |
|  Pepperdine University |  |  |
|  3.30%, 12/01/2059 | 1440 | 899 |
|  PepsiCo, Inc. |  |  |
|  4.10%, 01/15/2029 | 10733 | 10771 |
|  Pfizer Investment Enterprises Pte Ltd. |  |  |
|  5.30%, 05/19/2053 | 11232 | 10854 |
|  Philip Morris International, Inc. |  |  |
|  5.13%, 02/13/2031 | 9615 | 9951 |
|  Piedmont Healthcare, Inc. |  |  |
|  2.86%, 01/01/2052 | 2195 | 1395 |
|  President & Fellows of Harvard College |  |  |
|  3.30%, 07/15/2056 | 4420 | 3084 |
|  4.89%, 03/15/2030 | 9565 | 9849 |
|  Providence St Joseph Health Obligated Group |  |  |
|  2.75%, 10/01/2026 | 865 | 851 |

---

------

---

| | | |
|:---|:---|:---|
|  Quanta Services, Inc. |  |  |
|  2.35%, 01/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2603 |
|  4.50%, 01/15/2031 | 12729 | 12721 |
|  5.10%, 08/09/2035 | 10598 | 10625 |
|  Regeneron Pharmaceuticals, Inc. |  |  |
|  1.75%, 09/15/2030 | 2800 | 2470 |
|  RELX Capital, Inc. |  |  |
|  5.25%, 03/27/2035 | 1120 | 1156 |
|  Revvity, Inc. |  |  |
|  3.63%, 03/15/2051 | 3400 | 2407 |
|  Reynolds American, Inc. |  |  |
|  5.70%, 08/15/2035 | 110 | 115 |
|  7.25%, 06/15/2037 | 2365 | 2721 |
|  Roche Holdings, Inc. |  |  |
|  4.59%, 09/09/2034(1) | 4875 | 4873 |
|  5.59%, 11/13/2033(1) | 7570 | 8128 |
|  Royalty Pharma Plc |  |  |
|  5.20%, 09/25/2035 | 4350 | 4346 |
|  Solventum Corp. |  |  |
|  5.60%, 03/23/2034 | 18335 | 19090 |
|  Sutter Health |  |  |
|  5.21%, 08/15/2032 | 3182 | 3294 |
|  5.54%, 08/15/2035 | 3825 | 4012 |
|  Sysco Corp. |  |  |
|  5.95%, 04/01/2030 | 5000 | 5300 |
|  6.60%, 04/01/2050 | 1000 | 1111 |
|  Takeda Pharmaceutical Co. Ltd. |  |  |
|  3.03%, 07/09/2040 | 3675 | 2804 |
|  3.18%, 07/09/2050 | 3788 | 2564 |
|  5.65%, 07/05/2044 | 881 | 901 |
|  Takeda U.S. Financing, Inc. |  |  |
|  5.20%, 07/07/2035 | 17905 | 18199 |
|  Texas Health Resources |  |  |
|  2.33%, 11/15/2050 | 970 | 554 |
|  4.33%, 11/15/2055 | 1000 | 836 |
|  Trustees of Columbia University in the City of New York |  |  |
|  4.36%, 10/01/2035 | 4471 | 4378 |
|  Trustees of Princeton University |  |  |
|  4.65%, 07/01/2030 | 2728 | 2785 |
|  Tyson Foods, Inc. |  |  |
|  5.40%, 03/15/2029 | 7000 | 7240 |
|  5.70%, 03/15/2034 | 2110 | 2223 |
|  UnitedHealth Group, Inc. |  |  |
|  3.25%, 05/15/2051 | 1395 | 951 |
|  3.50%, 08/15/2039 | 1675 | 1397 |
|  4.50%, 04/15/2033 | 1515 | 1499 |
|  4.75%, 05/15/2052 | 7015 | 6184 |
|  5.05%, 04/15/2053 | 7745 | 7097 |
|  5.63%, 07/15/2054 | 7788 | 7746 |
|  5.88%, 02/15/2053 | 1495 | 1537 |
|  University of Chicago |  |  |
|  2.76%, 04/01/2045 | 1575 | 1242 |
|  University of Miami |  |  |
|  4.06%, 04/01/2052 | 1280 | 1031 |
|  University of Southern California |  |  |
|  3.23%, 10/01/2120 | 1370 | 807 |
|  Utah Acquisition Sub, Inc. |  |  |
|  5.25%, 06/15/2046 | 2877 | 2391 |
|  Verisk Analytics, Inc. |  |  |
|  5.75%, 04/01/2033 | 2280 | 2421 |
|  Viatris, Inc. |  |  |
|  2.30%, 06/22/2027 | 3525 | 3393 |
|  3.85%, 06/22/2040 | 3625 | 2764 |
|  4.00%, 06/22/2050 | 4880 | 3329 |
|  Yale-New Haven Health Services Corp. |  |  |
|  2.50%, 07/01/2050 | 1530 | 904 |
|  Total Consumer, Non-cyclical | Total Consumer, Non-cyclical | 818560 |
|  **Energy – 3.07%** |  |  |
|  Abu Dhabi Crude Oil Pipeline LLC |  |  |
|  4.60%, 11/02/2047(1) | 3351 | 3105 |
|  Adnoc Murban Rsc Ltd. |  |  |
|  5.13%, 09/11/2054(1) | 2843 | 2696 |
|  Aker BP ASA |  |  |
|  3.10%, 07/15/2031(1) | 7730 | 7069 |

---

------

---

| | | |
|:---|:---|:---|
|  3.75%, 01/15/2030(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3695 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 |
|  5.13%, 10/01/2034(1) | 1950 | 1917 |
|  5.60%, 06/13/2028(1) | 3380 | 3485 |
|  5.80%, 10/01/2054(1) | 700 | 649 |
|  6.00%, 06/13/2033(1) | 19565 | 20529 |
|  APA Corp. |  |  |
|  5.10%, 09/01/2040 | 5883 | 5177 |
|  Boardwalk Pipelines LP |  |  |
|  3.60%, 09/01/2032 | 5000 | 4628 |
|  5.95%, 06/01/2026 | 3000 | 3019 |
|  BP Capital Markets America, Inc. |  |  |
|  2.94%, 06/04/2051 | 3935 | 2543 |
|  4.89%, 09/11/2033 | 2000 | 2029 |
|  Canadian Natural Resources Ltd. |  |  |
|  5.00%, 12/15/2029(1) | 4055 | 4145 |
|  6.25%, 03/15/2038 | 5000 | 5337 |
|  6.50%, 02/15/2037 | 118 | 128 |
|  Cenovus Energy, Inc. |  |  |
|  5.25%, 06/15/2037 | 1977 | 1924 |
|  5.40%, 06/15/2047 | 192 | 177 |
|  Cheniere Energy Partners LP |  |  |
|  5.55%, 10/30/2035(1) | 6615 | 6758 |
|  5.75%, 08/15/2034 | 4000 | 4158 |
|  5.95%, 06/30/2033 | 3000 | 3176 |
|  Cheniere Energy, Inc. |  |  |
|  5.65%, 04/15/2034 | 1630 | 1680 |
|  Chevron USA, Inc. |  |  |
|  4.30%, 10/15/2030 | 4625 | 4650 |
|  Columbia Pipeline Group, Inc. |  |  |
|  5.80%, 06/01/2045 | 2700 | 2687 |
|  Columbia Pipelines Holding Co. LLC |  |  |
|  5.10%, 10/01/2031(1) | 992 | 1007 |
|  Columbia Pipelines Operating Co. LLC |  |  |
|  5.44%, 02/15/2035(1) | 7295 | 7438 |
|  5.96%, 02/15/2055(1) | 4940 | 4899 |
|  6.04%, 11/15/2033(1) | 1000 | 1067 |
|  ConocoPhillips Co. |  |  |
|  5.50%, 01/15/2055 | 3090 | 3027 |
|  Continental Resources, Inc. |  |  |
|  2.27%, 11/15/2026(1) | 3235 | 3154 |
|  Coterra Energy, Inc. |  |  |
|  3.90%, 05/15/2027 | 3045 | 3025 |
|  5.40%, 02/15/2035 | 2575 | 2596 |
|  Devon Energy Corp. |  |  |
|  5.00%, 06/15/2045 | 3185 | 2773 |
|  5.60%, 07/15/2041 | 1313 | 1264 |
|  5.75%, 09/15/2054 | 1118 | 1037 |
|  7.95%, 04/15/2032 | 2035 | 2370 |
|  Diamondback Energy, Inc. |  |  |
|  5.55%, 04/01/2035 | 4625 | 4748 |
|  DT Midstream, Inc. |  |  |
|  5.80%, 12/15/2034(1) | 2500 | 2577 |
|  Eastern Energy Gas Holdings LLC |  |  |
|  5.65%, 10/15/2054 | 1000 | 985 |
|  6.20%, 01/15/2055 | 1445 | 1514 |
|  Eastern Gas Transmission & Storage, Inc. |  |  |
|  4.60%, 12/15/2044 | 1300 | 1135 |
|  Ecopetrol SA |  |  |
|  8.63%, 01/19/2029 | 6705 | 7281 |
|  Enbridge Energy Partners LP |  |  |
|  7.38%, 10/15/2045 | 2600 | 3048 |
|  7.50%, 04/15/2038 | 4949 | 5840 |
|  Enbridge, Inc. |  |  |
|  3.70%, 07/15/2027 | 4984 | 4943 |
|  5.63%, 04/05/2034 | 2940 | 3069 |
|  5.70%, 03/08/2033 | 2430 | 2557 |
|  Energy Transfer LP |  |  |
|  3.90%, 07/15/2026 | 3769 | 3761 |
|  4.95%, 01/15/2043 | 1482 | 1313 |
|  5.00%, 05/15/2050 | 1115 | 954 |
|  5.25%, 04/15/2029 | 5631 | 5794 |
|  5.30%, 04/01/2044 | 200 | 183 |
|  5.40%, 10/01/2047 | 3500 | 3204 |
|  5.55%, 05/15/2034 | 11305 | 11599 |
|  5.70%, 04/01/2035 | 2000 | 2065 |

---

------

---

| | | |
|:---|:---|:---|
|  6.00%, 02/01/2029(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5071 |
|  6.00%, 06/15/2048 | 1000 | 986 |
|  6.05%, 06/01/2041 | 2000 | 2037 |
|  6.10%, 12/01/2028 | 3360 | 3535 |
|  6.13%, 12/15/2045 | 810 | 815 |
|  6.20%, 04/01/2055 | 1000 | 1006 |
|  6.25%, 04/15/2049 | 3505 | 3538 |
|  6.40%, 12/01/2030 | 2495 | 2704 |
|  6.50%, 02/01/2042 | 3000 | 3177 |
|  6.55%, 12/01/2033 | 1385 | 1515 |
|  6.63%, 10/15/2036 | 2000 | 2179 |
|  ENI SpA |  |  |
|  4.25%, 05/09/2029(1) | 2825 | 2824 |
|  5.70%, 10/01/2040(1) | 557 | 542 |
|  5.95%, 05/15/2054(1) | 1500 | 1500 |
|  ENI USA, Inc. |  |  |
|  7.30%, 11/15/2027 | 400 | 424 |
|  Enterprise Products Operating LLC |  |  |
|  4.85%, 08/15/2042 | 4000 | 3726 |
|  4.95%, 02/15/2035 | 5100 | 5142 |
|  4.95%, 10/15/2054 | 177 | 159 |
|  5.75%, 03/01/2035 | 1075 | 1135 |
|  EQT Corp. |  |  |
|  3.90%, 10/01/2027 | 601 | 597 |
|  4.50%, 01/15/2029 | 5000 | 5001 |
|  7.50%, 06/01/2030 | 7500 | 8273 |
|  Equinor ASA |  |  |
|  4.25%, 06/02/2028 | 23198 | 23361 |
|  4.50%, 09/03/2030 | 12417 | 12606 |
|  6.50%, 12/01/2028(1) | 5729 | 6143 |
|  Exxon Mobil Corp. |  |  |
|  3.00%, 08/16/2039 | 3535 | 2828 |
|  3.10%, 08/16/2049 | 2040 | 1419 |
|  Galaxy Pipeline Assets Bidco Ltd. |  |  |
|  2.94%, 09/30/2040(1) | 2123 | 1802 |
|  Gray Oak Pipeline LLC |  |  |
|  2.60%, 10/15/2025(1) | 5580 | 5575 |
|  Greensaif Pipelines Bidco Sarl |  |  |
|  6.51%, 02/23/2042(1) | 2235 | 2417 |
|  Gulfstream Natural Gas System LLC |  |  |
|  5.60%, 07/23/2035(1) | 20243 | 20741 |
|  Halliburton Co. |  |  |
|  4.75%, 08/01/2043 | 565 | 506 |
|  4.85%, 11/15/2035 | 200 | 197 |
|  7.60%, 08/15/2096(1) | 258 | 300 |
|  Helmerich & Payne, Inc. |  |  |
|  4.85%, 12/01/2029 | 1500 | 1494 |
|  Hess Corp. |  |  |
|  5.60%, 02/15/2041 | 11405 | 11836 |
|  Kinder Morgan Energy Partners LP |  |  |
|  5.50%, 03/01/2044 | 1082 | 1044 |
|  6.95%, 01/15/2038 | 8490 | 9547 |
|  7.50%, 11/15/2040 | 483 | 566 |
|  Kinder Morgan, Inc. |  |  |
|  5.05%, 02/15/2046 | 600 | 544 |
|  7.80%, 08/01/2031 | 4600 | 5336 |
|  Marathon Petroleum Corp. |  |  |
|  4.50%, 04/01/2048 | 3000 | 2426 |
|  5.13%, 12/15/2026 | 5003 | 5048 |
|  MPLX LP |  |  |
|  2.65%, 08/15/2030 | 7390 | 6785 |
|  4.50%, 04/15/2038 | 4000 | 3618 |
|  4.80%, 02/15/2031 | 12261 | 12335 |
|  5.00%, 01/15/2033 | 10000 | 9976 |
|  5.20%, 03/01/2047 | 695 | 625 |
|  5.20%, 12/01/2047 | 560 | 501 |
|  5.40%, 04/01/2035 | 14895 | 15016 |
|  5.50%, 06/01/2034 | 6610 | 6736 |
|  NGPL PipeCo LLC |  |  |
|  3.25%, 07/15/2031(1) | 2055 | 1861 |
|  Northern Natural Gas Co. |  |  |
|  5.63%, 02/01/2054(1) | 560 | 549 |
|  Occidental Petroleum Corp. |  |  |
|  4.30%, 08/15/2039 | 825 | 690 |
|  5.55%, 10/01/2034 | 5000 | 5073 |

---

------

---

| | | |
|:---|:---|:---|
|  6.13%, 01/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2116 |
|  6.20%, 03/15/2040 | 1490 | 1514 |
|  6.45%, 09/15/2036 | 4000 | 4251 |
|  7.88%, 09/15/2031 | 4810 | 5469 |
|  ONEOK Partners LP |  |  |
|  6.20%, 09/15/2043 | 2500 | 2561 |
|  6.65%, 10/01/2036 | 1050 | 1147 |
|  ONEOK, Inc. |  |  |
|  3.10%, 03/15/2030 | 13970 | 13192 |
|  4.20%, 03/15/2045 | 5725 | 4442 |
|  4.75%, 10/15/2031 | 275 | 275 |
|  4.85%, 07/15/2026 | 9455 | 9487 |
|  6.25%, 10/15/2055 | 3420 | 3473 |
|  6.50%, 09/01/2030(1) | 16976 | 18242 |
|  Ovintiv, Inc. |  |  |
|  5.65%, 05/15/2028 | 4586 | 4723 |
|  6.25%, 07/15/2033 | 3355 | 3539 |
|  Petroleos Mexicanos |  |  |
|  6.50%, 03/13/2027 | 1090 | 1104 |
|  6.50%, 01/23/2029 | 970 | 986 |
|  6.63%, 06/15/2038 | 126 | 114 |
|  6.70%, 02/16/2032 | 6724 | 6664 |
|  Phillips 66 |  |  |
|  5.88%, 05/01/2042 | 3000 | 3077 |
|  Pioneer Natural Resources Co. |  |  |
|  1.90%, 08/15/2030 | 10650 | 9565 |
|  5.10%, 03/29/2026 | 2810 | 2824 |
|  Plains All American Pipeline LP |  |  |
|  5.95%, 06/15/2035 | 2955 | 3084 |
|  Plains All American Pipeline LP / PAA Finance Corp. |  |  |
|  3.55%, 12/15/2029 | 2800 | 2703 |
|  QatarEnergy |  |  |
|  1.38%, 09/12/2026(1) | 1534 | 1493 |
|  2.25%, 07/12/2031(1) | 3240 | 2916 |
|  3.13%, 07/12/2041(1) | 12062 | 9286 |
|  Reliance Industries Ltd. |  |  |
|  2.88%, 01/12/2032(1) | 3000 | 2724 |
|  Sabal Trail Transmission LLC |  |  |
|  4.68%, 05/01/2038(1) | 10000 | 9325 |
|  Sabine Pass Liquefaction LLC |  |  |
|  4.50%, 05/15/2030 | 3320 | 3332 |
|  Santos Finance Ltd. |  |  |
|  3.65%, 04/29/2031(1) | 5891 | 5499 |
|  6.88%, 09/19/2033(1) | 3160 | 3475 |
|  Saudi Arabian Oil Co. |  |  |
|  4.75%, 06/02/2030(1) | 6034 | 6115 |
|  South Bow USA Infrastructure Holdings LLC |  |  |
|  4.91%, 09/01/2027 | 775 | 782 |
|  5.03%, 10/01/2029 | 885 | 895 |
|  5.58%, 10/01/2034 | 9175 | 9224 |
|  Spectra Energy Partners LP |  |  |
|  4.50%, 03/15/2045 | 3000 | 2570 |
|  Suncor Energy, Inc. |  |  |
|  5.95%, 12/01/2034 | 1048 | 1103 |
|  6.80%, 05/15/2038 | 230 | 254 |
|  7.88%, 06/15/2026 | 543 | 557 |
|  Targa Resources Corp. |  |  |
|  4.90%, 09/15/2030 | 4902 | 4979 |
|  5.20%, 07/01/2027 | 4000 | 4063 |
|  5.50%, 02/15/2035 | 3480 | 3541 |
|  5.55%, 08/15/2035 | 3000 | 3060 |
|  6.15%, 03/01/2029 | 7916 | 8340 |
|  TC PipeLines LP |  |  |
|  3.90%, 05/25/2027 | 5000 | 4971 |
|  TotalEnergies Capital International SA |  |  |
|  2.99%, 06/29/2041 | 4000 | 3033 |
|  3.13%, 05/29/2050 | 2465 | 1688 |
|  3.46%, 07/12/2049 | 1905 | 1394 |
|  TransCanada PipeLines Ltd. |  |  |
|  6.20%, 10/15/2037 | 573 | 614 |
|  Transcontinental Gas Pipe Line Co. LLC |  |  |
|  3.25%, 05/15/2030 | 6253 | 5962 |
|  Valero Energy Corp. |  |  |
|  4.35%, 06/01/2028 | 3416 | 3434 |
|  6.63%, 06/15/2037 | 5000 | 5544 |

---

------

---

| | | |
|:---|:---|:---|
|  Var Energi ASA |  |  |
|  5.00%, 05/18/2027(1) | 11460 | 11559 |
|  7.50%, 01/15/2028(1) | 2200 | 2332 |
|  8.00%, 11/15/2032(1) | 4000 | 4642 |
|  Venture Global Calcasieu Pass LLC |  |  |
|  3.88%, 08/15/2029(1) | 3000 | 2875 |
|  6.25%, 01/15/2030(1) | 4000 | 4170 |
|  Viper Energy Partners LLC |  |  |
|  4.90%, 08/01/2030 | 3608 | 3635 |
|  Western Midstream Operating LP |  |  |
|  5.25%, 02/01/2050 | 1040 | 905 |
|  5.30%, 03/01/2048 | 3100 | 2697 |
|  5.45%, 11/15/2034 | 6000 | 6008 |
|  5.45%, 04/01/2044 | 3470 | 3146 |
|  6.15%, 04/01/2033 | 5971 | 6308 |
|  6.35%, 01/15/2029 | 3838 | 4038 |
|  Williams Companies, Inc. |  |  |
|  2.60%, 03/15/2031 | 2530 | 2297 |
|  3.50%, 11/15/2030 | 4696 | 4488 |
|  3.75%, 06/15/2027 | 815 | 809 |
|  4.85%, 03/01/2048 | 3000 | 2660 |
|  4.90%, 01/15/2045 | 2355 | 2116 |
|  5.10%, 09/15/2045 | 4510 | 4175 |
|  5.40%, 03/04/2044 | 2750 | 2669 |
|  5.60%, 03/15/2035 | 2010 | 2086 |
|  5.65%, 03/15/2033 | 3350 | 3518 |
|  5.75%, 06/24/2044 | 2500 | 2523 |
|  6.00%, 03/15/2055 | 535 | 552 |
|  6.30%, 04/15/2040 | 333 | 361 |
|  Woodside Finance Ltd. |  |  |
|  5.10%, 09/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6947 |
|  Total Energy | Total Energy | 733089 |
|  **Financials – 12.18%** |  |  |
|  200 Park Funding Trust |  |  |
|  5.74%, 02/15/2055(1) | 3000 | 3038 |
|  ABN AMRO Bank NV |  |  |
|  1.54% (1 Year CMT Index + 0.80%), 06/16/2027(1)(2) | 5000 | 4902 |
|  2.47% (1 Year CMT Index + 1.10%), 12/13/2029(1)(2) | 1300 | 1230 |
|  3.32% (5 Year CMT Index + 1.90%), 03/13/2037(1)(2) | 2500 | 2256 |
|  5.52% (1 Year CMT Index + 1.25%), 12/03/2035(1)(2) | 2200 | 2281 |
|  6.34% (1 Year CMT Index + 1.65%), 09/18/2027(1)(2) | 8900 | 9073 |
|  AEGON Funding Co. LLC |  |  |
|  5.50%, 04/16/2027(1) | 3500 | 3561 |
|  AerCap Ireland Capital DAC / AerCap Global Aviation Trust |  |  |
|  2.45%, 10/29/2026 | 2345 | 2304 |
|  3.00%, 10/29/2028 | 20150 | 19418 |
|  3.30%, 01/30/2032 | 19935 | 18358 |
|  4.45%, 10/01/2025 | 3500 | 3500 |
|  5.00%, 11/15/2035 | 3910 | 3867 |
|  5.10%, 01/19/2029 | 755 | 773 |
|  6.10%, 01/15/2027 | 3680 | 3759 |
|  AIA Group Ltd. |  |  |
|  3.20%, 09/16/2040(1) | 915 | 719 |
|  AIB Group Plc |  |  |
|  5.32% (SOFR + 1.65%), 05/15/2031(1)(2) | 4370 | 4499 |
|  5.87% (SOFR + 1.91%), 03/28/2035(1)(2) | 6500 | 6838 |
|  6.61% (SOFR + 2.33%), 09/13/2029(1)(2) | 6070 | 6444 |
|  AIG SunAmerica Global Financing X |  |  |
|  6.90%, 03/15/2032(1) | 955 | 1066 |
|  Aircastle Ltd. / Aircastle Ireland DAC |  |  |
|  5.00%, 09/15/2030(1) | 2500 | 2519 |
|  5.25%, 03/15/2030(1) | 2345 | 2392 |
|  Alexandria Real Estate Equities, Inc. |  |  |
|  2.00%, 05/18/2032 | 2180 | 1843 |
|  3.80%, 04/15/2026 | 338 | 337 |
|  4.00%, 02/01/2050 | 1451 | 1113 |
|  5.50%, 10/01/2035 | 5430 | 5574 |
|  Ally Financial, Inc. |  |  |
|  5.54% (SOFR + 1.73%), 01/17/2031(2) | 2000 | 2037 |
|  American Express Co. |  |  |
|  3.55% (5 Year CMT Index + 2.85%), 09/15/2174(2) | 3475 | 3409 |
|  4.92% (SOFR + 1.22%), 07/20/2033(2) | 2075 | 2111 |
|  5.44% (SOFR + 1.32%), 01/30/2036(2) | 2585 | 2689 |

---

------

---

| | | |
|:---|:---|:---|
|  American National Global Funding |  |  |
|  5.55%, 01/28/2030(1) | 8000 | 8241 |
|  American National Group, Inc. |  |  |
|  5.75%, 10/01/2029 | 1500 | 1552 |
|  6.00%, 07/15/2035 | 7000 | 7146 |
|  American Tower Corp. |  |  |
|  1.88%, 10/15/2030 | 2485 | 2198 |
|  2.10%, 06/15/2030 | 1300 | 1172 |
|  2.95%, 01/15/2051 | 875 | 567 |
|  3.10%, 06/15/2050 | 1340 | 897 |
|  3.38%, 10/15/2026 | 506 | 502 |
|  3.70%, 10/15/2049 | 2065 | 1548 |
|  Americold Realty Operating Partnership LP |  |  |
|  5.41%, 09/12/2034 | 8015 | 7880 |
|  5.60%, 05/15/2032 | 5000 | 5061 |
|  AmFam Holdings, Inc. |  |  |
|  2.81%, 03/11/2031(1) | 5000 | 4342 |
|  Aon Corp. / Aon Global Holdings Plc |  |  |
|  3.90%, 02/28/2052 | 4250 | 3220 |
|  Aon North America, Inc. |  |  |
|  5.45%, 03/01/2034 | 3880 | 4042 |
|  5.75%, 03/01/2054 | 1685 | 1697 |
|  Arthur J Gallagher & Co. |  |  |
|  3.50%, 05/20/2051 | 3000 | 2127 |
|  5.00%, 02/15/2032 | 3495 | 3566 |
|  AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust |  |  |
|  6.09%, 12/15/2044(1) | 8000 | 8081 |
|  Athene Global Funding |  |  |
|  2.95%, 11/12/2026(1) | 8845 | 8719 |
|  Athene Holding Ltd. |  |  |
|  6.25%, 04/01/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3940 |
|  Australia & New Zealand Banking Group Ltd. |  |  |
|  2.57% (5 Year CMT Index + 1.70%), 11/25/2035(1)(2) | 4590 | 4093 |
|  4.40%, 05/19/2026(1) | 1816 | 1818 |
|  5.20% (1 Year CMT Index + 1.47%), 09/30/2035(1)(2) | 3500 | 3515 |
|  Aviation Capital Group LLC |  |  |
|  4.80%, 10/24/2030(1) | 6000 | 5995 |
|  5.13%, 04/10/2030(1) | 2335 | 2370 |
|  5.38%, 07/15/2029(1) | 1400 | 1434 |
|  Avolon Holdings Funding Ltd. |  |  |
|  2.13%, 02/21/2026(1) | 1430 | 1415 |
|  2.53%, 11/18/2027(1) | 6729 | 6470 |
|  3.25%, 02/15/2027(1) | 3700 | 3639 |
|  4.25%, 04/15/2026(1) | 1710 | 1707 |
|  4.38%, 05/01/2026(1) | 790 | 789 |
|  4.95%, 01/15/2028(1) | 1530 | 1545 |
|  4.95%, 10/15/2032(1) | 3672 | 3628 |
|  5.15%, 01/15/2030(1) | 4295 | 4357 |
|  5.50%, 01/15/2026(1) | 4364 | 4370 |
|  Banco Nacional de Panama |  |  |
|  2.50%, 08/11/2030(1) | 2750 | 2410 |
|  Banco Santander SA |  |  |
|  1.72% (1 Year CMT Index + 0.90%), 09/14/2027(2) | 3000 | 2927 |
|  5.18%, 11/19/2025 | 1500 | 1501 |
|  5.54% (1 Year CMT Index + 1.45%), 03/14/2030(2) | 3400 | 3521 |
|  6.35%, 03/14/2034 | 13400 | 14366 |
|  6.61%, 11/07/2028 | 4400 | 4704 |
|  Bank of America Corp. |  |  |
|  1.73% (SOFR + 0.96%), 07/22/2027(2) | 7170 | 7027 |
|  1.90% (SOFR + 1.53%), 07/23/2031(2) | 1285 | 1148 |
|  2.09% (SOFR + 1.06%), 06/14/2029(2) | 15630 | 14805 |
|  2.30% (SOFR + 1.22%), 07/21/2032(2) | 16345 | 14498 |
|  2.55% (SOFR + 1.05%), 02/04/2028(2) | 3075 | 3012 |
|  2.57% (SOFR + 1.21%), 10/20/2032(2) | 4515 | 4047 |
|  2.59% (SOFR + 2.15%), 04/29/2031(2) | 2997 | 2777 |
|  2.68% (SOFR + 1.93%), 06/19/2041(2) | 7418 | 5466 |
|  2.69% (SOFR + 1.32%), 04/22/2032(2) | 17025 | 15509 |
|  2.88% (3 Month Term SOFR + 1.45%), 10/22/2030(2) | 5130 | 4869 |
|  2.97% (SOFR + 1.33%), 02/04/2033(2) | 6450 | 5874 |
|  3.19% (3 Month Term SOFR + 1.44%), 07/23/2030(2) | 11108 | 10699 |
|  3.59% (3 Month Term SOFR + 1.63%), 07/21/2028(2) | 7800 | 7728 |
|  3.71% (3 Month Term SOFR + 1.77%), 04/24/2028(2) | 4500 | 4471 |
|  3.82% (3 Month Term SOFR + 1.84%), 01/20/2028(2) | 10000 | 9953 |
|  4.08% (3 Month Term SOFR + 1.58%), 04/23/2040(2) | 2590 | 2307 |
|  4.27% (3 Month Term SOFR + 1.57%), 07/23/2029(2) | 1500 | 1505 |

---

------

---

| | | |
|:---|:---|:---|
|  4.38% (SOFR + 1.58%), 04/27/2028(2) | 4000 | 4014 |
|  4.45%, 03/03/2026 | 7140 | 7145 |
|  4.62% (SOFR + 1.11%), 05/09/2029(2) | 3943 | 3992 |
|  5.47% (SOFR + 1.65%), 01/23/2035(2) | 10285 | 10740 |
|  5.51% (SOFR + 1.31%), 01/24/2036(2) | 3900 | 4077 |
|  6.20% (SOFR + 1.99%), 11/10/2028(2) | 3000 | 3126 |
|  6.25% (5 Year CMT Index + 2.35%), 10/26/2173(2) | 3765 | 3813 |
|  7.75%, 05/14/2038 | 137 | 167 |
|  Bank of Ireland Group Plc |  |  |
|  2.03% (1 Year CMT Index + 1.10%), 09/30/2027(1)(2) | 6132 | 5993 |
|  5.60% (SOFR + 1.62%), 03/20/2030(1)(2) | 15120 | 15680 |
|  Bank of Montreal |  |  |
|  3.80% (5 Year Swap Rate USD + 1.43%), 12/15/2032(2) | 6500 | 6385 |
|  4.35% (SOFR + 1.08%), 09/22/2031(2) | 4755 | 4731 |
|  4.57% (SOFR + 0.88%), 09/10/2027(2) | 5000 | 5017 |
|  Bank of New York Mellon Corp. |  |  |
|  6.47% (SOFR + 1.85%), 10/25/2034(2) | 2380 | 2653 |
|  Bank of Nova Scotia |  |  |
|  4.59% (5 Year CMT Index + 2.05%), 05/04/2037(2) | 8000 | 7742 |
|  4.85%, 02/01/2030 | 1057 | 1082 |
|  4.93% (SOFR + 0.89%), 02/14/2029(2) | 10000 | 10168 |
|  Banque Federative du Credit Mutuel SA |  |  |
|  5.54%, 01/22/2030(1) | 2835 | 2952 |
|  5.79%, 07/13/2028(1) | 5080 | 5289 |
|  Barclays Plc |  |  |
|  2.89% (1 Year CMT Index + 1.30%), 11/24/2032(2) | 1572 | 1417 |
|  4.84% (SOFR + 1.34%), 09/10/2028(2) | 2450 | 2475 |
|  4.94% (SOFR + 1.56%), 09/10/2030(2) | 11803 | 11978 |
|  5.34% (SOFR + 1.91%), 09/10/2035(2) | 9000 | 9130 |
|  5.37% (SOFR + 1.23%), 02/25/2031(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181 |
|  5.79% (SOFR + 1.59%), 02/25/2036(2) | 1835 | 1915 |
|  6.22% (SOFR + 2.98%), 05/09/2034(2) | 8288 | 8916 |
|  6.50% (SOFR + 1.88%), 09/13/2027(2) | 6615 | 6749 |
|  Belrose Funding Trust II |  |  |
|  6.79%, 05/15/2055(1) | 5000 | 5415 |
|  Berkshire Hathaway Finance Corp. |  |  |
|  3.85%, 03/15/2052 | 2265 | 1777 |
|  BGC Group, Inc. |  |  |
|  6.15%, 04/02/2030(1) | 2146 | 2199 |
|  Blackstone Holdings Finance Co. LLC |  |  |
|  4.45%, 07/15/2045(1) | 170 | 148 |
|  BNP Paribas SA |  |  |
|  1.32% (SOFR + 1.00%), 01/13/2027(1)(2) | 4000 | 3963 |
|  1.68% (SOFR + 0.91%), 06/30/2027(1)(2) | 2660 | 2607 |
|  1.90% (SOFR + 1.61%), 09/30/2028(1)(2) | 6280 | 5988 |
|  2.59% (5 Year CMT Index + 2.05%), 08/12/2035(1)(2) | 2000 | 1793 |
|  2.87% (3 Month Term SOFR + 1.39%), 04/19/2032(1)(2) | 3560 | 3234 |
|  3.13% (SOFR + 1.56%), 01/20/2033(1)(2) | 550 | 501 |
|  4.79% (SOFR + 1.45%), 05/09/2029(1)(2) | 4225 | 4264 |
|  5.09% (SOFR + 1.68%), 05/09/2031(1)(2) | 14620 | 14899 |
|  5.18% (SOFR + 1.52%), 01/09/2030(1)(2) | 750 | 769 |
|  5.28% (SOFR + 1.28%), 11/19/2030(1)(2) | 7335 | 7534 |
|  5.34% (1 Year CMT Index + 1.50%), 06/12/2029(1)(2) | 6000 | 6164 |
|  5.50% (SOFR + 1.59%), 05/20/2030(1)(2) | 4509 | 4663 |
|  5.79% (SOFR + 1.62%), 01/13/2033(1)(2) | 3590 | 3768 |
|  5.91% (SOFR + 1.92%), 11/19/2035(1)(2) | 4425 | 4585 |
|  BPCE SA |  |  |
|  2.28% (SOFR + 1.31%), 01/20/2032(1)(2) | 8350 | 7364 |
|  3.12% (SOFR + 1.73%), 10/19/2032(1)(2) | 6500 | 5762 |
|  3.25%, 01/11/2028(1) | 7815 | 7653 |
|  5.39% (SOFR + 1.58%), 05/28/2031(1)(2) | 10175 | 10439 |
|  5.72% (SOFR + 1.96%), 01/18/2030(1)(2) | 2841 | 2938 |
|  5.75% (SOFR + 2.87%), 07/19/2033(1)(2) | 1200 | 1247 |
|  5.88% (SOFR + 1.68%), 01/14/2031(1)(2) | 3570 | 3728 |
|  5.94% (SOFR + 1.85%), 05/30/2035(1)(2) | 5170 | 5415 |
|  5.98% (SOFR + 2.10%), 01/18/2027(1)(2) | 4300 | 4316 |
|  6.03% (SOFR + 1.96%), 05/28/2036(1)(2) | 13210 | 13911 |
|  6.29% (SOFR + 2.04%), 01/14/2036(1)(2) | 2710 | 2900 |
|  6.71% (SOFR + 2.27%), 10/19/2029(1)(2) | 3300 | 3503 |
|  Brixmor Operating Partnership LP |  |  |
|  2.25%, 04/01/2028 | 1930 | 1838 |
|  2.50%, 08/16/2031 | 1080 | 959 |
|  4.05%, 07/01/2030 | 2286 | 2238 |
|  4.85%, 02/15/2033 | 3570 | 3562 |
|  5.75%, 02/15/2035 | 2250 | 2353 |

---

------

---

| | | |
|:---|:---|:---|
|  Brookfield Finance, Inc. |  |  |
|  3.90%, 01/25/2028 | 770 | 765 |
|  4.70%, 09/20/2047 | 158 | 138 |
|  4.85%, 03/29/2029 | 875 | 890 |
|  Brown & Brown, Inc. |  |  |
|  2.38%, 03/15/2031 | 4150 | 3692 |
|  4.20%, 03/17/2032 | 6000 | 5789 |
|  4.90%, 06/23/2030 | 9995 | 10129 |
|  5.25%, 06/23/2032 | 4785 | 4906 |
|  6.25%, 06/23/2055 | 3490 | 3672 |
|  CaixaBank SA |  |  |
|  5.58% (SOFR + 1.79%), 07/03/2036(1)(2) | 11815 | 12101 |
|  6.04% (SOFR + 2.26%), 06/15/2035(1)(2) | 5065 | 5382 |
|  6.68% (SOFR + 2.08%), 09/13/2027(1)(2) | 1470 | 1502 |
|  6.84% (SOFR + 2.77%), 09/13/2034(1)(2) | 3354 | 3737 |
|  Canadian Imperial Bank of Commerce |  |  |
|  4.58% (SOFR + 1.17%), 09/08/2031(2) | 13726 | 13771 |
|  4.86% (SOFR + 1.03%), 03/30/2029(2) | 10000 | 10155 |
|  Cantor Fitzgerald LP |  |  |
|  7.20%, 12/12/2028(1) | 11915 | 12730 |
|  Capital One Financial Corp. |  |  |
|  1.88% (SOFR + 0.86%), 11/02/2027(2) | 361 | 352 |
|  2.62% (SOFR + 1.27%), 11/02/2032(2) | 2495 | 2217 |
|  4.49% (SOFR + 1.25%), 09/11/2031(2) | 10061 | 9980 |
|  5.70% (SOFR + 1.91%), 02/01/2030(2) | 2410 | 2502 |
|  6.31% (SOFR + 2.64%), 06/08/2029(2) | 11130 | 11676 |
|  7.62% (SOFR + 3.07%), 10/30/2031(2) | 7000 | 7917 |
|  Capital One N.A. |  |  |
|  4.65%, 09/13/2028 | 4000 | 4048 |
|  5.97% (5 Year USD SOFR Spread-Adjusted ICE Swap Rate + 1.73%), 08/09/2028(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3594 |
|  Charles Schwab Corp. |  |  |
|  1.65%, 03/11/2031 | 11130 | 9675 |
|  Chubb INA Holdings LLC |  |  |
|  4.90%, 08/15/2035 | 9517 | 9574 |
|  Citibank N.A. |  |  |
|  4.91%, 05/29/2030 | 3483 | 3579 |
|  Citigroup, Inc. |  |  |
|  1.12% (SOFR + 0.77%), 01/28/2027(2) | 19320 | 19120 |
|  2.56% (SOFR + 1.17%), 05/01/2032(2) | 19270 | 17368 |
|  2.57% (SOFR + 2.11%), 06/03/2031(2) | 1200 | 1104 |
|  2.67% (SOFR + 1.15%), 01/29/2031(2) | 515 | 479 |
|  3.06% (SOFR + 1.35%), 01/25/2033(2) | 6852 | 6238 |
|  3.52% (3 Month Term SOFR + 1.41%), 10/27/2028(2) | 3000 | 2960 |
|  3.67% (3 Month Term SOFR + 1.65%), 07/24/2028(2) | 7895 | 7825 |
|  3.70%, 01/12/2026 | 9150 | 9134 |
|  3.79% (SOFR + 1.94%), 03/17/2033(2) | 1000 | 950 |
|  3.89% (3 Month Term SOFR + 1.82%), 01/10/2028(2) | 12600 | 12549 |
|  3.98% (3 Month Term SOFR + 1.60%), 03/20/2030(2) | 3490 | 3448 |
|  4.08% (3 Month Term SOFR + 1.45%), 04/23/2029(2) | 1111 | 1108 |
|  4.30%, 11/20/2026 | 1570 | 1572 |
|  4.45%, 09/29/2027 | 8213 | 8246 |
|  4.50% (SOFR + 1.17%), 09/11/2031(2) | 21577 | 21588 |
|  4.54% (SOFR + 1.34%), 09/19/2030(2) | 3924 | 3942 |
|  4.95% (SOFR + 1.46%), 05/07/2031(2) | 8240 | 8397 |
|  5.17% (SOFR + 1.36%), 02/13/2030(2) | 2500 | 2565 |
|  5.17% (SOFR + 1.49%), 09/11/2036(2) | 2753 | 2781 |
|  5.33% (SOFR + 1.47%), 03/27/2036(2) | 21655 | 22135 |
|  6.02% (SOFR + 1.83%), 01/24/2036(2) | 10042 | 10520 |
|  Citizens Financial Group, Inc. |  |  |
|  3.25%, 04/30/2030 | 5000 | 4734 |
|  5.84% (SOFR + 2.01%), 01/23/2030(2) | 10000 | 10423 |
|  6.65% (SOFR + 2.33%), 04/25/2035(2) | 2000 | 2201 |
|  CNA Financial Corp. |  |  |
|  3.45%, 08/15/2027 | 820 | 810 |
|  5.50%, 06/15/2033 | 8225 | 8536 |
|  CNO Global Funding |  |  |
|  4.95%, 09/09/2029(1) | 4000 | 4080 |
|  5.88%, 06/04/2027(1) | 5000 | 5130 |
|  Cooperatieve Rabobank UA |  |  |
|  4.99% (1 Year CMT Index + 0.92%), 05/27/2031(1)(2) | 5450 | 5565 |
|  COPT Defense Properties LP |  |  |
|  2.00%, 01/15/2029 | 860 | 797 |
|  2.75%, 04/15/2031 | 1555 | 1408 |
|  2.90%, 12/01/2033 | 4120 | 3487 |

---

------

---

| | | |
|:---|:---|:---|
|  Corebridge Financial, Inc. |  |  |
|  3.65%, 04/05/2027 | 2055 | 2037 |
|  3.85%, 04/05/2029 | 1455 | 1433 |
|  Corebridge Global Funding |  |  |
|  4.25%, 08/21/2028(1) | 3809 | 3811 |
|  4.90%, 08/21/2032(1) | 670 | 673 |
|  Credit Agricole SA |  |  |
|  1.25% (SOFR + 0.89%), 01/26/2027(1)(2) | 3500 | 3463 |
|  4.00% (5 Year Swap Rate USD + 1.64%), 01/10/2033(1)(2) | 5000 | 4925 |
|  4.82% (SOFR + 1.36%), 09/25/2033(1)(2) | 3005 | 2987 |
|  5.22% (SOFR + 1.46%), 05/27/2031(1)(2) | 8326 | 8541 |
|  5.23% (SOFR + 1.13%), 01/09/2029(1)(2) | 3394 | 3459 |
|  5.34% (SOFR + 1.69%), 01/10/2030(1)(2) | 3036 | 3124 |
|  5.86% (SOFR + 1.74%), 01/09/2036(1)(2) | 6245 | 6566 |
|  6.25% (SOFR + 2.67%), 01/10/2035(1)(2) | 3000 | 3166 |
|  6.32% (SOFR + 1.86%), 10/03/2029(1)(2) | 2575 | 2715 |
|  Crown Castle, Inc. |  |  |
|  3.10%, 11/15/2029 | 875 | 832 |
|  4.00%, 03/01/2027 | 261 | 260 |
|  5.10%, 05/01/2033 | 2625 | 2656 |
|  CubeSmart LP |  |  |
|  2.25%, 12/15/2028 | 7275 | 6851 |
|  Danske Bank |  |  |
|  4.61% (1 Year CMT Index + 1.10%), 10/02/2030(1)(2) | 5287 | 5315 |
|  5.02% (1 Year CMT Index + 0.93%), 03/04/2031(1)(2) | 7680 | 7825 |
|  5.71% (1 Year CMT Index + 1.40%), 03/01/2030(1)(2) | 3480 | 3621 |
|  Deutsche Bank AG |  |  |
|  2.13% (SOFR + 1.87%), 11/24/2026(2)(12) | 4855 | 4837 |
|  2.31% (SOFR + 1.22%), 11/16/2027(2) | 674 | 659 |
|  2.55% (SOFR + 1.32%), 01/07/2028(2) | 3350 | 3277 |
|  3.73% (SOFR + 2.76%), 01/14/2032(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4689 |
|  3.74% (SOFR + 2.26%), 01/07/2033(2) | 9000 | 8290 |
|  4.95% (SOFR + 1.30%), 08/04/2031(2) | 18065 | 18236 |
|  5.00% (SOFR + 1.70%), 09/11/2030(2) | 1170 | 1187 |
|  5.30% (SOFR + 1.72%), 05/09/2031(2) | 19266 | 19735 |
|  5.37% (SOFR + 1.21%), 01/10/2029(2) | 4125 | 4214 |
|  5.40% (SOFR + 2.05%), 09/11/2035(2) | 1210 | 1234 |
|  5.41%, 05/10/2029 | 2055 | 2140 |
|  6.72% (SOFR + 3.18%), 01/18/2029(2) | 652 | 685 |
|  6.82% (SOFR + 2.51%), 11/20/2029(2) | 1420 | 1519 |
|  7.15% (SOFR + 2.52%), 07/13/2027(2) | 6785 | 6930 |
|  Digital Realty Trust LP |  |  |
|  5.55%, 01/15/2028 | 3000 | 3088 |
|  DNB Bank ASA |  |  |
|  1.61% (1 Year CMT Index + 0.68%), 03/30/2028(1)(2) | 3435 | 3309 |
|  4.85% (SOFR + 1.05%), 11/05/2030(1)(2) | 1990 | 2030 |
|  DOC DR LLC |  |  |
|  2.63%, 11/01/2031 | 1360 | 1212 |
|  Essex Portfolio LP |  |  |
|  1.65%, 01/15/2031 | 910 | 786 |
|  2.65%, 03/15/2032 | 1740 | 1551 |
|  Extra Space Storage LP |  |  |
|  2.20%, 10/15/2030 | 2630 | 2358 |
|  4.00%, 06/15/2029 | 1831 | 1812 |
|  F&G Annuities & Life, Inc. |  |  |
|  6.50%, 06/04/2029 | 950 | 990 |
|  7.40%, 01/13/2028 | 1318 | 1383 |
|  F&G Global Funding |  |  |
|  1.75%, 06/30/2026(1) | 1905 | 1868 |
|  Fairfax Financial Holdings Ltd. |  |  |
|  5.63%, 08/16/2032 | 9000 | 9352 |
|  6.00%, 12/07/2033 | 6640 | 7059 |
|  Federation des Caisses Desjardins du Quebec |  |  |
|  5.25%, 04/26/2029(1) | 7700 | 7970 |
|  FMR LLC |  |  |
|  4.95%, 02/01/2033(1) | 250 | 252 |
|  6.45%, 11/15/2039(1) | 258 | 286 |
|  FS KKR Capital Corp. |  |  |
|  6.13%, 01/15/2031 | 2434 | 2411 |
|  Globe Life, Inc. |  |  |
|  4.55%, 09/15/2028 | 3000 | 3027 |
|  Goldman Sachs Bank USA |  |  |
|  5.41% (SOFR + 0.75%), 05/21/2027(2) | 6256 | 6304 |
|  Goldman Sachs Capital I |  |  |
|  6.35%, 02/15/2034 | 127 | 136 |

---

------

---

| | | |
|:---|:---|:---|
|  Goldman Sachs Group, Inc. |  |  |
|  1.54% (SOFR + 0.82%), 09/10/2027(2) | 9234 | 9006 |
|  1.95% (SOFR + 0.91%), 10/21/2027(2) | 2541 | 2481 |
|  1.99% (SOFR + 1.09%), 01/27/2032(2) | 7395 | 6526 |
|  2.38% (SOFR + 1.25%), 07/21/2032(2) | 3165 | 2825 |
|  2.62% (SOFR + 1.28%), 04/22/2032(2) | 9805 | 8895 |
|  2.64% (SOFR + 1.11%), 02/24/2028(2) | 8243 | 8070 |
|  3.10% (SOFR + 1.41%), 02/24/2033(2) | 4956 | 4547 |
|  3.62% (SOFR + 1.85%), 03/15/2028(2) | 14810 | 14699 |
|  3.69% (3 Month Term SOFR + 1.77%), 06/05/2028(2) | 4955 | 4919 |
|  3.75%, 02/25/2026 | 2262 | 2257 |
|  4.22% (3 Month Term SOFR + 1.56%), 05/01/2029(2) | 5000 | 5006 |
|  4.41% (3 Month Term SOFR + 1.69%), 04/23/2039(2) | 2075 | 1919 |
|  4.69% (SOFR + 1.14%), 10/23/2030(2) | 3870 | 3919 |
|  5.05% (SOFR + 1.21%), 07/23/2030(2) | 4615 | 4731 |
|  5.22% (SOFR + 1.58%), 04/23/2031(2) | 16395 | 16954 |
|  5.33% (SOFR + 1.55%), 07/23/2035(2) | 8410 | 8658 |
|  5.54% (SOFR + 1.38%), 01/28/2036(2) | 2173 | 2268 |
|  5.73% (SOFR + 1.70%), 01/28/2056(2) | 8383 | 8691 |
|  6.48% (SOFR + 1.77%), 10/24/2029(2) | 3200 | 3405 |
|  6.75%, 10/01/2037 | 2170 | 2431 |
|  Goodman U.S. Finance Four LLC |  |  |
|  4.50%, 10/15/2037(1) | 200 | 186 |
|  Goodman U.S. Finance Six LLC |  |  |
|  5.13%, 10/07/2034(1) | 1110 | 1120 |
|  Goodman U.S. Finance Three LLC |  |  |
|  3.70%, 03/15/2028(1) | 862 | 851 |
|  Great-West Lifeco Finance 2018 LP |  |  |
|  4.58%, 05/17/2048(1) | 650 | 566 |
|  Guardian Life Global Funding |  |  |
|  4.33%, 10/06/2030(1) | 10000 | 10004 |
|  Guardian Life Insurance Co. of America |  |  |
|  4.85%, 01/24/2077(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4724 |
|  Hanover Insurance Group, Inc. |  |  |
|  2.50%, 09/01/2030 | 5610 | 5061 |
|  Hartford Insurance Group, Inc. |  |  |
|  4.30%, 04/15/2043 | 1080 | 939 |
|  Healthpeak OP LLC |  |  |
|  3.50%, 07/15/2029 | 1742 | 1689 |
|  Henneman Trust |  |  |
|  6.58%, 05/15/2055(1) | 5000 | 5333 |
|  High Street Funding Trust II |  |  |
|  4.68%, 02/15/2048(1) | 5250 | 4608 |
|  HPS Corporate Lending Fund |  |  |
|  4.90%, 09/11/2028(1) | 3735 | 3716 |
|  5.45%, 11/15/2030(1) | 3828 | 3825 |
|  HSBC Holdings Plc |  |  |
|  2.01% (SOFR + 1.73%), 09/22/2028(2) | 3585 | 3435 |
|  2.21% (SOFR + 1.29%), 08/17/2029(2) | 2075 | 1959 |
|  2.36% (SOFR + 1.95%), 08/18/2031(2) | 2580 | 2335 |
|  2.87% (SOFR + 1.41%), 11/22/2032(2) | 2095 | 1888 |
|  3.97% (3 Month Term SOFR + 1.87%), 05/22/2030(2) | 1000 | 985 |
|  4.90% (SOFR + 1.03%), 03/03/2029(2) | 4000 | 4058 |
|  5.13% (SOFR + 1.04%), 11/19/2028(2) | 10000 | 10178 |
|  5.13% (SOFR + 1.29%), 03/03/2031(2) | 1220 | 1249 |
|  5.24% (SOFR + 1.57%), 05/13/2031(2) | 10657 | 10967 |
|  5.29% (SOFR + 1.29%), 11/19/2030(2) | 15011 | 15484 |
|  6.33% (SOFR + 2.65%), 03/09/2044(2) | 1060 | 1166 |
|  Huntington Bancshares, Inc. |  |  |
|  5.27% (SOFR + 1.28%), 01/15/2031(2) | 5880 | 6060 |
|  5.71% (SOFR + 1.87%), 02/02/2035(2) | 4765 | 4966 |
|  6.21% (SOFR + 2.02%), 08/21/2029(2) | 2864 | 3014 |
|  ING Groep NV |  |  |
|  1.73% (SOFR + 1.01%), 04/01/2027(2) | 705 | 696 |
|  4.86% (SOFR + 1.01%), 03/25/2029(2) | 4585 | 4646 |
|  5.07% (SOFR + 1.23%), 03/25/2031(2) | 5400 | 5531 |
|  5.53% (SOFR + 1.61%), 03/25/2036(2) | 3150 | 3268 |
|  5.55% (SOFR + 1.77%), 03/19/2035(2) | 5000 | 5194 |
|  6.08% (SOFR + 1.56%), 09/11/2027(2) | 923 | 939 |
|  Intesa Sanpaolo SpA |  |  |
|  3.88%, 01/12/2028(1) | 3700 | 3650 |
|  Jackson National Life Global Funding |  |  |
|  4.55%, 09/09/2030(1) | 13850 | 13864 |
|  4.90%, 01/13/2027(1) | 6000 | 6049 |
|  Jefferies Financial Group, Inc. |  |  |
|  6.20%, 04/14/2034 | 5000 | 5316 |

---

------

---

| | | |
|:---|:---|:---|
|  6.25%, 01/15/2036 | 155 | 165 |
|  6.45%, 06/08/2027 | 428 | 443 |
|  JP Morgan Chase & Co. |  |  |
|  1.04% (3 Month Term SOFR + 0.70%), 02/04/2027(2) | 1950 | 1928 |
|  1.47% (SOFR + 0.77%), 09/22/2027(2) | 15960 | 15558 |
|  1.58% (SOFR + 0.89%), 04/22/2027(2) | 5000 | 4928 |
|  2.07% (SOFR + 1.02%), 06/01/2029(2) | 3165 | 3003 |
|  2.58% (3 Month Term SOFR + 1.25%), 04/22/2032(2) | 6390 | 5807 |
|  2.95% (SOFR + 1.17%), 02/24/2028(2) | 2600 | 2559 |
|  2.96% (SOFR + 1.26%), 01/25/2033(2) | 10500 | 9606 |
|  4.01% (3 Month Term SOFR + 1.38%), 04/23/2029(2) | 1155 | 1152 |
|  4.32% (SOFR + 1.56%), 04/26/2028(2) | 1995 | 2000 |
|  4.45% (3 Month Term SOFR + 1.59%), 12/05/2029(2) | 9660 | 9740 |
|  4.51% (SOFR + 0.86%), 10/22/2028(2) | 6000 | 6051 |
|  4.92% (SOFR + 0.80%), 01/24/2029(2) | 3000 | 3054 |
|  4.98% (SOFR + 0.93%), 07/22/2028(2) | 5000 | 5076 |
|  5.30% (SOFR + 1.45%), 07/24/2029(2) | 12680 | 13065 |
|  5.35% (SOFR + 1.85%), 06/01/2034(2) | 3600 | 3751 |
|  5.57% (SOFR + 1.68%), 04/22/2036(2) | 4859 | 5122 |
|  5.58% (SOFR + 1.64%), 07/23/2036(2) | 4985 | 5168 |
|  5.58% (SOFR + 1.16%), 04/22/2030(2) | 9697 | 10128 |
|  5.77% (SOFR + 1.49%), 04/22/2035(2) | 3000 | 3196 |
|  6.73% (3 Month Term SOFR + 2.75%), 10/01/2174(2) | 4275 | 4289 |
|  KBC Group NV |  |  |
|  4.45% (1 Year CMT Index + 0.85%), 09/23/2031(1)(2) | 23380 | 23255 |
|  4.93% (1 Year CMT Index + 1.07%), 10/16/2030(1)(2) | 3705 | 3769 |
|  5.80% (1 Year CMT Index + 2.10%), 01/19/2029(1)(2) | 3717 | 3840 |
|  KeyCorp |  |  |
|  4.79% (SOFR + 2.06%), 06/01/2033(2) | 590 | 588 |
|  5.12% (SOFR + 1.23%), 04/04/2031(2) | 2985 | 3065 |
|  6.40% (SOFR + 2.42%), 03/06/2035(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2708 |
|  Liberty Mutual Group, Inc. |  |  |
|  3.95%, 10/15/2050(1) | 269 | 206 |
|  4.57%, 02/01/2029(1) | 1950 | 1963 |
|  5.50%, 06/15/2052(1) | 5750 | 5501 |
|  Liberty Mutual Insurance Co. |  |  |
|  7.70%, 10/15/2097(1) | 100 | 115 |
|  Lincoln National Corp. |  |  |
|  7.00%, 06/15/2040 | 1715 | 1948 |
|  Lloyds Banking Group Plc |  |  |
|  1.63% (1 Year CMT Index + 0.85%), 05/11/2027(2) | 2280 | 2243 |
|  3.75%, 01/11/2027 | 2000 | 1992 |
|  4.38%, 03/22/2028 | 949 | 953 |
|  4.58%, 12/10/2025 | 550 | 550 |
|  5.46% (1 Year CMT Index + 1.38%), 01/05/2028(2) | 11723 | 11898 |
|  5.68% (1 Year CMT Index + 1.75%), 01/05/2035(2) | 2575 | 2699 |
|  LPL Holdings, Inc. |  |  |
|  4.00%, 03/15/2029(1) | 4000 | 3912 |
|  4.90%, 04/03/2028 | 8000 | 8086 |
|  5.15%, 06/15/2030 | 15000 | 15267 |
|  LSEGA Financing Plc |  |  |
|  2.00%, 04/06/2028(1) | 4565 | 4329 |
|  M&T Bank Corp. |  |  |
|  5.18% (SOFR + 1.40%), 07/08/2031(2) | 9163 | 9384 |
|  5.39% (SOFR + 1.61%), 01/16/2036(2) | 7541 | 7645 |
|  Macquarie Airfinance Holdings Ltd. |  |  |
|  5.15%, 03/17/2030(1) | 4270 | 4330 |
|  5.20%, 03/27/2028(1) | 3905 | 3972 |
|  6.40%, 03/26/2029(1) | 5985 | 6303 |
|  6.50%, 03/26/2031(1) | 5000 | 5356 |
|  Macquarie Bank Ltd. |  |  |
|  3.05% (5 Year CMT Index + 1.70%), 03/03/2036(1)(2) | 2090 | 1887 |
|  5.64% (1 Year CMT Index + 1.45%), 08/13/2036(1)(2) | 7000 | 7091 |
|  Macquarie Group Ltd. |  |  |
|  2.87% (SOFR + 1.53%), 01/14/2033(1)(2) | 6000 | 5411 |
|  Markel Group, Inc. |  |  |
|  4.15%, 09/17/2050 | 655 | 516 |
|  Massachusetts Mutual Life Insurance Co. |  |  |
|  3.73%, 10/15/2070(1) | 2690 | 1809 |
|  4.90%, 04/01/2077(1) | 5000 | 4239 |
|  MBIA Insurance Corp. |  |  |
|  15.84% (3 Month Term SOFR + 11.52%), 01/15/2033(1)(2) | 86 | 1 |
|  MetLife, Inc. |  |  |
|  4.88%, 11/13/2043 | 3000 | 2828 |

---

------

---

| | | |
|:---|:---|:---|
|  Metropolitan Life Global Funding I |  |  |
|  5.15%, 03/28/2033(1) | 2000 | 2072 |
|  Mid-America Apartments LP |  |  |
|  1.70%, 02/15/2031 | 1330 | 1156 |
|  Mitsubishi HC Finance America LLC |  |  |
|  5.81%, 09/12/2028(1) | 1795 | 1865 |
|  Mitsubishi UFJ Financial Group, Inc. |  |  |
|  4.53% (1 Year CMT Index + 0.80%), 09/12/2031(2) | 1716 | 1723 |
|  5.16% (1 Year CMT Index + 1.17%), 04/24/2031(2) | 1600 | 1649 |
|  5.19% (5 Year CMT Index + 0.93%), 09/12/2036(2) | 3490 | 3546 |
|  Mizuho Financial Group, Inc. |  |  |
|  2.17% (1 Year CMT Index + 0.87%), 05/22/2032(2) | 8000 | 7047 |
|  2.26% (1 Year CMT Index + 0.90%), 07/09/2032(2) | 1000 | 883 |
|  2.87% (3 Month Term SOFR + 1.57%), 09/13/2030(2) | 1620 | 1533 |
|  4.71% (1 Year CMT Index + 0.92%), 07/08/2031(2) | 28280 | 28612 |
|  5.32% (1 Year CMT Index + 1.07%), 07/08/2036(2) | 9625 | 9894 |
|  Morgan Stanley |  |  |
|  1.79% (SOFR + 1.03%), 02/13/2032(2) | 2440 | 2128 |
|  1.93% (SOFR + 1.02%), 04/28/2032(2) | 15725 | 13724 |
|  2.24% (SOFR + 1.18%), 07/21/2032(2) | 3555 | 3140 |
|  2.48% (SOFR + 1.00%), 01/21/2028(2) | 526 | 515 |
|  2.70% (SOFR + 1.14%), 01/22/2031(2) | 2345 | 2191 |
|  3.22% (SOFR + 1.49%), 04/22/2042(2) | 5000 | 3910 |
|  3.59%, 07/22/2028(4) | 3215 | 3181 |
|  3.77% (3 Month Term SOFR + 1.40%), 01/24/2029(2) | 1401 | 1389 |
|  3.95%, 04/23/2027 | 14190 | 14159 |
|  4.43% (3 Month Term SOFR + 1.89%), 01/23/2030(2) | 2304 | 2315 |
|  4.65% (SOFR + 1.10%), 10/18/2030(2) | 9556 | 9660 |
|  5.04% (SOFR + 1.22%), 07/19/2030(2) | 1450 | 1486 |
|  5.16% (SOFR + 1.59%), 04/20/2029(2) | 14465 | 14807 |
|  5.17% (SOFR + 1.45%), 01/16/2030(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387 |
|  5.32% (SOFR + 1.56%), 07/19/2035(2) | 18384 | 18970 |
|  5.45% (SOFR + 1.63%), 07/20/2029(2) | 7990 | 8256 |
|  5.47% (SOFR + 1.73%), 01/18/2035(2) | 1846 | 1923 |
|  5.52% (SOFR + 1.71%), 11/19/2055(2) | 2736 | 2766 |
|  5.66% (SOFR + 1.76%), 04/17/2036(2) | 10240 | 10804 |
|  5.83% (SOFR + 1.58%), 04/19/2035(2) | 1910 | 2036 |
|  6.30% (SOFR + 2.24%), 10/18/2028(2) | 5350 | 5575 |
|  Morgan Stanley Bank N.A. |  |  |
|  5.50% (SOFR + 0.87%), 05/26/2028(2) | 7533 | 7699 |
|  Morgan Stanley Private Bank N.A. |  |  |
|  4.73% (SOFR + 1.08%), 07/18/2031(2) | 19482 | 19773 |
|  MSD Investment Corp. |  |  |
|  6.25%, 05/31/2030(1) | 1580 | 1600 |
|  Mutual of Omaha Companies Global Funding |  |  |
|  5.35%, 04/09/2027(1) | 8000 | 8135 |
|  Nasdaq, Inc. |  |  |
|  5.55%, 02/15/2034 | 975 | 1024 |
|  National Australia Bank Ltd. |  |  |
|  2.33%, 08/21/2030(1) | 6000 | 5401 |
|  3.35% (5 Year CMT Index + 1.70%), 01/12/2037(1)(2) | 2600 | 2356 |
|  National Bank of Canada |  |  |
|  4.50%, 10/10/2029 | 3000 | 3026 |
|  Nationwide Building Society |  |  |
|  4.00%, 09/14/2026(1) | 9650 | 9626 |
|  5.54% (SOFR + 1.65%), 07/14/2036(1)(2) | 4715 | 4849 |
|  Nationwide Mutual Insurance Co. |  |  |
|  9.38%, 08/15/2039(1) | 7150 | 9695 |
|  NatWest Group Plc |  |  |
|  1.64% (1 Year CMT Index + 0.90%), 06/14/2027(2) | 8225 | 8069 |
|  4.45% (3 Month SOFR USD + 1.87%), 05/08/2030(2) | 985 | 987 |
|  4.80%, 04/05/2026 | 3017 | 3026 |
|  4.89% (3 Month SOFR USD + 1.75%), 05/18/2029(2) | 9505 | 9654 |
|  5.08% (3 Month SOFR USD + 1.91%), 01/27/2030(2) | 9010 | 9202 |
|  5.12% (1 Year CMT Index + 1.05%), 05/23/2031(2) | 8200 | 8408 |
|  5.78% (1 Year CMT Index + 1.50%), 03/01/2035(2) | 2865 | 3021 |
|  7.47% (1 Year CMT Index + 2.85%), 11/10/2026(2) | 2165 | 2172 |
|  NatWest Markets Plc |  |  |
|  5.41%, 05/17/2029(1) | 4475 | 4642 |
|  New York Life Insurance Co. |  |  |
|  4.45%, 05/15/2069(1) | 4225 | 3357 |
|  NLG Global Funding |  |  |
|  4.35%, 09/15/2030(1) | 6000 | 5937 |
|  NNN REIT, Inc. |  |  |
|  3.50%, 10/15/2027 | 400 | 395 |
|  3.60%, 12/15/2026 | 700 | 696 |

---

------

---

| | | |
|:---|:---|:---|
|  5.60%, 10/15/2033 | 950 | 994 |
|  Nomura Holdings, Inc. |  |  |
|  1.65%, 07/14/2026 | 5000 | 4904 |
|  2.61%, 07/14/2031 | 2025 | 1819 |
|  2.68%, 07/16/2030 | 1550 | 1425 |
|  2.71%, 01/22/2029 | 11000 | 10452 |
|  6.07%, 07/12/2028 | 4200 | 4394 |
|  Norinchukin Bank |  |  |
|  4.67%, 09/09/2030(1) | 6614 | 6649 |
|  5.36%, 09/09/2035(1) | 12593 | 12798 |
|  Northern Trust Corp. |  |  |
|  3.38% (3 Month SOFR USD + 1.13%), 05/08/2032(2) | 411 | 403 |
|  Ontario Teachers' Cadillac Fairview Properties Trust |  |  |
|  3.88%, 03/20/2027(1) | 1044 | 1037 |
|  4.13%, 02/01/2029(1) | 6740 | 6691 |
|  Pacific Life Insurance Co. |  |  |
|  4.30% (3 Month SOFR USD + 2.80%), 10/24/2067(1)(2) | 743 | 596 |
|  Peachtree Corners Funding Trust II |  |  |
|  6.01%, 05/15/2035(1) | 5000 | 5249 |
|  PNC Financial Services Group, Inc. |  |  |
|  4.81% (SOFR + 1.26%), 10/21/2032(2) | 2430 | 2463 |
|  4.90% (SOFR + 1.33%), 05/13/2031(2) | 3690 | 3768 |
|  5.07% (SOFR + 1.93%), 01/24/2034(2) | 3433 | 3503 |
|  5.37% (SOFR + 1.42%), 07/21/2036(2) | 9865 | 10152 |
|  5.58% (SOFR + 1.84%), 06/12/2029(2) | 8670 | 8984 |
|  6.88% (SOFR + 2.28%), 10/20/2034(2) | 5035 | 5704 |
|  Principal Financial Group, Inc. |  |  |
|  4.11%, 02/15/2028(1) | 1975 | 1969 |
|  Principal Life Global Funding II |  |  |
|  5.10%, 01/25/2029(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7180 |
|  Prologis LP |  |  |
|  2.25%, 04/15/2030 | 305 | 281 |
|  2.88%, 11/15/2029 | 800 | 762 |
|  Protective Life Corp. |  |  |
|  4.30%, 09/30/2028(1) | 4500 | 4498 |
|  Protective Life Global Funding |  |  |
|  4.80%, 06/05/2030(1) | 2594 | 2638 |
|  5.47%, 12/08/2028(1) | 5725 | 5935 |
|  Prudential Financial, Inc. |  |  |
|  3.91%, 12/07/2047 | 1231 | 986 |
|  6.63%, 06/21/2040 | 5995 | 6853 |
|  Realty Income Corp. |  |  |
|  5.13%, 04/15/2035 | 15815 | 16082 |
|  Royal Bank of Canada |  |  |
|  4.50% (SOFR + 0.89%), 08/06/2029(2) | 12812 | 12912 |
|  4.65% (SOFR + 1.08%), 10/18/2030(2) | 12477 | 12620 |
|  Safehold GL Holdings LLC |  |  |
|  2.80%, 06/15/2031 | 7000 | 6409 |
|  2.85%, 01/15/2032 | 4308 | 3823 |
|  Sammons Financial Group, Inc. |  |  |
|  3.35%, 04/16/2031(1) | 7000 | 6475 |
|  4.75%, 04/08/2032(1) | 5000 | 4878 |
|  Santander Holdings USA, Inc. |  |  |
|  6.17% (SOFR + 2.50%), 01/09/2030(2) | 3515 | 3661 |
|  6.34% (SOFR + 2.14%), 05/31/2035(2) | 4730 | 5041 |
|  Santander UK Group Holdings Plc |  |  |
|  1.67% (SOFR + 0.99%), 06/14/2027(2) | 2290 | 2247 |
|  3.82% (3 Month SOFR USD + 1.40%), 11/03/2028(2) | 1200 | 1188 |
|  4.32% (SOFR + 1.07%), 09/22/2029(2) | 10100 | 10072 |
|  4.86% (SOFR + 1.55%), 09/11/2030(2) | 2010 | 2033 |
|  5.14% (SOFR + 1.58%), 09/22/2036(2) | 3380 | 3348 |
|  5.69% (SOFR + 1.52%), 04/15/2031(2) | 4716 | 4920 |
|  6.53% (SOFR + 2.60%), 01/10/2029(2) | 16796 | 17579 |
|  Simon Property Group LP |  |  |
|  5.13%, 10/01/2035 | 4661 | 4715 |
|  Skandinaviska Enskilda Banken AB |  |  |
|  4.50%, 09/03/2030(1) | 2500 | 2506 |
|  Societe Generale SA |  |  |
|  1.49% (1 Year CMT Index + 1.10%), 12/14/2026(1)(2) | 14600 | 14509 |
|  1.79% (1 Year CMT Index + 1.00%), 06/09/2027(1)(2) | 5930 | 5822 |
|  2.89% (1 Year CMT Index + 1.30%), 06/09/2032(1)(2) | 11975 | 10732 |
|  3.00%, 01/22/2030(1) | 562 | 526 |
|  3.63%, 03/01/2041(1) | 6000 | 4479 |
|  5.25% (SOFR + 1.42%), 05/22/2029(1)(2) | 15409 | 15669 |
|  5.25%, 02/19/2027(1) | 2861 | 2892 |

---

------

---

| | | |
|:---|:---|:---|
|  5.44% (SOFR + 1.73%), 10/03/2036(1)(2) | 18550 | 18502 |
|  5.51% (SOFR + 1.65%), 05/22/2031(1)(2) | 7794 | 8017 |
|  5.52% (1 Year CMT Index + 1.50%), 01/19/2028(1)(2) | 3000 | 3040 |
|  5.63% (1 Year CMT Index + 1.75%), 01/19/2030(1)(2) | 3550 | 3657 |
|  6.10% (1 Year CMT Index + 1.60%), 04/13/2033(1)(2) | 5545 | 5844 |
|  6.69% (1 Year CMT Index + 2.95%), 01/10/2034(1)(2) | 9500 | 10348 |
|  Standard Chartered Plc |  |  |
|  1.46% (1 Year CMT Index + 1.00%), 01/14/2027(1)(2) | 7000 | 6934 |
|  2.61% (1 Year CMT Index + 1.18%), 01/12/2028(1)(2) | 5000 | 4891 |
|  2.68% (1 Year CMT Index + 1.20%), 06/29/2032(1)(2) | 4000 | 3577 |
|  5.01% (1 Year CMT Index + 1.15%), 10/15/2030(1)(2) | 924 | 940 |
|  5.40% (1 Year CMT Index + 1.20%), 08/12/2036(1)(2) | 5000 | 5073 |
|  5.69% (1 Year CMT Index + 1.05%), 05/14/2028(1)(2) | 5640 | 5757 |
|  5.91% (1 Year CMT Index + 1.45%), 05/14/2035(1)(2) | 2000 | 2112 |
|  6.30% (1 Year CMT Index + 2.58%), 07/06/2034(1)(2) | 2000 | 2169 |
|  7.77% (1 Year CMT Index + 3.45%), 11/16/2028(1)(2) | 3500 | 3748 |
|  Sumitomo Life Insurance Co. |  |  |
|  4.00% (3 Month SOFR USD + 2.99%), 09/14/2077(1)(2) | 1000 | 987 |
|  Sumitomo Mitsui Financial Group, Inc. |  |  |
|  2.13%, 07/08/2030 | 2650 | 2400 |
|  3.04%, 07/16/2029 | 5005 | 4785 |
|  5.71%, 01/13/2030 | 2790 | 2942 |
|  Swedbank AB |  |  |
|  5.34%, 09/20/2027(1) | 5125 | 5249 |
|  Symetra Life Insurance Co. |  |  |
|  6.55%, 10/01/2055(1) | 4000 | 4243 |
|  Synchrony Bank |  |  |
|  5.63%, 08/23/2027 | 1950 | 1991 |
|  Synchrony Financial |  |  |
|  3.95%, 12/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1483 |
|  5.45% (SOFR + 1.68%), 03/06/2031(2) | 5000 | 5095 |
|  5.94% (SOFR + 2.13%), 08/02/2030(2) | 7602 | 7880 |
|  6.00% (SOFR + 2.07%), 07/29/2036(2) | 2500 | 2557 |
|  Teachers Insurance & Annuity Association of America |  |  |
|  4.27%, 05/15/2047(1) | 3360 | 2788 |
|  4.90%, 09/15/2044(1) | 200 | 185 |
|  6.85%, 12/16/2039(1) | 218 | 250 |
|  Toronto-Dominion Bank |  |  |
|  3.20%, 03/10/2032 | 5000 | 4643 |
|  5.30%, 01/30/2032 | 2815 | 2940 |
|  Travelers Companies, Inc. |  |  |
|  5.05%, 07/24/2035 | 1490 | 1517 |
|  5.45%, 05/25/2053 | 1700 | 1701 |
|  Trinity Acquisition Plc |  |  |
|  4.40%, 03/15/2026 | 2300 | 2301 |
|  6.13%, 08/15/2043 | 5000 | 5142 |
|  Truist Financial Corp. |  |  |
|  5.07% (SOFR + 1.31%), 05/20/2031(2) | 3250 | 3332 |
|  5.12% (SOFR + 1.85%), 01/26/2034(2) | 6770 | 6878 |
|  5.44% (SOFR + 1.62%), 01/24/2030(2) | 4570 | 4729 |
|  5.71% (SOFR + 1.92%), 01/24/2035(2) | 1931 | 2026 |
|  5.87% (SOFR + 2.36%), 06/08/2034(2) | 1470 | 1558 |
|  6.05% (SOFR + 2.05%), 06/08/2027(2) | 1935 | 1957 |
|  6.67% (5 Year CMT Index + 3.00%), 03/01/2174(2) | 3460 | 3476 |
|  7.16% (SOFR + 2.45%), 10/30/2029(2) | 6405 | 6937 |
|  Trustage Financial Group, Inc. |  |  |
|  4.63%, 04/15/2032(1) | 5000 | 4790 |
|  UBS AG |  |  |
|  7.50%, 02/15/2028 | 315 | 339 |
|  UBS Group AG |  |  |
|  1.36% (1 Year CMT Index + 1.08%), 01/30/2027(1)(2) | 4700 | 4653 |
|  2.10% (1 Year CMT Index + 1.00%), 02/11/2032(1)(2) | 3610 | 3185 |
|  3.87% (3 Month SOFR USD + 1.41%), 01/12/2029(1)(2) | 9375 | 9296 |
|  4.19% (SOFR + 3.73%), 04/01/2031(1)(2) | 825 | 816 |
|  4.25%, 03/23/2028(1) | 3000 | 3000 |
|  4.28%, 01/09/2028(1) | 845 | 845 |
|  4.40% (SOFR + 1.06%), 09/23/2031(1)(2) | 2305 | 2297 |
|  4.75% (1 Year CMT Index + 1.75%), 05/12/2028(1)(2) | 2360 | 2380 |
|  5.01% (SOFR + 1.34%), 03/23/2037(1)(2) | 5480 | 5454 |
|  5.71% (1 Year CMT Index + 1.55%), 01/12/2027(1)(2) | 5000 | 5018 |
|  6.30% (1 Year CMT Index + 2.00%), 09/22/2034(1)(2) | 1077 | 1176 |
|  6.54% (SOFR + 3.92%), 08/12/2033(1)(2) | 6321 | 6973 |
|  UDR, Inc. |  |  |
|  2.10%, 08/01/2032 | 1430 | 1219 |
|  2.95%, 09/01/2026 | 276 | 273 |

---

------

---

| | | |
|:---|:---|:---|
|  3.00%, 08/15/2031 | 415 | 383 |
|  3.20%, 01/15/2030 | 1565 | 1496 |
|  UniCredit SpA |  |  |
|  1.98% (1 Year CMT Index + 1.20%), 06/03/2027(1)(2) | 1135 | 1117 |
|  US Bancorp |  |  |
|  5.05% (SOFR + 1.06%), 02/12/2031(2) | 5340 | 5477 |
|  5.08% (SOFR + 1.30%), 05/15/2031(2) | 7203 | 7407 |
|  5.38% (SOFR + 1.56%), 01/23/2030(2) | 2185 | 2259 |
|  Ventas Realty LP |  |  |
|  3.25%, 10/15/2026 | 323 | 320 |
|  3.85%, 04/01/2027 | 677 | 674 |
|  4.13%, 01/15/2026 | 126 | 126 |
|  VICI Properties LP |  |  |
|  4.75%, 02/15/2028 | 5000 | 5042 |
|  4.75%, 04/01/2028 | 10035 | 10140 |
|  Wells Fargo & Co. |  |  |
|  2.39% (SOFR + 2.10%), 06/02/2028(2) | 2875 | 2795 |
|  2.57% (3 Month Term SOFR + 1.26%), 02/11/2031(2) | 12110 | 11254 |
|  3.07% (SOFR + 2.53%), 04/30/2041(2) | 11410 | 8857 |
|  4.10%, 06/03/2026 | 3580 | 3577 |
|  4.90% (SOFR + 2.10%), 07/25/2033(2) | 2466 | 2505 |
|  5.20% (SOFR + 1.50%), 01/23/2030(2) | 2660 | 2740 |
|  5.21% (SOFR + 1.38%), 12/03/2035(2) | 14125 | 14432 |
|  5.24% (SOFR + 1.11%), 01/24/2031(2) | 18673 | 19319 |
|  5.39% (SOFR + 2.02%), 04/24/2034(2) | 2983 | 3100 |
|  5.50% (SOFR + 1.78%), 01/23/2035(2) | 7030 | 7333 |
|  5.56% (SOFR + 1.99%), 07/25/2034(2) | 6141 | 6451 |
|  5.57% (SOFR + 1.74%), 07/25/2029(2) | 40471 | 41941 |
|  5.61% (SOFR + 1.74%), 04/23/2036(2) | 9770 | 10253 |
|  5.71% (SOFR + 1.07%), 04/22/2028(2) | 12770 | 13067 |
|  6.30% (SOFR + 1.79%), 10/23/2029(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6826 |
|  6.49% (SOFR + 2.06%), 10/23/2034(2) | 10585 | 11761 |
|  Welltower OP LLC |  |  |
|  6.50%, 03/15/2041 | 700 | 780 |
|  Western-Southern Global Funding |  |  |
|  4.50%, 07/16/2028(1) | 7000 | 7046 |
|  4.90%, 05/01/2030(1) | 7000 | 7152 |
|  Weyerhaeuser Co. |  |  |
|  7.38%, 03/15/2032 | 142 | 163 |
|  Willis North America, Inc. |  |  |
|  5.05%, 09/15/2048 | 7500 | 6828 |
|  WP Carey, Inc. |  |  |
|  2.40%, 02/01/2031 | 1800 | 1614 |
|  2.45%, 02/01/2032 | 1360 | 1193 |
|  4.25%, 10/01/2026 | 3404 | 3405 |
|  4.65%, 07/15/2030 | 5000 | 5030 |
|  WR Berkley Corp. |  |  |
|  4.75%, 08/01/2044 | 3445 | 3208 |
|  XL Group Ltd. |  |  |
|  5.25%, 12/15/2043 | 2700 | 2621 |
|  Total Financials | Total Financials | 2909788 |
|  **Government – 0.02%** |  |  |
|  Corp. Andina de Fomento |  |  |
|  5.00%, 01/24/2029 | 4770 | 4906 |
|  Total Government | Total Government | 4906 |
|  **Industrials – 1.27%** |  |  |
|  Airbus SE |  |  |
|  3.95%, 04/10/2047(1) | 150 | 127 |
|  Amphenol Corp. |  |  |
|  4.38%, 06/12/2028 | 6208 | 6264 |
|  Amrize Finance U.S. LLC |  |  |
|  4.95%, 04/07/2030(1) | 4440 | 4538 |
|  5.40%, 04/07/2035(1) | 5000 | 5151 |
|  Avolon Holdings Funding Ltd. |  |  |
|  4.90%, 10/10/2030(1) | 4605 | 4630 |
|  BAE Systems Plc |  |  |
|  1.90%, 02/15/2031(1) | 6886 | 6060 |
|  3.00%, 09/15/2050(1) | 754 | 510 |
|  5.80%, 10/11/2041(1) | 400 | 418 |
|  Berry Global, Inc. |  |  |
|  1.57%, 01/15/2026 | 17410 | 17259 |

---

------

---

| | | |
|:---|:---|:---|
|  5.80%, 06/15/2031 | 4600 | 4864 |
|  Boeing Co. |  |  |
|  2.20%, 02/04/2026 | 29335 | 29112 |
|  2.75%, 02/01/2026 | 1415 | 1407 |
|  3.10%, 05/01/2026 | 1529 | 1519 |
|  3.25%, 02/01/2028 | 3207 | 3132 |
|  3.25%, 03/01/2028 | 2061 | 2012 |
|  3.25%, 02/01/2035 | 1160 | 1007 |
|  3.30%, 03/01/2035 | 1410 | 1212 |
|  3.60%, 05/01/2034 | 5762 | 5212 |
|  3.63%, 03/01/2048 | 1373 | 992 |
|  3.65%, 03/01/2047 | 5200 | 3799 |
|  3.83%, 03/01/2059 | 3695 | 2613 |
|  3.90%, 05/01/2049 | 5784 | 4358 |
|  3.95%, 08/01/2059 | 4825 | 3467 |
|  5.04%, 05/01/2027 | 1185 | 1198 |
|  5.15%, 05/01/2030 | 4225 | 4336 |
|  5.71%, 05/01/2040 | 1555 | 1587 |
|  6.30%, 05/01/2029 | 8939 | 9486 |
|  6.39%, 05/01/2031 | 1430 | 1557 |
|  6.53%, 05/01/2034 | 2360 | 2609 |
|  6.86%, 05/01/2054 | 4915 | 5607 |
|  7.01%, 05/01/2064 | 1260 | 1459 |
|  Burlington Northern Santa Fe LLC |  |  |
|  3.30%, 09/15/2051 | 530 | 374 |
|  3.55%, 02/15/2050 | 517 | 387 |
|  4.38%, 09/01/2042 | 462 | 414 |
|  4.45%, 01/15/2053 | 1800 | 1546 |
|  Cellnex Finance Co. SA |  |  |
|  3.88%, 07/07/2041(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2390 |
|  CH Robinson Worldwide, Inc. |  |  |
|  4.20%, 04/15/2028 | 6000 | 6004 |
|  CRH America Finance, Inc. |  |  |
|  3.40%, 05/09/2027(1) | 200 | 198 |
|  CRH America, Inc. |  |  |
|  5.13%, 05/18/2045(1) | 230 | 218 |
|  CSX Corp. |  |  |
|  3.35%, 09/15/2049 | 305 | 218 |
|  4.10%, 03/15/2044 | 175 | 148 |
|  4.65%, 03/01/2068 | 2000 | 1690 |
|  4.75%, 11/15/2048 | 1280 | 1158 |
|  5.50%, 04/15/2041 | 402 | 413 |
|  Eaton Corp. |  |  |
|  5.80%, 03/15/2037 | 500 | 531 |
|  Embraer Netherlands Finance BV |  |  |
|  5.40%, 01/09/2038 | 5943 | 5917 |
|  FedEx Corp. |  |  |
|  4.95%, 10/17/2048(1) | 3000 | 2597 |
|  Flex Ltd. |  |  |
|  3.75%, 02/01/2026 | 14000 | 13946 |
|  5.25%, 01/15/2032 | 3000 | 3076 |
|  Graphic Packaging International LLC |  |  |
|  1.51%, 04/15/2026(1) | 11485 | 11298 |
|  Honeywell International, Inc. |  |  |
|  5.25%, 03/01/2054 | 2740 | 2637 |
|  IDEX Corp. |  |  |
|  4.95%, 09/01/2029 | 4435 | 4531 |
|  Johnson Controls International Plc |  |  |
|  4.95%, 07/02/2064(3) | 928 | 809 |
|  L3Harris Technologies, Inc. |  |  |
|  4.85%, 04/27/2035 | 1000 | 997 |
|  5.25%, 06/01/2031 | 2580 | 2686 |
|  5.40%, 07/31/2033 | 2619 | 2730 |
|  Lennox International, Inc. |  |  |
|  1.70%, 08/01/2027 | 2000 | 1912 |
|  Martin Marietta Materials, Inc. |  |  |
|  6.25%, 05/01/2037 | 107 | 114 |
|  Masco Corp. |  |  |
|  2.00%, 10/01/2030 | 479 | 428 |
|  6.50%, 08/15/2032 | 1240 | 1361 |
|  MasTec, Inc. |  |  |
|  4.50%, 08/15/2028(1) | 5000 | 4987 |
|  5.90%, 06/15/2029 | 6500 | 6803 |
|  Mexico City Airport Trust |  |  |
|  3.88%, 04/30/2028(1) | 3645 | 3555 |

---

------

---

| | | |
|:---|:---|:---|
|  4.25%, 10/31/2026(1) | 1720 | 1710 |
|  5.50%, 07/31/2047(1) | 3660 | 3166 |
|  Molex Electronic Technologies LLC |  |  |
|  4.75%, 04/30/2028(1) | 5698 | 5754 |
|  Norfolk Southern Corp. |  |  |
|  3.95%, 10/01/2042 | 332 | 280 |
|  4.05%, 08/15/2052 | 1100 | 877 |
|  4.80%, 08/15/2043 | 1273 | 1159 |
|  7.80%, 05/15/2027 | 1705 | 1805 |
|  Northrop Grumman Corp. |  |  |
|  3.85%, 04/15/2045 | 195 | 159 |
|  nVent Finance Sarl |  |  |
|  4.55%, 04/15/2028 | 3625 | 3638 |
|  Packaging Corp. of America |  |  |
|  5.20%, 08/15/2035 | 2640 | 2692 |
|  Parker-Hannifin Corp. |  |  |
|  4.45%, 11/21/2044 | 333 | 296 |
|  Penske Truck Leasing Co. Lp / PTL Finance Corp. |  |  |
|  6.05%, 08/01/2028(1) | 5000 | 5221 |
|  6.20%, 06/15/2030(1) | 2925 | 3129 |
|  Precision Castparts Corp. |  |  |
|  4.20%, 06/15/2035 | 75 | 74 |
|  4.38%, 06/15/2045 | 415 | 364 |
|  Regal Rexnord Corp. |  |  |
|  6.05%, 04/15/2028 | 1368 | 1415 |
|  RTX Corp. |  |  |
|  2.82%, 09/01/2051 | 2550 | 1616 |
|  3.75%, 11/01/2046 | 1130 | 885 |
|  4.15%, 05/15/2045 | 1683 | 1420 |
|  4.35%, 04/15/2047 | 970 | 831 |
|  4.50%, 06/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1823 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649 |
|  5.15%, 02/27/2033 | 2076 | 2150 |
|  Siemens Financieringsmaatschappij NV |  |  |
|  4.40%, 05/27/2045(1) | 513 | 457 |
|  SMBC Aviation Capital Finance DAC |  |  |
|  1.90%, 10/15/2026(1) | 1400 | 1365 |
|  5.55%, 04/03/2034(1) | 11200 | 11574 |
|  Textron, Inc. |  |  |
|  3.65%, 03/15/2027 | 4975 | 4925 |
|  Union Pacific Corp. |  |  |
|  4.10%, 09/15/2067 | 200 | 152 |
|  United Parcel Service, Inc. |  |  |
|  5.95%, 05/14/2055 | 2030 | 2120 |
|  Vontier Corp. |  |  |
|  2.40%, 04/01/2028 | 10822 | 10294 |
|  Vulcan Materials Co. |  |  |
|  4.70%, 03/01/2048 | 2054 | 1826 |
|  Westinghouse Air Brake Technologies Corp. |  |  |
|  3.45%, 11/15/2026 | 5000 | 4957 |
|  WestRock MWV LLC |  |  |
|  8.20%, 01/15/2030 | 537 | 615 |
|  Total Industrials | Total Industrials | 302150 |
|  **Technology – 1.57%** |  |  |
|  Accenture Capital, Inc. |  |  |
|  4.25%, 10/04/2031 | 2355 | 2351 |
|  4.50%, 10/04/2034 | 1590 | 1568 |
|  Analog Devices, Inc. |  |  |
|  2.95%, 10/01/2051 | 2122 | 1402 |
|  4.25%, 06/15/2028 | 12078 | 12163 |
|  Applied Materials, Inc. |  |  |
|  4.00%, 01/15/2031 | 4948 | 4899 |
|  Broadcom, Inc. |  |  |
|  3.14%, 11/15/2035(1) | 12942 | 11197 |
|  3.19%, 11/15/2036(1) | 17915 | 15289 |
|  3.50%, 02/15/2041(1) | 8120 | 6682 |
|  4.15%, 11/15/2030 | 7884 | 7853 |
|  4.20%, 10/15/2030 | 2160 | 2156 |
|  4.60%, 07/15/2030 | 8090 | 8212 |
|  4.75%, 04/15/2029 | 6850 | 6989 |
|  4.80%, 02/15/2036 | 1730 | 1725 |
|  5.05%, 07/12/2029 | 8415 | 8668 |
|  5.15%, 11/15/2031 | 3000 | 3117 |

---

------

---

| | | |
|:---|:---|:---|
|  Cadence Design Systems, Inc. |  |  |
|  4.30%, 09/10/2029 | 1690 | 1701 |
|  CDW LLC / CDW Finance Corp. |  |  |
|  2.67%, 12/01/2026 | 14070 | 13803 |
|  CGI, Inc. |  |  |
|  1.45%, 09/14/2026 | 2182 | 2129 |
|  2.30%, 09/14/2031 | 3919 | 3446 |
|  Concentrix Corp. |  |  |
|  6.60%, 08/02/2028 | 3000 | 3140 |
|  Dell International LLC / EMC Corp. |  |  |
|  4.15%, 02/15/2029 | 2151 | 2146 |
|  4.50%, 02/15/2031 | 4309 | 4299 |
|  4.75%, 10/06/2032 | 9134 | 9093 |
|  5.00%, 04/01/2030 | 3140 | 3216 |
|  5.30%, 04/01/2032 | 6750 | 6968 |
|  6.02%, 06/15/2026 | 1296 | 1306 |
|  Fiserv, Inc. |  |  |
|  3.20%, 07/01/2026 | 890 | 884 |
|  4.40%, 07/01/2049 | 2850 | 2350 |
|  5.15%, 08/12/2034 | 10400 | 10524 |
|  5.25%, 08/11/2035 | 335 | 339 |
|  5.63%, 08/21/2033 | 1000 | 1050 |
|  Foundry JV Holdco LLC |  |  |
|  5.90%, 01/25/2033(1) | 1500 | 1582 |
|  Genpact Luxembourg SARL/Genpact USA, Inc. |  |  |
|  6.00%, 06/04/2029 | 4979 | 5180 |
|  Hewlett Packard Enterprise Co. |  |  |
|  4.05%, 09/15/2027 | 5345 | 5335 |
|  4.40%, 10/15/2030 | 8180 | 8130 |
|  5.60%, 10/15/2054 | 3369 | 3222 |
|  Identity Digital Capital LLC |  |  |
|  6.79%, 03/20/2065 | 10000 | 10113 |
|  Intel Corp. |  |  |
|  3.05%, 08/12/2051 | 885 | 562 |
|  3.25%, 11/15/2049 | 885 | 588 |
|  3.73%, 12/08/2047 | 1270 | 938 |
|  4.90%, 08/05/2052 | 10534 | 9060 |
|  5.20%, 02/10/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3612 |
|  5.70%, 02/10/2053 | 2475 | 2394 |
|  KLA Corp. |  |  |
|  3.30%, 03/01/2050 | 1800 | 1288 |
|  Leidos, Inc. |  |  |
|  2.30%, 02/15/2031 | 1075 | 959 |
|  5.75%, 03/15/2033 | 1000 | 1056 |
|  Marvell Technology, Inc. |  |  |
|  4.75%, 07/15/2030 | 7575 | 7674 |
|  5.45%, 07/15/2035 | 9653 | 9952 |
|  NXP BV / NXP USA, Inc. |  |  |
|  2.65%, 02/15/2032 | 4875 | 4336 |
|  3.25%, 05/11/2041 | 3600 | 2735 |
|  3.25%, 11/30/2051 | 1505 | 1010 |
|  4.30%, 08/19/2028 | 4526 | 4532 |
|  4.30%, 06/18/2029 | 7077 | 7068 |
|  4.85%, 08/19/2032 | 5176 | 5182 |
|  5.25%, 08/19/2035 | 6811 | 6881 |
|  Oracle Corp. |  |  |
|  3.60%, 04/01/2040 | 2500 | 2008 |
|  3.60%, 04/01/2050 | 3065 | 2158 |
|  3.80%, 11/15/2037 | 600 | 519 |
|  3.85%, 07/15/2036 | 1065 | 948 |
|  3.90%, 05/15/2035 | 936 | 853 |
|  4.30%, 07/08/2034 | 221 | 211 |
|  4.38%, 05/15/2055 | 8400 | 6595 |
|  4.45%, 09/26/2030 | 12805 | 12799 |
|  4.80%, 09/26/2032 | 6595 | 6603 |
|  4.90%, 02/06/2033 | 2930 | 2957 |
|  5.20%, 09/26/2035 | 7866 | 7909 |
|  5.50%, 08/03/2035 | 7307 | 7517 |
|  5.55%, 02/06/2053 | 2000 | 1892 |
|  5.88%, 09/26/2045 | 8962 | 8986 |
|  5.95%, 09/26/2055 | 3935 | 3923 |
|  6.90%, 11/09/2052 | 9000 | 10014 |
|  Paychex, Inc. |  |  |
|  5.10%, 04/15/2030 | 10000 | 10290 |
|  Roper Technologies, Inc. |  |  |
|  4.90%, 10/15/2034 | 4200 | 4205 |

---

------

---

| | | |
|:---|:---|:---|
|  SK Hynix, Inc. |  |  |
|  1.50%, 01/19/2026(1) | 2000 | 1983 |
|  Synopsys, Inc. |  |  |
|  5.70%, 04/01/2055 | 2900 | 2927 |
|  Texas Instruments, Inc. |  |  |
|  5.05%, 05/18/2063 | 1776 | 1650 |
|  VMware LLC |  |  |
|  1.40%, 08/15/2026 | 8282 | 8098 |
|  1.80%, 08/15/2028 | 1928 | 1809 |
|  4.65%, 05/15/2027 | 1370 | 1371 |
|  Workday, Inc. |  |  |
|  3.50%, 04/01/2027 | 3141 | 3113 |
|  Total Technology | Total Technology | 375392 |
|  **Utilities – 3.01%** |  |  |
|  Abu Dhabi National Energy Co. PJSC |  |  |
|  2.00%, 04/29/2028(1) | 2015 | 1910 |
|  AEP Texas, Inc. |  |  |
|  3.80%, 10/01/2047 | 3715 | 2784 |
|  AEP Transmission Co. LLC |  |  |
|  3.15%, 09/15/2049 | 580 | 398 |
|  3.75%, 12/01/2047 | 2600 | 2018 |
|  4.00%, 12/01/2046 | 2020 | 1631 |
|  4.25%, 09/15/2048 | 4790 | 3988 |
|  AES Corp. |  |  |
|  5.80%, 03/15/2032 | 3320 | 3436 |
|  Alabama Power Co. |  |  |
|  3.75%, 03/01/2045 | 182 | 145 |
|  4.10%, 01/15/2042 | 233 | 201 |
|  4.15%, 08/15/2044 | 205 | 174 |
|  6.13%, 05/15/2038 | 219 | 240 |
|  Alfa Desarrollo SpA |  |  |
|  4.55%, 09/27/2051(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2437 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 |
|  Ameren Corp. |  |  |
|  5.70%, 12/01/2026 | 5761 | 5851 |
|  American Electric Power Co., Inc. |  |  |
|  4.30%, 12/01/2028 | 2833 | 2845 |
|  American Water Capital Corp. |  |  |
|  4.00%, 12/01/2046 | 2350 | 1929 |
|  5.45%, 03/01/2054 | 5200 | 5135 |
|  6.59%, 10/15/2037 | 386 | 437 |
|  APA Infrastructure Ltd. |  |  |
|  5.13%, 09/16/2034(1) | 4130 | 4186 |
|  Arizona Public Service Co. |  |  |
|  3.75%, 05/15/2046 | 2290 | 1769 |
|  5.05%, 09/01/2041 | 349 | 330 |
|  Atmos Energy Corp. |  |  |
|  4.13%, 10/15/2044 | 1860 | 1588 |
|  4.15%, 01/15/2043 | 830 | 711 |
|  5.45%, 01/15/2056 | 7889 | 7797 |
|  Ausgrid Finance Pty Ltd. |  |  |
|  4.35%, 08/01/2028(1) | 10275 | 10323 |
|  Baltimore Gas & Electric Co. |  |  |
|  2.90%, 06/15/2050 | 950 | 618 |
|  3.20%, 09/15/2049 | 1105 | 763 |
|  3.50%, 08/15/2046 | 375 | 283 |
|  5.65%, 06/01/2054 | 1930 | 1970 |
|  Berkshire Hathaway Energy Co. |  |  |
|  2.85%, 05/15/2051 | 7650 | 4855 |
|  6.13%, 04/01/2036 | 366 | 398 |
|  Black Hills Corp. |  |  |
|  4.55%, 01/31/2031 | 6681 | 6681 |
|  Boston Gas Co. |  |  |
|  4.49%, 02/15/2042(1) | 253 | 218 |
|  5.84%, 01/10/2035(1) | 2345 | 2473 |
|  Brooklyn Union Gas Co. |  |  |
|  3.87%, 03/04/2029(1) | 1125 | 1105 |
|  4.27%, 03/15/2048(1) | 4438 | 3569 |
|  4.49%, 03/04/2049(1) | 338 | 275 |
|  4.50%, 03/10/2046(1) | 2000 | 1666 |
|  Capital Power U.S. Holdings, Inc. |  |  |
|  5.26%, 06/01/2028(1) | 5354 | 5456 |
|  CenterPoint Energy Houston Electric LLC |  |  |
|  3.95%, 03/01/2048 | 151 | 121 |

---

------

---

| | | |
|:---|:---|:---|
|  Chile Electricity Lux Mpc II Sarl |  |  |
|  5.58%, 10/20/2035(1) | 3737 | 3859 |
|  5.67%, 10/20/2035(1) | 2978 | 3069 |
|  Cleveland Electric Illuminating Co. |  |  |
|  3.50%, 04/01/2028(1) | 1333 | 1309 |
|  CMS Energy Corp. |  |  |
|  2.95%, 02/15/2027 | 348 | 342 |
|  3.00%, 05/15/2026 | 110 | 109 |
|  Comision Federal de Electricidad |  |  |
|  4.69%, 05/15/2029(1) | 3900 | 3843 |
|  Commonwealth Edison Co. |  |  |
|  3.65%, 06/15/2046 | 364 | 282 |
|  3.75%, 08/15/2047 | 1000 | 779 |
|  4.00%, 03/01/2048 | 4615 | 3712 |
|  Consolidated Edison Co. of New York, Inc. |  |  |
|  3.85%, 06/15/2046 | 2940 | 2352 |
|  3.88%, 06/15/2047 | 1800 | 1420 |
|  4.30%, 12/01/2056 | 3050 | 2469 |
|  4.50%, 05/15/2058 | 538 | 450 |
|  5.70%, 06/15/2040 | 318 | 329 |
|  Constellation Energy Generation LLC |  |  |
|  5.75%, 10/01/2041 | 4727 | 4852 |
|  5.80%, 03/01/2033 | 621 | 663 |
|  6.25%, 10/01/2039 | 1267 | 1376 |
|  6.50%, 10/01/2053 | 2010 | 2240 |
|  Consumers Energy Co. |  |  |
|  3.25%, 08/15/2046 | 190 | 140 |
|  4.35%, 08/31/2064 | 191 | 151 |
|  Dayton Power & Light Co. |  |  |
|  4.55%, 08/15/2030(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3739 |
|  Delmarva Power & Light Co. |  |  |
|  4.00%, 06/01/2042 | 170 | 142 |
|  Dominion Energy, Inc. |  |  |
|  2.85%, 08/15/2026 | 304 | 301 |
|  4.90%, 08/01/2041 | 212 | 196 |
|  5.25%, 08/01/2033 | 1161 | 1192 |
|  7.00%, 06/15/2038 | 124 | 141 |
|  DTE Electric Securitization Funding II LLC |  |  |
|  6.09%, 09/01/2037 | 2300 | 2487 |
|  DTE Energy Co. |  |  |
|  5.10%, 03/01/2029 | 5584 | 5722 |
|  Duke Energy Carolinas LLC |  |  |
|  4.25%, 12/15/2041 | 141 | 125 |
|  4.95%, 01/15/2033 | 7935 | 8158 |
|  Duke Energy Corp. |  |  |
|  3.50%, 06/15/2051 | 4000 | 2819 |
|  3.75%, 09/01/2046 | 13800 | 10580 |
|  3.95%, 08/15/2047 | 1740 | 1353 |
|  5.70%, 09/15/2055 | 7619 | 7591 |
|  5.80%, 06/15/2054 | 2000 | 2021 |
|  6.10%, 09/15/2053 | 2730 | 2874 |
|  Duke Energy Indiana LLC |  |  |
|  3.75%, 05/15/2046 | 600 | 473 |
|  Duke Energy Ohio, Inc. |  |  |
|  5.25%, 04/01/2033 | 2515 | 2605 |
|  Duke Energy Progress LLC |  |  |
|  2.90%, 08/15/2051 | 1645 | 1054 |
|  3.70%, 10/15/2046 | 506 | 391 |
|  4.10%, 05/15/2042 | 217 | 186 |
|  4.10%, 03/15/2043 | 181 | 154 |
|  4.15%, 12/01/2044 | 129 | 109 |
|  4.20%, 08/15/2045 | 325 | 275 |
|  4.38%, 03/30/2044 | 132 | 115 |
|  Duquesne Light Holdings, Inc. |  |  |
|  2.53%, 10/01/2030(1) | 2500 | 2247 |
|  3.62%, 08/01/2027(1) | 6675 | 6538 |
|  Electricite de France SA |  |  |
|  4.75%, 10/13/2035(1) | 5000 | 4944 |
|  5.95%, 04/22/2034(1) | 9195 | 9780 |
|  Emera U.S. Finance LP |  |  |
|  3.55%, 06/15/2026 | 1260 | 1253 |
|  4.75%, 06/15/2046 | 3165 | 2731 |
|  Enel Finance International NV |  |  |
|  2.13%, 07/12/2028(1) | 3859 | 3645 |
|  2.50%, 07/12/2031(1) | 6467 | 5774 |

---

------

---

| | | |
|:---|:---|:---|
|  3.50%, 04/06/2028(1) | 900 | 884 |
|  4.75%, 05/25/2047(1) | 7050 | 6106 |
|  5.00%, 09/30/2035(1) | 4825 | 4755 |
|  6.00%, 10/07/2039(1) | 307 | 321 |
|  6.80%, 09/15/2037(1) | 2425 | 2724 |
|  Entergy Arkansas LLC |  |  |
|  2.65%, 06/15/2051 | 960 | 581 |
|  Entergy Louisiana LLC |  |  |
|  2.90%, 03/15/2051 | 1570 | 1007 |
|  3.05%, 06/01/2031 | 440 | 413 |
|  3.12%, 09/01/2027 | 370 | 365 |
|  4.00%, 03/15/2033 | 2610 | 2505 |
|  5.80%, 03/15/2055 | 2705 | 2770 |
|  Entergy Mississippi LLC |  |  |
|  5.85%, 06/01/2054 | 1200 | 1228 |
|  Entergy Texas, Inc. |  |  |
|  4.50%, 03/30/2039 | 11000 | 10229 |
|  Essential Utilities, Inc. |  |  |
|  5.25%, 08/15/2035 | 12737 | 12800 |
|  Evergy Kansas Central, Inc. |  |  |
|  4.13%, 03/01/2042 | 4175 | 3557 |
|  Evergy Metro, Inc. |  |  |
|  4.20%, 03/15/2048 | 500 | 411 |
|  5.40%, 04/01/2034 | 1025 | 1066 |
|  Evergy Missouri West Storm Funding I LLC |  |  |
|  5.10%, 12/01/2038 | 3510 | 3573 |
|  Evergy, Inc. |  |  |
|  2.90%, 09/15/2029 | 1165 | 1105 |
|  Eversource Energy |  |  |
|  4.75%, 05/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3274 |
|  Exelon Corp. |  |  |
|  4.95%, 06/15/2035 | 1500 | 1482 |
|  Fells Point Funding Trust |  |  |
|  3.05%, 01/31/2027(1) | 9320 | 9169 |
|  FirstEnergy Corp. |  |  |
|  3.90%, 07/15/2027 | 21189 | 21060 |
|  FirstEnergy Pennsylvania Electric Co. |  |  |
|  3.25%, 03/15/2028(1) | 2386 | 2328 |
|  5.20%, 04/01/2028(1) | 1885 | 1928 |
|  FirstEnergy Transmission LLC |  |  |
|  2.87%, 09/15/2028(1) | 2781 | 2672 |
|  4.75%, 01/15/2033(1) | 3349 | 3342 |
|  Florida Power & Light Co. |  |  |
|  5.40%, 09/01/2035 | 700 | 730 |
|  Fortis, Inc. |  |  |
|  3.06%, 10/04/2026 | 1568 | 1550 |
|  Georgia Power Co. |  |  |
|  4.00%, 10/01/2028 | 7257 | 7257 |
|  Indiana Michigan Power Co. |  |  |
|  3.25%, 05/01/2051 | 1570 | 1059 |
|  ITC Holdings Corp. |  |  |
|  2.95%, 05/14/2030(1) | 890 | 834 |
|  5.30%, 07/01/2043 | 1510 | 1448 |
|  5.65%, 05/09/2034(1) | 6420 | 6684 |
|  Jersey Central Power & Light Co. |  |  |
|  4.30%, 01/15/2026(1) | 740 | 740 |
|  4.40%, 01/15/2031(1) | 6023 | 6002 |
|  5.10%, 01/15/2035 | 960 | 973 |
|  6.15%, 06/01/2037 | 400 | 434 |
|  KeySpan Gas East Corp. |  |  |
|  2.74%, 08/15/2026(1) | 538 | 531 |
|  Massachusetts Electric Co. |  |  |
|  4.00%, 08/15/2046(1) | 624 | 504 |
|  MidAmerican Energy Co. |  |  |
|  5.85%, 09/15/2054 | 1320 | 1390 |
|  Mid-Atlantic Interstate Transmission LLC |  |  |
|  4.10%, 05/15/2028(1) | 9310 | 9300 |
|  Monongahela Power Co. |  |  |
|  5.40%, 12/15/2043(1) | 1650 | 1632 |
|  National Fuel Gas Co. |  |  |
|  4.75%, 09/01/2028 | 2181 | 2196 |
|  5.50%, 03/15/2030 | 11260 | 11640 |
|  5.95%, 03/15/2035 | 1596 | 1664 |
|  National Rural Utilities Cooperative Finance Corp. |  |  |
|  8.00%, 03/01/2032 | 791 | 938 |

---

------

---

| | | |
|:---|:---|:---|
|  Nevada Power Co. |  |  |
|  5.38%, 09/15/2040 | 261 | 264 |
|  5.45%, 05/15/2041 | 386 | 388 |
|  New England Power Co. |  |  |
|  3.80%, 12/05/2047(1) | 5108 | 4008 |
|  New York State Electric & Gas Corp. |  |  |
|  3.25%, 12/01/2026(1) | 804 | 794 |
|  NextEra Energy Capital Holdings, Inc. |  |  |
|  1.88%, 01/15/2027 | 2787 | 2710 |
|  1.90%, 06/15/2028 | 5605 | 5298 |
|  4.69%, 09/01/2027 | 7590 | 7673 |
|  5.55%, 03/15/2054 | 5000 | 4894 |
|  5.90%, 03/15/2055 | 1910 | 1968 |
|  Niagara Mohawk Power Corp. |  |  |
|  1.96%, 06/27/2030(1) | 2150 | 1935 |
|  6.00%, 07/03/2055(1) | 890 | 918 |
|  NiSource, Inc. |  |  |
|  1.70%, 02/15/2031 | 1640 | 1424 |
|  5.25%, 02/15/2043 | 4699 | 4565 |
|  5.35%, 07/15/2035 | 2778 | 2836 |
|  5.40%, 06/30/2033 | 844 | 875 |
|  5.80%, 02/01/2042 | 774 | 788 |
|  5.85%, 04/01/2055 | 2397 | 2431 |
|  5.95%, 06/15/2041 | 4416 | 4585 |
|  Northern States Power Co. |  |  |
|  3.60%, 09/15/2047 | 2395 | 1819 |
|  4.13%, 05/15/2044 | 1480 | 1253 |
|  NRG Energy, Inc. |  |  |
|  2.00%, 12/02/2025(1) | 2685 | 2671 |
|  2.45%, 12/02/2027(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5958 |
|  4.45%, 06/15/2029(1) | 1155 | 1145 |
|  5.41%, 10/15/2035(1) | 4810 | 4826 |
|  Oglethorpe Power Corp. |  |  |
|  6.19%, 01/01/2031(1) | 6358 | 6666 |
|  6.20%, 12/01/2053 | 4517 | 4754 |
|  Ohio Power Co. |  |  |
|  2.90%, 10/01/2051 | 1390 | 865 |
|  4.15%, 04/01/2048 | 1190 | 944 |
|  Oncor Electric Delivery Co. LLC |  |  |
|  3.10%, 09/15/2049 | 1895 | 1282 |
|  5.75%, 03/15/2029 | 124 | 130 |
|  Pacific Gas & Electric Co. |  |  |
|  2.95%, 03/01/2026 | 990 | 983 |
|  3.75%, 08/15/2042 | 376 | 286 |
|  3.95%, 12/01/2047 | 779 | 582 |
|  4.30%, 03/15/2045 | 638 | 512 |
|  4.45%, 04/15/2042 | 1905 | 1593 |
|  4.50%, 07/01/2040 | 14622 | 12719 |
|  4.95%, 07/01/2050 | 4255 | 3652 |
|  5.80%, 05/15/2034 | 4992 | 5173 |
|  5.90%, 06/15/2032 | 2099 | 2194 |
|  5.90%, 10/01/2054 | 8735 | 8509 |
|  6.00%, 08/15/2035 | 2735 | 2862 |
|  6.10%, 01/15/2029 | 975 | 1020 |
|  6.15%, 01/15/2033 | 2228 | 2358 |
|  6.40%, 06/15/2033 | 1380 | 1483 |
|  6.95%, 03/15/2034 | 3122 | 3463 |
|  PECO Energy Co. |  |  |
|  2.80%, 06/15/2050 | 860 | 554 |
|  3.70%, 09/15/2047 | 2120 | 1650 |
|  3.90%, 03/01/2048 | 5235 | 4205 |
|  4.15%, 10/01/2044 | 353 | 299 |
|  Pepco Holdings LLC |  |  |
|  7.45%, 08/15/2032 | 222 | 259 |
|  PG&E Recovery Funding LLC |  |  |
|  5.23%, 06/01/2042 | 2645 | 2705 |
|  5.53%, 06/01/2049 | 3140 | 3112 |
|  PG&E Wildfire Recovery Funding LLC |  |  |
|  4.26%, 06/01/2036 | 1735 | 1656 |
|  5.10%, 06/01/2052 | 2420 | 2295 |
|  5.21%, 12/01/2047 | 1285 | 1242 |
|  Potomac Electric Power Co. |  |  |
|  6.50%, 11/15/2037 | 136 | 152 |
|  PPL Capital Funding, Inc. |  |  |
|  5.25%, 09/01/2034 | 4811 | 4920 |

---

------

---

| | | |
|:---|:---|:---|
|  PPL Electric Utilities Corp. |  |  |
|  3.00%, 10/01/2049 | 2105 | 1410 |
|  4.13%, 06/15/2044 | 208 | 178 |
|  PSEG Power LLC |  |  |
|  5.20%, 05/15/2030(1) | 12602 | 12929 |
|  5.75%, 05/15/2035(1) | 10489 | 10974 |
|  Public Service Co. of Colorado |  |  |
|  3.55%, 06/15/2046 | 353 | 263 |
|  4.10%, 06/15/2048 | 2515 | 2018 |
|  Public Service Co. of Oklahoma |  |  |
|  5.20%, 01/15/2035 | 685 | 693 |
|  6.63%, 11/15/2037 | 649 | 723 |
|  Public Service Electric & Gas Co. |  |  |
|  3.00%, 03/01/2051 | 4380 | 2900 |
|  3.60%, 12/01/2047 | 1605 | 1226 |
|  4.65%, 03/15/2033 | 7255 | 7293 |
|  5.38%, 11/01/2039 | 117 | 120 |
|  Public Service Enterprise Group, Inc. |  |  |
|  1.60%, 08/15/2030 | 8395 | 7362 |
|  Puget Energy, Inc. |  |  |
|  2.38%, 06/15/2028 | 560 | 532 |
|  5.73%, 03/15/2035 | 1470 | 1517 |
|  RWE Finance U.S. LLC |  |  |
|  5.13%, 09/18/2035(1) | 3923 | 3870 |
|  5.88%, 09/18/2055(1) | 4934 | 4875 |
|  6.25%, 04/16/2054(1) | 2000 | 2075 |
|  San Diego Gas & Electric Co. |  |  |
|  2.95%, 08/15/2051 | 7230 | 4714 |
|  3.95%, 11/15/2041 | 310 | 257 |
|  5.35%, 05/15/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3432 |
|  5.40%, 04/15/2035 | 2319 | 2395 |
|  SCE Recovery Funding LLC |  |  |
|  4.70%, 06/15/2040 | 2158 | 2127 |
|  Sempra |  |  |
|  6.00%, 10/15/2039 | 1814 | 1887 |
|  Sigeco Securitization I LLC |  |  |
|  5.03%, 11/15/2036 | 2333 | 2396 |
|  Southern California Edison Co. |  |  |
|  2.95%, 02/01/2051 | 6220 | 3804 |
|  3.65%, 03/01/2028 | 1200 | 1179 |
|  3.90%, 12/01/2041 | 392 | 305 |
|  4.00%, 04/01/2047 | 4584 | 3468 |
|  4.05%, 03/15/2042 | 800 | 642 |
|  4.13%, 03/01/2048 | 1880 | 1436 |
|  4.88%, 02/01/2027 | 4901 | 4929 |
|  4.90%, 06/01/2026 | 4586 | 4601 |
|  5.75%, 04/15/2054 | 5100 | 4814 |
|  5.88%, 12/01/2053 | 2647 | 2556 |
|  5.90%, 03/01/2055 | 1000 | 970 |
|  6.05%, 03/15/2039 | 253 | 260 |
|  6.20%, 09/15/2055 | 5000 | 5041 |
|  Southern California Gas Co. |  |  |
|  2.55%, 02/01/2030 | 2621 | 2446 |
|  5.05%, 09/01/2034 | 16213 | 16493 |
|  Southern Co. |  |  |
|  5.70%, 03/15/2034 | 3715 | 3924 |
|  Southern Co. Gas Capital Corp. |  |  |
|  3.25%, 06/15/2026 | 225 | 224 |
|  3.95%, 10/01/2046 | 282 | 223 |
|  4.40%, 06/01/2043 | 160 | 138 |
|  5.10%, 09/15/2035 | 1315 | 1318 |
|  5.75%, 09/15/2033 | 1730 | 1833 |
|  5.88%, 03/15/2041 | 1210 | 1255 |
|  Southern Power Co. |  |  |
|  5.15%, 09/15/2041 | 746 | 716 |
|  Southwest Gas Corp. |  |  |
|  3.80%, 09/29/2046 | 508 | 390 |
|  Southwestern Public Service Co. |  |  |
|  4.50%, 08/15/2041 | 350 | 315 |
|  Toledo Edison Co. |  |  |
|  2.65%, 05/01/2028(1) | 1208 | 1146 |
|  6.15%, 05/15/2037 | 680 | 738 |
|  Union Electric Co. |  |  |
|  3.65%, 04/15/2045 | 1370 | 1070 |

---

------

---

| | | |
|:---|:---|:---|
|  Virginia Electric & Power Co. |  |  |
|  3.50%, 03/15/2027 | 1732 | 1719 |
|  4.45%, 02/15/2044 | 126 | 110 |
|  4.65%, 08/15/2043 | 1765 | 1599 |
|  5.65%, 03/15/2055 | 5600 | 5633 |
|  Vistra Operations Co. LLC |  |  |
|  4.30%, 07/15/2029(1) | 8774 | 8707 |
|  5.05%, 12/30/2026(1) | 3646 | 3667 |
|  5.70%, 12/30/2034(1) | 8978 | 9291 |
|  6.00%, 04/15/2034(1) | 6314 | 6657 |
|  Wisconsin Electric Power Co. |  |  |
|  4.15%, 10/15/2030 | 4403 | 4384 |
|  Xcel Energy, Inc. |  |  |
|  3.35%, 12/01/2026 | 5105 | 5055 |
|  Total Utilities | Total Utilities | 719176 |
|  **Total Corporate Bonds (Cost: $6,913,474)** |  | **6807447** |
|  **Government Related – 28.67%** |  |  |
|  **Other Government Related – 1.47%** |  |  |
|  Alabama Economic Settlement Authority |  |  |
|  4.26%, 09/15/2032 | 610 | 608 |
|  American Municipal Power, Inc. |  |  |
|  7.50%, 02/15/2050 | 1310 | 1538 |
|  Atlanta Independent School System |  |  |
|  5.56%, 03/01/2026 | 535 | 538 |
|  Bay Area Toll Authority |  |  |
|  6.26%, 04/01/2049 | 1650 | 1744 |
|  Bermuda Government International Bond |  |  |
|  2.38%, 08/20/2030(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608 |
|  California Municipal Finance Authority |  |  |
|  3.28%, 02/01/2046 | 4000 | 3119 |
|  California Qualified School Bond Joint Powers Authority |  |  |
|  7.16%, 03/01/2027 | 270 | 277 |
|  Cassa Depositi e Prestiti SpA |  |  |
|  4.38%, 10/01/2030(1) | 3000 | 3003 |
|  5.88%, 04/30/2029(1) | 2000 | 2109 |
|  Chile Government International Bond |  |  |
|  2.55%, 01/27/2032 | 1398 | 1244 |
|  City of Houston TX Combined Utility System Revenue |  |  |
|  3.83%, 05/15/2028 | 1385 | 1386 |
|  City of Los Angeles Department of Airports |  |  |
|  6.58%, 05/15/2039 | 1365 | 1483 |
|  City of New York NY |  |  |
|  5.09%, 10/01/2049 | 1335 | 1276 |
|  5.11%, 10/01/2054 | 910 | 870 |
|  Colombia Government International Bond |  |  |
|  7.38%, 04/25/2030 | 3436 | 3653 |
|  8.00%, 04/20/2033 | 2227 | 2424 |
|  Colorado Housing & Finance Authority |  |  |
|  6.25%, 11/01/2055 | 10000 | 10676 |
|  Curators of the University of Missouri |  |  |
|  5.96%, 11/01/2039 | 3025 | 3198 |
|  District of Columbia Water & Sewer Authority |  |  |
|  4.81%, 10/01/2114 | 875 | 766 |
|  Eagle Funding Luxco Sarl |  |  |
|  5.50%, 08/17/2030(1) | 13041 | 13231 |
|  Empire State Development Corp. |  |  |
|  5.84%, 03/15/2040 | 2000 | 2072 |
|  Export-Import Bank of India |  |  |
|  3.88%, 02/01/2028(1) | 3480 | 3443 |
|  Fannie Mae |  |  |
|  0.00%, 03/17/2031 | 2250 | 1804 |
|  0.88%, 08/05/2030 | 555 | 485 |
|  6.63%, 11/15/2030 | 2550 | 2882 |
|  7.13%, 01/15/2030 | 1500 | 1706 |
|  Federal Farm Credit Banks Funding Corp. |  |  |
|  1.42%, 08/19/2032 | 3000 | 2514 |
|  Federal Home Loan Mortgage Corp. |  |  |
|  6.25%, 07/15/2032 | 3649 | 4142 |
|  Hungary Government International Bond |  |  |
|  5.38%, 09/26/2030(1) | 5275 | 5426 |
|  Idaho Energy Resources Authority |  |  |
|  2.86%, 09/01/2046 | 3175 | 2233 |

---

------

---

| | | |
|:---|:---|:---|
|  Illinois State Toll Highway Authority |  |  |
|  5.85%, 12/01/2034 | 7500 | 7890 |
|  Israel Government International Bond |  |  |
|  5.38%, 02/19/2030 | 8572 | 8842 |
|  Korea National Oil Corp. |  |  |
|  4.63%, 03/31/2028(1) | 5919 | 5983 |
|  4.75%, 04/03/2026(1) | 1570 | 1575 |
|  4.88%, 04/03/2028(1) | 1760 | 1790 |
|  Kuwait International Government Bond |  |  |
|  4.02%, 10/09/2028(1) | 13771 | 13771 |
|  4.14%, 10/09/2030(1) | 8630 | 8630 |
|  4.65%, 10/09/2035(1) | 8020 | 8020 |
|  Los Angeles Department of Water & Power |  |  |
|  6.60%, 07/01/2050 | 2400 | 2554 |
|  Mexico Government International Bond |  |  |
|  2.66%, 05/24/2031 | 2579 | 2291 |
|  3.50%, 02/12/2034 | 3202 | 2781 |
|  3.77%, 05/24/2061 | 1753 | 1103 |
|  4.35%, 01/15/2047 | 42 | 32 |
|  4.40%, 02/12/2052 | 1340 | 999 |
|  4.60%, 01/23/2046 | 1494 | 1196 |
|  4.60%, 02/10/2048 | 1482 | 1167 |
|  4.75%, 03/08/2044 | 450 | 374 |
|  5.38%, 03/22/2033 | 4585 | 4571 |
|  5.63%, 09/22/2035 | 7780 | 7742 |
|  5.75%, 10/12/2110 | 588 | 502 |
|  5.85%, 07/02/2032 | 4785 | 4940 |
|  6.00%, 05/13/2030 | 2185 | 2294 |
|  6.00%, 05/07/2036 | 4736 | 4839 |
|  6.34%, 05/04/2053 | 356 | 346 |
|  6.63%, 01/29/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2996 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3149 |
|  6.88%, 05/13/2037 | 19082 | 20580 |
|  7.38%, 05/13/2055 | 2814 | 3088 |
|  New Jersey Turnpike Authority |  |  |
|  7.10%, 01/01/2041 | 5870 | 6800 |
|  New York State Dormitory Authority |  |  |
|  5.60%, 03/15/2040 | 260 | 268 |
|  Ohio State University |  |  |
|  4.80%, 06/01/2111 | 1102 | 939 |
|  Panama Government International Bond |  |  |
|  4.50%, 04/16/2050 | 935 | 702 |
|  4.50%, 01/19/2063 | 949 | 687 |
|  Peruvian Government International Bond |  |  |
|  2.78%, 01/23/2031 | 2220 | 2044 |
|  5.63%, 11/18/2050 | 190 | 187 |
|  6.20%, 06/30/2055 | 1936 | 2012 |
|  Port Authority of New York & New Jersey |  |  |
|  4.46%, 10/01/2062 | 2065 | 1762 |
|  5.65%, 11/01/2040 | 435 | 464 |
|  5.65%, 11/01/2040 | 1260 | 1343 |
|  Province of Manitoba Canada |  |  |
|  2.13%, 06/22/2026 | 400 | 395 |
|  Regents of the University of California Medical Center Pooled Revenue |  |  |
|  3.71%, 05/15/2120 | 3270 | 2104 |
|  Republic of Poland Government International Bond |  |  |
|  5.38%, 02/12/2035 | 6810 | 7066 |
|  5.50%, 03/18/2054 | 2147 | 2076 |
|  Resolution Funding Corp. Principal Strip |  |  |
|  0.00%, 04/15/2030 | 929 | 777 |
|  Romanian Government International Bond |  |  |
|  5.75%, 09/16/2030(1) | 18920 | 19289 |
|  6.38%, 01/30/2034(1) | 2266 | 2294 |
|  Saudi Government International Bond |  |  |
|  3.45%, 02/02/2061(1) | 1185 | 775 |
|  St Johns County Industrial Development Authority |  |  |
|  2.54%, 10/01/2030 | 10000 | 9138 |
|  State of California |  |  |
|  7.30%, 10/01/2039 | 275 | 322 |
|  7.50%, 04/01/2034 | 5540 | 6500 |
|  State of Illinois |  |  |
|  5.10%, 06/01/2033 | 29117 | 29619 |
|  Tennessee Valley Authority |  |  |
|  1.50%, 09/15/2031 | 890 | 774 |
|  2.88%, 02/01/2027 | 805 | 796 |
|  4.25%, 09/15/2065 | 1720 | 1424 |
|  4.63%, 09/15/2060 | 1308 | 1173 |

---

------

---

| | | |
|:---|:---|:---|
|  4.88%, 05/15/2035 | 9638 | 9986 |
|  5.25%, 02/01/2055 | 13461 | 13418 |
|  5.50%, 06/15/2038 | 57 | 62 |
|  5.88%, 04/01/2036 | 2967 | 3320 |
|  7.13%, 05/01/2030 | 1615 | 1841 |
|  Tennessee Valley Authority Generic Strip |  |  |
|  0.00%, 07/15/2028 | 2000 | 1802 |
|  0.00%, 03/15/2032 | 1514 | 1163 |
|  0.00%, 07/15/2034 | 295 | 202 |
|  Tennessee Valley Authority Principal Strip |  |  |
|  0.00%, 11/01/2025 | 1847 | 1840 |
|  0.00%, 06/15/2035 | 258 | 166 |
|  Texas Private Activity Bond Surface Transportation Corp. |  |  |
|  3.92%, 12/31/2049 | 1810 | 1453 |
|  University of Michigan |  |  |
|  4.45%, 04/01/2122 | 7800 | 6287 |
|  University of Pittsburgh-of the Commonwealth System of Higher Education |  |  |
|  3.56%, 09/15/2119 | 2045 | 1330 |
|  University of Virginia |  |  |
|  2.58%, 11/01/2051 | 3150 | 1967 |
|  4.18%, 09/01/2117 | 1540 | 1174 |
|  West Contra Costa Unified School District |  |  |
|  6.25%, 08/01/2030 | 215 | 235 |
|  Total Other Government Related | Total Other Government Related | 350483 |
|  **U.S. Treasury Obligations – 27.20%** |  |  |
|  U.S. Treasury Inflation Indexed Bonds |  |  |
|  1.75%, 01/15/2028(8) | 925 | 940 |
|  2.50%, 01/15/2029(8) | 621 | 649 |
|  3.63%, 04/15/2028(8) | 2083 | 2216 |
|  U.S. Treasury Note/Bond |  |  |
|  0.63%, 08/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2328 |
|  0.75%, 01/31/2028 | 73860 | 69163 |
|  0.88%, 11/15/2030 | 20235 | 17544 |
|  1.00%, 07/31/2028 | 21615 | 20096 |
|  1.13%, 05/15/2040 | 1975 | 1258 |
|  1.13%, 08/15/2040 | 21100 | 13306 |
|  1.25%, 06/30/2028 | 60462 | 56732 |
|  1.25%, 08/15/2031 | 15190 | 13137 |
|  1.38%, 11/15/2031 | 97594 | 84472 |
|  1.38%, 11/15/2040 | 50200 | 32752 |
|  1.38%, 08/15/2050 | 6275 | 3155 |
|  1.50%, 01/31/2027 | 822 | 799 |
|  1.50%, 02/15/2030 | 1855 | 1692 |
|  1.63%, 05/15/2031 | 4225 | 3762 |
|  1.63%, 11/15/2050 | 171730 | 92144 |
|  1.75%, 12/31/2026 | 44760 | 43704 |
|  1.75%, 01/31/2029 | 58475 | 55014 |
|  1.75%, 08/15/2041 | 127300 | 86375 |
|  1.88%, 02/28/2029 | 33900 | 31979 |
|  1.88%, 02/15/2032 | 125475 | 111320 |
|  1.88%, 02/15/2051 | 74045 | 42295 |
|  2.00%, 11/15/2041 | 42434 | 29800 |
|  2.00%, 02/15/2050 | 75410 | 45096 |
|  2.00%, 08/15/2051 | 13200 | 7733 |
|  2.25%, 02/15/2027 | 1530 | 1501 |
|  2.25%, 05/15/2041 | 39825 | 29506 |
|  2.25%, 08/15/2046 | 39102 | 26088 |
|  2.25%, 08/15/2049 | 37090 | 23674 |
|  2.38%, 03/31/2029 | 41935 | 40182 |
|  2.38%, 02/15/2042 | 165810 | 122868 |
|  2.38%, 11/15/2049 | 26885 | 17591 |
|  2.38%, 05/15/2051 | 72825 | 46853 |
|  2.50%, 02/15/2045 | 79890 | 57224 |
|  2.75%, 05/31/2029 | 58830 | 56980 |
|  2.75%, 08/15/2042 | 19600 | 15254 |
|  2.75%, 11/15/2042 | 13300 | 10301 |
|  2.88%, 04/30/2029 | 36460 | 35494 |
|  2.88%, 05/15/2032 | 106720 | 100333 |
|  2.88%, 05/15/2043 | 107560 | 84267 |
|  2.88%, 05/15/2049 | 81880 | 59734 |
|  2.88%, 05/15/2052 | 108006 | 77072 |
|  3.00%, 11/15/2044 | 84915 | 66436 |
|  3.00%, 11/15/2045 | 1340 | 1038 |

---

------

---

| | | |
|:---|:---|:---|
|  3.00%, 02/15/2047 | 780 | 596 |
|  3.00%, 02/15/2048 | 5685 | 4293 |
|  3.00%, 08/15/2048 | 7860 | 5910 |
|  3.00%, 02/15/2049 | 21465 | 16072 |
|  3.00%, 08/15/2052 | 72619 | 53114 |
|  3.13%, 08/31/2027 | 83675 | 82900 |
|  3.13%, 08/31/2029 | 19000 | 18611 |
|  3.13%, 02/15/2043 | 20360 | 16618 |
|  3.25%, 06/30/2029 | 40000 | 39402 |
|  3.25%, 05/15/2042 | 71786 | 60306 |
|  3.38%, 09/15/2028 | 54317 | 53948 |
|  3.38%, 05/15/2033 | 78380 | 75288 |
|  3.38%, 08/15/2042 | 148622 | 126631 |
|  3.38%, 05/15/2044 | 9980 | 8329 |
|  3.38%, 11/15/2048 | 14918 | 11984 |
|  3.50%, 09/30/2027 | 54464 | 54347 |
|  3.50%, 02/15/2033 | 67125 | 65166 |
|  3.63%, 03/31/2028 | 40000 | 40011 |
|  3.63%, 08/15/2028 | 78475 | 78475 |
|  3.63%, 08/31/2029 | 27753 | 27686 |
|  3.63%, 03/31/2030 | 7400 | 7370 |
|  3.63%, 08/31/2030 | 35823 | 35638 |
|  3.63%, 09/30/2030 | 72526 | 72158 |
|  3.63%, 08/15/2043 | 22130 | 19308 |
|  3.63%, 02/15/2044 | 10150 | 8810 |
|  3.63%, 02/15/2053 | 62976 | 52066 |
|  3.63%, 05/15/2053 | 9911 | 8186 |
|  3.75%, 04/15/2028 | 117150 | 117507 |
|  3.75%, 11/15/2043 | 10943 | 9689 |
|  3.88%, 11/30/2027 | 61500 | 61824 |
|  3.88%, 07/15/2028 | 89110 | 89688 |
|  3.88%, 12/31/2029 | 39055 | 39305 |
|  3.88%, 04/30/2030 | 43623 | 43899 |
|  3.88%, 06/30/2030 | 37991 | 38224 |
|  3.88%, 07/31/2030 | 39974 | 40214 |
|  3.88%, 09/30/2032 | 38129 | 38004 |
|  3.88%, 08/15/2034 | 30750 | 30279 |
|  3.88%, 08/15/2040 | 25825 | 24073 |
|  3.88%, 02/15/2043 | 27584 | 25036 |
|  3.88%, 05/15/2043 | 119710 | 108436 |
|  4.00%, 01/31/2029 | 39035 | 39457 |
|  4.00%, 07/31/2029 | 26980 | 27278 |
|  4.00%, 02/28/2030 | 65024 | 65778 |
|  4.00%, 03/31/2030 | 18256 | 18465 |
|  4.00%, 05/31/2030 | 32041 | 32416 |
|  4.00%, 01/31/2031 | 28325 | 28620 |
|  4.00%, 06/30/2032 | 91100 | 91570 |
|  4.00%, 02/15/2034 | 27986 | 27913 |
|  4.00%, 11/15/2042 | 11296 | 10444 |
|  4.13%, 02/28/2027 | 52600 | 52914 |
|  4.13%, 07/31/2028 | 11130 | 11278 |
|  4.13%, 03/31/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2476 |
|  4.13%, 10/31/2029 | 27275 | 27709 |
|  4.13%, 08/31/2030 | 45000 | 45754 |
|  4.13%, 03/31/2031 | 29075 | 29545 |
|  4.13%, 10/31/2031 | 108505 | 110090 |
|  4.13%, 02/29/2032 | 48624 | 49279 |
|  4.13%, 05/31/2032 | 24245 | 24552 |
|  4.13%, 08/15/2044 | 46335 | 43008 |
|  4.13%, 08/15/2053 | 8982 | 8119 |
|  4.25%, 11/30/2026 | 30815 | 30997 |
|  4.25%, 01/15/2028 | 241025 | 244312 |
|  4.25%, 02/28/2029 | 30487 | 31067 |
|  4.25%, 06/30/2029 | 23088 | 23547 |
|  4.25%, 01/31/2030 | 96853 | 98904 |
|  4.25%, 11/15/2034 | 146110 | 147760 |
|  4.25%, 05/15/2035 | 16555 | 16708 |
|  4.25%, 08/15/2035 | 48112 | 48503 |
|  4.25%, 05/15/2039 | 9000 | 8861 |
|  4.25%, 02/15/2054 | 106336 | 98153 |
|  4.25%, 08/15/2054 | 19804 | 18282 |
|  4.38%, 08/31/2028 | 19910 | 20315 |
|  4.38%, 11/30/2028 | 16913 | 17278 |
|  4.38%, 12/31/2029 | 27598 | 28312 |
|  4.38%, 11/30/2030 | 66425 | 68301 |

---

------

---

| | | |
|:---|:---|:---|
|  4.38%, 01/31/2032 | 126455 | 129952 |
|  4.38%, 05/15/2034 | 350 | 358 |
|  4.38%, 11/15/2039 | 14000 | 13886 |
|  4.38%, 05/15/2041 | 1500 | 1474 |
|  4.38%, 08/15/2043 | 12130 | 11706 |
|  4.50%, 05/31/2029 | 24742 | 25436 |
|  4.50%, 12/31/2031 | 975 | 1009 |
|  4.50%, 11/15/2033 | 129770 | 134170 |
|  4.50%, 02/15/2044 | 17022 | 16649 |
|  4.50%, 11/15/2054 | 23817 | 22932 |
|  4.63%, 06/15/2027 | 68225 | 69310 |
|  4.63%, 09/30/2028 | 21687 | 22297 |
|  4.63%, 04/30/2029 | 33563 | 34634 |
|  4.63%, 02/15/2035 | 16600 | 17251 |
|  4.63%, 05/15/2044 | 95361 | 94664 |
|  4.63%, 11/15/2044 | 32465 | 32163 |
|  4.63%, 05/15/2054 | 5497 | 5401 |
|  4.63%, 02/15/2055 | 32353 | 31802 |
|  4.75%, 11/15/2043 | 50071 | 50603 |
|  4.75%, 02/15/2045 | 36697 | 36926 |
|  4.75%, 11/15/2053 | 71138 | 71260 |
|  4.75%, 05/15/2055 | 52943 | 53108 |
|  4.75%, 08/15/2055 | 2865 | 2875 |
|  4.88%, 10/31/2028 | 13897 | 14392 |
|  4.88%, 10/31/2030 | 3090 | 3248 |
|  4.88%, 08/15/2045 | 76277 | 77981 |
|  5.00%, 05/15/2045 | 33017 | 34286 |
|  U.S. Treasury Strip Coupon |  |  |
|  0.00%, 08/15/2027 | 44314 | 41391 |
|  0.00%, 11/15/2027 | 29607 | 27377 |
|  0.00%, 05/15/2030 | 50000 | 41912 |
|  0.00%, 11/15/2030 | 32075 | 26328 |
|  0.00%, 02/15/2031 | 26310 | 21360 |
|  0.00%, 05/15/2031 | 21720 | 17445 |
|  0.00%, 08/15/2031 | 29650 | 23551 |
|  0.00%, 11/15/2031 | 14830 | 11644 |
|  0.00%, 02/15/2032 | 46250 | 35885 |
|  0.00%, 11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1689 |
|  0.00%, 02/15/2035 | 1824 | 1223 |
|  0.00%, 05/15/2035 | 1920 | 1271 |
|  0.00%, 08/15/2035 | 175 | 114 |
|  0.00%, 05/15/2036 | 121 | 76 |
|  0.00%, 08/15/2040 | 18225 | 9031 |
|  0.00%, 11/15/2040 | 20090 | 9817 |
|  0.00%, 02/15/2041 | 89420 | 43102 |
|  0.00%, 05/15/2041 | 10000 | 4757 |
|  0.00%, 08/15/2041 | 1425 | 667 |
|  0.00%, 05/15/2043 | 43405 | 18345 |
|  0.00%, 11/15/2043 | 53100 | 21835 |
|  0.00%, 02/15/2044 | 18735 | 7598 |
|  0.00%, 11/15/2044 | 4045 | 1577 |
|  0.00%, 02/15/2045 | 4035 | 1551 |
|  0.00%, 08/15/2045 | 7000 | 2621 |
|  0.00%, 02/15/2046 | 20000 | 7311 |
|  0.00%, 08/15/2046 | 5975 | 2137 |
|  0.00%, 08/15/2048 | 3095 | 1002 |
|  0.00%, 05/15/2049 | 10000 | 3120 |
|  Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | 6494733 |
|  **Total Government Related (Cost: $7,043,175)** |  | **6845216** |
|  **Mortgage-Backed Obligations – 31.27%** |  |  |
|  20 Times Square Trust 2018-20TS |  |  |
|  3.20%, 05/15/2035, Series 2018-20TS, Class D(1)(4) | 5204 | 4788 |
|  Alternative Loan Trust 2004-2CB |  |  |
|  5.75%, 03/25/2034, Series 2004-2CB, Class 1A9 | 184 | 189 |
|  Alternative Loan Trust 2005-1CB |  |  |
|  2.83% (1 Month Term SOFR + 6.99%, 7.10% Cap), 03/25/2035, Series 2005-1CB, Class 1A6(2)(6) | 57 | 7 |
|  Alternative Loan Trust 2005-20CB |  |  |
|  0.48% (1 Month Term SOFR + 4.64%, 4.75% Cap), 07/25/2035, Series 2005-20CB, Class 3A8(2)(6) | 243 | 13 |
|  Alternative Loan Trust 2005-22T1 |  |  |
|  0.80% (1 Month Term SOFR + 4.96%, 5.07% Cap), 06/25/2035, Series 2005-22T1, Class A2(2)(6) | 375 | 27 |
|  Alternative Loan Trust 2005-28CB |  |  |
|  5.50%, 08/25/2035, Series 2005-28CB, Class 1A4 | 96 | 82 |

---

------

---

| | | |
|:---|:---|:---|
|  6.00%, 08/25/2035, Series 2005-28CB, Class 3A5 | 5 | 2 |
|  Alternative Loan Trust 2005-37T1 |  |  |
|  0.78% (1 Month Term SOFR + 4.94%, 5.05% Cap), 09/25/2035, Series 2005-37T1, Class A2(2)(6) | 1229 | 88 |
|  Alternative Loan Trust 2005-54CB |  |  |
|  0.58% (1 Month Term SOFR + 4.74%, 4.85% Cap), 11/25/2035, Series 2005-54CB, Class 1A2(2)(6) | 312 | 17 |
|  5.50%, 11/25/2035, Series 2005-54CB, Class 1A7 | 1 | 1 |
|  5.50%, 11/25/2035, Series 2005-54CB, Class 1A11 | 79 | 60 |
|  Alternative Loan Trust 2005-64CB |  |  |
|  5.50%, 12/25/2035, Series 2005-64CB, Class 1A9 | 34 | 31 |
|  Alternative Loan Trust 2006-28CB |  |  |
|  6.00%, 10/25/2036, Series 2006-28CB, Class A17 | 47 | 22 |
|  American General Mortgage Loan Trust 2006-1 |  |  |
|  5.75%, 12/25/2035, Series 2006-1, Class A5(1)(4)(5) | 0 | 0 |
|  Anchor Mortgage Trust 2025-RTL1 |  |  |
|  5.72%, 05/25/2040, Series 2025-RTL1, Class A1(1)(3) | 8615 | 8658 |
|  ASG Resecuritization Trust 2011-1 |  |  |
|  6.00%, 09/28/2036, Series 2011-1, Class 2A35(1)(4) | 27 | 8 |
|  ATLX 2024-RPL1 Trust |  |  |
|  3.85%, 04/25/2064, Series 2024-RPL1, Class A1(1)(3) | 3241 | 3144 |
|  ATLX 2024-RPL2 Trust |  |  |
|  3.85%, 04/25/2063, Series 2024-RPL2, Class A1(1)(3) | 4056 | 3909 |
|  BAMLL Commercial Mortgage Securities Trust 2014-520M |  |  |
|  4.35%, 08/15/2046, Series 2014-520M, Class C(1)(4) | 1200 | 835 |
|  BAMLL Re-REMIC Trust 2024-FRR4 |  |  |
|  1.68%, 11/27/2048, Series 2024-FRR4, Class C(1)(4) | 9716 | 9543 |
|  Banc of America Alternative Loan Trust 2004-6 |  |  |
|  0.00%, 07/25/2049, Series 2004-6, Class 15PO(5) | 1 | 0 |
|  Banc of America Funding 2004-1 Trust |  |  |
|  0.00%, 03/25/2034, Series 2004-1, Class PO | 8 | 6 |
|  Banc of America Funding 2004-2 Trust |  |  |
|  5.75%, 09/20/2034, Series 2004-2, Class 1CB1 | 368 | 355 |
|  Banc of America Funding 2005-6 Trust |  |  |
|  5.50%, 10/25/2035, Series 2005-6, Class 2A7 | 12 | 11 |
|  Banc of America Funding 2005-7 Trust |  |  |
|  0.00%, 11/25/2035, Series 2005-7, Class 30PO | 7 | 8 |
|  Banc of America Funding 2005-8 Trust |  |  |
|  0.00%, 01/25/2036, Series 2005-8, Class 30PO | 3 | 2 |
|  Banc of America Funding 2006-1 Trust |  |  |
|  0.00%, 01/25/2036, Series 2006-1, Class XPO | 3 | 2 |
|  Banc of America Mortgage 2003-C Trust |  |  |
|  7.00%, 04/25/2033, Series 2003-C, Class 3A1(4) | 1 | 1 |
|  BANK 2017-BNK4 |  |  |
|  3.63%, 05/15/2050, Series 2017-BNK4, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6715 |
|  BANK 2017-BNK8 |  |  |
|  3.49%, 11/15/2050, Series 2017-BNK8, Class A4 | 12745 | 12390 |
|  BANK 2017-BNK9 |  |  |
|  3.54%, 11/15/2054, Series 2017-BNK9, Class A4 | 6100 | 5981 |
|  BANK 2018-BNK10 |  |  |
|  3.69%, 02/15/2061, Series 2018-BN10, Class A5 | 4000 | 3948 |
|  BANK 2019-BNK21 |  |  |
|  2.85%, 10/17/2052, Series 2019-BN21, Class A5 | 10450 | 9819 |
|  BANK 2019-BNK24 |  |  |
|  2.96%, 11/15/2062, Series 2019-BN24, Class A3 | 3391 | 3193 |
|  BANK 2020-BNK29 |  |  |
|  2.00%, 11/15/2053, Series 2020-BN29, Class A4 | 11175 | 9750 |
|  BANK 2021-BNK37 |  |  |
|  2.37%, 11/15/2064, Series 2021-BN37, Class A4 | 22400 | 19627 |
|  BANK 2022-BNK43 |  |  |
|  4.40%, 08/15/2055, Series 2022-BNK43, Class A5 | 2046 | 2006 |
|  BANK 2024-BNK47 |  |  |
|  5.72%, 06/15/2057, Series 2024-BNK47, Class A5 | 3834 | 4081 |
|  BANK 2025-BNK49 |  |  |
|  5.62%, 03/15/2058, Series 2025-BNK49, Class A5(4) | 11533 | 12211 |
|  BANK5 2024-5YR10 |  |  |
|  5.30%, 10/15/2057, Series 2024-5YR10, Class A3 | 5000 | 5153 |
|  BANK5 2024-5YR12 |  |  |
|  5.90%, 12/15/2057, Series 2024-5YR12, Class A3(4) | 5000 | 5264 |
|  BANK5 2025-5YR14 |  |  |
|  5.65%, 04/15/2058, Series 2025-5YR14, Class A3 | 7410 | 7752 |
|  BANK5 Trust 2025-5YR13 |  |  |
|  5.03%, 01/15/2058, Series 2025-5YR13, Class A2 | 11450 | 11698 |
|  BBCMS Mortgage Trust 2017-C1 |  |  |
|  3.67%, 02/15/2050, Series 2017-C1, Class A4 | 1625 | 1603 |
|  BBCMS Mortgage Trust 2018-C2 |  |  |
|  4.05%, 12/15/2051, Series 2018-C2, Class A4 | 20000 | 19883 |

---

------

---

| | | |
|:---|:---|:---|
|  BBCMS Mortgage Trust 2021-C12 |  |  |
|  2.42%, 11/15/2054, Series 2021-C12, Class A4 | 25600 | 22969 |
|  BBCMS Mortgage Trust 2022-C16 |  |  |
|  4.60%, 06/15/2055, Series 2022-C16, Class A5(4) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8672 |
|  BBCMS Mortgage Trust 2023-C21 |  |  |
|  6.51%, 09/15/2056, Series 2023-C21, Class A2(4) | 10248 | 10766 |
|  Bear Stearns ARM Trust 2003-2 |  |  |
|  6.24%, 01/25/2033, Series 2003-2, Class A5(1)(4) | 39 | 39 |
|  Bear Stearns ARM Trust 2003-7 |  |  |
|  7.04%, 10/25/2033, Series 2003-7, Class 3A(4) | 1 | 1 |
|  Bear Stearns ARM Trust 2004-2 |  |  |
|  4.51%, 05/25/2034, Series 2004-2, Class 14A(4) | 19 | 18 |
|  Bear Stearns ARM Trust 2006-1 |  |  |
|  6.53% (1 Year CMT Index + 2.25%, 2.25% Floor, 9.90% Cap), 02/25/2036, Series 2006-1, Class A1(2) | 43 | 42 |
|  Bear Stearns Asset Backed Securities I Trust 2004-AC2 |  |  |
|  5.00%, 05/25/2034, Series 2004-AC2, Class 2A | 13 | 10 |
|  Bear Stearns Commercial Mortgage Securities Trust 2007-TOP26 |  |  |
|  1.17%, 01/12/2045, Series 2007-T26, Class X1(1)(4)(5) | 25 | 0 |
|  Benchmark 2018-B3 Mortgage Trust |  |  |
|  3.76%, 04/10/2051, Series 2018-B3, Class A4 | 16255 | 16126 |
|  Benchmark 2018-B6 Mortgage Trust |  |  |
|  4.26%, 10/10/2051, Series 2018-B6, Class A4 | 8862 | 8799 |
|  Benchmark 2019-B15 Mortgage Trust |  |  |
|  2.67%, 12/15/2072, Series 2019-B15, Class A4 | 30000 | 27881 |
|  Benchmark 2020-B17 Mortgage Trust |  |  |
|  2.29%, 03/15/2053, Series 2020-B17, Class A5 | 2770 | 2485 |
|  Benchmark 2020-B19 Mortgage Trust |  |  |
|  1.55%, 09/15/2053, Series 2020-B19, Class A4 | 21500 | 19325 |
|  Benchmark 2020-B21 Mortgage Trust |  |  |
|  1.98%, 12/17/2053, Series 2020-B21, Class A5 | 3252 | 2861 |
|  Benchmark 2021-B24 Mortgage Trust |  |  |
|  2.01%, 03/15/2054, Series 2021-B24, Class A3 | 10000 | 9280 |
|  2.26%, 03/15/2054, Series 2021-B24, Class A4 | 15000 | 13594 |
|  2.58%, 03/15/2054, Series 2021-B24, Class A5 | 2400 | 2143 |
|  Benchmark 2021-B27 Mortgage Trust |  |  |
|  2.10%, 07/15/2054, Series 2021-B27, Class A4 | 20000 | 17844 |
|  Benchmark 2022-B32 Mortgage Trust |  |  |
|  3.04%, 01/15/2055, Series 2022-B32, Class A3 | 23000 | 21021 |
|  Benchmark 2023-V3 Mortgage Trust |  |  |
|  5.90%, 07/15/2056, Series 2023-V3, Class A2 | 3135 | 3246 |
|  Benchmark 2024-V10 Mortgage Trust |  |  |
|  4.80%, 09/15/2057, Series 2024-V10, Class A2 | 7675 | 7783 |
|  Benchmark 2025-V16 Mortgage Trust |  |  |
|  4.96%, 08/15/2058, Series 2025-V16, Class A2 | 11225 | 11431 |
|  Benchmark 2025-V17 Mortgage Trust |  |  |
|  4.36%, 09/15/2058, Series 2025-V17, Class A2 | 10400 | 10345 |
|  BRAVO Residential Funding Trust 2023-RPL1 |  |  |
|  5.00%, 05/25/2063, Series 2023-RPL1, Class A1(1)(4) | 3239 | 3230 |
|  BRAVO Residential Funding Trust 2024 RPL1 |  |  |
|  3.25%, 10/25/2063, Series 2024-RPL1, Class A1(1)(4) | 6146 | 5723 |
|  BRAVO Residential Funding Trust 2025-NQM7 |  |  |
|  5.46%, 07/25/2065, Series 2025-NQM7, Class A1(1)(3) | 16776 | 16907 |
|  Brean Asset Backed Securities Trust 2025-RM11 |  |  |
|  4.75%, 05/25/2065, Series 2025-RM11, Class A1(1)(4) | 5886 | 5776 |
|  Brean Asset Backed Securities Trust 2025-RM12 |  |  |
|  4.50%, 07/25/2065, Series 2025-RM12, Class A1(1) | 6925 | 6722 |
|  BVRT 2025-1 LLC |  |  |
|  4.37% (30-day Average SOFR + 0.00%), 05/10/2033, Series 2025-1, Class A(1)(2) | 8117 | 7829 |
|  BX Commercial Mortgage Trust 2024-VLT5 |  |  |
|  5.59%, 11/13/2046, Series 2024-VLT5, Class A(1)(4) | 3411 | 3475 |
|  CD 2006-CD3 Mortgage Trust |  |  |
|  0.19%, 10/15/2048, Series 2006-CD3, Class XS(1)(4)(5) | 69 | 0 |
|  CD 2019-CD8 Mortgage Trust |  |  |
|  2.66%, 08/15/2057, Series 2019-CD8, Class A3 | 19087 | 17830 |
|  CFCRE Commercial Mortgage Trust 2017-C8 |  |  |
|  3.30%, 06/15/2050, Series 2017-C8, Class A3 | 20214 | 19923 |
|  Chase Home Lending Mortgage Trust 2023-RPL1 |  |  |
|  3.50%, 06/25/2062, Series 2023-RPL1, Class A1(1)(4) | 5785 | 5356 |
|  Chase Home Lending Mortgage Trust 2025-RPL1 |  |  |
|  3.38%, 04/25/2065, Series 2025-RPL1, Class A1A(1)(4) | 18997 | 17216 |
|  Chase Home Lending Mortgage Trust Series 2024-RPL1 |  |  |
|  3.25%, 03/25/2064, Series 2024-RPL1, Class A1A(1)(4) | 8881 | 7972 |
|  Chase Home Lending Mortgage Trust Series 2024-RPL2 |  |  |
|  3.25%, 08/25/2064, Series 2024-RPL2, Class A1A(1)(4) | 21954 | 19658 |

---

------

---

| | | |
|:---|:---|:---|
|  Chase Home Lending Mortgage Trust Series 2024-RPL3 |  |  |
|  3.25%, 09/25/2064, Series 2024-RPL3, Class A1A(1)(4) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1395 |
|  Chase Mortgage Finance Trust Series 2007-A1 |  |  |
|  5.89%, 02/25/2037, Series 2007-A1, Class 2A1(4) | 14 | 14 |
|  6.32%, 02/25/2037, Series 2007-A1, Class 9A1(4) | 10 | 10 |
|  6.52%, 02/25/2037, Series 2007-A1, Class 1A3(4) | 5 | 5 |
|  6.87%, 02/25/2037, Series 2007-A1, Class 7A1(4)(5) | 0 | 0 |
|  Chase Mortgage Finance Trust Series 2007-A2 |  |  |
|  6.15%, 06/25/2035, Series 2007-A2, Class 2A1(4) | 13 | 13 |
|  6.91%, 06/25/2035, Series 2007-A2, Class 1A1(4) | 2 | 2 |
|  CHL Mortgage Pass-Through Trust 2002-18 |  |  |
|  0.00%, 11/25/2032, Series 2002-18, Class PO | 3 | 3 |
|  CHL Mortgage Pass-Through Trust 2004-3 |  |  |
|  5.50%, 04/25/2034, Series 2004-3, Class A26 | 10 | 10 |
|  5.75%, 04/25/2034, Series 2004-3, Class A4 | 7 | 7 |
|  CHL Mortgage Pass-Through Trust 2004-5 |  |  |
|  5.50%, 06/25/2034, Series 2004-5, Class 1A4 | 39 | 39 |
|  CHL Mortgage Pass-Through Trust 2004-7 |  |  |
|  5.40%, 06/25/2034, Series 2004-7, Class 2A1(4) | 3 | 3 |
|  CHL Mortgage Pass-Through Trust 2004-HYB1 |  |  |
|  5.19%, 05/20/2034, Series 2004-HYB1, Class 2A(4) | 5 | 5 |
|  CHL Mortgage Pass-Through Trust 2004-HYB3 |  |  |
|  4.65%, 06/20/2034, Series 2004-HYB3, Class 2A(4) | 18 | 17 |
|  CHL Mortgage Pass-Through Trust 2004-HYB6 |  |  |
|  5.45%, 11/20/2034, Series 2004-HYB6, Class A3(4) | 14 | 14 |
|  CHL Mortgage Pass-Through Trust 2005-14 |  |  |
|  5.50%, 07/25/2035, Series 2005-14, Class A2 | 8 | 3 |
|  CHL Mortgage Pass-Through Trust 2005-16 |  |  |
|  5.50%, 09/25/2035, Series 2005-16, Class A23 | 5 | 3 |
|  CHL Mortgage Pass-Through Trust 2005-22 |  |  |
|  5.15%, 11/25/2035, Series 2005-22, Class 2A1(4) | 69 | 57 |
|  CIM TRUST 2022-R3 |  |  |
|  4.50%, 03/25/2062, Series 2022-R3, Class A1(1)(4) | 1894 | 1872 |
|  CIM Trust 2023-R2 |  |  |
|  5.50%, 08/25/2064, Series 2023-R2, Class A1(1)(4) | 7952 | 8021 |
|  CIM Trust 2024-R1 |  |  |
|  4.75%, 06/25/2064, Series 2024-R1, Class A1(1)(4) | 5321 | 5285 |
|  Citicorp Mortgage Securities Trust Series 2006-4 |  |  |
|  6.00%, 08/25/2036, Series 2006-4, Class 1A2 | 16 | 15 |
|  Citigroup Commercial Mortgage Trust 2016-C1 |  |  |
|  2.94%, 05/10/2049, Series 2016-C1, Class A3 | 9153 | 9104 |
|  Citigroup Commercial Mortgage Trust 2016-P6 |  |  |
|  3.72%, 12/10/2049, Series 2016-P6, Class A5(4) | 2783 | 2720 |
|  Citigroup Commercial Mortgage Trust 2017-P7 |  |  |
|  3.44%, 04/14/2050, Series 2017-P7, Class A3 | 14163 | 14019 |
|  Citigroup Commercial Mortgage Trust 2017-P8 |  |  |
|  3.20%, 09/15/2050, Series 2017-P8, Class A3 | 21000 | 20614 |
|  Citigroup Commercial Mortgage Trust 2018-B2 |  |  |
|  3.74%, 03/10/2051, Series 2018-B2, Class A3 | 21253 | 20995 |
|  4.01%, 03/10/2051, Series 2018-B2, Class A4 | 14360 | 14214 |
|  Citigroup Commercial Mortgage Trust 2018-C5 |  |  |
|  4.23%, 06/10/2051, Series 2018-C5, Class A4(4) | 3750 | 3732 |
|  Citigroup Commercial Mortgage Trust 2019-C7 |  |  |
|  2.86%, 12/15/2072, Series 2019-C7, Class A3 | 2146 | 2029 |
|  Citigroup Commercial Mortgage Trust 2019-GC43 |  |  |
|  3.04%, 11/10/2052, Series 2019-GC43, Class A4 | 7217 | 6753 |
|  Citigroup Global Markets Mortgage Securities VII, Inc. |  |  |
|  0.00%, 06/25/2033, Series 2003-UP2, Class PO1(5) | 0 | 0 |
|  6.74%, 09/25/2033, Series 2003-HYB1, Class A(4) | 10 | 10 |
|  Citigroup Mortgage Loan Trust 2009-10 |  |  |
|  5.67%, 09/25/2033, Series 2009-10, Class 1A1(1)(4) | 19 | 19 |
|  Citigroup Mortgage Loan Trust 2015-A |  |  |
|  4.50%, 06/25/2058, Series 2015-A, Class B2(1)(4) | 104 | 102 |
|  Citigroup Mortgage Loan Trust, Inc. |  |  |
|  0.00%, 09/25/2033, Series 2003-1, Class PO3 | 1 | 1 |
|  0.00%, 10/25/2033, Series 2003-1, Class PO2(5) | 0 | 0 |
|  3.48%, 02/25/2035, Series 2005-1, Class 2A1A(4) | 13 | 12 |
|  4.38%, 08/25/2035, Series 2005-5, Class 1A2(4) | 36 | 30 |
|  5.25%, 10/25/2033, Series 2003-1, Class 2A5 | 3 | 3 |
|  5.50%, 05/25/2035, Series 2005-2, Class 2A11 | 33 | 33 |
|  5.50%, 11/25/2035, Series 2005-9, Class 2A2(5) | 1 | 0 |
|  6.23%, 08/25/2034, Series 2004-UST1, Class A6(4) | 3 | 3 |
|  COMM 2018-HOME Mortgage Trust |  |  |
|  3.94%, 04/10/2033, Series 2018-HOME, Class A(1)(4) | 10975 | 10758 |
|  Connecticut Avenue Securities Trust 2021-R03 |  |  |
|  5.21% (30-day Average SOFR + 0.85%), 12/25/2041, Series 2021-R03, Class 1M1(1)(2) | 819 | 819 |

---

------

---

| | | |
|:---|:---|:---|
|  Connecticut Avenue Securities Trust 2022-R01 |  |  |
|  6.26% (30-day Average SOFR + 1.90%), 12/25/2041, Series 2022-R01, Class 1M2(1)(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5353 |
|  Connecticut Avenue Securities Trust 2023-R05 |  |  |
|  6.25% (30-day Average SOFR + 1.90%), 06/25/2043, Series 2023-R05, Class 1M1(1)(2) | 2859 | 2880 |
|  Connecticut Avenue Securities Trust 2023-R06 |  |  |
|  6.06% (30-day Average SOFR + 1.70%), 07/25/2043, Series 2023-R06, Class 1M1(1)(2) | 1301 | 1305 |
|  Connecticut Avenue Securities Trust 2023-R08 |  |  |
|  5.86% (30-day Average SOFR + 1.50%), 10/25/2043, Series 2023-R08, Class 1M1(1)(2) | 2045 | 2047 |
|  Connecticut Avenue Securities Trust 2024-R01 |  |  |
|  5.41% (30-day Average SOFR + 1.05%), 01/25/2044, Series 2024-R01, Class 1M1(1)(2) | 733 | 733 |
|  Connecticut Avenue Securities Trust 2025-R04 |  |  |
|  5.36% (30-day Average SOFR + 1.00%), 05/25/2045, Series 2025-R04, Class 1A1(1)(2) | 4449 | 4454 |
|  Connecticut Avenue Securities Trust 2025-R05 |  |  |
|  5.36% (30-day Average SOFR + 1.00%), 07/25/2045, Series 2025-R05, Class 2A1(1)(2) | 9796 | 9813 |
|  Credit Suisse Commercial Mortgage Trust Series 2007-C2 |  |  |
|  0.03%, 01/15/2049, Series 2007-C2, Class AX(1)(4)(5) | 1711 | 0 |
|  Credit Suisse First Boston Mortgage Securities Corp. |  |  |
|  0.00%, 10/25/2033, Series 2003-23, Class 1P | 20 | 15 |
|  5.25%, 09/25/2033, Series 2003-21, Class 1A4 | 14 | 14 |
|  6.68%, 02/25/2033, Series 2003-1, Class DB1(4) | 32 | 33 |
|  6.81%, 06/25/2033, Series 2003-AR15, Class 3A1(4) | 3 | 3 |
|  Cross 2025-H7 Mortgage Trust |  |  |
|  4.93%, 09/25/2070, Series 2025-H7, Class A1(1)(4) | 7246 | 7234 |
|  CSAIL 2017-C8 Commercial Mortgage Trust |  |  |
|  3.13%, 06/15/2050, Series 2017-C8, Class A3 | 5622 | 5503 |
|  CSAIL 2021-C20 Commercial Mortgage Trust |  |  |
|  2.49%, 03/15/2054, Series 2021-C20, Class A2 | 20520 | 18891 |
|  CSFB Mortgage-Backed Pass-Through Certificates Series 2004-4 |  |  |
|  5.50%, 09/25/2034, Series 2004-4, Class 2A4 | 14 | 15 |
|  CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8 |  |  |
|  5.50%, 12/25/2034, Series 2004-8, Class 1A4 | 41 | 42 |
|  CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 |  |  |
|  0.00%, 11/25/2035, Series 2005-10, Class AP | 4 | 3 |
|  CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9 |  |  |
|  0.00%, 10/25/2035, Series 2005-9, Class AP | 3 | 2 |
|  5.50%, 10/25/2035, Series 2005-9, Class DX | 79 | 12 |
|  CSMC 2014-USA OA LLC |  |  |
|  4.37%, 09/15/2037, Series 2014-USA, Class D(1) | 3000 | 2204 |
|  CSMC 2018-RPL4 Trust |  |  |
|  4.73%, 04/25/2058, Series 2018-RPL4, Class PT(1)(4) | 1267 | 1180 |
|  CSMC 2018-RPL9 Trust |  |  |
|  3.85%, 09/25/2057, Series 2018-RPL9, Class A(1)(4) | 2880 | 2782 |
|  CSMC 2022-RPL4 Trust |  |  |
|  3.90%, 04/25/2062, Series 2022-RPL4, Class A1(1)(4) | 3208 | 3092 |
|  CSMCM 2018-RPL9 Trust |  |  |
|  4.23%, 09/25/2057, Series 2018-RPL9, Class CERT(1)(4) | 1575 | 1293 |
|  DBJPM 16-C1 Mortgage Trust |  |  |
|  3.02%, 05/10/2049, Series 2016-C1, Class A3A | 12385 | 12329 |
|  DBJPM 2016-C3 Mortgage Trust |  |  |
|  2.89%, 08/10/2049, Series 2016-C3, Class A5 | 3064 | 3027 |
|  DBJPM 20-C9 Mortgage Trust |  |  |
|  1.64%, 08/15/2053, Series 2020-C9, Class A4 | 20600 | 18633 |
|  Fannie Mae |  |  |
|  2.00%, 10/01/2055(9) | 42790 | 34480 |
|  2.50%, 10/01/2052(9) | 44345 | 37355 |
|  3.00%, 10/01/2040(9) | 2625 | 2514 |
|  3.00%, 10/01/2055(9) | 26765 | 23505 |
|  3.50%, 10/01/2055(9) | 19250 | 17585 |
|  4.00%, 10/01/2055(9) | 34710 | 32710 |
|  4.50%, 10/01/2055(9) | 24580 | 23839 |
|  4.50%, 11/01/2055(9) | 21500 | 20844 |
|  5.00%, 10/01/2055(9) | 37385 | 37074 |
|  5.50%, 10/01/2055(9) | 48395 | 48795 |
|  6.00%, 10/01/2055(9) | 28225 | 28835 |
|  6.50%, 10/01/2055(9) | 14865 | 15361 |
|  7.00%, 10/01/2055(9) | 11005 | 11510 |
|  Fannie Mae Grantor Trust 1999-T2 |  |  |
|  7.50%, 01/19/2039, Series 1999-T2, Class A1(4) | 24 | 25 |
|  Fannie Mae Grantor Trust 2001-T3 |  |  |
|  7.50%, 11/25/2040, Series 2001-T3, Class A1 | 41 | 42 |
|  Fannie Mae Grantor Trust 2002-T16 |  |  |
|  7.00%, 07/25/2042, Series 2002-T16, Class A2 | 58 | 62 |
|  Fannie Mae Grantor Trust 2004-T1 |  |  |
|  6.50%, 01/25/2044, Series 2004-T1, Class 1A2 | 7 | 8 |

---

------

---

| | | |
|:---|:---|:---|
|  Fannie Mae Grantor Trust 2004-T2 |  |  |
|  5.36%, 07/25/2043, Series 2004-T2, Class 2A(4) | 30 | 31 |
|  7.50%, 11/25/2043, Series 2004-T2, Class 1A4 | 73 | 74 |
|  Fannie Mae Grantor Trust 2004-T3 |  |  |
|  6.50%, 02/25/2044, Series 2004-T3, Class 1A2 | 142 | 145 |
|  7.00%, 02/25/2044, Series 2004-T3, Class 1A3 | 59 | 61 |
|  9.19%, 01/25/2044, Series 2004-T3, Class PT1(4) | 10 | 11 |
|  Fannie Mae Grantor Trust 2017-T1 |  |  |
|  2.90%, 06/25/2027, Series 2017-T1, Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6332 |
|  Fannie Mae Interest Strip |  |  |
|  0.00%, 01/25/2033, Series 329, Class 1 | 2 | 2 |
|  3.00%, 08/25/2052, Series 430, Class C56 | 2319 | 425 |
|  4.97% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 08/25/2042, Series 412, Class F2(2) | 183 | 177 |
|  5.00%, 12/25/2033, Series 345, Class 6(4)(5) | 3 | 0 |
|  5.02% (30-day Average SOFR + 0.66%, 0.55% Floor, 6.50% Cap), 08/25/2042, Series 411, Class F1(2) | 579 | 573 |
|  5.50%, 05/25/2036, Series 365, Class 8 | 14 | 3 |
|  5.50%, 08/25/2036, Series 374, Class 5 | 9 | 1 |
|  5.50%, 04/25/2037, Series 393, Class 6(5) | 4 | 0 |
|  6.00%, 01/25/2038, Series 383, Class 33 | 10 | 2 |
|  Fannie Mae Pool |  |  |
|  1.40%, 11/01/2032 | 8500 | 6994 |
|  1.50%, 01/01/2031 | 10000 | 8745 |
|  1.50%, 02/01/2036 | 2619 | 2350 |
|  1.50%, 02/01/2036 | 8326 | 7491 |
|  1.50%, 08/01/2036 | 9152 | 8188 |
|  1.50%, 09/01/2036 | 4021 | 3600 |
|  1.50%, 11/01/2036 | 2547 | 2282 |
|  1.50%, 05/01/2037 | 4011 | 3589 |
|  1.50%, 11/01/2040 | 4987 | 4175 |
|  1.50%, 03/01/2041 | 927 | 784 |
|  1.50%, 02/01/2042 | 1200 | 1010 |
|  1.50%, 10/01/2050 | 1676 | 1289 |
|  1.50%, 11/01/2050 | 10055 | 7735 |
|  1.50%, 12/01/2050 | 21371 | 16425 |
|  1.50%, 01/01/2051 | 1336 | 1027 |
|  1.50%, 02/01/2051 | 16370 | 12582 |
|  1.50%, 07/01/2051 | 6115 | 4701 |
|  1.51%, 11/01/2032(4) | 32466 | 27203 |
|  1.56%, 01/01/2031 | 2275 | 1994 |
|  1.73%, 11/01/2031 | 8591 | 7505 |
|  1.75%, 03/01/2032(4) | 14930 | 12971 |
|  1.80%, 10/01/2033 | 7500 | 6273 |
|  2.00%, 03/01/2031 | 3108 | 2974 |
|  2.00%, 08/01/2031 | 692 | 660 |
|  2.00%, 01/01/2032 | 6541 | 6211 |
|  2.00%, 05/01/2036 | 4998 | 4601 |
|  2.00%, 06/01/2036 | 5630 | 5232 |
|  2.00%, 08/01/2036 | 2402 | 2213 |
|  2.00%, 02/01/2037 | 8415 | 7795 |
|  2.00%, 03/01/2037 | 166 | 154 |
|  2.00%, 06/01/2040 | 2197 | 1912 |
|  2.00%, 07/01/2040 | 2091 | 1841 |
|  2.00%, 09/01/2040 | 1197 | 1053 |
|  2.00%, 01/01/2041 | 1105 | 957 |
|  2.00%, 02/01/2041 | 5841 | 5053 |
|  2.00%, 05/01/2041 | 19067 | 16598 |
|  2.00%, 06/01/2041 | 8790 | 7603 |
|  2.00%, 08/01/2041 | 10759 | 9345 |
|  2.00%, 10/01/2041 | 794 | 688 |
|  2.00%, 02/01/2042 | 13208 | 11424 |
|  2.00%, 04/01/2042 | 4892 | 4225 |
|  2.00%, 08/01/2042 | 10062 | 8740 |
|  2.00%, 05/01/2050 | 12575 | 10249 |
|  2.00%, 06/01/2050 | 23734 | 19343 |
|  2.00%, 07/01/2050 | 8021 | 6536 |
|  2.00%, 09/01/2050 | 18183 | 14797 |
|  2.00%, 10/01/2050 | 37090 | 30192 |
|  2.00%, 11/01/2050 | 1197 | 981 |
|  2.00%, 11/01/2050 | 15022 | 12231 |
|  2.00%, 12/01/2050 | 8278 | 6738 |
|  2.00%, 01/01/2051 | 32131 | 26142 |
|  2.00%, 02/01/2051 | 2334 | 1893 |
|  2.00%, 02/01/2051 | 8463 | 6872 |
|  2.00%, 03/01/2051 | 33379 | 27123 |
|  2.00%, 04/01/2051 | 7764 | 6287 |

---

------

---

| | | |
|:---|:---|:---|
|  2.00%, 05/01/2051 | 282 | 222 |
|  2.00%, 07/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2408 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955 |
|  2.00%, 07/01/2051 | 8450 | 6875 |
|  2.00%, 07/01/2051 | 12891 | 10496 |
|  2.00%, 08/01/2051 | 1816 | 1478 |
|  2.00%, 08/01/2051 | 6621 | 5375 |
|  2.00%, 08/01/2051 | 10177 | 8312 |
|  2.00%, 09/01/2051 | 10295 | 8329 |
|  2.00%, 10/01/2051 | 526 | 430 |
|  2.00%, 10/01/2051 | 1476 | 1194 |
|  2.00%, 10/01/2051 | 2762 | 2239 |
|  2.00%, 10/01/2051 | 8319 | 6854 |
|  2.00%, 11/01/2051 | 8200 | 6648 |
|  2.00%, 12/01/2051 | 10096 | 8268 |
|  2.00%, 12/01/2051 | 10972 | 9012 |
|  2.00%, 01/01/2052 | 12125 | 9886 |
|  2.00%, 01/01/2052 | 25712 | 21048 |
|  2.00%, 02/01/2052 | 4649 | 3795 |
|  2.00%, 02/01/2052 | 9710 | 7866 |
|  2.00%, 05/01/2052 | 10401 | 8422 |
|  2.05%, 06/01/2035 | 2450 | 2003 |
|  2.08%, 10/01/2033 | 9351 | 7973 |
|  2.16%, 01/01/2034 | 6070 | 5089 |
|  2.22%, 02/01/2032 | 5100 | 4505 |
|  2.50%, 04/01/2030 | 399 | 388 |
|  2.50%, 05/01/2030 | 557 | 541 |
|  2.50%, 07/01/2032 | 1830 | 1759 |
|  2.50%, 08/01/2032 | 2070 | 1993 |
|  2.50%, 09/01/2032 | 1975 | 1902 |
|  2.50%, 12/01/2034 | 5185 | 4928 |
|  2.50%, 07/01/2035 | 6743 | 6467 |
|  2.50%, 08/01/2035 | 1353 | 1280 |
|  2.50%, 08/01/2035 | 2575 | 2436 |
|  2.50%, 09/01/2035 | 3448 | 3262 |
|  2.50%, 10/01/2035 | 100 | 95 |
|  2.50%, 07/01/2036 | 3402 | 3223 |
|  2.50%, 11/01/2036 | 7839 | 7390 |
|  2.50%, 11/01/2036 | 9162 | 8672 |
|  2.50%, 12/01/2036 | 918 | 852 |
|  2.50%, 04/01/2042 | 4681 | 4124 |
|  2.50%, 09/01/2042 | 697 | 624 |
|  2.50%, 01/01/2043 | 983 | 887 |
|  2.50%, 01/01/2043 | 4889 | 4399 |
|  2.50%, 02/01/2043 | 449 | 403 |
|  2.50%, 10/01/2043 | 931 | 837 |
|  2.50%, 05/01/2046 | 402 | 349 |
|  2.50%, 07/01/2046 | 947 | 822 |
|  2.50%, 08/01/2046 | 368 | 320 |
|  2.50%, 10/01/2046 | 308 | 268 |
|  2.50%, 03/01/2050 | 579 | 494 |
|  2.50%, 04/01/2050 | 9576 | 8143 |
|  2.50%, 05/01/2050 | 8044 | 6895 |
|  2.50%, 06/01/2050 | 4737 | 4068 |
|  2.50%, 06/01/2050 | 11494 | 9823 |
|  2.50%, 07/01/2050 | 9658 | 8298 |
|  2.50%, 08/01/2050 | 4014 | 3417 |
|  2.50%, 09/01/2050 | 2289 | 1968 |
|  2.50%, 09/01/2050 | 9860 | 8474 |
|  2.50%, 10/01/2050 | 6053 | 5215 |
|  2.50%, 10/01/2050 | 33456 | 28337 |
|  2.50%, 12/01/2050 | 406 | 344 |
|  2.50%, 12/01/2050 | 9382 | 7992 |
|  2.50%, 02/01/2051 | 1084 | 932 |
|  2.50%, 02/01/2051 | 3318 | 2835 |
|  2.50%, 03/01/2051 | 9223 | 7813 |
|  2.50%, 04/01/2051 | 20951 | 17782 |
|  2.50%, 05/01/2051 | 5076 | 4403 |
|  2.50%, 05/01/2051 | 8800 | 7457 |
|  2.50%, 06/01/2051 | 11677 | 9917 |
|  2.50%, 06/01/2051 | 12834 | 10843 |
|  2.50%, 08/01/2051 | 7905 | 6767 |
|  2.50%, 09/01/2051 | 5943 | 5084 |
|  2.50%, 09/01/2051 | 10427 | 8895 |
|  2.50%, 10/01/2051 | 9705 | 8232 |
|  2.50%, 10/01/2051 | 13516 | 11499 |

---

------

---

| | | |
|:---|:---|:---|
|  2.50%, 11/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1117 | 953 |
|  2.50%, 11/01/2051 | 8311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7142 |
|  2.50%, 11/01/2051 | 13848 | 11811 |
|  2.50%, 11/01/2051 | 18877 | 16064 |
|  2.50%, 12/01/2051 | 1072 | 917 |
|  2.50%, 12/01/2051 | 5728 | 4879 |
|  2.50%, 12/01/2051 | 10441 | 8968 |
|  2.50%, 12/01/2051 | 11177 | 9538 |
|  2.50%, 01/01/2052 | 8706 | 7433 |
|  2.50%, 02/01/2052 | 765 | 648 |
|  2.50%, 02/01/2052 | 9780 | 8265 |
|  2.50%, 02/01/2052 | 12748 | 10889 |
|  2.50%, 02/01/2052 | 16110 | 13867 |
|  2.50%, 03/01/2052 | 608 | 519 |
|  2.50%, 03/01/2052 | 1795 | 1515 |
|  2.50%, 03/01/2052 | 6176 | 5263 |
|  2.50%, 03/01/2052 | 10067 | 8492 |
|  2.50%, 04/01/2052 | 11345 | 9590 |
|  2.50%, 04/01/2052 | 14797 | 12620 |
|  2.50%, 05/01/2052 | 15025 | 12839 |
|  2.50%, 05/01/2052 | 17052 | 14617 |
|  2.50%, 05/01/2052 | 27336 | 23393 |
|  2.50%, 09/01/2052 | 953 | 805 |
|  2.50%, 09/01/2052 | 17931 | 15161 |
|  2.50%, 07/01/2061 | 8761 | 7145 |
|  2.50%, 09/01/2061 | 5105 | 4163 |
|  2.50%, 03/01/2062 | 8138 | 6636 |
|  2.52%, 11/01/2029 | 13429 | 12646 |
|  2.58%, 09/01/2028 | 3559 | 3423 |
|  2.59%, 09/01/2028 | 7161 | 6887 |
|  2.62%, 10/01/2028 | 8304 | 7949 |
|  2.67%, 12/01/2035 | 15510 | 13071 |
|  2.83%, 05/01/2027 | 7502 | 7371 |
|  2.90%, 10/01/2029 | 3076 | 2948 |
|  3.00%, 08/01/2028 | 166 | 164 |
|  3.00%, 09/01/2028 | 265 | 262 |
|  3.00%, 12/01/2028 | 113 | 112 |
|  3.00%, 05/01/2030 | 337 | 330 |
|  3.00%, 09/01/2034 | 4074 | 3981 |
|  3.00%, 03/01/2035 | 2894 | 2786 |
|  3.00%, 10/01/2035 | 242 | 232 |
|  3.00%, 05/01/2036 | 425 | 413 |
|  3.00%, 08/01/2036 | 371 | 352 |
|  3.00%, 03/01/2037 | 2852 | 2746 |
|  3.00%, 05/01/2037 | 9225 | 8836 |
|  3.00%, 05/01/2038 | 5158 | 4895 |
|  3.00%, 05/01/2042 | 157 | 145 |
|  3.00%, 10/01/2042 | 1395 | 1284 |
|  3.00%, 11/01/2042 | 997 | 917 |
|  3.00%, 12/01/2042 | 37 | 34 |
|  3.00%, 12/01/2042 | 326 | 300 |
|  3.00%, 12/01/2042 | 508 | 468 |
|  3.00%, 01/01/2043 | 334 | 307 |
|  3.00%, 01/01/2043 | 492 | 453 |
|  3.00%, 01/01/2043 | 572 | 526 |
|  3.00%, 01/01/2043 | 589 | 541 |
|  3.00%, 02/01/2043 | 272 | 250 |
|  3.00%, 04/01/2043 | 390 | 359 |
|  3.00%, 04/01/2043 | 498 | 458 |
|  3.00%, 04/01/2043 | 892 | 820 |
|  3.00%, 05/01/2043 | 13 | 12 |
|  3.00%, 05/01/2043 | 98 | 90 |
|  3.00%, 05/01/2043 | 599 | 551 |
|  3.00%, 05/01/2043 | 3233 | 2973 |
|  3.00%, 05/01/2043 | 7773 | 7146 |
|  3.00%, 06/01/2043 | 21 | 19 |
|  3.00%, 06/01/2043 | 170 | 156 |
|  3.00%, 06/01/2043 | 202 | 186 |
|  3.00%, 06/01/2043 | 1097 | 1008 |
|  3.00%, 06/01/2043 | 1866 | 1715 |
|  3.00%, 07/01/2043 | 22 | 20 |
|  3.00%, 07/01/2043 | 58 | 54 |
|  3.00%, 07/01/2043 | 165 | 151 |
|  3.00%, 07/01/2043 | 599 | 550 |
|  3.00%, 07/01/2043 | 2831 | 2602 |

---

------

---

| | | |
|:---|:---|:---|
|  3.00%, 08/01/2043 | 658 | 605 |
|  3.00%, 08/01/2043 | 1714 | 1577 |
|  3.00%, 10/01/2043 | 39 | 36 |
|  3.00%, 10/01/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4972 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4531 |
|  3.00%, 02/01/2044 | 2256 | 2075 |
|  3.00%, 03/01/2044 | 262 | 241 |
|  3.00%, 04/01/2045 | 3057 | 2786 |
|  3.00%, 05/01/2046 | 2184 | 1975 |
|  3.00%, 05/01/2046 | 9542 | 8631 |
|  3.00%, 09/01/2046 | 354 | 321 |
|  3.00%, 11/01/2046 | 775 | 700 |
|  3.00%, 11/01/2046 | 2371 | 2180 |
|  3.00%, 11/01/2046 | 2716 | 2454 |
|  3.00%, 01/01/2047 | 1626 | 1470 |
|  3.00%, 02/01/2047 | 354 | 325 |
|  3.00%, 03/01/2047 | 282 | 255 |
|  3.00%, 08/01/2047 | 16974 | 15314 |
|  3.00%, 02/01/2049 | 10200 | 9375 |
|  3.00%, 07/01/2049 | 654 | 586 |
|  3.00%, 07/01/2049 | 1711 | 1533 |
|  3.00%, 08/01/2049 | 9305 | 8394 |
|  3.00%, 11/01/2049 | 838 | 749 |
|  3.00%, 11/01/2049 | 4199 | 3754 |
|  3.00%, 12/01/2049 | 172 | 154 |
|  3.00%, 12/01/2049 | 572 | 512 |
|  3.00%, 12/01/2049 | 3027 | 2704 |
|  3.00%, 02/01/2050 | 3557 | 3162 |
|  3.00%, 02/01/2050 | 4818 | 4242 |
|  3.00%, 02/01/2050 | 12911 | 11596 |
|  3.00%, 02/01/2050 | 13157 | 11941 |
|  3.00%, 03/01/2050 | 1084 | 961 |
|  3.00%, 03/01/2050 | 1845 | 1648 |
|  3.00%, 05/01/2050 | 293 | 263 |
|  3.00%, 05/01/2050 | 1442 | 1290 |
|  3.00%, 06/01/2050 | 475 | 422 |
|  3.00%, 06/01/2050 | 1710 | 1520 |
|  3.00%, 07/01/2050 | 696 | 625 |
|  3.00%, 08/01/2050 | 3858 | 3426 |
|  3.00%, 09/01/2050 | 1481 | 1330 |
|  3.00%, 11/01/2050 | 313 | 280 |
|  3.00%, 01/01/2051 | 889 | 783 |
|  3.00%, 02/01/2051 | 1152 | 1035 |
|  3.00%, 04/01/2051 | 4880 | 4318 |
|  3.00%, 05/01/2051 | 3294 | 2895 |
|  3.00%, 10/01/2051 | 1810 | 1595 |
|  3.00%, 10/01/2051 | 13655 | 12112 |
|  3.00%, 11/01/2051 | 3370 | 2989 |
|  3.00%, 12/01/2051 | 16784 | 14917 |
|  3.00%, 01/01/2052 | 8225 | 7230 |
|  3.00%, 01/01/2052 | 9593 | 8441 |
|  3.00%, 02/01/2052 | 4176 | 3704 |
|  3.00%, 02/01/2052 | 8154 | 7273 |
|  3.00%, 02/01/2052 | 12871 | 11416 |
|  3.00%, 03/01/2052 | 9852 | 8752 |
|  3.00%, 04/01/2052 | 7259 | 6498 |
|  3.00%, 04/01/2052 | 14935 | 13326 |
|  3.00%, 05/01/2052 | 4386 | 3863 |
|  3.00%, 05/01/2052 | 5752 | 5067 |
|  3.00%, 05/01/2052 | 34907 | 30731 |
|  3.00%, 06/01/2052 | 3557 | 3157 |
|  3.00%, 07/01/2060 | 6717 | 5869 |
|  3.00%, 12/01/2061 | 9147 | 7844 |
|  3.00%, 04/01/2064 | 14793 | 12815 |
|  3.02%, 07/01/2029 | 7782 | 7504 |
|  3.08%, 01/01/2028 | 8000 | 7913 |
|  3.09%, 09/01/2029 | 7484 | 7198 |
|  3.10%, 01/01/2028 | 6188 | 6065 |
|  3.12%, 11/01/2026 | 853 | 845 |
|  3.12%, 06/01/2035 | 3387 | 3054 |
|  3.13%, 03/01/2027 | 6331 | 6265 |
|  3.14%, 12/01/2026 | 1550 | 1536 |
|  3.19%, 01/01/2033 | 2904 | 2809 |
|  3.19%, 03/01/2036 | 1872 | 1778 |
|  3.22%, 09/01/2032 | 6000 | 5549 |
|  3.25%, 09/01/2026 | 1299 | 1290 |

---

------

---

| | | |
|:---|:---|:---|
|  3.25%, 02/01/2027 | 4968 | 4920 |
|  3.39%, 07/01/2034 | 8500 | 7848 |
|  3.45%, 04/01/2035 | 1614 | 1509 |
|  3.50%, 12/01/2029 | 405 | 400 |
|  3.50%, 05/01/2030 | 100 | 98 |
|  3.50%, 12/01/2030 | 378 | 374 |
|  3.50%, 07/01/2032 | 33 | 32 |
|  3.50%, 11/01/2032 | 220 | 217 |
|  3.50%, 12/01/2032 | 78 | 76 |
|  3.50%, 02/01/2033 | 110 | 109 |
|  3.50%, 02/01/2033 | 144 | 142 |
|  3.50%, 03/01/2033 | 768 | 757 |
|  3.50%, 04/01/2033 | 491 | 484 |
|  3.50%, 06/01/2033 | 52 | 51 |
|  3.50%, 10/01/2033 | 2645 | 2586 |
|  3.50%, 06/01/2040 | 628 | 600 |
|  3.50%, 12/01/2040 | 27 | 26 |
|  3.50%, 02/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2318 |
|  3.50%, 11/01/2041 | 101 | 96 |
|  3.50%, 12/01/2041 | 84 | 80 |
|  3.50%, 12/01/2041 | 137 | 131 |
|  3.50%, 12/01/2041 | 158 | 151 |
|  3.50%, 02/01/2042 | 95 | 91 |
|  3.50%, 02/01/2042 | 127 | 120 |
|  3.50%, 04/01/2042 | 74 | 70 |
|  3.50%, 05/01/2042 | 1986 | 1884 |
|  3.50%, 06/01/2042 | 496 | 470 |
|  3.50%, 07/01/2042 | 365 | 347 |
|  3.50%, 07/01/2042 | 1237 | 1168 |
|  3.50%, 07/01/2042 | 6685 | 6351 |
|  3.50%, 08/01/2042 | 253 | 239 |
|  3.50%, 09/01/2042 | 206 | 194 |
|  3.50%, 09/01/2042 | 216 | 205 |
|  3.50%, 09/01/2042 | 257 | 242 |
|  3.50%, 09/01/2042 | 1623 | 1533 |
|  3.50%, 10/01/2042 | 105 | 99 |
|  3.50%, 10/01/2042 | 132 | 125 |
|  3.50%, 10/01/2042 | 226 | 213 |
|  3.50%, 10/01/2042 | 356 | 336 |
|  3.50%, 11/01/2042 | 1037 | 979 |
|  3.50%, 11/01/2042 | 2587 | 2441 |
|  3.50%, 01/01/2043 | 233 | 219 |
|  3.50%, 01/01/2043 | 277 | 262 |
|  3.50%, 02/01/2043 | 14 | 14 |
|  3.50%, 02/01/2043 | 26 | 25 |
|  3.50%, 03/01/2043 | 180 | 170 |
|  3.50%, 03/01/2043 | 533 | 503 |
|  3.50%, 03/01/2043 | 1306 | 1232 |
|  3.50%, 04/01/2043 | 558 | 527 |
|  3.50%, 04/01/2043 | 1324 | 1248 |
|  3.50%, 05/01/2043 | 18 | 17 |
|  3.50%, 05/01/2043 | 143 | 135 |
|  3.50%, 05/01/2043 | 505 | 477 |
|  3.50%, 05/01/2043 | 576 | 542 |
|  3.50%, 07/01/2043 | 3295 | 3107 |
|  3.50%, 08/01/2043 | 10558 | 10087 |
|  3.50%, 04/01/2045 | 4064 | 3821 |
|  3.50%, 06/01/2045 | 557 | 524 |
|  3.50%, 06/01/2045 | 2439 | 2293 |
|  3.50%, 11/01/2045 | 917 | 855 |
|  3.50%, 12/01/2045 | 172 | 162 |
|  3.50%, 01/01/2046 | 2964 | 2780 |
|  3.50%, 04/01/2046 | 415 | 388 |
|  3.50%, 08/01/2046 | 1467 | 1374 |
|  3.50%, 09/01/2046 | 1394 | 1302 |
|  3.50%, 12/01/2046 | 1321 | 1233 |
|  3.50%, 12/01/2046 | 2700 | 2554 |
|  3.50%, 06/01/2047 | 212 | 198 |
|  3.50%, 09/01/2047 | 737 | 687 |
|  3.50%, 11/01/2047 | 2067 | 1928 |
|  3.50%, 12/01/2047 | 1455 | 1356 |
|  3.50%, 01/01/2048 | 1735 | 1616 |
|  3.50%, 04/01/2048 | 9010 | 8366 |
|  3.50%, 08/01/2048 | 5100 | 4722 |
|  3.50%, 08/01/2048 | 8847 | 8349 |

---

------

---

| | | |
|:---|:---|:---|
|  3.50%, 10/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637 |
|  3.50%, 01/01/2050 | 7466 | 7019 |
|  3.50%, 03/01/2050 | 7516 | 6871 |
|  3.50%, 02/01/2051 | 3978 | 3686 |
|  3.50%, 10/01/2051 | 12512 | 11653 |
|  3.50%, 02/01/2052 | 7105 | 6534 |
|  3.50%, 03/01/2052 | 1132 | 1047 |
|  3.50%, 04/01/2052 | 194 | 178 |
|  3.50%, 04/01/2052 | 13317 | 12272 |
|  3.50%, 05/01/2052 | 1327 | 1215 |
|  3.50%, 05/01/2052 | 4577 | 4208 |
|  3.50%, 06/01/2052 | 3828 | 3503 |
|  3.50%, 06/01/2052 | 8225 | 7571 |
|  3.50%, 06/01/2052 | 12536 | 11498 |
|  3.50%, 03/01/2060 | 5227 | 4738 |
|  3.50%, 03/01/2062 | 7826 | 7026 |
|  3.53%, 04/01/2033 | 12230 | 11613 |
|  3.54%, 06/01/2032 | 15495 | 14780 |
|  3.54%, 11/01/2032 | 10031 | 9526 |
|  3.55%, 02/01/2030 | 1500 | 1468 |
|  3.57%, 06/01/2028 | 8075 | 7994 |
|  3.66%, 03/01/2027 | 2122 | 2112 |
|  3.77%, 12/01/2025 | 1582 | 1577 |
|  3.80%, 09/01/2032 | 9609 | 9305 |
|  3.81%, 12/01/2028 | 7000 | 6963 |
|  3.90%, 02/01/2033 | 12350 | 11956 |
|  4.00%, 06/01/2033 | 183 | 183 |
|  4.00%, 12/01/2033 | 18 | 18 |
|  4.00%, 05/01/2037 | 2473 | 2436 |
|  4.00%, 10/01/2037 | 483 | 474 |
|  4.00%, 07/01/2040 | 1380 | 1356 |
|  4.00%, 08/01/2040 | 44 | 43 |
|  4.00%, 09/01/2040 | 352 | 344 |
|  4.00%, 12/01/2040 | 70 | 68 |
|  4.00%, 12/01/2040 | 298 | 291 |
|  4.00%, 01/01/2041 | 67 | 65 |
|  4.00%, 01/01/2041 | 150 | 146 |
|  4.00%, 01/01/2041 | 275 | 268 |
|  4.00%, 01/01/2041 | 330 | 321 |
|  4.00%, 01/01/2041 | 357 | 349 |
|  4.00%, 01/01/2041 | 482 | 471 |
|  4.00%, 01/01/2041 | 504 | 491 |
|  4.00%, 02/01/2041 | 19 | 18 |
|  4.00%, 02/01/2041 | 555 | 541 |
|  4.00%, 03/01/2041 | 1908 | 1860 |
|  4.00%, 09/01/2041 | 60 | 58 |
|  4.00%, 10/01/2041 | 318 | 305 |
|  4.00%, 10/01/2041 | 351 | 342 |
|  4.00%, 12/01/2041 | 456 | 444 |
|  4.00%, 12/01/2041 | 549 | 534 |
|  4.00%, 01/01/2042 | 817 | 794 |
|  4.00%, 03/01/2042 | 21 | 20 |
|  4.00%, 07/01/2042 | 134 | 130 |
|  4.00%, 07/01/2042 | 154 | 150 |
|  4.00%, 07/01/2042 | 168 | 164 |
|  4.00%, 07/01/2042 | 198 | 193 |
|  4.00%, 08/01/2042 | 1884 | 1836 |
|  4.00%, 12/01/2042 | 130 | 126 |
|  4.00%, 04/01/2043 | 2654 | 2581 |
|  4.00%, 07/01/2043 | 300 | 293 |
|  4.00%, 11/01/2043 | 821 | 797 |
|  4.00%, 12/01/2043 | 39 | 38 |
|  4.00%, 12/01/2043 | 549 | 532 |
|  4.00%, 07/01/2044 | 737 | 713 |
|  4.00%, 09/01/2044 | 296 | 286 |
|  4.00%, 01/01/2045 | 1959 | 1886 |
|  4.00%, 07/01/2045 | 2183 | 2103 |
|  4.00%, 08/01/2045 | 17647 | 17125 |
|  4.00%, 10/01/2045 | 215 | 207 |
|  4.00%, 12/01/2045 | 290 | 279 |
|  4.00%, 12/01/2045 | 1196 | 1151 |
|  4.00%, 01/01/2046 | 723 | 695 |
|  4.00%, 08/01/2046 | 991 | 953 |
|  4.00%, 03/01/2047 | 2102 | 2023 |
|  4.00%, 03/01/2047 | 2153 | 2060 |

---

------

---

| | | |
|:---|:---|:---|
|  4.00%, 04/01/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4526 |
|  4.00%, 06/01/2047 | 1192 | 1146 |
|  4.00%, 08/01/2047 | 2266 | 2180 |
|  4.00%, 11/01/2047 | 1906 | 1832 |
|  4.00%, 01/01/2048 | 1997 | 1905 |
|  4.00%, 01/01/2048 | 3533 | 3396 |
|  4.00%, 03/01/2048 | 813 | 780 |
|  4.00%, 03/01/2048 | 4286 | 4124 |
|  4.00%, 06/01/2048 | 4505 | 4329 |
|  4.00%, 09/01/2048 | 248 | 239 |
|  4.00%, 10/01/2048 | 201 | 193 |
|  4.00%, 03/01/2049 | 2628 | 2523 |
|  4.00%, 07/01/2049 | 368 | 350 |
|  4.00%, 07/01/2049 | 1763 | 1696 |
|  4.00%, 10/01/2049 | 2303 | 2226 |
|  4.00%, 01/01/2050 | 2734 | 2623 |
|  4.00%, 05/01/2050 | 2072 | 1978 |
|  4.00%, 07/01/2050 | 1945 | 1855 |
|  4.00%, 01/01/2051 | 7104 | 6835 |
|  4.00%, 04/01/2052 | 4771 | 4505 |
|  4.00%, 04/01/2052 | 8947 | 8454 |
|  4.00%, 06/01/2052 | 6341 | 6007 |
|  4.00%, 06/01/2052 | 10253 | 9687 |
|  4.00%, 07/01/2052 | 9803 | 9267 |
|  4.00%, 07/01/2052 | 11091 | 10567 |
|  4.00%, 09/01/2052 | 17356 | 16417 |
|  4.00%, 11/01/2052 | 7397 | 6996 |
|  4.00%, 12/01/2052 | 4261 | 4058 |
|  4.09%, 07/01/2030 | 11800 | 11744 |
|  4.18%, 11/01/2030 | 3367 | 3371 |
|  4.19%, 04/01/2033 | 1565 | 1541 |
|  4.19%, 04/01/2033 | 8000 | 7878 |
|  4.23%, 10/01/2032 | 11210 | 11089 |
|  4.29%, 05/01/2035 | 13068 | 12795 |
|  4.32%, 03/01/2030 | 12400 | 12490 |
|  4.32%, 06/01/2033 | 4991 | 4960 |
|  4.35% (ECOFC + 1.25%, 2.12% Floor, 12.47% Cap), 09/01/2027(2)(5) | 0 | 0 |
|  4.37%, 03/01/2033 | 3090 | 3071 |
|  4.42%, 06/01/2032 | 7000 | 7010 |
|  4.44% (ECOFC + 1.25%, 3.55% Floor, 13.10% Cap), 03/01/2029(2)(5) | 0 | 0 |
|  4.47%, 12/01/2026(4) | 488 | 489 |
|  4.49%, 05/01/2035 | 15131 | 15100 |
|  4.50%, 08/01/2029 | 24 | 24 |
|  4.50%, 09/01/2029 | 26 | 26 |
|  4.50%, 10/01/2033 | 1108 | 1102 |
|  4.50%, 11/01/2033 | 3 | 3 |
|  4.50%, 09/01/2034 | 4 | 4 |
|  4.50%, 04/01/2039 | 2002 | 2015 |
|  4.50%, 11/01/2039 | 6 | 6 |
|  4.50%, 08/01/2040 | 972 | 975 |
|  4.50%, 08/01/2040 | 976 | 979 |
|  4.50%, 12/01/2040 | 403 | 403 |
|  4.50%, 12/01/2040 | 1437 | 1440 |
|  4.50%, 03/01/2041 | 361 | 362 |
|  4.50%, 04/01/2041 | 199 | 200 |
|  4.50%, 05/01/2041 | 236 | 238 |
|  4.50%, 05/01/2041 | 2336 | 2336 |
|  4.50%, 07/01/2041 | 90 | 90 |
|  4.50%, 08/01/2041 | 626 | 626 |
|  4.50%, 01/01/2042 | 781 | 781 |
|  4.50%, 11/01/2042 | 2041 | 2042 |
|  4.50%, 02/01/2046 | 2439 | 2440 |
|  4.50%, 08/01/2047 | 254 | 251 |
|  4.50%, 07/01/2048 | 1381 | 1363 |
|  4.50%, 07/01/2049 | 2048 | 2021 |
|  4.50%, 03/01/2050 | 7067 | 6972 |
|  4.50%, 06/01/2051 | 9930 | 9807 |
|  4.50%, 07/01/2052 | 3643 | 3551 |
|  4.50%, 08/01/2052 | 11894 | 11591 |
|  4.50%, 09/01/2052 | 5557 | 5434 |
|  4.50%, 09/01/2052 | 14548 | 14178 |
|  4.50%, 10/01/2052 | 7448 | 7261 |
|  4.50%, 11/01/2052 | 11495 | 11199 |
|  4.50%, 06/01/2062 | 6638 | 6438 |
|  4.52%, 10/01/2033 | 5005 | 5044 |

---

------

---

| | | |
|:---|:---|:---|
|  4.55%, 09/01/2033 | 11498 | 11613 |
|  4.59%, 04/01/2033 | 12165 | 12258 |
|  4.77%, 08/01/2026 | 529 | 532 |
|  4.97%, 12/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8131 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8377 |
|  4.97%, 12/01/2032 | 6241 | 6443 |
|  4.98%, 11/01/2032 | 7522 | 7775 |
|  5.00%, 05/01/2028 | 2 | 2 |
|  5.00%, 04/01/2031 | 19 | 20 |
|  5.00%, 12/01/2032(5) | 0 | 0 |
|  5.00%, 06/01/2033 | 3 | 3 |
|  5.00%, 07/01/2033 | 4 | 4 |
|  5.00%, 07/01/2033 | 4 | 5 |
|  5.00%, 11/01/2033 | 1 | 1 |
|  5.00%, 11/01/2033 | 12 | 12 |
|  5.00%, 11/01/2033 | 883 | 891 |
|  5.00%, 04/01/2034 | 23 | 23 |
|  5.00%, 05/01/2034 | 12 | 12 |
|  5.00%, 12/01/2034 | 8 | 8 |
|  5.00%, 01/01/2035 | 6 | 6 |
|  5.00%, 02/01/2035 | 155 | 158 |
|  5.00%, 02/01/2035 | 800 | 811 |
|  5.00%, 06/01/2035 | 142 | 144 |
|  5.00%, 07/01/2035 | 3 | 3 |
|  5.00%, 07/01/2035 | 674 | 683 |
|  5.00%, 07/01/2035 | 793 | 811 |
|  5.00%, 09/01/2035 | 19 | 20 |
|  5.00%, 10/01/2035 | 72 | 74 |
|  5.00%, 11/01/2035 | 170 | 174 |
|  5.00%, 01/01/2036 | 14 | 14 |
|  5.00%, 02/01/2036 | 11 | 11 |
|  5.00%, 07/01/2037 | 196 | 198 |
|  5.00%, 01/01/2039 | 691 | 706 |
|  5.00%, 09/01/2039 | 39 | 40 |
|  5.00%, 04/01/2040 | 80 | 82 |
|  5.00%, 04/01/2040 | 1848 | 1867 |
|  5.00%, 06/01/2040 | 8509 | 8598 |
|  5.00%, 08/01/2040 | 73 | 75 |
|  5.00%, 05/01/2041 | 39 | 40 |
|  5.00%, 05/01/2042 | 642 | 658 |
|  5.00%, 09/01/2043 | 241 | 245 |
|  5.00%, 01/01/2048 | 330 | 334 |
|  5.00%, 05/01/2048 | 821 | 831 |
|  5.00%, 01/01/2049 | 2892 | 2927 |
|  5.00%, 06/01/2052 | 6145 | 6124 |
|  5.00%, 07/01/2052 | 394 | 393 |
|  5.00%, 08/01/2052 | 7871 | 7845 |
|  5.00%, 08/01/2052 | 8644 | 8639 |
|  5.00%, 10/01/2052 | 23329 | 23248 |
|  5.00%, 02/01/2053 | 5649 | 5629 |
|  5.00%, 02/01/2053 | 6225 | 6204 |
|  5.00%, 03/01/2053 | 13476 | 13427 |
|  5.00%, 03/01/2053 | 17546 | 17478 |
|  5.00%, 04/01/2053 | 17328 | 17265 |
|  5.00%, 06/01/2053 | 14853 | 14771 |
|  5.00%, 09/01/2053 | 243 | 242 |
|  5.00%, 02/01/2054 | 939 | 931 |
|  5.00%, 10/01/2054 | 12422 | 12325 |
|  5.43%, 10/01/2032 | 2237 | 2361 |
|  5.50%, 11/01/2032 | 22 | 22 |
|  5.50%, 02/01/2033(5) | 0 | 0 |
|  5.50%, 03/01/2033 | 20 | 21 |
|  5.50%, 04/01/2033 | 15 | 15 |
|  5.50%, 07/01/2033 | 3 | 3 |
|  5.50%, 09/01/2033 | 55 | 57 |
|  5.50%, 11/01/2033 | 1 | 1 |
|  5.50%, 12/01/2033 | 25 | 25 |
|  5.50%, 01/01/2034 | 3 | 3 |
|  5.50%, 03/01/2034 | 3 | 3 |
|  5.50%, 09/01/2034 | 5 | 5 |
|  5.50%, 10/01/2034 | 9 | 9 |
|  5.50%, 02/01/2035 | 18 | 18 |
|  5.50%, 12/01/2035 | 6 | 6 |
|  5.50%, 04/01/2036 | 20 | 20 |
|  5.50%, 05/01/2036 | 17 | 18 |
|  5.50%, 05/01/2036 | 26 | 27 |

---

------

---

| | | |
|:---|:---|:---|
|  5.50%, 11/01/2036 | 7 | 7 |
|  5.50%, 03/01/2037 | 135 | 141 |
|  5.50%, 04/01/2037 | 41 | 42 |
|  5.50%, 05/01/2037 | 47 | 49 |
|  5.50%, 01/01/2038 | 31 | 32 |
|  5.50%, 05/01/2038 | 8 | 9 |
|  5.50%, 06/01/2038 | 1 | 1 |
|  5.50%, 06/01/2038 | 39 | 41 |
|  5.50%, 06/01/2038 | 269 | 279 |
|  5.50%, 09/01/2038 | 238 | 248 |
|  5.50%, 06/01/2039 | 12 | 12 |
|  5.50%, 09/01/2039 | 17 | 17 |
|  5.50%, 12/01/2039 | 24 | 25 |
|  5.50%, 01/01/2040 | 191 | 198 |
|  5.50%, 11/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6022 |
|  5.50%, 12/01/2052 | 11450 | 11612 |
|  5.50%, 02/01/2053 | 6657 | 6768 |
|  5.50%, 03/01/2053 | 25101 | 25417 |
|  5.50%, 04/01/2053 | 1706 | 1728 |
|  5.50%, 11/01/2053 | 10461 | 10574 |
|  5.50%, 05/01/2054 | 3895 | 3943 |
|  5.50%, 01/01/2055 | 9672 | 9777 |
|  5.50%, 01/01/2055 | 14171 | 14414 |
|  5.93% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.20%, 1.20% Floor, 10.19% Cap), 08/01/2034(2) | 10 | 10 |
|  5.93% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.34%, 1.34% Floor, 12.10% Cap), 07/01/2037(2) | 11 | 11 |
|  5.99% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.41%, 1.41% Floor, 9.28% Cap), 09/01/2033(2) | 18 | 18 |
|  6.00%, 07/01/2026 | 1 | 1 |
|  6.00%, 07/01/2027 | 3 | 3 |
|  6.00%, 11/01/2027 | 2 | 2 |
|  6.00%, 12/01/2027 | 6 | 6 |
|  6.00%, 01/01/2028 | 10 | 10 |
|  6.00%, 10/01/2028 | 6 | 6 |
|  6.00%, 12/01/2028(5) | 0 | 0 |
|  6.00%, 01/01/2029(5) | 0 | 0 |
|  6.00%, 09/01/2029 | 4 | 4 |
|  6.00%, 12/01/2032 | 6 | 6 |
|  6.00%, 12/01/2032 | 37 | 38 |
|  6.00%, 03/01/2033(5) | 0 | 0 |
|  6.00%, 03/01/2033(5) | 0 | 0 |
|  6.00%, 03/01/2033 | 1 | 1 |
|  6.00%, 03/01/2033 | 1 | 1 |
|  6.00%, 05/01/2033 | 5 | 5 |
|  6.00%, 08/01/2033 | 2 | 2 |
|  6.00%, 09/01/2033 | 4 | 4 |
|  6.00%, 09/01/2033 | 5 | 5 |
|  6.00%, 11/01/2034 | 1 | 2 |
|  6.00%, 04/01/2035 | 27 | 28 |
|  6.00%, 02/01/2036 | 1 | 1 |
|  6.00%, 09/01/2036 | 95 | 99 |
|  6.00%, 11/01/2036 | 13 | 13 |
|  6.00%, 03/01/2037 | 20 | 20 |
|  6.00%, 09/01/2037 | 29 | 30 |
|  6.00%, 04/01/2038 | 8 | 8 |
|  6.00%, 05/01/2038 | 73 | 77 |
|  6.00%, 11/01/2038 | 24 | 25 |
|  6.00%, 12/01/2039 | 376 | 397 |
|  6.00%, 10/01/2040 | 473 | 499 |
|  6.00%, 07/01/2041 | 1255 | 1323 |
|  6.00%, 11/01/2048 | 19 | 19 |
|  6.00%, 02/01/2053 | 5687 | 5827 |
|  6.00%, 07/01/2053 | 4848 | 5047 |
|  6.00%, 07/01/2053 | 10009 | 10361 |
|  6.00%, 09/01/2053 | 9930 | 10174 |
|  6.00%, 10/01/2053 | 4527 | 4675 |
|  6.00%, 11/01/2053 | 4586 | 4695 |
|  6.00%, 11/01/2053 | 9905 | 10176 |
|  6.00%, 06/01/2054 | 925 | 948 |
|  6.00%, 07/01/2054 | 2756 | 2851 |
|  6.00%, 07/01/2054 | 9570 | 9874 |
|  6.00%, 10/01/2054 | 12325 | 12742 |
|  6.00%, 02/01/2055 | 3774 | 3871 |
|  6.00%, 02/01/2055 | 10295 | 10641 |
|  6.00%, 04/01/2055 | 14394 | 14892 |
|  6.00%, 07/01/2055 | 11040 | 11446 |
|  6.01% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.43%, 1.43% Floor, 12.56% Cap), 01/01/2037(2) | 14 | 14 |

---

------

---

| | | |
|:---|:---|:---|
|  6.04% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.29%, 1.29% Floor, 9.96% Cap), 05/01/2035(2) | 4 | 4 |
|  6.07% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.24%, 1.24% Floor, 10.94% Cap), 11/01/2037(2) | 18 | 18 |
|  6.08% (12 Month U.S. Treasury Average + 1.91%, 2.00% Floor, 8.51% Cap), 01/01/2036(2) | 31 | 31 |
|  6.12% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.52%, 1.52% Floor, 10.89% Cap), 01/01/2035(2) | 38 | 39 |
|  6.12% (1 Year CMT Index + 2.12%, 2.12% Floor, 10.24% Cap), 08/01/2036(2) | 2 | 2 |
|  6.15% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.48%, 1.44% Floor, 12.98% Cap), 02/01/2037(2) | 15 | 15 |
|  6.17% (1 Year CMT Index + 2.05%, 2.05% Floor, 9.42% Cap), 07/01/2034(2)(5) | 0 | 0 |
|  6.23% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.60%, 1.60% Floor, 10.24% Cap), 09/01/2036(2) | 12 | 12 |
|  6.23% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.61%, 1.61% Floor, 9.95% Cap), 08/01/2034(2) | 5 | 5 |
|  6.25% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.54%, 1.54% Floor, 11.11% Cap), 02/01/2035(2) | 1 | 1 |
|  6.26% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.64%, 1.64% Floor, 11.01% Cap), 12/01/2036(2) | 10 | 11 |
|  6.30% (1 Year CMT Index + 2.30%, 2.30% Floor, 9.24% Cap), 06/01/2034(2) | 11 | 11 |
|  6.31% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.44%, 1.44% Floor, 10.32% Cap), 11/01/2033(2) | 12 | 12 |
|  6.32% (1 Year CMT Index + 2.24%, 2.24% Floor, 10.50% Cap), 12/01/2037(2) | 22 | 23 |
|  6.34% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.59%, 1.59% Floor, 10.62% Cap), 08/01/2036(2) | 20 | 21 |
|  6.38% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.61%, 1.61% Floor, 9.29% Cap), 08/01/2033(2) | 9 | 10 |
|  6.39% (1 Year CMT Index + 2.28%, 2.28% Floor, 9.70% Cap), 04/01/2035(2) | 9 | 9 |
|  6.40% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.65%, 1.65% Floor, 10.98% Cap), 09/01/2034(2) | 1 | 1 |
|  6.42% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.80%, 1.80% Floor, 11.12% Cap), 06/01/2036(2) | 10 | 10 |
|  6.42% (1 Year CMT Index + 2.14%, 2.14% Floor, 10.49% Cap), 11/01/2037(2) | 7 | 7 |
|  6.45% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.61%, 1.61% Floor, 9.19% Cap), 01/01/2034(2) | 1 | 1 |
|  6.48% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.73%, 1.73% Floor, 11.22% Cap), 09/01/2036(2) | 16 | 17 |
|  6.50% (1 Year CMT Index + 2.00%, 2.00% Floor, 8.37% Cap), 11/01/2034(2) | 1 | 1 |
|  6.50%, 08/01/2026 | 2 | 2 |
|  6.50%, 03/01/2029 | 2 | 2 |
|  6.50%, 11/01/2029 | 62 | 64 |
|  6.50%, 08/01/2031 | 4 | 4 |
|  6.50%, 02/01/2032 | 10 | 11 |
|  6.50%, 01/01/2036 | 49 | 51 |
|  6.50%, 07/01/2036 | 2 | 3 |
|  6.50%, 08/01/2036 | 40 | 41 |
|  6.50%, 10/01/2036 | 11 | 12 |
|  6.50%, 01/01/2037 | 19 | 20 |
|  6.50%, 08/01/2037 | 10 | 10 |
|  6.50%, 08/01/2037 | 16 | 17 |
|  6.50%, 10/01/2037 | 20 | 21 |
|  6.50%, 10/01/2038 | 25 | 26 |
|  6.50%, 10/01/2038 | 98 | 104 |
|  6.50%, 03/01/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495 |
|  6.50%, 04/01/2055 | 1947 | 2036 |
|  6.52% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.77%, 1.77% Floor, 11.40% Cap), 07/01/2036(2) | 8 | 9 |
|  6.52% (1 Year CMT Index + 2.23%, 2.23% Floor, 9.63% Cap), 01/01/2036(2) | 7 | 8 |
|  6.55% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.49%, 1.49% Floor, 9.86% Cap), 10/01/2034(2) | 3 | 3 |
|  6.56% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.87%, 1.87% Floor, 10.76% Cap), 07/01/2037(2) | 7 | 7 |
|  6.57% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.57%, 1.57% Floor, 11.32% Cap), 10/01/2036(2) | 4 | 4 |
|  6.57% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.95%, 1.95% Floor, 12.32% Cap), 11/01/2036(2)(5) | 0 | 0 |
|  6.58% (1 Year CMT Index + 2.47%, 2.47% Floor, 10.41% Cap), 10/01/2035(2) | 18 | 19 |
|  6.59% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.60%, 1.60% Floor, 10.85% Cap), 05/01/2035(2) | 3 | 3 |
|  6.59% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.72%, 1.72% Floor, 10.64% Cap), 01/01/2037(2) | 7 | 8 |
|  6.61% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.61%, 1.61% Floor, 9.73% Cap), 03/01/2035(2) | 5 | 5 |
|  6.61% (1 Year CMT Index + 2.38%, 2.38% Floor, 10.25% Cap), 10/01/2034(2) | 7 | 8 |
|  6.61% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.86%, 1.86% Floor, 10.64% Cap), 06/01/2036(2) | 4 | 4 |
|  6.62% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.62%, 1.62% Floor, 10.84% Cap), 04/01/2037(2) | 6 | 6 |
|  6.64% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.03%, 2.03% Floor, 10.92% Cap), 02/01/2037(2) | 7 | 7 |
|  6.66% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.91%, 1.91% Floor, 12.16% Cap), 09/01/2037(2) | 3 | 4 |
|  6.67% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.67%, 1.67% Floor, 10.42% Cap), 01/01/2035(2) | 1 | 1 |
|  6.74% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.74%, 1.74% Floor, 9.99% Cap), 11/01/2034(2) | 1 | 1 |
|  6.81% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.81%, 1.81% Floor, 11.06% Cap), 05/01/2036(2) | 1 | 1 |
|  6.88% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.81%, 1.81% Floor, 11.48% Cap), 07/01/2037(2) | 17 | 17 |
|  6.88% (1 Year CMT Index + 2.32%, 2.32% Floor, 11.09% Cap), 09/01/2037(2) | 5 | 5 |
|  6.95% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.81%, 1.81% Floor, 9.14% Cap), 09/01/2033(2) | 3 | 3 |
|  7.00%, 09/01/2027(5) | 0 | 0 |
|  7.00%, 02/01/2033(5) | 0 | 0 |
|  7.00%, 06/01/2033 | 20 | 21 |
|  7.00%, 02/01/2036 | 6 | 6 |
|  7.00%, 03/01/2036 | 1 | 1 |
|  7.00%, 03/01/2037 | 3 | 3 |
|  7.00%, 04/01/2037 | 2 | 2 |
|  7.00%, 09/01/2037 | 18 | 19 |
|  7.00%, 09/01/2038 | 28 | 29 |
|  7.00%, 10/01/2038 | 22 | 23 |
|  7.00%, 11/01/2038 | 23 | 24 |
|  7.00%, 12/01/2038 | 68 | 72 |
|  7.00%, 01/01/2039 | 83 | 88 |
|  7.07% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.57%, 1.57% Floor, 11.27% Cap), 09/01/2036(2) | 5 | 5 |

---

------

---

| | | |
|:---|:---|:---|
|  7.08% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.37%, 2.37% Floor, 11.22% Cap), 08/01/2037(2) | 29 | 30 |
|  7.12% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.08%, 2.08% Floor, 10.45% Cap), 10/01/2036(2) | 13 | 14 |
|  7.16% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.50%, 2.50% Floor, 11.17% Cap), 03/01/2036(2) | 63 | 65 |
|  7.21% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.71%, 1.71% Floor, 11.33% Cap), 09/01/2035(2) | 1 | 1 |
|  7.25% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.50%, 2.50% Floor, 10.63% Cap), 02/01/2036(2) | 3 | 3 |
|  7.26% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.76%, 1.76% Floor, 11.26% Cap), 09/01/2037(2) | 2 | 2 |
|  7.45% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.82%, 1.82% Floor, 11.20% Cap), 09/01/2036(2) | 11 | 11 |
|  7.50%, 01/01/2035 | 7 | 8 |
|  7.50%, 03/01/2035 | 11 | 12 |
|  7.50%, 05/01/2037 | 6 | 7 |
|  7.50%, 10/01/2037 | 45 | 48 |
|  7.50%, 11/01/2037 | 14 | 15 |
|  7.50%, 11/01/2038 | 13 | 14 |
|  7.50%, 04/01/2039 | 58 | 62 |
|  7.51% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.08%, 2.08% Floor, 10.81% Cap), 10/01/2036(2) | 35 | 36 |
|  8.00%, 03/01/2027(5) | 0 | 0 |
|  8.00%, 06/01/2027 | 1 | 1 |
|  8.00%, 11/01/2028 | 3 | 4 |
|  8.00%, 11/01/2037 | 8 | 8 |
|  8.00%, 01/01/2038 | 1 | 1 |
|  Fannie Mae REMIC Trust 2003-W1 |  |  |
|  4.72%, 12/25/2042, Series 2003-W1, Class 1A1(4) | 45 | 45 |
|  5.09%, 12/25/2042, Series 2003-W1, Class 2A(4) | 13 | 13 |
|  Fannie Mae REMIC Trust 2003-W4 |  |  |
|  5.09%, 10/25/2042, Series 2003-W4, Class 2A(4) | 6 | 6 |
|  Fannie Mae REMIC Trust 2004-W10 |  |  |
|  5.75%, 08/25/2034, Series 2004-W10, Class A6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
|  Fannie Mae REMIC Trust 2004-W11 |  |  |
|  6.00%, 05/25/2044, Series 2004-W11, Class 1A1 | 39 | 40 |
|  Fannie Mae REMIC Trust 2005-W1 |  |  |
|  6.50%, 10/25/2044, Series 2005-W1, Class 1A2 | 64 | 67 |
|  Fannie Mae REMIC Trust 2006-W3 |  |  |
|  6.00%, 09/25/2046, Series 2006-W3, Class 2A | 31 | 32 |
|  Fannie Mae REMIC Trust 2007-W1 |  |  |
|  6.16%, 08/25/2047, Series 2007-W10, Class 2A(4) | 3 | 4 |
|  Fannie Mae REMIC Trust 2007-W3 |  |  |
|  6.75%, 04/25/2037, Series 2007-W3, Class 1A3 | 11 | 11 |
|  Fannie Mae REMIC Trust 2007-W5 |  |  |
|  0.00%, 06/25/2037, Series 2007-W5, Class PO | 9 | 8 |
|  Fannie Mae REMIC Trust 2007-W7 |  |  |
|  12.36% (1 Month SOFR USD + 39.18%, 39.18% Cap), 07/25/2037, Series 2007-W7, Class 1A4(2)(6) | 6 | 8 |
|  Fannie Mae REMIC Trust 2009-W1 |  |  |
|  6.00%, 12/25/2049, Series 2009-W1, Class A | 97 | 100 |
|  Fannie Mae REMICS |  |  |
|  0.00%, 01/25/2032, Series 2001-81, Class LO(5) | 0 | 0 |
|  0.00%, 04/25/2032, Series 2002-21, Class LO(5) | 0 | 0 |
|  0.00%, 12/25/2032, Series 2004-59, Class BG | 3 | 3 |
|  0.00%, 05/25/2033, Series 2003-35, Class EA | 2 | 2 |
|  0.00%, 08/25/2033, Series 2003-132, Class OA(5) | 0 | 0 |
|  0.00%, 12/25/2033, Series 2006-44, Class P | 28 | 25 |
|  0.00%, 03/25/2034, Series 2004-46, Class EP | 3 | 3 |
|  0.00%, 10/25/2035, Series 2010-39, Class OT | 7 | 6 |
|  0.00%, 03/25/2036, Series 2006-16, Class OA | 4 | 4 |
|  0.00%, 03/25/2036, Series 2006-8, Class WQ | 60 | 50 |
|  0.00%, 04/25/2036, Series 2006-23, Class KO | 4 | 4 |
|  0.00%, 04/25/2036, Series 2006-27, Class OH | 7 | 6 |
|  0.00%, 04/25/2036, Series 2006-22, Class AO | 17 | 15 |
|  0.00%, 06/25/2036, Series 2006-43, Class PO | 5 | 5 |
|  0.00%, 06/25/2036, Series 2006-44, Class GO | 10 | 9 |
|  0.00%, 06/25/2036, Series 2006-43, Class DO | 16 | 14 |
|  0.00%, 06/25/2036, Series 2006-50, Class JO | 33 | 29 |
|  0.00%, 06/25/2036, Series 2006-50, Class PS | 42 | 38 |
|  0.00%, 07/25/2036, Series 2006-58, Class AP | 3 | 3 |
|  0.00%, 07/25/2036, Series 2006-58, Class PO | 6 | 5 |
|  0.00%, 07/25/2036, Series 2006-65, Class QO | 11 | 10 |
|  0.00%, 08/25/2036, Series 2006-72, Class TO | 4 | 3 |
|  0.00%, 08/25/2036, Series 2006-79, Class DO | 8 | 7 |
|  0.00%, 08/25/2036, Series 2006-79, Class OP | 13 | 11 |
|  0.00%, 08/25/2036, Series 2006-72, Class GO | 18 | 16 |
|  0.00%, 09/25/2036, Series 2008-42, Class AO | 5 | 4 |
|  0.00%, 09/25/2036, Series 2006-90, Class AO | 6 | 5 |
|  0.00%, 09/25/2036, Series 2006-86, Class OB | 13 | 11 |
|  0.00%, 11/25/2036, Series 2006-109, Class PO | 4 | 3 |
|  0.00%, 11/25/2036, Series 2006-111, Class EO | 10 | 8 |
|  0.00%, 11/25/2036, Series 2006-110, Class PO | 18 | 15 |

---

------

---

| | | |
|:---|:---|:---|
|  0.00%, 12/25/2036, Series 2006-119, Class PO | 5 | 5 |
|  0.00%, 12/25/2036, Series 2006-115, Class OK | 10 | 8 |
|  0.00%, 01/25/2037, Series 2006-128, Class PO | 11 | 10 |
|  0.00%, 01/25/2037, Series 2009-70, Class CO | 33 | 27 |
|  0.00%, 03/25/2037, Series 2007-14, Class OP | 8 | 7 |
|  0.00%, 04/25/2037, Series 2007-28, Class EO | 26 | 22 |
|  0.00%, 05/25/2037, Series 2007-42, Class AO | 1 | 1 |
|  0.00%, 07/25/2037, Series 2007-67, Class PO | 20 | 17 |
|  0.00%, 10/25/2037, Series 2009-86, Class OT | 171 | 147 |
|  0.00%, 05/25/2038, Series 2008-44, Class PO | 1 | 1 |
|  0.00%, 01/25/2040, Series 2009-113, Class AO | 14 | 12 |
|  0.00%, 06/25/2040, Series 2010-63, Class AP | 23 | 20 |
|  0.00% (30-day Average SOFR + 4.33%, 4.44% Cap), 11/25/2040, Series 2010-125, Class SA(2)(6) | 125 | 5 |
|  0.00%, 09/25/2043, Series 2013-92, Class PO | 409 | 311 |
|  0.00%, 10/25/2043, Series 2013-101, Class DO | 330 | 249 |
|  0.00%, 12/25/2043, Series 2013-128, Class PO | 724 | 532 |
|  0.50%, 09/25/2054, Series 2025-31, Class MA | 14025 | 11758 |
|  0.50%, 09/25/2054, Series 2025-18, Class MA | 21847 | 18529 |
|  1.22%, 01/25/2038, Series 2007-116, Class HI(4) | 108 | 6 |
|  1.25%, 06/25/2050, Series 2020-46, Class KB | 16190 | 12660 |
|  1.31% (30-day Average SOFR + 5.67%, 5.78% Cap), 06/25/2037, Series 2007-92, Class YS(2)(6) | 13 | 1 |
|  1.38% (30-day Average SOFR + 5.74%, 5.85% Cap), 09/25/2038, Series 2008-81, Class SB(2)(6) | 58 | 4 |
|  1.38% (30-day Average SOFR + 5.74%, 5.85% Cap), 09/25/2038, Series 2008-80, Class SA(2)(6) | 53 | 4 |
|  1.43% (30-day Average SOFR + 5.79%, 5.90% Cap), 10/25/2039, Series 2009-84, Class WS(2)(6) | 16 | 1 |
|  1.44% (30-day Average SOFR + 5.80%, 5.91% Cap), 02/25/2038, Series 2008-1, Class BI(2)(6) | 56 | 5 |
|  1.51% (30-day Average SOFR + 7.31%, 7.47% Cap), 08/25/2033, Series 2003-71, Class DS(2)(6) | 34 | 32 |
|  1.53% (30-day Average SOFR + 5.89%, 6.00% Cap), 02/25/2038, Series 2008-4, Class SD(2)(6) | 156 | 15 |
|  1.55%, 06/25/2038, Series 2008-46, Class HI(4) | 22 | 1 |
|  1.58% (30-day Average SOFR + 5.94%, 6.05% Cap), 04/25/2050, Series 2020-24, Class SP(2)(6) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517 |
|  1.59% (30-day Average SOFR + 5.95%, 5.95% Cap), 08/25/2052, Series 2022-51, Class PS(2)(6) | 8700 | 976 |
|  1.60% (30-day Average SOFR + 7.99%, 1.60% Cap), 03/25/2032, Series 2002-13, Class SJ(2)(5)(6) | 8 | 0 |
|  1.61% (30-day Average SOFR + 5.97%, 6.08% Cap), 03/25/2037, Series 2007-22, Class SC(2)(5)(6) | 0 | 0 |
|  1.63% (30-day Average SOFR + 5.99%, 6.10% Cap), 04/25/2037, Series 2007-35, Class SI(2)(6) | 26 | 1 |
|  1.63% (30-day Average SOFR + 5.99%, 6.10% Cap), 06/25/2037, Series 2007-54, Class WI(2)(6) | 13 | 1 |
|  1.63% (30-day Average SOFR + 5.99%, 6.10% Cap), 06/25/2037, Series 2007-53, Class SH(2)(6) | 54 | 4 |
|  1.63% (30-day Average SOFR + 5.99%, 6.10% Cap), 11/25/2049, Series 2010-103, Class SB(2)(6) | 36 | 3 |
|  1.71% (30-day Average SOFR + 6.07%, 6.18% Cap), 12/25/2039, Series 2009-99, Class SC(2)(6) | 21 | 2 |
|  1.73% (30-day Average SOFR + 6.09%, 6.20% Cap), 03/25/2038, Series 2008-16, Class IS(2)(6) | 20 | 2 |
|  1.76% (30-day Average SOFR + 6.12%, 6.23% Cap), 03/25/2038, Series 2008-10, Class XI(2)(6) | 23 | 2 |
|  1.78% (30-day Average SOFR + 6.14%, 6.25% Cap), 01/25/2040, Series 2009-112, Class ST(2)(6) | 44 | 5 |
|  1.80%, 04/25/2041, Series 2011-30, Class LS(4) | 149 | 11 |
|  1.89% (30-day Average SOFR + 6.25%, 6.36% Cap), 12/25/2037, Series 2007-108, Class SA(2)(5)(6) | 3 | 0 |
|  1.93% (30-day Average SOFR + 6.29%, 6.40% Cap), 07/25/2037, Series 2007-72, Class EK(2)(6) | 138 | 15 |
|  1.93% (30-day Average SOFR + 6.29%, 6.40% Cap), 12/25/2037, Series 2007-109, Class AI(2)(6) | 59 | 5 |
|  1.93% (30-day Average SOFR + 6.29%, 6.40% Cap), 05/25/2040, Series 2010-42, Class S(2)(6) | 18 | 2 |
|  1.95% (30-day Average SOFR + 6.31%, 6.42% Cap), 04/25/2040, Series 2010-35, Class SB(2)(6) | 28 | 2 |
|  1.97% (30-day Average SOFR + 6.33%, 6.44% Cap), 03/25/2037, Series 2007-14, Class ES(2)(6) | 70 | 8 |
|  1.98% (30-day Average SOFR + 6.34%, 6.45% Cap), 10/25/2037, Series 2007-100, Class SM(2)(6) | 49 | 5 |
|  1.98% (30-day Average SOFR + 6.34%, 6.45% Cap), 12/25/2037, Series 2007-112, Class SA(2)(6) | 71 | 9 |
|  1.99% (30-day Average SOFR + 6.35%, 6.46% Cap), 10/25/2037, Series 2007-91, Class ES(2)(6) | 73 | 8 |
|  2.00%, 06/25/2041, Series 2021-31, Class AB | 2510 | 2285 |
|  2.00%, 12/25/2043, Series 2020-35, Class MA | 1170 | 1112 |
|  2.00%, 06/25/2046, Series 2020-51, Class BA | 3366 | 3024 |
|  2.03% (30-day Average SOFR + 6.39%, 6.50% Cap), 08/25/2036, Series 2007-7, Class SG(2)(6) | 93 | 10 |
|  2.05% (30-day Average SOFR + 6.41%, 6.52% Cap), 07/25/2036, Series 2006-58, Class IG(2)(6) | 11 | 1 |
|  2.06% (30-day Average SOFR + 6.42%, 6.53% Cap), 01/25/2041, Series 2010-147, Class SA(2)(6) | 236 | 28 |
|  2.07% (30-day Average SOFR + 6.43%, 6.54% Cap), 09/25/2037, Series 2007-88, Class VI(2)(6) | 66 | 5 |
|  2.08% (30-day Average SOFR + 6.44%, 6.55% Cap), 02/25/2039, Series 2009-6, Class GS(2)(6) | 34 | 3 |
|  2.11% (30-day Average SOFR + 6.47%, 6.58% Cap), 06/25/2036, Series 2006-53, Class US(2)(6) | 41 | 3 |
|  2.12% (30-day Average SOFR + 9.96%, 10.17% Cap), 08/25/2033, Series 2003-74, Class SH(2)(6) | 5 | 5 |
|  2.15% (30-day Average SOFR + 6.51%, 6.62% Cap), 07/25/2037, Series 2007-65, Class KI(2)(6) | 51 | 5 |
|  2.18% (30-day Average SOFR + 6.54%, 6.65% Cap), 12/25/2036, Series 2006-117, Class GS(2)(6) | 45 | 4 |
|  2.18% (30-day Average SOFR + 6.54%, 6.65% Cap), 03/25/2039, Series 2009-17, Class QS(2)(6) | 12 | 1 |
|  2.23% (30-day Average SOFR + 6.59%, 6.70% Cap), 03/25/2036, Series 2006-8, Class WN(2)(6) | 220 | 21 |
|  2.24% (30-day Average SOFR + 6.60%, 6.71% Cap), 07/25/2035, Series 2005-56, Class S(2)(6) | 20 | 2 |
|  2.38% (30-day Average SOFR + 6.74%, 6.85% Cap), 04/25/2038, Series 2008-32, Class SA(2)(6) | 12 | 1 |
|  2.43% (30-day Average SOFR + 6.79%, 6.90% Cap), 04/25/2038, Series 2008-27, Class SN(2)(6) | 25 | 3 |
|  2.50%, 11/25/2042, Series 2012-128, Class MP | 880 | 812 |
|  2.52% (30-day Average SOFR + 6.88%, 6.99% Cap), 03/25/2038, Series 2008-20, Class SA(2)(6) | 22 | 2 |
|  2.58% (30-day Average SOFR + 13.46%, 13.75% Cap), 07/25/2033, Series 2003-64, Class SX(2)(6) | 6 | 6 |
|  2.68% (30-day Average SOFR + 7.04%, 7.15% Cap), 07/25/2037, Series 2007-60, Class AX(2)(6) | 206 | 28 |
|  2.73% (30-day Average SOFR + 7.09%, 7.20% Cap), 07/25/2038, Series 2008-53, Class CI(2)(6) | 13 | 1 |
|  2.76% (30-day Average SOFR + 17.29%, 17.67% Cap), 04/25/2040, Series 2010-35, Class SJ(2)(6) | 38 | 38 |
|  3.00%, 12/25/2028, Series 2013-118, Class YL | 592 | 585 |
|  3.00%, 10/25/2033, Series 2013-100, Class WB | 485 | 470 |

---

------

---

| | | |
|:---|:---|:---|
|  3.00%, 02/25/2043, Series 2013-81, Class TA | 183 | 181 |
|  3.00%, 01/25/2046, Series 2016-38, Class NA | 747 | 702 |
|  3.13% (30-day Average SOFR + 7.49%, 7.60% Cap), 07/25/2028, Series 2008-55, Class S(2)(6) | 20 | 1 |
|  3.13% (30-day Average SOFR + 7.49%, 7.60% Cap), 11/25/2033, Series 2003-116, Class SB(2)(6) | 27 | 2 |
|  3.15% (30-day Average SOFR + 24.93%, 25.50% Cap), 06/25/2035, Series 2005-59, Class SU(2)(6) | 10 | 11 |
|  3.50%, 04/25/2031, Series 2011-31, Class DB | 197 | 194 |
|  3.50%, 09/25/2033, Series 2013-90, Class DL | 1071 | 1047 |
|  3.50%, 03/25/2042, Series 2013-136, Class QB | 474 | 450 |
|  3.50%, 02/25/2043, Series 2013-4, Class AJ | 96 | 91 |
|  3.50%, 01/25/2051, Series 2020-101, Class AI | 14831 | 2803 |
|  3.50%, 11/25/2057, Series 2019-7, Class CA | 2409 | 2336 |
|  3.72% (30-day Average SOFR + 12.43%, 12.66% Cap), 03/25/2040, Series 2010-49, Class SC(2)(6) | 68 | 67 |
|  4.00%, 04/25/2033, Series 2003-22, Class UD | 61 | 60 |
|  4.00%, 05/25/2033, Series 2003-42, Class GB | 4 | 4 |
|  4.21% (30-day Average SOFR + 16.19%, 16.50% Cap), 05/25/2034, Series 2004-46, Class SK(2)(6) | 2 | 2 |
|  4.50%, 10/25/2036, Series 2009-19, Class PW | 53 | 53 |
|  4.50%, 02/25/2039, Series 2009-4, Class BD(5) | 0 | 0 |
|  4.50%, 04/25/2042, Series 2014-11, Class VB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1420 |
|  4.52% (30-day Average SOFR + 0.17%, 0.06% Floor), 12/25/2036, Series 2006-118, Class A1(2) | 20 | 20 |
|  4.52% (30-day Average SOFR + 0.17%, 0.06% Floor), 12/25/2036, Series 2006-118, Class A2(2) | 85 | 84 |
|  4.72% (30-day Average SOFR + 0.36%, 0.25% Floor, 7.00% Cap), 04/25/2036, Series 2006-23, Class FK(2) | 36 | 36 |
|  4.72% (30-day Average SOFR + 0.36%, 0.25% Floor, 6.50% Cap), 02/25/2037, Series 2007-10, Class FD(2) | 12 | 12 |
|  4.76% (30-day Average SOFR + 0.40%, 0.29% Floor, 7.50% Cap), 07/25/2036, Series 2006-56, Class FC(2) | 84 | 83 |
|  4.77% (30-day Average SOFR + 0.41%, 0.30% Floor, 6.75% Cap), 05/25/2037, Series 2007-43, Class FL(2) | 16 | 16 |
|  4.81% (30-day Average SOFR + 11.35%, 11.52% Cap), 01/25/2034, Series 2003-130, Class SX(2)(5)(6) | 0 | 0 |
|  4.82% (30-day Average SOFR + 0.46%, 0.35% Floor, 6.75% Cap), 04/25/2035, Series 2005-25, Class PF(2) | 32 | 32 |
|  4.82% (30-day Average SOFR + 0.46%, 0.35% Floor, 7.50% Cap), 08/25/2036, Series 2006-79, Class DF(2) | 33 | 33 |
|  4.84% (30-day Average SOFR + 0.48%, 0.37% Floor, 7.50% Cap), 07/25/2037, Series 2007-64, Class FB(2) | 23 | 23 |
|  4.87% (30-day Average SOFR + 0.51%, 0.40% Floor, 7.50% Cap), 03/25/2034, Series 2004-28, Class PF(2) | 3 | 3 |
|  4.87% (30-day Average SOFR + 0.51%, 0.40% Floor, 7.50% Cap), 05/25/2034, Series 2004-36, Class FA(2) | 55 | 55 |
|  4.87% (30-day Average SOFR + 0.51%, 0.40% Floor, 7.00% Cap), 06/25/2036, Series 2006-46, Class FW(2) | 11 | 10 |
|  4.87% (30-day Average SOFR + 0.51%, 0.40% Floor, 7.00% Cap), 06/25/2037, Series 2007-54, Class FA(2) | 79 | 78 |
|  4.87% (30-day Average SOFR + 0.36%, 0.25% Floor), 06/27/2036, Series 2007-101, Class A2(2) | 152 | 154 |
|  4.92% (30-day Average SOFR + 0.56%, 6.50% Cap), 06/25/2037, Series 2007-98, Class FB(2) | 8 | 8 |
|  4.92% (30-day Average SOFR + 0.56%, 0.45% Floor, 6.50% Cap), 09/25/2042, Series 2012-99, Class FA(2) | 111 | 109 |
|  4.93% (30-day Average SOFR + 0.57%, 0.46% Floor, 7.00% Cap), 07/25/2036, Series 2006-58, Class FL(2) | 10 | 10 |
|  4.97% (30-day Average SOFR + 0.61%, 0.50% Floor, 7.00% Cap), 03/25/2037, Series 2007-77, Class FG(2) | 20 | 19 |
|  4.97% (30-day Average SOFR + 0.61%, 0.50% Floor, 7.00% Cap), 07/25/2037, Series 2007-97, Class FC(2) | 12 | 12 |
|  4.97% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 07/25/2041, Series 2011-149, Class EF(2) | 9 | 9 |
|  4.97% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 11/25/2041, Series 2011-149, Class MF(2) | 41 | 41 |
|  4.97% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 09/25/2042, Series 2012-101, Class FC(2) | 53 | 52 |
|  4.97% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 09/25/2042, Series 2012-97, Class FB(2) | 357 | 352 |
|  4.97% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 10/25/2042, Series 2012-108, Class F(2) | 138 | 136 |
|  4.97% (30-day Average SOFR + 15.86%, 16.15% Cap), 09/25/2037, Series 2007-85, Class SL(2)(6) | 3 | 4 |
|  5.00%, 03/25/2029, Series 2009-11, Class NB(5) | 0 | 0 |
|  5.00%, 11/25/2032, Series 2002-71, Class AP | 2 | 2 |
|  5.00%, 03/25/2033, Series 2003-14, Class TI(5) | 2 | 0 |
|  5.00%, 03/25/2037, Series 2009-63, Class P | 1 | 1 |
|  5.00%, 07/25/2038, Series 2008-56, Class AC | 13 | 13 |
|  5.00%, 07/25/2038, Series 2008-60, Class JC | 17 | 17 |
|  5.00%, 07/25/2039, Series 2009-52, Class PI | 25 | 4 |
|  5.00%, 08/25/2039, Series 2009-59, Class HB | 101 | 103 |
|  5.00%, 09/25/2039, Series 2009-65, Class MT | 8 | 8 |
|  5.00%, 06/25/2040, Series 2010-64, Class DM | 93 | 94 |
|  5.00%, 07/25/2040, Series 2010-80, Class AZ | 2208 | 2252 |
|  5.00%, 09/25/2040, Series 2010-102, Class PN | 68 | 69 |
|  5.00%, 10/25/2054, Series 2025-40, Class P | 6714 | 6747 |
|  5.02% (30-day Average SOFR + 0.66%, 0.55% Floor, 6.50% Cap), 08/25/2041, Series 2011-75, Class FA(2) | 18 | 18 |
|  5.05% (30-day Average SOFR + 12.31%, 12.50% Cap), 09/25/2033, Series 2003-91, Class SD(2)(6) | 4 | 4 |
|  5.06% (30-day Average SOFR + 13.77%, 14.00% Cap), 03/25/2038, Series 2008-18, Class SP(2)(6) | 10 | 10 |
|  5.07% (30-day Average SOFR + 0.71%, 0.60% Floor, 7.00% Cap), 04/25/2040, Series 2010-40, Class FJ(2) | 3 | 3 |
|  5.07% (30-day Average SOFR + 0.71%, 0.60% Floor, 7.00% Cap), 05/25/2040, Series 2010-43, Class FD(2) | 19 | 19 |
|  5.22% (30-day Average SOFR + 0.86%, 0.75% Floor, 8.00% Cap), 01/25/2034, Series 2004-87, Class F(2) | 37 | 37 |
|  5.22% (30-day Average SOFR + 0.86%, 6.50% Cap), 03/25/2037, Series 2007-16, Class FC(2) | 13 | 13 |
|  5.27% (30-day Average SOFR + 0.91%, 0.80% Floor, 8.00% Cap), 11/25/2032, Series 2004-61, Class FH(2) | 66 | 67 |
|  5.30% (30-day Average SOFR + 14.01%, 14.24% Cap), 07/25/2034, Series 2004-51, Class SY(2)(6) | 4 | 4 |
|  5.32% (30-day Average SOFR + 16.21%, 16.50% Cap), 07/25/2037, Series 2007-62, Class SE(2)(6) | 11 | 12 |
|  5.37% (30-day Average SOFR + 1.01%, 0.90% Floor, 6.75% Cap), 03/25/2038, Series 2008-18, Class FA(2) | 12 | 12 |
|  5.50%, 04/18/2029, Series 1999-18, Class Z(5) | 0 | 0 |
|  5.50%, 12/25/2032, Series 2002-78, Class Z | 33 | 34 |
|  5.50%, 08/25/2033, Series 2003-72, Class IE | 74 | 9 |
|  5.50%, 08/25/2033, Series 2003-73, Class HC | 28 | 29 |
|  5.50%, 10/25/2033, Series 2003-105, Class AZ | 204 | 212 |
|  5.50%, 04/25/2034, Series 2004-17, Class H | 70 | 72 |
|  5.50%, 07/25/2034, Series 2004-50, Class VZ | 131 | 137 |

---

------

---

| | | |
|:---|:---|:---|
|  5.50%, 08/25/2035, Series 2005-68, Class PG | 22 | 22 |
|  5.50%, 08/25/2035, Series 2005-73, Class ZB | 240 | 248 |
|  5.50%, 12/25/2035, Series 2005-110, Class GL | 159 | 166 |
|  5.50%, 03/25/2036, Series 2006-16, Class HZ | 15 | 16 |
|  5.50%, 03/25/2036, Series 2006-12, Class BZ | 61 | 63 |
|  5.50%, 03/25/2036, Series 2006-8, Class JZ | 76 | 78 |
|  5.50%, 01/25/2037, Series 2006-128, Class BP | 2 | 2 |
|  5.50%, 07/25/2037, Series 2007-70, Class Z | 49 | 51 |
|  5.50%, 08/25/2037, Series 2007-76, Class AZ | 6 | 6 |
|  5.50%, 07/25/2038, Series 2011-47, Class ZA | 60 | 61 |
|  5.50%, 10/25/2039, Series 2009-86, Class IP | 65 | 11 |
|  5.50%, 06/25/2040, Series 2010-58, Class MB | 218 | 222 |
|  5.50%, 07/25/2040, Series 2010-71, Class HJ | 88 | 91 |
|  5.50%, 10/25/2040, Series 2010-111, Class AM | 323 | 335 |
|  5.51%, 07/25/2051, Series 2011-58, Class WA(4) | 18 | 17 |
|  5.52% (30-day Average SOFR + 16.41%, 16.70% Cap), 08/25/2035, Series 2005-73, Class PS(2)(6) | 8 | 8 |
|  5.70% (30-day Average SOFR + 16.59%, 16.88% Cap), 08/25/2035, Series 2005-72, Class SB(2)(6) | 4 | 5 |
|  5.70% (30-day Average SOFR + 16.59%, 16.88% Cap), 10/25/2035, Series 2005-90, Class ES(2)(6) | 7 | 8 |
|  5.75%, 06/25/2033, Series 2003-47, Class PE | 18 | 19 |
|  5.75%, 07/25/2035, Series 2005-66, Class ZH | 653 | 678 |
|  5.75%, 10/25/2035, Series 2005-84, Class XM | 14 | 14 |
|  5.82%, 02/25/2051, Series 2011-2, Class WA(4) | 25 | 26 |
|  5.82% (30-day Average SOFR + 16.71%, 17.00% Cap), 05/25/2035, Series 2005-42, Class PS(2)(6) | 1 | 1 |
|  5.96% (30-day Average SOFR + 1.60%, 1.60% Floor, 6.00% Cap), 02/25/2055, Series 2025-6, Class FC(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742 |
|  5.96%, 09/25/2039, Series 2009-69, Class WA(4) | 30 | 30 |
|  5.99%, 10/25/2037, Series 2007-106, Class A7(4) | 17 | 18 |
|  6.00%, 07/18/2028, Series 1998-36, Class ZB | 1 | 1 |
|  6.00%, 07/25/2031, Series 2001-33, Class ID | 8 | 1 |
|  6.00%, 11/25/2031, Series 2001-60, Class PX | 13 | 14 |
|  6.00%, 04/25/2032, Series 2002-15, Class ZA | 34 | 35 |
|  6.00%, 11/25/2032, Series 2011-39, Class ZA | 109 | 114 |
|  6.00%, 05/25/2033, Series 2003-39, Class IO(4)(5) | 3 | 0 |
|  6.00%, 05/25/2033, Series 2003-34, Class AX | 9 | 10 |
|  6.00%, 05/25/2033, Series 2003-34, Class GE | 26 | 28 |
|  6.00%, 05/25/2033, Series 2003-34, Class ED | 42 | 44 |
|  6.00%, 12/25/2035, Series 2005-109, Class PC | 2 | 2 |
|  6.00%, 07/25/2036, Series 2006-71, Class ZL | 133 | 139 |
|  6.00%, 03/25/2037, Series 2007-18, Class MZ | 105 | 110 |
|  6.00%, 05/25/2037, Series 2007-42, Class B | 44 | 46 |
|  6.00%, 08/25/2037, Series 2007-78, Class CB | 6 | 6 |
|  6.00%, 08/25/2037, Series 2007-78, Class PE | 11 | 12 |
|  6.00%, 08/25/2037, Series 2007-76, Class ZG | 13 | 13 |
|  6.00%, 08/25/2037, Series 2007-81, Class GE | 22 | 23 |
|  6.00%, 08/25/2039, Series 2009-60, Class HT | 130 | 136 |
|  6.11%, 03/25/2040, Series 2010-16, Class WB(4) | 64 | 65 |
|  6.12% (30-day Average SOFR + 23.54%, 24.00% Cap), 05/25/2034, Series 2004-46, Class QB(2)(6) | 5 | 6 |
|  6.20% (30-day Average SOFR + 17.09%, 17.38% Cap), 07/25/2035, Series 2005-66, Class SG(2)(6) | 10 | 11 |
|  6.27%, 02/25/2040, Series 2010-1, Class WA(4) | 13 | 13 |
|  6.29% (30-day Average SOFR + 14.27%, 14.48% Cap), 12/25/2032, Series 2002-77, Class S(2)(6) | 2 | 2 |
|  6.32% (30-day Average SOFR + 23.74%, 24.20% Cap), 09/25/2035, Series 2005-75, Class SV(2)(6) | 1 | 2 |
|  6.33%, 12/25/2039, Series 2009-99, Class WA(4) | 66 | 68 |
|  6.35%, 04/25/2029, Series 1999-17, Class C | 1 | 1 |
|  6.44%, 03/25/2040, Series 2010-16, Class WA(4) | 44 | 45 |
|  6.50% (30-day Average SOFR + 15.27%, 15.50% Cap), 11/25/2031, Series 2004-74, Class SW(2)(6) | 5 | 5 |
|  6.50%, 04/25/2027, Series 1997-32, Class PG(5) | 0 | 0 |
|  6.50%, 07/18/2027, Series 1997-42, Class ZC(5) | 0 | 0 |
|  6.50%, 09/25/2031, Series 2001-49, Class Z | 2 | 2 |
|  6.50%, 10/25/2031, Series 2001-52, Class KB | 2 | 2 |
|  6.50%, 04/25/2032, Series 2002-21, Class PE | 6 | 6 |
|  6.50%, 05/25/2032, Series 2002-28, Class PK | 12 | 13 |
|  6.50%, 06/25/2032, Series 2002-37, Class Z | 6 | 6 |
|  6.50%, 07/25/2032, Series 2006-130, Class GI | 14 | 1 |
|  6.50%, 08/25/2032, Series 2002-48, Class GH | 14 | 15 |
|  6.50%, 02/25/2033, Series 2003-9, Class NZ | 6 | 7 |
|  6.50%, 05/25/2033, Series 2003-33, Class IA | 23 | 3 |
|  6.50%, 07/25/2036, Series 2006-63, Class ZH | 58 | 62 |
|  6.50%, 07/25/2036, Series 2011-19, Class ZY | 77 | 82 |
|  6.50%, 08/25/2036, Series 2006-78, Class BZ | 8 | 9 |
|  6.50%, 08/25/2036, Series 2006-77, Class PC | 19 | 19 |
|  6.50%, 09/25/2036, Series 2006-85, Class MZ | 3 | 3 |
|  6.50%, 06/25/2037, Series 2007-92, Class YA | 8 | 8 |
|  6.50%, 12/25/2037, Series 2007-112, Class MJ | 51 | 54 |
|  6.50%, 06/25/2042, Series 2002-90, Class A1 | 26 | 27 |
|  6.57%, 12/25/2039, Series 2009-103, Class MB(4) | 54 | 54 |
|  7.00%, 11/25/2026, Series 1996-48, Class Z(5) | 0 | 0 |

---

------

---

| | | |
|:---|:---|:---|
|  7.00%, 12/18/2027, Series 1997-81, Class PI(5) | 1 | 0 |
|  7.00%, 03/25/2031, Series 2001-7, Class PF | 1 | 1 |
|  7.00%, 07/25/2031, Series 2001-30, Class PM | 4 | 4 |
|  7.00%, 08/25/2031, Series 2001-36, Class DE | 9 | 9 |
|  7.00%, 09/25/2031, Series 44, Class PD | 1 | 2 |
|  7.00%, 09/25/2031, Series 2001-44, Class PU | 2 | 2 |
|  7.00%, 09/25/2031, Series 2001-44, Class MY | 11 | 11 |
|  7.00%, 11/25/2031, Series 2001-61, Class Z | 15 | 15 |
|  7.00%, 05/25/2033, Series 2007-97, Class KI | 46 | 3 |
|  7.00%, 07/25/2039, Series 2009-47, Class MT | 1 | 1 |
|  7.00%, 11/25/2041, Series 2011-118, Class LB | 257 | 274 |
|  7.00%, 11/25/2041, Series 2011-118, Class NT | 280 | 299 |
|  7.00%, 11/25/2041, Series 2011-118, Class MT | 321 | 340 |
|  7.05% (30-day Average SOFR + 17.20%, 17.47% Cap), 12/25/2031, Series 2001-72, Class SX(2)(5)(6) | 0 | 0 |
|  7.23% (30-day Average SOFR + 19.21%, 19.53% Cap), 04/25/2034, Series 2004-25, Class SA(2)(6) | 8 | 9 |
|  7.23% (30-day Average SOFR + 19.21%, 19.53% Cap), 05/25/2034, Series 2004-36, Class SA(2)(6) | 24 | 26 |
|  7.29% (30-day Average SOFR + 20.36%, 20.70% Cap), 04/25/2038, Series 2008-28, Class QS(2)(6) | 9 | 11 |
|  7.50%, 04/18/2027, Series 1997-27, Class J(5) | 0 | 0 |
|  7.50%, 04/20/2027, Series 1997-29, Class J | 1 | 1 |
|  7.50%, 05/20/2027, Series 1997-39, Class PD | 2 | 2 |
|  7.50%, 12/18/2029, Series 1999-62, Class PB | 1 | 1 |
|  7.50%, 02/25/2030, Series 2000-2, Class ZE | 5 | 5 |
|  7.62% (30-day Average SOFR + 23.60%, 24.02% Cap), 08/25/2037, Series 2007-79, Class SB(2)(6) | 16 | 18 |
|  7.76% (30-day Average SOFR + 22.28%, 22.67% Cap), 04/25/2037, Series 2007-29, Class SG(2)(6) | 15 | 18 |
|  7.81% (30-day Average SOFR + 23.78%, 24.20% Cap), 06/25/2036, Series 2006-46, Class SW(2)(6) | 2 | 2 |
|  8.17% (30-day Average SOFR + 24.15%, 24.57% Cap), 11/25/2035, Series 2005-106, Class US(2)(6) | 22 | 23 |
|  8.17% (30-day Average SOFR + 24.15%, 24.57% Cap), 03/25/2036, Series 2006-11, Class PS(2)(6) | 6 | 7 |
|  8.32% (30-day Average SOFR + 25.74%, 26.20% Cap), 10/25/2036, Series 2006-95, Class SG(2)(6) | 6 | 8 |
|  8.50%, 01/25/2031, Series 2000-52, Class IO(5) | 1 | 0 |
|  8.50% (30-day Average SOFR + 50.19%, 8.50% Cap), 11/25/2032, Series 2004-61, Class SK(2)(6) | 4 | 5 |
|  8.68% (30-day Average SOFR + 26.10%, 26.56% Cap), 12/25/2036, Series 2006-115, Class ES(2)(6) | 1 | 1 |
|  8.85% (30-day Average SOFR + 24.10%, 24.50% Cap), 09/25/2031, Series 2001-60, Class QS(2)(6) | 5 | 6 |
|  9.54% (30-day Average SOFR + 22.61%, 22.95% Cap), 10/25/2031, Series 2003-52, Class SX(2)(6) | 3 | 4 |
|  10.00% (30-day Average SOFR + 53.24%, 10.00% Cap), 03/25/2032, Series 2002-13, Class ST(2)(5)(6) | 0 | 0 |
|  10.03% (30-day Average SOFR + 29.63%, 30.15% Cap), 05/25/2036, Series 2006-33, Class LS(2)(6) | 5 | 6 |
|  10.66% (30-day Average SOFR + 24.82%, 25.19% Cap), 02/25/2032, Series 2002-1, Class SA(2)(6) | 1 | 2 |
|  10.90% (30-day Average SOFR + 32.68%, 33.25% Cap), 10/25/2026, Series 2006-94, Class GK(2)(5)(6) | 0 | 0 |
|  10.92% (30-day Average SOFR + 28.34%, 28.80% Cap), 07/25/2036, Series 2006-60, Class AK(2)(6) | 6 | 7 |
|  12.18% (30-day Average SOFR + 38.31%, 39.00% Cap), 02/25/2037, Series 2007-1, Class SD(2)(6) | 8 | 14 |
|  13.08% (30-day Average SOFR + 39.21%, 39.90% Cap), 07/25/2036, Series 2006-62, Class PS(2)(6) | 4 | 6 |
|  Fannie Mae Trust 2003-W2 |  |  |
|  5.90%, 07/25/2042, Series 2003-W2, Class 2A9 | 25 | 25 |
|  6.50%, 07/25/2042, Series 2003-W2, Class 1A1 | 42 | 44 |
|  Fannie Mae Trust 2003-W6 |  |  |
|  5.20%, 09/25/2042, Series 2003-W6, Class 2A4 | 141 | 140 |
|  6.50%, 09/25/2042, Series 2003-W6, Class 3A | 50 | 51 |
|  Fannie Mae Trust 2003-W8 |  |  |
|  4.87% (30-day Average SOFR + 0.51%, 0.40% Floor, 8.00% Cap), 05/25/2042, Series 2003-W8, Class 3F1(2) | 11 | 11 |
|  7.00%, 10/25/2042, Series 2003-W8, Class 2A | 54 | 56 |
|  Fannie Mae Trust 2004-W1 |  |  |
|  7.00%, 12/25/2033, Series 2004-W1, Class 2A2 | 88 | 92 |
|  Fannie Mae Trust 2004-W15 |  |  |
|  4.72% (30-day Average SOFR + 0.36%, 0.25% Floor), 08/25/2044, Series 2004-W15, Class 2AF(2) | 37 | 37 |
|  Fannie Mae Trust 2004-W2 |  |  |
|  7.00%, 02/25/2044, Series 2004-W2, Class 2A2 | 12 | 12 |
|  Fannie Mae Trust 2004-W8 |  |  |
|  7.50%, 06/25/2044, Series 2004-W8, Class 3A | 9 | 10 |
|  Fannie Mae Trust 2005-W3 |  |  |
|  4.69% (30-day Average SOFR + 0.33%, 0.22% Floor, 9.50% Cap), 03/25/2045, Series 2005-W3, Class 2AF(2) | 306 | 303 |
|  Fannie Mae Trust 2005-W4 |  |  |
|  6.00%, 08/25/2045, Series 2005-W4, Class 1A1 | 15 | 16 |
|  Fannie Mae Trust 2006-W2 |  |  |
|  4.69% (30-day Average SOFR + 0.33%, 0.22% Floor, 9.50% Cap), 02/25/2046, Series 2006-W2, Class 1AF1(2) | 134 | 133 |
|  5.54%, 11/25/2045, Series 2006-W2, Class 2A(4) | 46 | 47 |
|  Fannie Mae Whole Loan |  |  |
|  4.73% (30-day Average SOFR + 0.37%, 0.26% Floor, 9.50% Cap), 11/25/2046, Series 2007-W1, Class 1AF1(2) | 307 | 305 |
|  Fannie Mae-Aces |  |  |
|  0.75%, 09/25/2028, Series 2020-M39, Class 1A1 | 6707 | 6401 |
|  1.20%, 10/25/2030, Series 2020-M50, Class A2 | 882 | 842 |
|  1.25%, 10/25/2032, Series 2020-M47, Class A2(4) | 13350 | 11598 |
|  1.59%, 11/25/2028, Series 2020-M38, Class 2A1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1290 |
|  1.76%, 11/25/2031, Series 2022-M3, Class A2(4) | 13600 | 11708 |
|  1.92%, 10/25/2030, Series 2020-M50, Class X1(4) | 13905 | 527 |
|  1.99%, 01/25/2032, Series 2022-M10, Class A2(4) | 13025 | 11385 |
|  2.01%, 11/25/2033, Series 2021-M3, Class X1(4) | 24947 | 1597 |

---

------

---

| | | |
|:---|:---|:---|
|  2.05%, 07/25/2030, Series 2020-M39, Class X1(4) | 98083 | 5308 |
|  2.10%, 11/25/2028, Series 2020-M38, Class X2(4) | 11007 | 452 |
|  2.56%, 12/25/2026, Series 2017-M3, Class A2(4) | 940 | 923 |
|  2.66%, 12/25/2026, Series 2017-M4, Class A2(4) | 5279 | 5186 |
|  2.96%, 02/25/2027, Series 2017-M7, Class A2(4) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2714 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2679 |
|  2.98%, 08/25/2029, Series 2017-M11, Class A2 | 1828 | 1754 |
|  3.06%, 05/25/2027, Series 2017-M8, Class A2(4) | 3497 | 3446 |
|  3.09%, 04/25/2027, Series 2015-M10, Class A2(4) | 3062 | 3027 |
|  3.11%, 04/25/2029, Series 2017-M5, Class A2(4) | 2192 | 2129 |
|  3.16%, 03/25/2028, Series 2018-M4, Class A2(4) | 2746 | 2695 |
|  3.16%, 02/25/2030, Series 2018-M3, Class A2(4) | 1604 | 1544 |
|  3.16%, 06/25/2027, Series 2017-M12, Class A2(4) | 3220 | 3168 |
|  3.42%, 06/25/2028, Series 2018-M8, Class A2(4) | 4073 | 4012 |
|  3.47%, 07/25/2028, Series 2018-M10, Class A2(4) | 6751 | 6657 |
|  3.75%, 08/25/2030, Series 2018-M12, Class A2(4) | 5611 | 5500 |
|  4.63%, 03/25/2033, Series 2023-M8, Class A2(4) | 7835 | 7889 |
|  First Horizon Alternative Mortgage Securities Trust 2005-FA8 |  |  |
|  5.50%, 11/25/2035, Series 2005-FA8, Class 1A19 | 47 | 21 |
|  First Horizon Alternative Mortgage Securities Trust 2007-FA4 |  |  |
|  1.38% (1 Month Term SOFR + 5.54%, 5.65% Cap), 08/25/2037, Series 2007-FA4, Class 1A2(2)(6) | 512 | 43 |
|  Freddie Mac Gold Pool |  |  |
|  2.00%, 01/01/2032 | 1421 | 1354 |
|  2.50%, 06/01/2028 | 103 | 101 |
|  2.50%, 03/01/2030 | 252 | 245 |
|  2.50%, 07/01/2030 | 708 | 688 |
|  2.50%, 11/01/2046 | 1041 | 905 |
|  3.00%, 07/01/2028 | 183 | 181 |
|  3.00%, 08/01/2028 | 108 | 106 |
|  3.00%, 09/01/2028 | 442 | 437 |
|  3.00%, 10/01/2028 | 155 | 153 |
|  3.00%, 05/01/2029 | 190 | 187 |
|  3.00%, 09/01/2031 | 219 | 213 |
|  3.00%, 02/01/2032 | 1631 | 1593 |
|  3.00%, 07/01/2035 | 2398 | 2289 |
|  3.00%, 09/01/2036 | 979 | 929 |
|  3.00%, 08/01/2042 | 539 | 497 |
|  3.00%, 10/01/2042 | 1444 | 1330 |
|  3.00%, 11/01/2042 | 2418 | 2228 |
|  3.00%, 02/01/2043 | 127 | 117 |
|  3.00%, 03/01/2043 | 858 | 790 |
|  3.00%, 03/01/2043 | 1746 | 1607 |
|  3.00%, 04/01/2043 | 32 | 30 |
|  3.00%, 04/01/2043 | 4955 | 4562 |
|  3.00%, 06/01/2043 | 15 | 14 |
|  3.00%, 07/01/2043 | 9 | 9 |
|  3.00%, 07/01/2043 | 94 | 87 |
|  3.00%, 08/01/2043 | 199 | 183 |
|  3.00%, 08/01/2043 | 2308 | 2123 |
|  3.00%, 10/01/2043 | 5484 | 5091 |
|  3.00%, 05/01/2045 | 399 | 367 |
|  3.00%, 05/01/2045 | 839 | 766 |
|  3.00%, 06/01/2045 | 222 | 204 |
|  3.00%, 10/01/2045 | 1607 | 1479 |
|  3.00%, 10/01/2046 | 2690 | 2434 |
|  3.00%, 10/01/2046 | 8015 | 7339 |
|  3.00%, 01/01/2047 | 680 | 615 |
|  3.00%, 02/01/2047 | 9625 | 8708 |
|  3.00%, 03/01/2047 | 493 | 446 |
|  3.00%, 05/01/2047 | 5738 | 5195 |
|  3.50%, 01/01/2032 | 123 | 121 |
|  3.50%, 03/01/2032 | 47 | 47 |
|  3.50%, 02/01/2033 | 76 | 74 |
|  3.50%, 05/01/2033 | 35 | 34 |
|  3.50%, 05/01/2033 | 208 | 204 |
|  3.50%, 01/01/2034 | 1716 | 1687 |
|  3.50%, 04/01/2037 | 2423 | 2359 |
|  3.50%, 11/01/2037 | 680 | 656 |
|  3.50%, 05/01/2042 | 273 | 259 |
|  3.50%, 06/01/2042 | 118 | 112 |
|  3.50%, 06/01/2042 | 772 | 730 |
|  3.50%, 08/01/2042 | 172 | 163 |
|  3.50%, 09/01/2042 | 1171 | 1113 |
|  3.50%, 09/01/2042 | 1614 | 1527 |
|  3.50%, 10/01/2042 | 810 | 766 |
|  3.50%, 10/01/2042 | 3987 | 3772 |

---

------

---

| | | |
|:---|:---|:---|
|  3.50%, 11/01/2042 | 66 | 63 |
|  3.50%, 11/01/2042 | 356 | 336 |
|  3.50%, 11/01/2042 | 969 | 915 |
|  3.50%, 12/01/2042 | 950 | 901 |
|  3.50%, 01/01/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2334 |
|  3.50%, 03/01/2043 | 208 | 197 |
|  3.50%, 05/01/2043 | 93 | 87 |
|  3.50%, 06/01/2043 | 238 | 225 |
|  3.50%, 06/01/2043 | 483 | 456 |
|  3.50%, 07/01/2043 | 170 | 161 |
|  3.50%, 10/01/2043 | 65 | 61 |
|  3.50%, 05/01/2044 | 5693 | 5377 |
|  3.50%, 01/01/2045 | 4707 | 4447 |
|  3.50%, 06/01/2045 | 426 | 401 |
|  3.50%, 12/01/2045 | 1166 | 1096 |
|  3.50%, 01/01/2046 | 2733 | 2573 |
|  3.50%, 05/01/2046 | 752 | 705 |
|  3.50%, 07/01/2046 | 1378 | 1289 |
|  3.50%, 08/01/2046 | 2567 | 2405 |
|  3.50%, 12/01/2046 | 2441 | 2285 |
|  3.50%, 01/01/2047 | 927 | 868 |
|  3.50%, 10/01/2047 | 2230 | 2085 |
|  3.50%, 03/01/2048 | 1634 | 1524 |
|  4.00%, 09/01/2040 | 185 | 181 |
|  4.00%, 11/01/2040 | 11 | 11 |
|  4.00%, 11/01/2040 | 469 | 457 |
|  4.00%, 12/01/2040 | 123 | 121 |
|  4.00%, 12/01/2040 | 279 | 272 |
|  4.00%, 12/01/2040 | 296 | 289 |
|  4.00%, 12/01/2040 | 344 | 336 |
|  4.00%, 12/01/2040 | 360 | 352 |
|  4.00%, 01/01/2041 | 299 | 290 |
|  4.00%, 10/01/2041 | 1171 | 1140 |
|  4.00%, 11/01/2041 | 4 | 4 |
|  4.00%, 01/01/2042 | 47 | 46 |
|  4.00%, 05/01/2042 | 5 | 5 |
|  4.00%, 06/01/2042 | 574 | 561 |
|  4.00%, 10/01/2042 | 17 | 16 |
|  4.00%, 01/01/2043 | 78 | 76 |
|  4.00%, 09/01/2043 | 2073 | 2030 |
|  4.00%, 11/01/2043 | 23 | 22 |
|  4.00%, 11/01/2043 | 42 | 41 |
|  4.00%, 12/01/2043 | 64 | 63 |
|  4.00%, 12/01/2043 | 146 | 141 |
|  4.00%, 12/01/2043 | 410 | 398 |
|  4.00%, 01/01/2044 | 46 | 45 |
|  4.00%, 01/01/2044 | 133 | 129 |
|  4.00%, 10/01/2044 | 2105 | 2035 |
|  4.00%, 01/01/2045 | 107 | 103 |
|  4.00%, 10/01/2045 | 139 | 134 |
|  4.00%, 10/01/2045 | 1955 | 1884 |
|  4.00%, 11/01/2045 | 2913 | 2806 |
|  4.00%, 01/01/2046 | 1374 | 1321 |
|  4.00%, 05/01/2046 | 70 | 68 |
|  4.00%, 06/01/2046 | 3131 | 3017 |
|  4.00%, 08/01/2046 | 808 | 775 |
|  4.00%, 01/01/2047 | 4327 | 4172 |
|  4.00%, 06/01/2047 | 1065 | 1025 |
|  4.50%, 11/01/2035 | 4 | 4 |
|  4.50%, 07/01/2039 | 47 | 47 |
|  4.50%, 10/01/2039 | 425 | 427 |
|  4.50%, 11/01/2039 | 489 | 492 |
|  4.50%, 11/01/2039 | 675 | 679 |
|  4.50%, 05/01/2040 | 250 | 251 |
|  4.50%, 08/01/2040 | 103 | 104 |
|  4.50%, 09/01/2040 | 84 | 85 |
|  4.50%, 09/01/2040 | 343 | 344 |
|  4.50%, 03/01/2041 | 66 | 66 |
|  4.50%, 05/01/2041 | 592 | 593 |
|  4.50%, 08/01/2041 | 156 | 157 |
|  4.50%, 12/01/2043 | 1960 | 1968 |
|  4.50%, 03/01/2044 | 159 | 158 |
|  4.50%, 05/01/2044 | 217 | 216 |
|  4.50%, 07/01/2044 | 20 | 20 |
|  4.50%, 07/01/2044 | 77 | 77 |

---

------

---

| | | |
|:---|:---|:---|
|  4.50%, 09/01/2044 | 516 | 514 |
|  4.50%, 09/01/2046 | 927 | 918 |
|  4.50%, 10/01/2046 | 827 | 821 |
|  4.50%, 11/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3799 |
|  4.50%, 07/01/2047 | 323 | 319 |
|  4.50%, 07/01/2047 | 395 | 390 |
|  4.50%, 11/01/2047 | 261 | 258 |
|  5.00%, 01/01/2034 | 7 | 7 |
|  5.00%, 06/01/2034 | 20 | 21 |
|  5.00%, 09/01/2034 | 28 | 29 |
|  5.00%, 03/01/2035 | 8 | 8 |
|  5.00%, 08/01/2035 | 301 | 305 |
|  5.00%, 03/01/2036 | 798 | 818 |
|  5.00%, 07/01/2036 | 1 | 1 |
|  5.00%, 11/01/2036 | 21 | 21 |
|  5.00%, 03/01/2037 | 43 | 44 |
|  5.00%, 06/01/2037 | 59 | 60 |
|  5.00%, 08/01/2037 | 60 | 62 |
|  5.00%, 02/01/2038 | 89 | 91 |
|  5.00%, 03/01/2038 | 18 | 19 |
|  5.00%, 03/01/2038 | 71 | 73 |
|  5.00%, 03/01/2038 | 93 | 95 |
|  5.00%, 03/01/2038 | 101 | 103 |
|  5.00%, 04/01/2038 | 49 | 50 |
|  5.00%, 09/01/2038 | 10 | 10 |
|  5.00%, 09/01/2038 | 59 | 60 |
|  5.00%, 11/01/2038(5) | 0 | 0 |
|  5.00%, 11/01/2038 | 21 | 21 |
|  5.00%, 12/01/2038(5) | 0 | 0 |
|  5.00%, 12/01/2038 | 68 | 70 |
|  5.00%, 02/01/2039 | 138 | 142 |
|  5.00%, 05/01/2039 | 3 | 3 |
|  5.00%, 10/01/2039 | 155 | 159 |
|  5.00%, 01/01/2040 | 38 | 39 |
|  5.00%, 03/01/2040 | 68 | 70 |
|  5.00%, 03/01/2040 | 612 | 627 |
|  5.00%, 08/01/2040 | 87 | 90 |
|  5.00%, 04/01/2041 | 351 | 360 |
|  5.00%, 06/01/2041 | 175 | 179 |
|  5.00%, 12/01/2047 | 985 | 990 |
|  5.00%, 02/01/2048 | 469 | 475 |
|  5.50%, 01/01/2033 | 13 | 13 |
|  5.50%, 10/01/2033 | 10 | 10 |
|  5.50%, 07/01/2035 | 24 | 25 |
|  5.50%, 01/01/2036 | 6 | 6 |
|  5.50%, 12/01/2036 | 11 | 12 |
|  5.50%, 05/01/2038 | 18 | 18 |
|  5.50%, 08/01/2038 | 23 | 24 |
|  5.50%, 01/01/2039 | 805 | 826 |
|  5.50%, 03/01/2040 | 8 | 9 |
|  5.50%, 05/01/2040 | 599 | 622 |
|  5.50%, 08/01/2040 | 244 | 253 |
|  6.00%, 10/01/2029 | 2 | 2 |
|  6.00%, 12/01/2033 | 7 | 7 |
|  6.00%, 01/01/2034 | 9 | 9 |
|  6.00%, 11/01/2036 | 3 | 3 |
|  6.00%, 12/01/2036 | 3 | 3 |
|  6.00%, 12/01/2036 | 5 | 5 |
|  6.50%, 01/01/2028 | 4 | 4 |
|  6.50%, 06/01/2029 | 2 | 2 |
|  6.50%, 08/01/2029 | 23 | 24 |
|  6.50%, 11/01/2034 | 2 | 3 |
|  6.50%, 01/01/2035 | 25 | 25 |
|  6.50%, 12/01/2035 | 4 | 4 |
|  6.50%, 12/01/2035 | 18 | 18 |
|  6.50%, 11/01/2036 | 5 | 5 |
|  6.50%, 11/01/2036 | 53 | 54 |
|  6.50%, 11/01/2036 | 60 | 62 |
|  6.50%, 12/01/2036 | 39 | 40 |
|  6.50%, 12/01/2036 | 87 | 91 |
|  6.50%, 02/01/2037 | 1 | 1 |
|  6.50%, 06/01/2037 | 2 | 2 |
|  6.50%, 11/01/2037 | 18 | 19 |
|  6.50%, 03/01/2038 | 20 | 21 |
|  7.00%, 04/01/2026(5) | 0 | 0 |

---

------

---

| | | |
|:---|:---|:---|
|  7.00%, 12/01/2028 | 3 | 3 |
|  7.00%, 07/01/2029(5) | 0 | 0 |
|  7.00%, 01/01/2031 | 5 | 5 |
|  7.00%, 07/01/2032 | 1 | 1 |
|  7.00%, 08/01/2032 | 2 | 2 |
|  7.00%, 02/01/2037 | 3 | 3 |
|  7.50%, 01/01/2032 | 16 | 16 |
|  7.50%, 12/01/2036 | 43 | 44 |
|  7.50%, 01/01/2038 | 8 | 8 |
|  7.50%, 01/01/2038 | 31 | 33 |
|  7.50%, 09/01/2038 | 13 | 13 |
|  8.50%, 07/01/2028(5) | 0 | 0 |
|  10.00%, 10/01/2030 | 1 | 1 |
|  Freddie Mac Multifamily Structured Pass-Through Certificates |  |  |
|  1.31%, 10/25/2030, Series K120, Class XAM(4) | 31375 | 1696 |
|  1.44%, 01/25/2030, Series K106, Class X1(4) | 125732 | 6165 |
|  1.47%, 03/25/2026, Series K055, Class X1(4) | 23076 | 89 |
|  1.67%, 05/25/2030, Series K111, Class X1(4) | 27656 | 1678 |
|  1.89%, 01/25/2032, Series K138, Class AM | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3741 |
|  2.13%, 11/25/2031, Series K136, Class A2 | 14260 | 12690 |
|  2.40%, 03/25/2032, Series K142, Class A2 | 13700 | 12313 |
|  2.92%, 06/25/2032, Series K146, Class A2 | 9700 | 8954 |
|  3.08%, 01/25/2031, Series K152, Class A2 | 4126 | 3930 |
|  3.24%, 04/25/2027, Series K065, Class A2 | 3316 | 3281 |
|  3.30%, 11/25/2027, Series K070, Class A2(4) | 3008 | 2970 |
|  3.34%, 04/25/2028, Series W5FX, Class AFX(4) | 3315 | 3262 |
|  3.51%, 03/25/2029, Series K091, Class A2 | 2422 | 2389 |
|  3.71%, 09/25/2032, Series K-150, Class A2(4) | 11105 | 10720 |
|  4.28%, 07/25/2030, Series K752, Class A2 | 8425 | 8491 |
|  4.46%, 08/25/2031, Series K757, Class A2 | 4571 | 4633 |
|  4.61%, 02/25/2033, Series KJ44, Class A2 | 7500 | 7595 |
|  4.76%, 10/25/2034, Series K-167, Class A2 | 5010 | 5127 |
|  4.90%, 10/25/2033, Series K-161, Class A2(4) | 9497 | 9855 |
|  5.00%, 05/25/2034, Series K-164, Class A2 | 11169 | 11631 |
|  5.03%, 10/25/2031, Series KJ48, Class A2 | 8000 | 8240 |
|  Freddie Mac Non Gold Pool |  |  |
|  6.13% (1 Year CMT Index + 2.13%, 2.13% Floor, 12.13% Cap), 07/01/2026(2)(5) | 0 | 0 |
|  6.19% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.57%, 1.57% Floor, 11.81% Cap), 05/01/2037(2) | 33 | 34 |
|  6.24% (1 Year CMT Index + 2.11%, 2.11% Floor, 11.86% Cap), 01/01/2027(2)(5) | 0 | 0 |
|  6.25% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.76% Cap), 07/01/2036(2) | 5 | 5 |
|  6.27% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.64%, 1.64% Floor, 11.06% Cap), 11/01/2036(2) | 20 | 20 |
|  6.32% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.69%, 1.69% Floor, 11.32% Cap), 12/01/2036(2) | 3 | 3 |
|  6.33% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.70%, 1.70% Floor, 12.45% Cap), 10/01/2036(2) | 11 | 11 |
|  6.34% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.70% Cap), 05/01/2036(2) | 26 | 26 |
|  6.35% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.67%, 1.67% Floor, 11.94% Cap), 12/01/2036(2) | 78 | 81 |
|  6.36% (1 Year CMT Index + 2.23%, 2.23% Floor, 9.36% Cap), 12/01/2033(2) | 5 | 5 |
|  6.41% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.34% Cap), 07/01/2036(2) | 11 | 12 |
|  6.41% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.77%, 1.77% Floor, 13.04% Cap), 10/01/2036(2) | 41 | 42 |
|  6.42% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.75%, 1.75% Floor, 11.28% Cap), 09/01/2036(2) | 11 | 11 |
|  6.42% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.79%, 1.79% Floor, 12.45% Cap), 07/01/2036(2) | 13 | 13 |
|  6.42% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.58%, 1.58% Floor, 11.33% Cap), 12/01/2036(2) | 28 | 29 |
|  6.44% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.46% Cap), 05/01/2033(2) | 28 | 29 |
|  6.50% (1 Year CMT Index + 2.25%, 2.25% Floor, 9.83% Cap), 01/01/2035(2) | 12 | 12 |
|  6.50% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.10% Cap), 01/01/2035(2) | 41 | 42 |
|  6.50% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.58% Cap), 05/01/2036(2) | 9 | 9 |
|  6.50% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.75%, 1.75% Floor, 11.75% Cap), 11/01/2037(2) | 4 | 4 |
|  6.50% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.85%, 1.85% Floor, 12.78% Cap), 08/01/2036(2) | 10 | 10 |
|  6.51% (1 Year CMT Index + 2.28%, 2.28% Floor, 11.90% Cap), 04/01/2030(2)(5) | 0 | 0 |
|  6.51% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.67%, 1.67% Floor, 11.06% Cap), 11/01/2036(2) | 7 | 7 |
|  6.53% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.67%, 1.67% Floor, 10.01% Cap), 02/01/2036(2) | 4 | 4 |
|  6.54% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.84%, 1.84% Floor, 12.22% Cap), 03/01/2037(2) | 24 | 25 |
|  6.54% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.91%, 1.91% Floor, 12.46% Cap), 10/01/2036(2) | 10 | 10 |
|  6.54% (1 Year CMT Index + 2.25%, 2.25% Floor, 11.46% Cap), 11/01/2036(2) | 22 | 23 |
|  6.56% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.70%, 1.70% Floor, 11.53% Cap), 11/01/2036(2) | 8 | 8 |
|  6.60% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.85%, 1.85% Floor, 9.11% Cap), 07/01/2040(2) | 9 | 9 |
|  6.62% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.87%, 1.87% Floor, 11.99% Cap), 07/01/2037(2) | 2 | 2 |
|  6.63% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.70%, 1.70% Floor, 11.31% Cap), 02/01/2037(2) | 2 | 2 |
|  6.64% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.01%, 2.01% Floor, 12.11% Cap), 05/01/2037(2) | 4 | 4 |
|  6.64% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.01%, 2.01% Floor, 12.89% Cap), 05/01/2037(2) | 9 | 9 |
|  6.64% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.14%, 2.14% Floor, 12.14% Cap), 12/01/2035(2) | 3 | 3 |
|  6.64% (1 Year CMT Index + 2.24%, 2.24% Floor, 9.52% Cap), 11/01/2036(2) | 8 | 8 |
|  6.65% (1 Year CMT Index + 2.37%, 2.37% Floor, 10.85% Cap), 09/01/2034(2) | 18 | 19 |
|  6.66% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.76%, 1.76% Floor, 10.57% Cap), 01/01/2037(2) | 9 | 9 |
|  6.66% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.88%, 1.88% Floor, 11.17% Cap), 09/01/2036(2) | 38 | 39 |
|  6.69% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.05% Cap), 02/01/2036(2) | 14 | 15 |

---

------

---

| | | |
|:---|:---|:---|
|  6.75% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.75%, 1.75% Floor, 9.15% Cap), 04/01/2034(2) | 5 | 5 |
|  6.75% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.13%, 2.13% Floor, 10.88% Cap), 12/01/2036(2) | 1 | 1 |
|  6.78% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.60%, 1.60% Floor, 11.32% Cap), 10/01/2036(2) | 10 | 11 |
|  6.80% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.93%, 1.93% Floor, 11.25% Cap), 12/01/2036(2) | 21 | 21 |
|  6.80% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.94%, 1.94% Floor, 11.03% Cap), 06/01/2036(2) | 42 | 44 |
|  6.83% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.96%, 1.96% Floor, 10.90% Cap), 04/01/2038(2) | 10 | 10 |
|  6.84% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.90%, 1.90% Floor, 11.34% Cap), 02/01/2037(2) | 12 | 13 |
|  6.86% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.12%, 2.12% Floor, 11.07% Cap), 05/01/2037(2) | 2 | 2 |
|  6.86% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.11%, 2.11% Floor, 12.52% Cap), 02/01/2037(2) | 16 | 16 |
|  6.87% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.91%, 1.91% Floor, 10.68% Cap), 05/01/2038(2) | 2 | 2 |
|  6.92% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.04%, 2.04% Floor, 10.74% Cap), 03/01/2036(2) | 15 | 16 |
|  6.92% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.04%, 2.04% Floor, 11.00% Cap), 05/01/2037(2) | 15 | 16 |
|  6.95% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.98%, 1.98% Floor, 10.63% Cap), 04/01/2037(2) | 21 | 22 |
|  6.99% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.99%, 1.99% Floor, 10.92% Cap), 06/01/2036(2) | 23 | 23 |
|  7.18% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.18%, 2.18% Floor, 11.08% Cap), 05/01/2037(2) | 16 | 17 |
|  7.20% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.20%, 2.20% Floor, 10.83% Cap), 10/01/2036(2) | 11 | 11 |
|  7.33% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.33%, 2.33% Floor, 10.90% Cap), 05/01/2036(2) | 5 | 5 |
|  7.36% (1 Year CMT Index + 2.36%, 2.36% Floor, 10.87% Cap), 10/01/2036(2) | 10 | 10 |
|  7.37% (1 Year CMT Index + 2.37%, 2.37% Floor, 10.18% Cap), 09/01/2032(2)(5) | 0 | 0 |
|  7.40% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.47%, 2.47% Floor, 11.20% Cap), 03/01/2036(2) | 3 | 3 |
|  8.10% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.60%, 2.60% Floor, 12.23% Cap), 03/01/2037(2) | 1 | 2 |
|  Freddie Mac Pool |  |  |
|  1.50%, 02/01/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3820 |
|  1.50%, 04/01/2037 | 6319 | 5670 |
|  1.50%, 06/01/2037 | 2300 | 2058 |
|  1.50%, 12/01/2040 | 9823 | 8216 |
|  1.50%, 11/01/2050 | 6589 | 5068 |
|  1.50%, 03/01/2051 | 1005 | 774 |
|  1.80%, 11/01/2028 | 14000 | 13106 |
|  2.00%, 11/01/2035 | 2593 | 2405 |
|  2.00%, 07/01/2036 | 4555 | 4195 |
|  2.00%, 01/01/2037 | 679 | 629 |
|  2.00%, 01/01/2037 | 8177 | 7583 |
|  2.00%, 06/01/2040 | 1162 | 1024 |
|  2.00%, 02/01/2041 | 9835 | 8608 |
|  2.00%, 03/01/2041 | 13526 | 11692 |
|  2.00%, 04/01/2041 | 6642 | 5786 |
|  2.00%, 09/01/2041 | 9576 | 8306 |
|  2.00%, 12/01/2041 | 7410 | 6418 |
|  2.00%, 12/01/2041 | 14588 | 12617 |
|  2.00%, 03/01/2042 | 10109 | 8728 |
|  2.00%, 09/01/2050 | 26144 | 21292 |
|  2.00%, 11/01/2050 | 8285 | 6742 |
|  2.00%, 12/01/2050 | 1348 | 1096 |
|  2.00%, 01/01/2051 | 1330 | 1104 |
|  2.00%, 01/01/2051 | 1903 | 1549 |
|  2.00%, 02/01/2051 | 16644 | 13534 |
|  2.00%, 03/01/2051 | 17424 | 14190 |
|  2.00%, 05/01/2051 | 6317 | 5131 |
|  2.00%, 05/01/2051 | 6882 | 5645 |
|  2.00%, 05/01/2051 | 11373 | 9237 |
|  2.00%, 06/01/2051 | 5384 | 4372 |
|  2.00%, 07/01/2051 | 965 | 784 |
|  2.00%, 08/01/2051 | 628 | 510 |
|  2.00%, 08/01/2051 | 12694 | 10293 |
|  2.00%, 09/01/2051 | 2480 | 2012 |
|  2.00%, 11/01/2051 | 12714 | 10276 |
|  2.00%, 12/01/2051 | 1376 | 1121 |
|  2.00%, 12/01/2051 | 5585 | 4561 |
|  2.00%, 02/01/2052 | 3956 | 3204 |
|  2.00%, 02/01/2052 | 6192 | 4785 |
|  2.00%, 02/01/2052 | 14419 | 11774 |
|  2.00%, 03/01/2052 | 10162 | 8252 |
|  2.00%, 05/01/2052 | 14581 | 11811 |
|  2.50%, 07/01/2035 | 279 | 264 |
|  2.50%, 10/01/2035 | 5237 | 4977 |
|  2.50%, 12/01/2035 | 636 | 603 |
|  2.50%, 02/01/2042 | 8508 | 7600 |
|  2.50%, 11/01/2049 | 13253 | 11299 |
|  2.50%, 07/01/2050 | 13351 | 11370 |
|  2.50%, 07/01/2050 | 18561 | 15673 |
|  2.50%, 08/01/2050 | 140 | 119 |
|  2.50%, 10/01/2050 | 5132 | 4403 |
|  2.50%, 10/01/2050 | 11141 | 9605 |
|  2.50%, 11/01/2050 | 1765 | 1501 |

---

------

---

| | | |
|:---|:---|:---|
|  2.50%, 12/01/2050 | 3525 | 3000 |
|  2.50%, 02/01/2051 | 743 | 632 |
|  2.50%, 02/01/2051 | 3307 | 2847 |
|  2.50%, 02/01/2051 | 10020 | 8607 |
|  2.50%, 02/01/2051 | 10095 | 8712 |
|  2.50%, 02/01/2051 | 10628 | 9148 |
|  2.50%, 03/01/2051 | 528 | 450 |
|  2.50%, 04/01/2051 | 31051 | 26388 |
|  2.50%, 05/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6147 |
|  2.50%, 07/01/2051 | 5230 | 4474 |
|  2.50%, 08/01/2051 | 5851 | 4979 |
|  2.50%, 09/01/2051 | 3284 | 2803 |
|  2.50%, 10/01/2051 | 8306 | 7044 |
|  2.50%, 11/01/2051 | 8980 | 7716 |
|  2.50%, 11/01/2051 | 10618 | 9140 |
|  2.50%, 11/01/2051 | 14183 | 12097 |
|  2.50%, 12/01/2051 | 443 | 377 |
|  2.50%, 12/01/2051 | 1011 | 863 |
|  2.50%, 12/01/2051 | 5011 | 4246 |
|  2.50%, 02/01/2052 | 5560 | 4702 |
|  2.50%, 02/01/2052 | 5881 | 5004 |
|  2.50%, 03/01/2052 | 2162 | 1849 |
|  2.50%, 04/01/2052 | 5031 | 4321 |
|  2.50%, 04/01/2052 | 10663 | 9054 |
|  2.50%, 04/01/2052 | 14861 | 12582 |
|  2.50%, 05/01/2052 | 7921 | 6705 |
|  2.50%, 05/01/2052 | 19796 | 16705 |
|  2.50%, 09/01/2052 | 1022 | 866 |
|  3.00%, 04/01/2032 | 5295 | 5162 |
|  3.00%, 05/01/2037 | 913 | 884 |
|  3.00%, 05/01/2037 | 3494 | 3382 |
|  3.00%, 01/01/2046 | 5901 | 5432 |
|  3.00%, 06/01/2048 | 9192 | 8113 |
|  3.00%, 02/01/2049 | 7969 | 7245 |
|  3.00%, 10/01/2049 | 1202 | 1075 |
|  3.00%, 11/01/2049 | 810 | 724 |
|  3.00%, 12/01/2049 | 380 | 340 |
|  3.00%, 01/01/2050 | 765 | 684 |
|  3.00%, 01/01/2050 | 1190 | 1064 |
|  3.00%, 01/01/2050 | 1775 | 1586 |
|  3.00%, 02/01/2050 | 174 | 156 |
|  3.00%, 02/01/2050 | 6029 | 5393 |
|  3.00%, 02/01/2050 | 8586 | 7633 |
|  3.00%, 04/01/2050 | 1344 | 1202 |
|  3.00%, 06/01/2050 | 535 | 475 |
|  3.00%, 06/01/2050 | 6148 | 5496 |
|  3.00%, 07/01/2050 | 4002 | 3580 |
|  3.00%, 09/01/2050 | 38 | 34 |
|  3.00%, 09/01/2050 | 885 | 792 |
|  3.00%, 03/01/2051 | 1515 | 1352 |
|  3.00%, 04/01/2051 | 10224 | 9058 |
|  3.00%, 09/01/2051 | 8389 | 7441 |
|  3.00%, 11/01/2051 | 13051 | 11566 |
|  3.00%, 02/01/2052 | 8922 | 7841 |
|  3.00%, 06/01/2052 | 8264 | 7306 |
|  3.00%, 06/01/2052 | 11593 | 10194 |
|  3.00%, 07/01/2052 | 5406 | 4752 |
|  3.00%, 10/01/2053 | 8258 | 7269 |
|  3.50%, 08/01/2035 | 2344 | 2280 |
|  3.50%, 02/01/2042 | 644 | 612 |
|  3.50%, 04/01/2047 | 12080 | 11319 |
|  3.50%, 10/01/2047 | 138 | 129 |
|  3.50%, 03/01/2048 | 1335 | 1246 |
|  3.50%, 03/01/2048 | 3125 | 2912 |
|  3.50%, 10/01/2049 | 925 | 854 |
|  3.50%, 01/01/2051 | 9116 | 8470 |
|  3.50%, 01/01/2052 | 12821 | 11754 |
|  3.50%, 04/01/2052 | 9265 | 8481 |
|  3.50%, 04/01/2052 | 24958 | 23040 |
|  3.50%, 05/01/2052 | 9608 | 8828 |
|  3.50%, 05/01/2052 | 11278 | 10323 |
|  3.50%, 06/01/2052 | 8221 | 7524 |
|  3.50%, 07/01/2052 | 12453 | 11463 |
|  3.50%, 08/01/2052 | 9798 | 8964 |
|  3.50%, 10/01/2052 | 6574 | 6016 |

---

------

---

| | | |
|:---|:---|:---|
|  3.50%, 11/01/2052 | 2067 | 1891 |
|  3.70%, 06/01/2034 | 10932 | 10352 |
|  3.75%, 08/01/2032 | 15000 | 14450 |
|  4.00%, 09/01/2037 | 558 | 549 |
|  4.00%, 08/01/2048 | 93 | 89 |
|  4.00%, 01/01/2049 | 2318 | 2227 |
|  4.00%, 07/01/2049 | 7356 | 7086 |
|  4.00%, 05/01/2050 | 315 | 300 |
|  4.00%, 02/01/2051 | 2695 | 2561 |
|  4.00%, 06/01/2052 | 10363 | 9791 |
|  4.00%, 06/01/2052 | 23734 | 22432 |
|  4.00%, 08/01/2052 | 4111 | 3885 |
|  4.00%, 09/01/2052 | 290 | 273 |
|  4.00%, 09/01/2052 | 2906 | 2749 |
|  4.00%, 10/01/2052 | 10776 | 10183 |
|  4.50%, 06/01/2048 | 2179 | 2152 |
|  4.50%, 12/01/2048 | 2450 | 2417 |
|  4.50%, 09/01/2050 | 3612 | 3557 |
|  4.50%, 05/01/2052 | 739 | 719 |
|  4.50%, 07/01/2052 | 834 | 812 |
|  4.50%, 09/01/2052 | 16023 | 15625 |
|  4.50%, 07/01/2053 | 2487 | 2424 |
|  4.50%, 03/01/2054 | 16334 | 16007 |
|  4.50%, 05/01/2054 | 2862 | 2787 |
|  5.00%, 03/01/2040 | 10986 | 11101 |
|  5.00%, 07/01/2052 | 3715 | 3708 |
|  5.00%, 05/01/2053 | 668 | 664 |
|  5.00%, 06/01/2053 | 10784 | 10742 |
|  5.00%, 11/01/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7070 |
|  5.00%, 06/01/2054 | 2867 | 2867 |
|  5.00%, 06/01/2054 | 2982 | 2986 |
|  5.00%, 10/01/2054 | 2594 | 2574 |
|  5.00%, 01/01/2055 | 18307 | 18165 |
|  5.00%, 02/01/2055 | 2561 | 2546 |
|  5.00%, 02/01/2055 | 4250 | 4226 |
|  5.50%, 11/01/2052 | 9141 | 9270 |
|  5.50%, 02/01/2053 | 26338 | 26648 |
|  5.50%, 06/01/2053 | 1676 | 1697 |
|  5.50%, 06/01/2053 | 6847 | 6945 |
|  5.50%, 06/01/2053 | 10728 | 10885 |
|  5.50%, 06/01/2053 | 22131 | 22388 |
|  5.50%, 07/01/2053 | 4653 | 4742 |
|  5.50%, 04/01/2054 | 18415 | 18573 |
|  5.50%, 06/01/2055 | 7994 | 8178 |
|  6.00%, 12/01/2052 | 3734 | 3834 |
|  6.00%, 06/01/2053 | 6931 | 7130 |
|  6.00%, 10/01/2053 | 4975 | 5138 |
|  6.00%, 03/01/2054 | 7351 | 7590 |
|  6.00%, 09/01/2054 | 2691 | 2811 |
|  6.00%, 09/01/2054 | 7938 | 8226 |
|  6.00%, 11/01/2054 | 1083 | 1127 |
|  6.00%, 12/01/2054 | 5460 | 5595 |
|  6.00%, 02/01/2055 | 7953 | 8302 |
|  6.00%, 03/01/2055 | 4004 | 4119 |
|  6.00%, 06/01/2055 | 3219 | 3296 |
|  6.50%, 09/01/2053 | 4787 | 5013 |
|  6.50%, 06/01/2054 | 993 | 1033 |
|  6.50%, 08/01/2054 | 6806 | 7098 |
|  6.50%, 02/01/2055 | 1387 | 1448 |
|  6.50%, 04/01/2055 | 3094 | 3290 |
|  Freddie Mac Reference REMIC |  |  |
|  6.00%, 04/15/2036, Series R006, Class ZA | 96 | 102 |
|  6.00%, 05/15/2036, Series R007, Class ZA | 128 | 134 |
|  Freddie Mac REMICS |  |  |
|  0.00%, 09/15/2032, Series 3393, Class JO | 289 | 262 |
|  0.00%, 12/15/2032, Series 2835, Class QO | 5 | 5 |
|  0.00%, 07/15/2034, Series 3611, Class PO | 33 | 30 |
|  0.00%, 02/15/2035, Series 2990, Class GO | 11 | 9 |
|  0.00%, 08/15/2035, Series 3014, Class OD | 3 | 2 |
|  0.00%, 09/15/2035, Series 3029, Class SO | 8 | 8 |
|  0.00%, 02/15/2036, Series 3117, Class OG | 4 | 3 |
|  0.00%, 02/15/2036, Series 3117, Class OK | 8 | 7 |
|  0.00%, 02/15/2036, Series 3117, Class EO | 8 | 8 |
|  0.00%, 02/15/2036, Series 3117, Class AO | 12 | 11 |
|  0.00%, 03/15/2036, Series 3134, Class PO | 2 | 2 |

---

------

---

| | | |
|:---|:---|:---|
|  0.00%, 03/15/2036, Series 3122, Class OP | 7 | 6 |
|  0.00%, 03/15/2036, Series 3122, Class OH | 7 | 6 |
|  0.00%, 04/15/2036, Series 3138, Class PO | 12 | 11 |
|  0.00%, 04/15/2036, Series 3147, Class PO | 14 | 13 |
|  0.00%, 04/15/2036, Series 3607, Class AO | 21 | 18 |
|  0.00%, 04/15/2036, Series 3607, Class BO | 39 | 34 |
|  0.00%, 05/15/2036, Series 3233, Class OP | 3 | 3 |
|  0.00%, 05/15/2036, Series 3149, Class SO | 7 | 6 |
|  0.00%, 05/15/2036, Series 3151, Class PO | 14 | 12 |
|  0.00%, 05/15/2036, Series 3153, Class EO | 16 | 14 |
|  0.00%, 06/15/2036, Series 3171, Class MO | 18 | 16 |
|  0.00%, 07/15/2036, Series 3179, Class OA | 7 | 6 |
|  0.00%, 08/15/2036, Series 3200, Class PO | 13 | 11 |
|  0.00%, 09/15/2036, Series 3218, Class AO | 6 | 5 |
|  0.00%, 09/15/2036, Series 3213, Class OA | 7 | 7 |
|  0.00%, 10/15/2036, Series 3225, Class EO | 14 | 11 |
|  0.00%, 12/15/2036, Series 3256, Class PO | 7 | 6 |
|  0.00%, 01/15/2037, Series 3261, Class OA | 8 | 7 |
|  0.00%, 02/15/2037, Series 3274, Class JO | 2 | 2 |
|  0.00%, 02/15/2037, Series 3510, Class OD | 17 | 15 |
|  0.00%, 03/15/2037, Series 3286, Class PO | 1 | 1 |
|  0.00%, 04/15/2037, Series 3373, Class TO | 8 | 7 |
|  0.00%, 05/15/2037, Series 3318, Class AO(5) | 0 | 0 |
|  0.00%, 05/15/2037, Series 3316, Class PO | 13 | 11 |
|  0.00%, 05/15/2037, Series 3607, Class PO | 76 | 64 |
|  0.00%, 06/15/2037, Series 3326, Class JO | 1 | 1 |
|  0.00%, 06/15/2037, Series 3331, Class PO | 8 | 7 |
|  0.00%, 07/15/2037, Series 3607, Class OP | 117 | 100 |
|  0.00%, 09/15/2037, Series 3365, Class PO | 11 | 9 |
|  0.00%, 10/15/2039, Series 3607, Class TO | 38 | 32 |
|  0.00%, 01/15/2040, Series 3621, Class BO | 35 | 31 |
|  0.00%, 10/15/2049, Series 3582, Class PO | 163 | 145 |
|  0.00% (30-day Average SOFR + 3.55%, 3.55% Cap), 10/25/2050, Series 5021, Class SB(2)(6) | 12233 | 369 |
|  0.00% (30-day Average SOFR + 3.50%, 3.50% Cap), 05/25/2052, Series 5222, Class SA(2)(6) | 1774 | 47 |
|  0.00%, 08/25/2052, Series 5251, Class PO | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2806 |
|  1.36% (30-day Average SOFR + 5.74%, 5.85% Cap), 08/15/2038, Series 3481, Class SJ(2)(6) | 68 | 6 |
|  1.51% (30-day Average SOFR + 5.89%, 6.00% Cap), 01/15/2038, Series 3404, Class SC(2)(6) | 107 | 10 |
|  1.51% (30-day Average SOFR + 5.89%, 6.00% Cap), 02/15/2039, Series 3511, Class SA(2)(6) | 30 | 2 |
|  1.51% (30-day Average SOFR + 5.89%, 6.00% Cap), 10/15/2040, Series 3740, Class SB(2)(6) | 81 | 7 |
|  1.51% (30-day Average SOFR + 5.89%, 6.00% Cap), 10/15/2040, Series 3740, Class SC(2)(6) | 88 | 10 |
|  1.61% (30-day Average SOFR + 5.99%, 6.10% Cap), 05/15/2039, Series 3531, Class SM(2)(5)(6) | 5 | 0 |
|  1.65% (30-day Average SOFR + 6.03%, 6.14% Cap), 01/15/2037, Series 3260, Class CS(2)(6) | 13 | 1 |
|  1.71% (30-day Average SOFR + 6.09%, 6.20% Cap), 06/15/2038, Series 3455, Class SE(2)(6) | 53 | 6 |
|  1.76% (30-day Average SOFR + 6.14%, 6.25% Cap), 12/15/2039, Series 3608, Class SC(2)(6) | 23 | 1 |
|  1.81% (30-day Average SOFR + 6.19%, 6.30% Cap), 05/15/2039, Series 3531, Class SA(2)(6) | 42 | 4 |
|  1.85%, 01/15/2040, Series 3802, Class LS(4) | 156 | 14 |
|  1.93% (30-day Average SOFR + 6.31%, 6.42% Cap), 11/15/2037, Series 3387, Class SA(2)(6) | 100 | 8 |
|  1.96% (30-day Average SOFR + 6.34%, 6.45% Cap), 03/15/2037, Series 3290, Class SB(2)(6) | 24 | 2 |
|  1.96% (30-day Average SOFR + 6.34%, 6.45% Cap), 11/15/2037, Series 3383, Class SA(2)(6) | 50 | 4 |
|  2.00%, 12/25/2051, Series 5190, Class EC | 6138 | 5484 |
|  2.00%, 02/25/2052, Series 5190, Class PE | 1933 | 1742 |
|  2.11% (30-day Average SOFR + 6.49%, 6.60% Cap), 07/15/2037, Series 3344, Class SL(2)(6) | 15 | 1 |
|  2.16% (30-day Average SOFR + 6.54%, 6.65% Cap), 08/15/2036, Series 3202, Class HI(2)(6) | 160 | 15 |
|  2.21% (30-day Average SOFR + 6.59%, 6.70% Cap), 10/15/2036, Series 3232, Class ST(2)(6) | 25 | 2 |
|  2.31% (30-day Average SOFR + 6.69%, 6.80% Cap), 04/15/2038, Series 3424, Class PI(2)(6) | 55 | 6 |
|  2.54% (30-day Average SOFR + 17.12%, 17.50% Cap), 02/15/2040, Series 3632, Class BS(2)(6) | 89 | 88 |
|  2.61% (30-day Average SOFR + 6.99%, 7.10% Cap), 07/15/2036, Series 3194, Class SA(2)(5)(6) | 4 | 0 |
|  3.00%, 08/15/2033, Series 4238, Class WY | 160 | 155 |
|  3.00%, 06/15/2043, Series 4217, Class KY | 206 | 183 |
|  3.00%, 12/15/2047, Series 4740, Class P | 824 | 747 |
|  3.00%, 10/25/2050, Series 5019, Class IP | 1716 | 309 |
|  3.46% (30-day Average SOFR + 7.84%, 7.95% Cap), 03/15/2032, Series 2444, Class ES(2)(6) | 7 | 1 |
|  3.50%, 01/15/2026, Series 3793, Class AB | 10 | 10 |
|  3.50%, 09/25/2044, Series 5230, Class DM | 11654 | 11295 |
|  3.50%, 01/25/2051, Series 5228, Class BH | 4059 | 3934 |
|  3.50%, 10/15/2053, Series 4821, Class MA | 1293 | 1262 |
|  3.51% (30-day Average SOFR + 7.89%, 8.00% Cap), 02/15/2032, Series 2475, Class S(2)(6) | 18 | 2 |
|  3.51% (30-day Average SOFR + 7.89%, 8.00% Cap), 03/15/2032, Series 2450, Class SW(2)(5)(6) | 5 | 0 |
|  3.97% (30-day Average SOFR + 7.91%, 8.01% Cap), 10/15/2033, Series 2733, Class SB(2)(6) | 145 | 144 |
|  4.00%, 05/25/2040, Series 4978, Class MI | 5076 | 764 |
|  4.00%, 11/15/2041, Series 3957, Class B | 98 | 96 |
|  4.00%, 12/15/2041, Series 3966, Class NA | 89 | 87 |
|  4.00%, 11/25/2051, Series 5249, Class AB | 6044 | 5985 |
|  4.16% (30-day Average SOFR + 8.54%, 8.65% Cap), 02/15/2032, Series 2410, Class QX(2)(5)(6) | 3 | 0 |
|  4.31% (30-day Average SOFR + 13.06%, 13.29% Cap), 07/15/2033, Series 2692, Class SC(2)(6) | 9 | 10 |

---

------

---

| | | |
|:---|:---|:---|
|  4.50%, 12/15/2039, Series 3610, Class CA | 943 | 950 |
|  4.50%, 09/15/2043, Series 4247, Class AY | 1000 | 954 |
|  4.57% (30-day Average SOFR + 6.74%, 4.00% Floor, 6.80% Cap), 07/15/2033, Series 2642, Class SL(2)(5)(6) | 0 | 0 |
|  4.79% (30-day Average SOFR + 0.41%, 0.30% Floor, 6.50% Cap), 06/15/2035, Series 2988, Class AF(2) | 28 | 28 |
|  4.86% (30-day Average SOFR + 0.51%, 0.40% Floor), 07/15/2037, Series 4048, Class FJ(2) | 167 | 165 |
|  4.89% (30-day Average SOFR + 0.51%, 0.40% Floor, 6.50% Cap), 05/15/2035, Series 2981, Class FA(2) | 14 | 14 |
|  4.89% (30-day Average SOFR + 0.51%, 0.40% Floor, 7.00% Cap), 10/15/2041, Series 4048, Class FB(2) | 128 | 127 |
|  4.89% (30-day Average SOFR + 0.51%, 0.40% Floor, 7.00% Cap), 09/15/2042, Series 4106, Class DF(2) | 210 | 207 |
|  4.93% (30-day Average SOFR + 0.55%, 0.44% Floor, 6.50% Cap), 02/15/2037, Series 3275, Class FL(2) | 11 | 11 |
|  4.94% (30-day Average SOFR + 0.56%, 0.45% Floor, 7.00% Cap), 08/15/2042, Series 4091, Class TF(2) | 694 | 685 |
|  4.99% (30-day Average SOFR + 0.61%, 0.50% Floor, 7.00% Cap), 03/15/2042, Series 4012, Class FN(2) | 276 | 273 |
|  4.99% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 07/15/2042, Series 4077, Class FB(2) | 129 | 127 |
|  5.00%, 04/15/2030, Series 3654, Class DC | 244 | 247 |
|  5.00%, 07/15/2033, Series 2653, Class PZ | 79 | 80 |
|  5.00%, 01/15/2034, Series 3920, Class LP | 76 | 78 |
|  5.00%, 12/15/2040, Series 3770, Class ZB | 493 | 504 |
|  5.00%, 05/15/2041, Series 3860, Class PZ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1013 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 |
|  5.00%, 08/25/2054, Series 5564, Class PE | 8154 | 8193 |
|  5.04% (30-day Average SOFR + 0.66%, 0.55% Floor, 6.50% Cap), 12/15/2040, Series 3996, Class XF(2) | 93 | 93 |
|  5.04% (30-day Average SOFR + 0.66%, 0.55% Floor, 6.50% Cap), 03/15/2041, Series 4013, Class QF(2) | 109 | 109 |
|  5.04% (30-day Average SOFR + 19.62%, 20.00% Cap), 11/15/2035, Series 3064, Class SG(2)(6) | 11 | 12 |
|  5.09% (30-day Average SOFR + 0.71%, 0.60% Floor, 8.50% Cap), 01/15/2029, Series 2388, Class FB(2) | 2 | 2 |
|  5.09% (30-day Average SOFR + 0.71%, 0.60% Floor, 9.50% Cap), 12/15/2033, Series 2722, Class PF(2) | 48 | 49 |
|  5.09% (30-day Average SOFR + 0.71%, 0.60% Floor, 7.00% Cap), 09/15/2037, Series 3371, Class FA(2) | 6 | 6 |
|  5.17% (30-day Average SOFR + 0.79%, 0.68% Floor, 7.00% Cap), 11/15/2037, Series 3386, Class KF(2) | 189 | 189 |
|  5.19% (30-day Average SOFR + 0.81%, 0.70% Floor, 9.00% Cap), 02/15/2027, Series 1935, Class FL(2)(5) | 0 | 0 |
|  5.24% (30-day Average SOFR + 0.86%, 0.75% Floor, 8.50% Cap), 12/15/2032, Series 2571, Class FY(2) | 12 | 12 |
|  5.29% (30-day Average SOFR + 0.91%, 0.80% Floor, 7.50% Cap), 08/15/2035, Series 3085, Class WF(2) | 16 | 16 |
|  5.39% (30-day Average SOFR + 1.01%, 0.90% Floor, 9.00% Cap), 02/15/2032, Series 2418, Class FO(2) | 5 | 5 |
|  5.45% (30-day Average SOFR + 16.73%, 17.03% Cap), 06/15/2035, Series 2990, Class WP(2)(5)(6) | 0 | 0 |
|  5.50%, 02/15/2034, Series 2744, Class PE(5) | 0 | 0 |
|  5.50%, 08/15/2036, Series 3645, Class KZ | 19 | 19 |
|  5.50%, 08/15/2036, Series 3200, Class AY | 52 | 54 |
|  5.50%, 03/15/2038, Series 3423, Class PB | 150 | 156 |
|  5.50%, 05/15/2038, Series 3453, Class B | 8 | 8 |
|  5.50%, 01/15/2039, Series 3501, Class CB | 55 | 57 |
|  5.50% (30-day Average SOFR + 26.80%, 5.50% Cap), 05/15/2041, Series 3852, Class QN(2)(6) | 57 | 54 |
|  5.50% (30-day Average SOFR + 27.08%, 5.50% Cap), 05/15/2041, Series 3852, Class TP(2)(6) | 152 | 154 |
|  5.62%, 10/15/2038, Series 3895, Class WA(4) | 27 | 28 |
|  5.69% (30-day Average SOFR + 1.31%, 1.20% Floor, 7.00% Cap), 07/15/2039, Series 3549, Class FA(2) | 5 | 5 |
|  6.00%, 05/15/2027, Series 1981, Class Z(5) | 0 | 0 |
|  6.00%, 07/15/2028, Series 2070, Class C | 2 | 2 |
|  6.00%, 09/15/2028, Series 2086, Class GB | 1 | 1 |
|  6.00%, 11/15/2028, Series 2095, Class PE | 4 | 4 |
|  6.00%, 12/15/2028, Series 2106, Class ZD | 9 | 10 |
|  6.00%, 01/15/2029, Series 2110, Class PG | 10 | 10 |
|  6.00%, 02/15/2029, Series 2125, Class JZ | 3 | 3 |
|  6.00%, 09/15/2032, Series 2500, Class MC | 8 | 9 |
|  6.00%, 12/15/2032, Series 2544, Class HC | 10 | 10 |
|  6.00%, 12/15/2032, Series 2543, Class YX | 24 | 25 |
|  6.00%, 01/15/2033, Series 2552, Class ME | 17 | 17 |
|  6.00%, 02/15/2033, Series 2567, Class QD | 15 | 16 |
|  6.00%, 02/15/2033, Series 2575, Class ME | 67 | 70 |
|  6.00%, 03/15/2033, Series 2596, Class QG | 9 | 9 |
|  6.00%, 05/15/2034, Series 2802, Class OH | 12 | 12 |
|  6.00%, 04/15/2035, Series 2968, Class EH | 288 | 297 |
|  6.00%, 01/15/2036, Series 3101, Class UZ | 38 | 40 |
|  6.00%, 03/15/2036, Series 3122, Class ZB | 4 | 4 |
|  6.00%, 04/15/2036, Series 3219, Class DI | 20 | 3 |
|  6.00%, 04/15/2036, Series 3137, Class XP | 29 | 31 |
|  6.00%, 04/15/2036, Series 3819, Class ZQ | 209 | 220 |
|  6.00%, 06/15/2036, Series 3164, Class MG | 5 | 5 |
|  6.00%, 02/15/2037, Series 3274, Class B | 19 | 20 |
|  6.00%, 04/15/2037, Series 3302, Class UT | 21 | 22 |
|  6.00%, 05/15/2037, Series 3315, Class HZ | 15 | 16 |
|  6.00%, 06/15/2038, Series 3461, Class LZ | 6 | 6 |
|  6.00%, 06/15/2038, Series 3461, Class Z | 115 | 120 |
|  6.23% (30-day Average SOFR + 17.16%, 17.45% Cap), 02/15/2038, Series 3422, Class SE(2)(6) | 5 | 6 |
|  6.25%, 02/15/2039, Series 3546, Class A(4) | 21 | 21 |
|  6.25%, 08/15/2028, Series 2075, Class PM | 5 | 5 |
|  6.25%, 02/15/2029, Series 2126, Class CB | 7 | 7 |
|  6.50%, 03/15/2026, Series 1829, Class ZB(5) | 0 | 0 |
|  6.50%, 01/15/2027, Series 1927, Class ZA(5) | 0 | 0 |
|  6.50%, 12/15/2027, Series 2019, Class Z | 1 | 1 |
|  6.50%, 06/15/2028, Series 2063, Class PG | 2 | 2 |

---

------

---

| | | |
|:---|:---|:---|
|  6.50%, 08/15/2028, Series 2075, Class PH | 5 | 5 |
|  6.50%, 05/15/2031, Series 2313, Class LA | 1 | 1 |
|  6.50%, 08/15/2031, Series 2351, Class PZ | 3 | 4 |
|  6.50%, 08/15/2031, Series 2345, Class NE | 5 | 5 |
|  6.50%, 08/15/2031, Series 2344, Class ZJ | 6 | 6 |
|  6.50%, 08/15/2031, Series 2344, Class ZD | 40 | 41 |
|  6.50%, 10/15/2031, Series 2367, Class ME | 5 | 5 |
|  6.50%, 01/15/2032, Series 2399, Class OH | 5 | 5 |
|  6.50%, 01/15/2032, Series 2399, Class TH | 6 | 7 |
|  6.50%, 02/15/2032, Series 2410, Class NG | 7 | 7 |
|  6.50%, 02/15/2032, Series 2420, Class XK | 10 | 11 |
|  6.50%, 03/15/2032, Series 2423, Class TB | 6 | 6 |
|  6.50%, 03/15/2032, Series 2430, Class WF | 11 | 12 |
|  6.50%, 04/15/2032, Series 2441, Class GF | 3 | 3 |
|  6.50%, 04/15/2032, Series 2434, Class ZA | 15 | 15 |
|  6.50%, 04/15/2032, Series 2435, Class CJ | 15 | 15 |
|  6.50%, 05/15/2032, Series 2455, Class GK | 9 | 9 |
|  6.50%, 06/15/2032, Series 2466, Class DH | 3 | 3 |
|  6.50%, 06/15/2032, Series 2458, Class ZM | 4 | 4 |
|  6.50%, 06/15/2032, Series 2466, Class PH | 11 | 12 |
|  6.50%, 07/15/2032, Series 2474, Class NR | 10 | 11 |
|  6.50%, 07/15/2032, Series 2484, Class LZ | 13 | 13 |
|  6.50%, 03/15/2033, Series 2586, Class WI | 6 | 1 |
|  6.50%, 07/15/2036, Series 3195, Class PD | 15 | 16 |
|  6.50%, 07/15/2036, Series 3181, Class AZ | 24 | 25 |
|  6.53% (30-day Average SOFR + 14.55%, 14.76% Cap), 09/15/2033, Series 2671, Class S(2)(6) | 6 | 6 |
|  6.62% (30-day Average SOFR + 14.64%, 14.85% Cap), 06/15/2033, Series 2631, Class SA(2)(6) | 20 | 21 |
|  6.63% (30-day Average SOFR + 16.25%, 16.50% Cap), 11/15/2033, Series 2780, Class SY(2)(6) | 3 | 4 |
|  6.71% (30-day Average SOFR + 2.33%, 8.32% Cap), 07/15/2034, Series 3305, Class MG(2) | 13 | 13 |
|  7.00%, 03/15/2028, Series 2038, Class PN(5) | 1 | 0 |
|  7.00%, 06/15/2028, Series 2064, Class TE(5) | 0 | 0 |
|  7.00%, 10/15/2028, Series 2089, Class PJ(5) | 2 | 0 |
|  7.00%, 04/15/2029, Series 2141, Class IO(5) | 0 | 0 |
|  7.00%, 06/15/2029, Series 2169, Class TB | 9 | 9 |
|  7.00%, 07/15/2029, Series 2172, Class QC | 6 | 7 |
|  7.00%, 08/15/2029, Series 2176, Class OJ | 4 | 4 |
|  7.00%, 01/15/2030, Series 2208, Class PG | 7 | 7 |
|  7.00%, 10/15/2030, Series 2259, Class ZM | 6 | 6 |
|  7.00%, 03/15/2031, Series 2296, Class PD | 4 | 4 |
|  7.00%, 06/15/2031, Series 2325, Class PM | 2 | 2 |
|  7.00%, 07/15/2031, Series 2332, Class ZH | 7 | 7 |
|  7.00%, 03/15/2032, Series 2423, Class MC | 6 | 6 |
|  7.00%, 03/15/2032, Series 2423, Class MT | 7 | 7 |
|  7.00%, 04/15/2032, Series 2436, Class MC | 2 | 2 |
|  7.00%, 04/15/2032, Series 2434, Class TC | 14 | 15 |
|  7.00%, 05/15/2032, Series 2450, Class GZ | 9 | 9 |
|  7.00%, 12/15/2036, Series 3704, Class CT | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
|  7.13% (30-day Average SOFR + 15.87%, 16.10% Cap), 02/15/2032, Series 2412, Class SP(2)(6) | 10 | 10 |
|  7.25%, 07/15/2027, Series 1970, Class PG(5) | 0 | 0 |
|  7.25%, 09/15/2030, Series 2256, Class MC | 3 | 3 |
|  7.25%, 12/15/2030, Series 2271, Class PC | 6 | 6 |
|  7.32% (30-day Average SOFR + 19.35%, 19.66% Cap), 06/15/2036, Series 3523, Class SD(2)(6) | 8 | 9 |
|  7.48%, 11/15/2046, Series 3688, Class GT(4) | 174 | 186 |
|  7.50%, 09/15/2026, Series 1890, Class H(5) | 0 | 0 |
|  7.50%, 01/15/2027, Series 1963, Class Z(5) | 0 | 0 |
|  7.50%, 01/15/2027, Series 1927, Class PH | 1 | 1 |
|  7.50%, 09/15/2027, Series 1987, Class PE | 1 | 1 |
|  7.50%, 03/15/2028, Series 2040, Class PE | 3 | 3 |
|  7.50%, 05/15/2028, Series 2054, Class PV | 1 | 1 |
|  7.50%, 06/15/2029, Series 2163, Class PC(5) | 1 | 0 |
|  7.50%, 11/15/2029, Series 2196, Class TL(5) | 0 | 0 |
|  7.50%, 05/15/2030, Series 2234, Class PZ | 2 | 2 |
|  7.50%, 08/15/2030, Series 2247, Class Z | 2 | 2 |
|  7.50%, 10/15/2030, Series 2262, Class Z(5) | 0 | 0 |
|  7.50%, 11/15/2036, Series 3704, Class DT | 166 | 178 |
|  7.50%, 12/15/2036, Series 3704, Class ET | 148 | 163 |
|  7.83% (30-day Average SOFR + 18.33%, 18.60% Cap), 12/15/2032, Series 2571, Class SY(2)(6) | 7 | 8 |
|  7.83% (30-day Average SOFR + 19.20%, 19.50% Cap), 02/15/2032, Series 2410, Class QS(2)(6) | 10 | 10 |
|  8.00%, 09/15/2026, Series 1899, Class ZE(5) | 0 | 0 |
|  8.00%, 11/15/2029, Series 2201, Class C | 1 | 1 |
|  8.00%, 01/15/2030, Series 2209, Class TC | 2 | 2 |
|  8.00%, 01/15/2030, Series 2210, Class Z | 7 | 7 |
|  8.00%, 03/15/2030, Series 2224, Class CB | 2 | 2 |
|  8.00%, 04/15/2030, Series 2230, Class Z | 2 | 2 |
|  8.12% (30-day Average SOFR + 24.15%, 24.57% Cap), 01/15/2036, Series 3102, Class HS(2)(6) | 1 | 1 |

---

------

---

| | | |
|:---|:---|:---|
|  8.29% (30-day Average SOFR + 27.52%, 28.03% Cap), 10/15/2025, Series 3051, Class DP(2)(5)(6) | 0 | 0 |
|  8.42% (30-day Average SOFR + 27.66%, 28.16% Cap), 02/15/2035, Series 2929, Class MS(2)(6) | 13 | 14 |
|  8.50%, 06/15/2031, Series 2359, Class ZB | 6 | 7 |
|  9.00% (30-day Average SOFR + 69.23%, 9.00% Cap), 03/15/2037, Series 3443, Class SY(2)(6) | 7 | 7 |
|  11.18% (30-day Average SOFR + 30.05%, 30.55% Cap), 03/15/2029, Series 2132, Class SB(2)(5)(6) | 0 | 0 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4 |  |  |
|  3.50%, 06/25/2057, Series 2017-4, Class MT | 2102 | 1915 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 |  |  |
|  3.50%, 05/25/2057, Series 2018-1, Class M60C | 7681 | 7124 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 |  |  |
|  3.50%, 11/25/2057, Series 2018-2, Class MT | 4862 | 4361 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 |  |  |
|  3.50%, 03/25/2058, Series 2018-4, Class MZ | 10188 | 7581 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 |  |  |
|  3.50%, 07/25/2058, Series 2019-1, Class MT | 5641 | 5058 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 |  |  |
|  3.50%, 10/25/2058, Series 2019-3, Class MB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3277 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 |  |  |
|  4.00%, 02/25/2059, Series 2019-4, Class M55D | 3528 | 3301 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 |  |  |
|  3.00%, 08/25/2059, Series 2020-1, Class M55G | 4364 | 3930 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3 |  |  |
|  2.00%, 05/25/2060, Series 2020-3, Class MT | 4136 | 3297 |
|  3.00%, 05/25/2060, Series 2020-3, Class M5TW | 4572 | 4089 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1 |  |  |
|  3.25%, 11/25/2061, Series 2022-1, Class MTU | 7734 | 6713 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2023-1 |  |  |
|  3.00%, 10/25/2062, Series 2023-1, Class MT | 7768 | 6532 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1 |  |  |
|  3.00%, 11/25/2063, Series 2024-1, Class MT | 4293 | 3630 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-2 |  |  |
|  3.50%, 05/25/2064, Series 2024-2, Class MT | 9890 | 8664 |
|  Freddie Mac STACR REMIC Trust 2021-DNA5 |  |  |
|  6.01% (30-day Average SOFR + 1.65%), 01/25/2034, Series 2021-DNA5, Class M2(1)(2) | 332 | 333 |
|  Freddie Mac STACR REMIC Trust 2022-DNA2 |  |  |
|  5.66% (30-day Average SOFR + 1.30%), 02/25/2042, Series 2022-DNA2, Class M1A(1)(2) | 1069 | 1069 |
|  Freddie Mac STACR REMIC Trust 2022-DNA6 |  |  |
|  6.51% (30-day Average SOFR + 2.15%), 09/25/2042, Series 2022-DNA6, Class M1A(1)(2) | 661 | 665 |
|  Freddie Mac STACR REMIC Trust 2022-DNA7 |  |  |
|  6.86% (30-day Average SOFR + 2.50%), 03/25/2052, Series 2022-DNA7, Class M1A(1)(2) | 1810 | 1829 |
|  Freddie Mac STACR REMIC Trust 2024-DNA1 |  |  |
|  5.71% (30-day Average SOFR + 1.35%), 02/25/2044, Series 2024-DNA1, Class M1(1)(2) | 3031 | 3036 |
|  Freddie Mac STACR REMIC Trust 2024-DNA2 |  |  |
|  5.56% (30-day Average SOFR + 1.20%), 05/25/2044, Series 2024-DNA2, Class M1(1)(2) | 1268 | 1268 |
|  Freddie Mac STACR REMIC Trust 2025-DNA1 |  |  |
|  5.41% (30-day Average SOFR + 1.05%), 01/25/2045, Series 2025-DNA1, Class M1(1)(2) | 2194 | 2192 |
|  Freddie Mac STACR REMIC Trust 2025-DNA2 |  |  |
|  5.46% (30-day Average SOFR + 1.10%), 05/25/2045, Series 2025-DNA2, Class A1(1)(2) | 13855 | 13889 |
|  Freddie Mac Stacr Remic Trust 2025-Dna3 |  |  |
|  5.47% (30-day Average SOFR + 1.10%), 09/25/2045, Series 2025-DNA3, Class M1(1)(2) | 7897 | 7902 |
|  Freddie Mac Strips |  |  |
|  0.00%, 04/01/2028, Series 197, Class PO | 7 | 6 |
|  0.00%, 09/15/2043, Series 310, Class PO | 303 | 235 |
|  0.00%, 10/25/2053, Series 406, Class PO | 7334 | 6269 |
|  3.00%, 08/15/2042, Series 267, Class 30 | 453 | 417 |
|  3.00%, 01/15/2043, Series 299, Class 300 | 90 | 83 |
|  3.21% (30-day Average SOFR + 7.59%, 7.70% Cap), 08/15/2036, Series 239, Class S30(2)(6) | 118 | 15 |
|  3.50%, 07/15/2042, Series 262, Class 35 | 1691 | 1600 |
|  4.00%, 05/25/2053, Series 405, Class C20 | 13155 | 2891 |
|  4.99% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 08/15/2042, Series 270, Class F1(2) | 317 | 313 |
|  5.00%, 09/15/2035, Series 233, Class 12 | 32 | 4 |
|  5.00%, 09/15/2035, Series 233, Class 11 | 38 | 6 |
|  5.00%, 09/15/2035, Series 233, Class 13 | 59 | 9 |
|  5.04% (30-day Average SOFR + 0.66%, 0.55% Floor, 6.50% Cap), 07/15/2042, Series 264, Class F1(2) | 583 | 577 |
|  5.04% (30-day Average SOFR + 0.66%, 0.55% Floor, 6.50% Cap), 08/15/2042, Series 272, Class F2(2) | 303 | 300 |
|  Freddie Mac Structured Pass-Through Certificates |  |  |
|  0.00%, 07/25/2043, Series T-57, Class 1AP | 10 | 8 |
|  0.00%, 09/25/2043, Series T-58, Class APO | 10 | 7 |
|  0.00%, 10/25/2043, Series T-59, Class 1AP | 12 | 6 |
|  2.20%, 10/25/2037, Series T-76, Class 2A(4) | 543 | 496 |
|  4.35%, 07/25/2033, Series T-48, Class 1A(4) | 85 | 82 |
|  4.40%, 07/25/2032, Series T-41, Class 3A(4) | 30 | 28 |
|  5.23%, 05/25/2043, Series T-56, Class A5 | 315 | 301 |
|  5.35% (12 Month U.S. Treasury Average + 1.20%, 1.20% Floor), 10/25/2044, Series T-62, Class 1A1(2) | 175 | 161 |
|  6.50%, 02/25/2043, Series T-54, Class 2A | 152 | 153 |

---

------

---

| | | |
|:---|:---|:---|
|  7.00%, 02/25/2043, Series T-54, Class 3A | 49 | 51 |
|  7.00%, 10/25/2043, Series T-59, Class 1A2 | 145 | 152 |
|  7.50%, 02/25/2042, Series T-42, Class A5 | 121 | 129 |
|  7.50%, 08/25/2042, Series T-51, Class 2A(4) | 26 | 26 |
|  7.50%, 07/25/2043, Series T-57, Class 1A3 | 28 | 31 |
|  7.50%, 09/25/2043, Series T-58, Class 4A | 154 | 160 |
|  FREMF 2015-K51 Mortgage Trust |  |  |
|  4.18%, 10/25/2048, Series 2015-K51, Class C(1)(4) | 1500 | 1500 |
|  FREMF 2016-K52 Mortgage Trust |  |  |
|  4.15%, 01/25/2049, Series 2016-K52, Class B(1)(4) | 4750 | 4732 |
|  FREMF 2016-K59 Mortgage Trust |  |  |
|  3.69%, 11/25/2049, Series 2016-K59, Class B(1)(4) | 2450 | 2421 |
|  FREMF 2017-KGS1 Mortgage Trust |  |  |
|  6.97% (30-day Average SOFR + 2.61%, 2.50% Floor), 10/25/2027, Series 2017-KGL1, Class BFL(1)(2) | 3415 | 3330 |
|  FREMF 2019-K92 Mortgage Trust |  |  |
|  4.34%, 05/25/2052, Series 2019-K92, Class B(1)(4) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6528 |
|  FREMF 2019-K99 Mortgage Trust |  |  |
|  3.77%, 10/25/2052, Series 2019-K99, Class B(1)(4) | 10000 | 9582 |
|  FREMF 2020-K105 Mortgage Trust |  |  |
|  3.53%, 03/25/2053, Series 2020-K105, Class B(1)(4) | 17300 | 16553 |
|  GCAT 2025-NQM2 Trust |  |  |
|  5.60%, 04/25/2070, Series 2025-NQM2, Class A1(1)(3) | 11643 | 11753 |
|  Ginnie Mae |  |  |
|  0.00%, 06/16/2033, Series 2003-52, Class AP | 11 | 10 |
|  0.00%, 06/20/2034, Series 2004-46, Class PO | 20 | 17 |
|  0.00%, 08/20/2035, Series 2010-14, Class CO | 48 | 40 |
|  0.00%, 10/20/2035, Series 2005-82, Class PO | 11 | 10 |
|  0.00%, 11/20/2035, Series 2010-14, Class BO | 17 | 14 |
|  0.00%, 03/20/2036, Series 2006-16, Class OP | 14 | 12 |
|  0.00%, 05/20/2036, Series 2006-22, Class AO | 21 | 17 |
|  0.00%, 07/20/2036, Series 2006-34, Class PO | 3 | 2 |
|  0.00%, 04/16/2037, Series 2007-17, Class JO | 29 | 23 |
|  0.00%, 05/20/2037, Series 2007-28, Class BO | 4 | 3 |
|  0.00%, 06/16/2037, Series 2007-36, Class HO | 7 | 6 |
|  0.00%, 06/16/2037, Series 2007-35, Class PO | 77 | 64 |
|  0.00%, 11/16/2037, Series 2009-79, Class OK | 76 | 64 |
|  0.00%, 01/20/2038, Series 2008-1, Class PO | 3 | 2 |
|  0.00%, 12/20/2040, Series 2010-157, Class OP | 170 | 146 |
|  0.00% (1 Month Term SOFR + 3.75%, 3.86% Cap), 09/20/2048, Series 2018-121, Class KS(2)(6) | 4149 | 117 |
|  0.00% (1 Month Term SOFR + 3.73%, 3.84% Cap), 10/20/2048, Series 2018-148, Class DS(2)(6) | 5319 | 164 |
|  0.00% (1 Month Term SOFR + 3.69%, 3.80% Cap), 11/20/2048, Series 2018-151, Class SL(2)(6) | 3200 | 89 |
|  0.00% (1 Month Term SOFR + 2.70%, 2.81% Cap), 07/20/2049, Series 2019-92, Class S(2)(6) | 16745 | 196 |
|  0.00% (1 Month Term SOFR + 3.24%, 3.35% Cap), 08/20/2049, Series 2019-99, Class SA(2)(6) | 8448 | 183 |
|  0.00% (1 Month Term SOFR + 3.25%, 0.02% Cap), 01/20/2050, Series 2021-165, Class ST(2)(6) | 2205 | 1 |
|  0.00% (30-day Average SOFR + 3.50%, 3.50% Cap), 03/20/2052, Series 2022-46, Class S(2)(6) | 3661 | 92 |
|  0.00% (30-day Average SOFR + 3.50%, 3.50% Cap), 03/20/2052, Series 2022-51, Class SC(2)(6) | 16511 | 393 |
|  0.00% (30-day Average SOFR + 3.85%, 3.85% Cap), 04/20/2052, Series 2022-68, Class SP(2)(6) | 4442 | 145 |
|  0.00% (30-day Average SOFR + 3.85%, 3.85% Cap), 04/20/2052, Series 2022-66, Class SB(2)(6) | 5405 | 151 |
|  0.00% (30-day Average SOFR + 3.75%, 3.75% Cap), 04/20/2052, Series 2022-78, Class SB(2)(6) | 9840 | 222 |
|  0.00% (30-day Average SOFR + 3.65%, 3.65% Cap), 05/20/2052, Series 2022-93, Class GS(2)(6) | 3468 | 82 |
|  0.00% (30-day Average SOFR + 3.95%, 3.95% Cap), 07/20/2052, Series 2022-133, Class SA(2)(6) | 7462 | 192 |
|  0.00% (30-day Average SOFR + 3.76%, 3.76% Cap), 07/20/2052, Series 2022-126, Class CS(2)(6) | 20173 | 419 |
|  0.00% (30-day Average SOFR + 3.95%, 3.95% Cap), 07/20/2052, Series 2022-129, Class SA(2)(6) | 39938 | 955 |
|  0.00% (30-day Average SOFR + 3.60%, 3.60% Cap), 08/20/2052, Series 2022-148, Class DS(2)(6) | 7780 | 148 |
|  0.00%, 05/20/2053, Series 2023-169, Class EO | 2157 | 1701 |
|  0.51% (30-day Average SOFR + 4.90%, 4.90% Cap), 10/20/2052, Series 2022-178, Class SA(2)(6) | 16267 | 859 |
|  1.45% (1 Month Term SOFR + 5.59%, 5.70% Cap), 12/20/2038, Series 2008-93, Class AS(2)(6) | 79 | 4 |
|  1.60% (30-day Average SOFR + 5.99%, 5.99% Cap), 07/20/2052, Series 2022-125, Class CS(2)(6) | 5927 | 487 |
|  1.65%, 01/20/2063, Series 2013-H01, Class FA(5) | 0 | 0 |
|  1.65%, 02/20/2063, Series 2013-H04, Class BA | 5 | 5 |
|  1.65%, 04/20/2063, Series 2013-H09, Class HA | 7 | 7 |
|  1.65% (1 Month Term SOFR + 5.79%, 5.90% Cap), 09/20/2038, Series 2008-76, Class US(2)(6) | 71 | 2 |
|  1.70% (1 Month Term SOFR + 5.84%, 5.95% Cap), 02/20/2039, Series 2009-10, Class SA(2)(6) | 55 | 4 |
|  1.70% (1 Month Term SOFR + 5.84%, 5.95% Cap), 06/20/2039, Series 2009-43, Class SA(2)(6) | 53 | 2 |
|  1.74% (1 Month Term SOFR + 5.89%, 6.00% Cap), 02/16/2041, Series 2011-26, Class CS(2)(6) | 9189 | 972 |
|  1.75% (1 Month Term SOFR + 5.89%, 6.00% Cap), 11/20/2037, Series 2007-73, Class MI(2)(5)(6) | 52 | 0 |
|  1.75% (1 Month Term SOFR + 5.89%, 6.00% Cap), 02/20/2038, Series 2009-106, Class ST(2)(6) | 394 | 11 |
|  1.75% (1 Month Term SOFR + 5.89%, 6.00% Cap), 08/20/2038, Series 2008-71, Class SC(2)(5)(6) | 19 | 0 |
|  1.75% (1 Month Term SOFR + 5.89%, 6.00% Cap), 12/20/2038, Series 2008-96, Class SL(2)(6) | 42 | 1 |
|  1.79% (1 Month Term SOFR + 5.93%, 6.04% Cap), 02/20/2039, Series 2009-6, Class SH(2)(5)(6) | 33 | 0 |
|  1.83% (1 Month Term SOFR + 5.97%, 6.08% Cap), 11/20/2034, Series 2004-96, Class SC(2)(5)(6) | 74 | 0 |
|  1.83% (1 Month Term SOFR + 5.97%, 6.08% Cap), 06/20/2039, Series 2009-42, Class SC(2)(6) | 74 | 6 |
|  1.84% (1 Month Term SOFR + 5.99%, 6.10% Cap), 02/16/2039, Series 2009-6, Class SA(2)(5)(6) | 31 | 0 |
|  1.84% (1 Month Term SOFR + 5.99%, 6.10% Cap), 07/16/2039, Series 2009-64, Class SN(2)(6) | 55 | 3 |
|  1.84% (1 Month Term SOFR + 5.98%, 6.09% Cap), 09/20/2039, Series 2009-81, Class SB(2)(6) | 144 | 13 |

---

------

---

| | | |
|:---|:---|:---|
|  1.85% (1 Month Term SOFR + 5.99%, 6.10% Cap), 10/20/2034, Series 2004-90, Class SI(2)(6) | 120 | 6 |
|  1.87%, 06/20/2067, Series 2017-H14, Class XI(4) | 4674 | 131 |
|  1.89% (1 Month Term SOFR + 6.04%, 6.15% Cap), 02/16/2039, Series 2009-11, Class SC(2)(6) | 36 | 1 |
|  1.90% (1 Month Term SOFR + 6.04%, 6.15% Cap), 07/20/2038, Series 2008-60, Class CS(2)(6) | 57 | 1 |
|  1.95% (1 Month Term SOFR + 6.09%, 6.20% Cap), 03/20/2037, Series 2007-9, Class CI(2)(6) | 56 | 4 |
|  1.95% (1 Month Term SOFR + 6.09%, 6.20% Cap), 04/20/2037, Series 2007-19, Class SD(2)(5)(6) | 27 | 0 |
|  1.95% (1 Month Term SOFR + 6.09%, 6.20% Cap), 05/20/2037, Series 2007-26, Class SC(2)(6) | 50 | 1 |
|  1.95% (1 Month Term SOFR + 6.09%, 6.20% Cap), 05/20/2037, Series 2007-27, Class SD(2)(6) | 54 | 1 |
|  1.95% (1 Month Term SOFR + 6.09%, 6.20% Cap), 06/20/2038, Series 2008-55, Class SA(2)(5)(6) | 17 | 0 |
|  1.95% (1 Month Term SOFR + 6.09%, 6.20% Cap), 09/20/2038, Series 2008-81, Class S(2)(6) | 146 | 1 |
|  1.99% (1 Month Term SOFR + 6.14%, 6.25% Cap), 08/16/2039, Series 2009-72, Class SM(2)(6) | 76 | 6 |
|  2.00%, 10/01/2055(9) | 3200 | 2644 |
|  2.00% (1 Month Term SOFR + 6.14%, 6.25% Cap), 06/20/2037, Series 2007-36, Class SJ(2)(5)(6) | 41 | 0 |
|  2.02% (1 Month Term SOFR + 6.16%, 6.27% Cap), 04/20/2039, Series 2009-22, Class SA(2)(6) | 79 | 6 |
|  2.05% (1 Month Term SOFR + 6.19%, 6.30% Cap), 09/20/2035, Series 2005-68, Class KI(2)(6) | 172 | 16 |
|  2.05% (1 Month Term SOFR + 6.19%, 6.30% Cap), 04/20/2038, Series 2008-36, Class SH(2)(5)(6) | 67 | 0 |
|  2.05% (1 Month Term SOFR + 6.19%, 6.30% Cap), 03/20/2039, Series 2009-31, Class TS(2)(5)(6) | 17 | 0 |
|  2.14% (1 Month Term SOFR + 6.29%, 6.40% Cap), 05/16/2038, Series 2008-40, Class SA(2)(6) | 168 | 8 |
|  2.14% (1 Month Term SOFR + 6.29%, 6.40% Cap), 11/16/2039, Series 2009-106, Class AS(2)(6) | 124 | 12 |
|  2.21% (1 Month Term SOFR + 6.36%, 6.47% Cap), 06/16/2037, Series 2007-36, Class SE(2)(5)(6) | 30 | 0 |
|  2.25% (1 Month Term SOFR + 6.39%, 6.50% Cap), 11/20/2037, Series 2007-76, Class SB(2)(6) | 101 | 1 |
|  2.26% (1 Month Term SOFR + 6.40%, 6.51% Cap), 11/20/2037, Series 2007-67, Class SI(2)(5)(6) | 54 | 0 |
|  2.28% (1 Month Term SOFR + 6.43%, 6.54% Cap), 11/16/2037, Series 2007-74, Class SL(2)(5)(6) | 58 | 0 |
|  2.29% (1 Month Term SOFR + 6.44%, 6.55% Cap), 11/16/2033, Series 2003-97, Class SA(2)(5)(6) | 11 | 0 |
|  2.29% (1 Month Term SOFR + 6.44%, 6.55% Cap), 12/16/2033, Series 2003-112, Class SA(2)(5)(6) | 24 | 0 |
|  2.29% (1 Month Term SOFR + 6.44%, 6.55% Cap), 09/16/2034, Series 2004-73, Class JL(2)(6) | 87 | 8 |
|  2.30% (1 Month Term SOFR + 6.44%, 6.55% Cap), 09/20/2037, Series 2007-53, Class ES(2)(6) | 47 | 2 |
|  2.30% (1 Month Term SOFR + 6.44%, 6.55% Cap), 11/20/2037, Series 2007-72, Class US(2)(5)(6) | 46 | 0 |
|  2.30% (1 Month Term SOFR + 6.44%, 6.55% Cap), 12/20/2037, Series 2007-79, Class SY(2)(5)(6) | 66 | 0 |
|  2.35% (1 Month Term SOFR + 6.49%, 6.60% Cap), 05/20/2041, Series 2011-75, Class SM(2)(6) | 95 | 6 |
|  2.39% (1 Month Term SOFR + 6.53%, 6.64% Cap), 07/20/2037, Series 2007-45, Class QA(2)(6) | 62 | 4 |
|  2.43% (1 Month Term SOFR + 6.57%, 6.68% Cap), 07/20/2037, Series 2007-40, Class SN(2)(6) | 60 | 2 |
|  2.45% (1 Month Term SOFR + 6.59%, 6.70% Cap), 10/20/2036, Series 2006-59, Class SD(2)(6) | 30 | 2 |
|  2.50%, 10/01/2055(9) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4149 |
|  2.50% (1 Month Term SOFR + 6.64%, 6.75% Cap), 01/20/2035, Series 2005-3, Class SK(2)(6) | 79 | 4 |
|  2.50% (1 Month Term SOFR + 6.64%, 6.75% Cap), 07/20/2037, Series 2007-40, Class SD(2)(6) | 44 | 2 |
|  2.55% (1 Month Term SOFR + 6.70%, 6.81% Cap), 04/16/2037, Series 2007-17, Class JI(2)(6) | 73 | 6 |
|  2.55% (1 Month Term SOFR + 6.69%, 6.80% Cap), 06/20/2035, Series 2008-79, Class CS(2)(6) | 41 | 41 |
|  2.61%, 05/20/2067, Series 2017-H11, Class LI(4) | 4430 | 366 |
|  3.00%, 12/20/2041, Series 2011-157, Class UY | 1000 | 903 |
|  3.00%, 10/20/2045, Series 2015-144, Class HP | 474 | 433 |
|  3.00%, 09/20/2047, Series 2017-139, Class BA | 641 | 586 |
|  3.00%, 08/20/2050, Series 2020-126, Class BI | 7068 | 1191 |
|  3.00%, 06/20/2051, Series 2021-114, Class TI | 6950 | 890 |
|  3.00%, 08/20/2051, Series 2022-93, Class IO | 23916 | 2584 |
|  3.00%, 10/01/2055(9) | 2580 | 2303 |
|  3.05% (1 Month Term SOFR + 7.19%, 7.30% Cap), 12/20/2038, Series 2008-95, Class DS(2)(6) | 125 | 1 |
|  3.35% (1 Month Term SOFR + 7.49%, 7.60% Cap), 09/20/2038, Series 2009-25, Class SE(2)(6) | 30 | 1 |
|  3.44% (1 Month Term SOFR + 7.59%, 7.70% Cap), 04/16/2038, Series 2008-33, Class XS(2)(6) | 29 | 2 |
|  3.45% (1 Month Term SOFR + 7.59%, 7.70% Cap), 02/20/2033, Series 2003-12, Class SP(2)(5)(6) | 7 | 0 |
|  3.50%, 07/20/2046, Series 2018-160, Class PA | 439 | 434 |
|  3.50%, 09/20/2046, Series 2018-34, Class DL | 1076 | 1059 |
|  3.50%, 10/01/2055(9) | 7445 | 6787 |
|  3.74%, 01/20/2042, Series 2012-141, Class WC(4) | 123 | 117 |
|  3.99% (1 Month Term SOFR + 8.14%, 8.25% Cap), 08/16/2031, Series 2001-35, Class SA(2)(5)(6) | 4 | 0 |
|  4.00%, 10/01/2055(9) | 5310 | 4992 |
|  4.00%, 09/16/2042, Series 2012-141, Class WB(4) | 81 | 77 |
|  4.41%, 04/20/2043, Series 2013-91, Class WA(4) | 114 | 110 |
|  4.50%, 10/01/2055(9) | 3625 | 3515 |
|  4.52%, 11/16/2041, Series 2012-141, Class WA(4) | 145 | 144 |
|  4.54%, 10/20/2041, Series 2014-188, Class W(4) | 191 | 192 |
|  4.56% (1 Month Term SOFR + 0.41%, 0.30% Floor, 6.50% Cap), 05/16/2037, Series 2007-25, Class FN(2) | 26 | 25 |
|  4.60% (1 Month Term SOFR + 0.71%, 0.60% Floor, 4.60% Cap), 10/20/2062, Series 2012-H24, Class FE(2) | 3 | 3 |
|  4.62%, 10/20/2042, Series 2014-41, Class W(4) | 371 | 372 |
|  4.71%, 09/20/2041, Series 2013-26, Class AK(4) | 101 | 102 |
|  4.76%, 03/20/2048, Series 2020-30, Class PT(4) | 4773 | 4839 |
|  4.77% (1 Month Term SOFR + 0.41%, 0.30% Floor, 5.59% Cap), 08/20/2060, Series 2013-H03, Class FA(2)(5) | 0 | 0 |
|  4.77% (1 Month Term SOFR + 0.41%, 0.30% Floor), 11/20/2062, Series 2013-H02, Class HF(2)(5) | 0 | 0 |
|  4.79% (1 Month Term SOFR + 0.43%, 0.32% Floor, 10.50% Cap), 01/20/2063, Series 2013-H01, Class JA(2) | 97 | 96 |
|  4.81% (1 Month Term SOFR + 0.45%, 0.34% Floor, 11.00% Cap), 12/20/2062, Series 2012-H31, Class FD(2) | 269 | 269 |
|  4.88% (1 Month Term SOFR + 0.52%, 0.41% Floor, 11.00% Cap), 03/20/2063, Series 2013-H07, Class HA(2) | 74 | 74 |
|  4.88%, 11/20/2042, Series 2013-54, Class WA(4) | 83 | 85 |
|  4.89% (1 Month Term SOFR + 0.53%, 0.42% Floor, 10.50% Cap), 02/20/2063, Series 2013-H04, Class SA(2) | 59 | 59 |
|  4.90% (1 Month Term SOFR + 0.54%, 0.43% Floor, 5.59% Cap), 04/20/2060, Series 2012-H24, Class FG(2) | 2 | 2 |
|  4.90% (1 Month Term SOFR + 13.17%, 13.40% Cap), 10/20/2037, Series 2008-7, Class SP(2)(6) | 8 | 8 |

---

------

---

| | | |
|:---|:---|:---|
|  4.91% (1 Month Term SOFR + 0.55%, 0.44% Floor, 11.00% Cap), 07/20/2065, Series 2015-H16, Class FL(2) | 680 | 680 |
|  4.91% (1 Month Term SOFR + 0.58%, 11.00% Cap), 02/20/2065, Series 2015-H07, Class ES(2) | 221 | 221 |
|  4.92% (1 Month Term SOFR + 0.56%, 0.45% Floor, 5.50% Cap), 03/20/2060, Series 2012-H24, Class FA(2) | 19 | 19 |
|  4.92% (1 Month Term SOFR + 0.56%, 0.45% Floor, 5.50% Cap), 05/20/2062, Series 2012-H15, Class FA(2)(5) | 0 | 0 |
|  4.92% (1 Month Term SOFR + 0.56%, 0.45% Floor, 11.00% Cap), 06/20/2065, Series 2015-H18, Class FA(2) | 182 | 182 |
|  4.92% (1 Month Term SOFR + 0.56%, 0.45% Floor, 11.00% Cap), 08/20/2067, Series 2017-H19, Class FA(2) | 123 | 123 |
|  4.94% (1 Month Term SOFR + 0.58%, 0.47% Floor), 08/20/2061, Series 2011-H19, Class FA(2) | 41 | 41 |
|  4.94% (1 Month Term SOFR + 0.58%, 0.47% Floor, 10.50% Cap), 03/20/2063, Series 2013-H07, Class GA(2) | 24 | 24 |
|  4.94% (1 Month Term SOFR + 0.58%, 0.47% Floor, 11.00% Cap), 06/20/2063, Series 2013-H14, Class FD(2) | 147 | 147 |
|  4.94% (1 Month Term SOFR + 0.58%, 0.47% Floor, 11.00% Cap), 07/20/2064, Series 2014-H14, Class GF(2) | 190 | 190 |
|  4.94% (1 Month Term SOFR + 0.58%, 0.47% Floor, 11.00% Cap), 09/20/2064, Series 2014-H19, Class FE(2) | 794 | 794 |
|  4.94% (1 Month Term SOFR + 0.58%, 0.47% Floor, 11.00% Cap), 08/20/2065, Series 2015-H20, Class FA(2) | 128 | 128 |
|  4.95% (1 Month Term SOFR + 0.59%, 0.48% Floor, 11.00% Cap), 02/20/2065, Series 2015-H05, Class FC(2) | 848 | 848 |
|  4.95% (1 Month Term SOFR + 0.59%, 0.48% Floor, 11.00% Cap), 03/20/2065, Series 2015-H08, Class FC(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1212 |
|  4.97% (1 Month Term SOFR + 0.61%, 0.50% Floor, 10.66% Cap), 03/20/2061, Series 2011-H11, Class FA(2) | 210 | 210 |
|  4.97% (1 Month Term SOFR + 0.61%, 0.50% Floor), 01/20/2063, Series 2013-H01, Class TA(2) | 4 | 4 |
|  4.97% (1 Month Term SOFR + 0.61%, 0.50% Floor, 11.00% Cap), 06/20/2064, Series 2014-H11, Class VA(2) | 700 | 700 |
|  4.97% (1 Month Term SOFR + 0.61%, 0.50% Floor, 11.00% Cap), 07/20/2064, Series 2014-H15, Class FA(2) | 550 | 550 |
|  4.97% (1 Month Term SOFR + 0.61%, 0.50% Floor, 11.00% Cap), 07/20/2064, Series 2014-H17, Class FC(2) | 616 | 616 |
|  4.97% (1 Month Term SOFR + 0.61%, 0.50% Floor, 11.00% Cap), 12/20/2064, Series 2015-H03, Class FA(2) | 232 | 232 |
|  4.97% (1 Month Term SOFR + 0.61%, 0.50% Floor, 11.00% Cap), 06/20/2067, Series 2017-H14, Class FV(2) | 1402 | 1402 |
|  4.98% (1 Month Term SOFR + 0.63%, 0.52% Floor, 11.50% Cap), 10/20/2062, Series 2012-H29, Class FA(2) | 110 | 110 |
|  5.00%, 10/01/2055(9) | 21505 | 21389 |
|  5.02% (1 Month Term SOFR + 0.66%, 0.55% Floor), 10/20/2061, Series 2012-H26, Class JA(2)(5) | 0 | 0 |
|  5.02% (1 Month Term SOFR + 0.66%, 0.55% Floor), 04/20/2062, Series 2013-H07, Class MA(2)(5) | 0 | 0 |
|  5.02% (1 Month Term SOFR + 0.66%, 0.55% Floor), 07/20/2062, Series 2012-H26, Class MA(2) | 4 | 4 |
|  5.03% (1 Month Term SOFR + 0.67%, 0.56% Floor, 11.00% Cap), 03/20/2067, Series 2017-H09, Class DF(2) | 1447 | 1448 |
|  5.05% (1 Month Term SOFR + 0.69%, 0.58% Floor), 09/20/2062, Series 2012-H28, Class FA(2) | 4 | 4 |
|  5.07% (1 Month Term SOFR + 0.71%, 0.60% Floor, 11.00% Cap), 04/20/2064, Series 2014-H09, Class TA(2) | 159 | 159 |
|  5.07% (1 Month Term SOFR + 0.71%, 0.60% Floor), 04/20/2064, Series 2014-H10, Class TA(2) | 954 | 955 |
|  5.07% (1 Month Term SOFR + 0.71%, 0.60% Floor, 11.00% Cap), 05/20/2064, Series 2014-H07, Class FA(2) | 1596 | 1598 |
|  5.07% (1 Month Term SOFR + 0.71%, 0.60% Floor, 7.00% Cap), 10/20/2064, Series 2014-H20, Class LF(2) | 463 | 462 |
|  5.07% (1 Month Term SOFR + 0.93%, 0.82% Floor, 7.00% Cap), 07/20/2038, Series 2008-58, Class FA(2) | 126 | 126 |
|  5.08%, 06/20/2040, Series 2013-75, Class WA(4) | 52 | 53 |
|  5.12% (1 Month Term SOFR + 0.76%, 0.65% Floor), 05/20/2061, Series 2012-H21, Class DF(2)(5) | 0 | 0 |
|  5.12% (1 Month Term SOFR + 0.76%, 0.65% Floor, 11.00% Cap), 01/20/2064, Series 2014-H01, Class FD(2) | 114 | 114 |
|  5.12% (1 Month Term SOFR + 0.76%, 0.65% Floor, 11.00% Cap), 02/20/2064, Series 2014-H04, Class FB(2) | 280 | 281 |
|  5.12% (1 Month Term SOFR + 0.76%, 0.65% Floor, 11.00% Cap), 03/20/2064, Series 2014-H06, Class HB(2) | 234 | 234 |
|  5.14%, 07/20/2060, Series 2010-H17, Class XQ(4) | 2 | 2 |
|  5.16% (1 Month Term SOFR + 0.80%, 0.69% Floor, 11.00% Cap), 02/20/2064, Series 2014-H05, Class FA(2) | 491 | 493 |
|  5.17% (1 Month Term SOFR + 0.81%, 0.70% Floor), 05/20/2061, Series 2012-H21, Class CF(2)(5) | 0 | 0 |
|  5.17% (1 Month Term SOFR + 0.81%, 0.70% Floor, 11.00% Cap), 04/20/2062, Series 2012-H08, Class FS(2) | 196 | 197 |
|  5.28%, 01/20/2039, Series 2014-6, Class W(4) | 222 | 229 |
|  5.50%, 04/20/2033, Series 2003-25, Class PZ | 59 | 59 |
|  5.50%, 03/16/2034, Series 2004-17, Class MZ | 919 | 917 |
|  5.50%, 07/20/2035, Series 2005-56, Class IC | 8 | 1 |
|  5.50%, 09/20/2035, Series 2005-72, Class AZ | 31 | 31 |
|  5.50%, 02/20/2038, Series 2008-17, Class IO(5) | 10 | 0 |
|  5.50%, 05/20/2039, Series 2009-33, Class CI | 12 | 1 |
|  5.50%, 09/20/2039, Series 2009-75, Class MN | 301 | 317 |
|  5.50%, 10/20/2039, Series 2009-87, Class BE | 293 | 305 |
|  5.50%, 10/01/2055(9) | 23790 | 23967 |
|  5.50%, 11/01/2055(9) | 9500 | 9564 |
|  5.55%, 01/20/2038, Series 2015-137, Class WA(4) | 212 | 219 |
|  5.56%, 10/20/2036, Series 2006-57, Class PZ | 51 | 51 |
|  5.57%, 08/20/2038, Series 2012-59, Class WA(4) | 80 | 82 |
|  5.58%, 07/20/2040, Series 2011-137, Class WA(4) | 83 | 86 |
|  5.66%, 08/20/2034, Series 2010-103, Class WA(4) | 19 | 20 |
|  5.75% (1 Month Term SOFR + 1.39%, 1.28% Floor), 02/20/2071, Series 2021-H03, Class LF(2) | 11274 | 11491 |
|  5.78%, 02/20/2037, Series 2011-22, Class WA(4) | 15 | 16 |
|  5.81%, 10/20/2033, Series 2010-41, Class WA(4) | 35 | 36 |
|  5.83%, 04/20/2037, Series 2010-129, Class AW(4) | 26 | 27 |
|  5.84%, 12/20/2038, Series 2011-163, Class WA(4) | 170 | 176 |
|  6.00%, 09/16/2033, Series 2003-75, Class ZX | 33 | 33 |
|  6.00%, 06/20/2034, Series 2004-49, Class Z | 85 | 86 |
|  6.00%, 12/20/2035, Series 2005-91, Class PI | 17 | 1 |
|  6.00%, 06/20/2038, Series 2008-50, Class KB | 34 | 35 |
|  6.00%, 05/20/2039, Series 2009-33, Class TI | 16 | 1 |
|  6.00%, 10/01/2055(9) | 10940 | 11126 |
|  6.08%, 11/20/2038, Series 2011-97, Class WA(4) | 37 | 37 |
|  6.17% (1 Month Term SOFR + 16.16%, 16.43% Cap), 06/17/2035, Series 2005-68, Class DP(2)(6) | 16 | 18 |
|  6.50%, 07/20/2032, Series 2002-52, Class GH | 21 | 21 |
|  6.50%, 01/20/2033, Series 2003-58, Class BE | 28 | 28 |
|  6.50%, 05/20/2033, Series 2003-46, Class MG | 21 | 21 |
|  6.50%, 07/20/2036, Series 2006-33, Class Z | 94 | 96 |

---

------

---

| | | |
|:---|:---|:---|
|  6.50%, 08/20/2036, Series 2006-38, Class ZK | 114 | 114 |
|  6.50%, 03/20/2039, Series 2009-14, Class KI | 19 | 1 |
|  6.50%, 03/20/2039, Series 2009-14, Class NI | 42 | 3 |
|  6.50%, 10/01/2055(9) | 12725 | 13069 |
|  6.63% (1 Month Term SOFR + 20.45%, 20.83% Cap), 08/16/2035, Series 2005-66, Class SP(2)(6) | 5 | 6 |
|  6.63% (1 Month Term SOFR + 22.30%, 22.73% Cap), 08/20/2035, Series 2005-65, Class SA(2)(6) | 3 | 3 |
|  7.00% (1 Month Term SOFR + 43.78%, 7.00% Cap), 09/20/2034, Series 2004-71, Class ST(2)(6) | 9 | 9 |
|  7.00%, 10/16/2040, Series 2010-130, Class CP | 134 | 143 |
|  7.20% (1 Month Term SOFR + 19.61%, 19.95% Cap), 11/20/2037, Series 2008-7, Class SK(2)(6) | 5 | 5 |
|  7.35% (1 Month Term SOFR + 16.47%, 16.72% Cap), 05/18/2034, Series 2005-7, Class JM(2)(5)(6) | 0 | 0 |
|  7.46% (1 Month Term SOFR + 19.86%, 20.21% Cap), 09/20/2037, Series 2007-53, Class SW(2)(6) | 10 | 11 |
|  7.94% (1 Month Term SOFR + 19.35%, 19.66% Cap), 04/16/2034, Series 2004-28, Class S(2)(6) | 11 | 12 |
|  8.59% (1 Month Term SOFR + 28.90%, 29.46% Cap), 09/20/2034, Series 2004-71, Class SB(2)(6) | 9 | 10 |
|  8.76% (1 Month Term SOFR + 23.96%, 24.38% Cap), 10/16/2034, Series 2004-89, Class LS(2)(6) | 6 | 6 |
|  Ginnie Mae I Pool |  |  |
|  3.00%, 05/15/2043 | 179 | 164 |
|  3.00%, 07/15/2045 | 450 | 405 |
|  3.50%, 01/15/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1389 |
|  3.50%, 03/15/2043 | 609 | 570 |
|  3.50%, 04/15/2043 | 1195 | 1117 |
|  3.50%, 06/15/2043 | 644 | 602 |
|  3.50%, 07/15/2043 | 281 | 262 |
|  4.00%, 06/15/2039 | 138 | 133 |
|  4.00%, 10/15/2040 | 72 | 69 |
|  4.50%, 04/15/2040 | 518 | 516 |
|  5.50%, 04/15/2033 | 104 | 107 |
|  5.50%, 06/15/2033 | 1 | 1 |
|  5.50%, 12/15/2033 | 4 | 4 |
|  5.50%, 07/15/2034 | 2 | 2 |
|  5.50%, 09/15/2034 | 1 | 1 |
|  6.50%, 03/15/2028 | 2 | 2 |
|  6.50%, 09/15/2028 | 2 | 2 |
|  6.50%, 10/15/2028(5) | 0 | 0 |
|  6.50%, 01/15/2032 | 17 | 17 |
|  6.50%, 07/15/2032 | 1 | 1 |
|  6.50%, 02/15/2033 | 5 | 5 |
|  6.50%, 04/15/2033 | 4 | 4 |
|  6.50%, 12/15/2035 | 15 | 16 |
|  7.00%, 09/15/2031 | 18 | 18 |
|  7.00%, 02/15/2033 | 3 | 4 |
|  7.00%, 06/15/2033 | 6 | 6 |
|  7.00%, 06/15/2035 | 37 | 39 |
|  7.00%, 04/15/2037 | 5 | 5 |
|  7.50%, 07/15/2027(5) | 0 | 0 |
|  7.50%, 09/15/2028(5) | 0 | 0 |
|  7.50%, 10/15/2037 | 11 | 11 |
|  Ginnie Mae II Pool |  |  |
|  2.00%, 10/20/2050 | 4635 | 3698 |
|  2.00%, 10/20/2050 | 16522 | 13665 |
|  2.00%, 01/20/2051 | 6033 | 4989 |
|  2.00%, 02/20/2051 | 1466 | 1175 |
|  2.00%, 03/20/2051 | 3684 | 3051 |
|  2.00%, 07/20/2051 | 4355 | 3600 |
|  2.00%, 08/20/2051 | 2826 | 2337 |
|  2.00%, 10/20/2051 | 9156 | 7569 |
|  2.00%, 11/20/2051 | 12678 | 10481 |
|  2.00%, 12/20/2051 | 5229 | 4323 |
|  2.00%, 01/20/2052 | 13440 | 11111 |
|  2.00%, 04/20/2052 | 2317 | 1915 |
|  2.50%, 12/20/2046 | 793 | 700 |
|  2.50%, 06/20/2050 | 1474 | 1271 |
|  2.50%, 09/20/2050 | 45 | 39 |
|  2.50%, 09/20/2050 | 2666 | 2287 |
|  2.50%, 09/20/2050 | 4059 | 3536 |
|  2.50%, 10/20/2050 | 208 | 179 |
|  2.50%, 11/20/2050 | 158 | 137 |
|  2.50%, 01/20/2051 | 1702 | 1466 |
|  2.50%, 02/20/2051 | 11250 | 9713 |
|  2.50%, 03/20/2051 | 10386 | 8894 |
|  2.50%, 03/20/2051 | 13023 | 11221 |
|  2.50%, 03/20/2051 | 18648 | 15831 |
|  2.50%, 04/20/2051 | 10639 | 9167 |
|  2.50%, 05/20/2051 | 7979 | 6872 |
|  2.50%, 06/20/2051 | 11746 | 10070 |
|  2.50%, 08/20/2051 | 45714 | 39390 |

---

------

---

| | | |
|:---|:---|:---|
|  2.50%, 09/20/2051 | 6010 | 5143 |
|  2.50%, 09/20/2051 | 6785 | 5844 |
|  2.50%, 10/20/2051 | 5886 | 5071 |
|  2.50%, 11/20/2051 | 14375 | 12382 |
|  2.50%, 12/20/2051 | 10021 | 8632 |
|  2.50%, 01/20/2052 | 6209 | 5348 |
|  2.50%, 03/20/2052 | 9537 | 8256 |
|  2.50%, 03/20/2052 | 21546 | 18558 |
|  2.50%, 12/20/2052 | 9424 | 8128 |
|  2.50%, 02/20/2053 | 2668 | 2320 |
|  2.50%, 08/20/2053 | 14036 | 12123 |
|  2.50%, 12/20/2053 | 9494 | 8190 |
|  2.50%, 02/20/2054 | 7508 | 6482 |
|  2.50%, 04/20/2054 | 4242 | 3659 |
|  2.50%, 05/20/2054 | 12156 | 10486 |
|  2.94%, 10/20/2070(4) | 6078 | 5511 |
|  2.99%, 12/20/2070(4) | 3286 | 2974 |
|  3.00%, 06/20/2042 | 110 | 101 |
|  3.00%, 08/20/2042 | 1401 | 1296 |
|  3.00%, 11/20/2042 | 794 | 732 |
|  3.00%, 12/20/2042 | 408 | 375 |
|  3.00%, 01/20/2043 | 403 | 371 |
|  3.00%, 04/20/2043 | 992 | 912 |
|  3.00%, 09/20/2043 | 309 | 284 |
|  3.00%, 10/20/2043 | 49 | 45 |
|  3.00%, 01/20/2044 | 281 | 258 |
|  3.00%, 07/20/2044 | 105 | 96 |
|  3.00%, 12/20/2044 | 167 | 151 |
|  3.00%, 04/20/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1501 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1364 |
|  3.00%, 05/20/2045 | 267 | 242 |
|  3.00%, 07/20/2045 | 644 | 584 |
|  3.00%, 10/20/2045 | 734 | 666 |
|  3.00%, 11/20/2045 | 179 | 163 |
|  3.00%, 02/20/2046 | 259 | 235 |
|  3.00%, 04/20/2046 | 1518 | 1378 |
|  3.00%, 05/20/2046 | 65 | 59 |
|  3.00%, 07/20/2046 | 5038 | 4565 |
|  3.00%, 08/20/2046 | 9442 | 8562 |
|  3.00%, 09/20/2046 | 431 | 391 |
|  3.00%, 01/20/2047 | 1019 | 924 |
|  3.00%, 02/20/2047 | 1529 | 1384 |
|  3.00%, 03/20/2047 | 163 | 147 |
|  3.00%, 07/20/2049 | 1609 | 1445 |
|  3.00%, 09/20/2049 | 234 | 210 |
|  3.00%, 10/20/2049 | 4386 | 3943 |
|  3.00%, 11/20/2049 | 5122 | 4592 |
|  3.00%, 12/20/2049 | 5348 | 4799 |
|  3.00%, 01/20/2050 | 6826 | 6117 |
|  3.00%, 09/20/2050 | 2166 | 1934 |
|  3.00%, 09/20/2050 | 5903 | 5271 |
|  3.00%, 05/20/2051 | 6080 | 5433 |
|  3.00%, 07/20/2051 | 23932 | 21385 |
|  3.00%, 08/20/2051 | 17518 | 15654 |
|  3.00%, 09/20/2051 | 2678 | 2393 |
|  3.00%, 10/20/2051 | 7933 | 7089 |
|  3.00%, 11/20/2051 | 362 | 324 |
|  3.00%, 12/20/2051 | 1692 | 1513 |
|  3.00%, 12/20/2051 | 4854 | 4452 |
|  3.00%, 07/20/2052 | 33738 | 30165 |
|  3.00%, 01/20/2055 | 2776 | 2480 |
|  3.03%, 06/20/2070(4) | 4385 | 3998 |
|  3.06%, 09/20/2070(4) | 3806 | 3472 |
|  3.10%, 12/20/2071(4) | 9329 | 8444 |
|  3.40%, 04/20/2072(4) | 2667 | 2437 |
|  3.50%, 05/20/2042 | 11207 | 10625 |
|  3.50%, 06/20/2042 | 7258 | 6885 |
|  3.50%, 10/20/2042 | 1550 | 1471 |
|  3.50%, 11/20/2042 | 535 | 508 |
|  3.50%, 05/20/2043 | 374 | 354 |
|  3.50%, 03/20/2045 | 381 | 356 |
|  3.50%, 04/20/2045 | 2905 | 2713 |
|  3.50%, 10/20/2045 | 2452 | 2285 |
|  3.50%, 01/20/2046 | 1490 | 1388 |
|  3.50%, 02/20/2046 | 3977 | 3695 |
|  3.50%, 03/20/2046 | 1271 | 1181 |

---

------

---

| | | |
|:---|:---|:---|
|  3.50%, 04/20/2046 | 9367 | 8722 |
|  3.50%, 05/20/2046 | 2955 | 2751 |
|  3.50%, 06/20/2046 | 1270 | 1166 |
|  3.50%, 07/20/2046 | 2659 | 2458 |
|  3.50%, 08/20/2046 | 398 | 370 |
|  3.50%, 09/20/2046 | 1995 | 1856 |
|  3.50%, 11/20/2046 | 476 | 442 |
|  3.50%, 12/20/2046 | 2136 | 1982 |
|  3.50%, 01/20/2047 | 14 | 13 |
|  3.50%, 02/20/2047 | 2342 | 2176 |
|  3.50%, 03/20/2047 | 141 | 131 |
|  3.50%, 04/20/2047 | 2350 | 2164 |
|  3.50%, 05/20/2047 | 3056 | 2837 |
|  3.50%, 07/20/2047 | 1670 | 1550 |
|  3.50%, 08/20/2047 | 89 | 82 |
|  3.50%, 09/20/2047 | 2834 | 2621 |
|  3.50%, 11/20/2047 | 3845 | 3570 |
|  3.50%, 12/20/2047 | 714 | 665 |
|  3.50%, 04/20/2048 | 2653 | 2460 |
|  3.50%, 03/20/2049 | 638 | 587 |
|  3.50%, 04/20/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2182 |
|  3.50%, 06/20/2049 | 12774 | 11761 |
|  3.50%, 07/20/2049 | 1188 | 1094 |
|  3.50%, 08/20/2049 | 7291 | 6698 |
|  3.50%, 11/20/2049 | 2549 | 2262 |
|  3.50%, 08/20/2050 | 5896 | 5379 |
|  3.50%, 01/20/2051 | 6770 | 6093 |
|  3.50%, 02/20/2051 | 1583 | 1457 |
|  3.50%, 06/20/2051 | 1394 | 1280 |
|  3.50%, 02/20/2052 | 1578 | 1447 |
|  3.50%, 02/20/2052 | 2498 | 2290 |
|  3.50%, 02/20/2052 | 4682 | 4214 |
|  3.50%, 02/20/2052 | 11167 | 10241 |
|  3.50%, 04/20/2052 | 13105 | 12019 |
|  3.50%, 07/20/2052 | 10422 | 9519 |
|  4.00%, 10/20/2040 | 630 | 609 |
|  4.00%, 06/20/2042 | 897 | 868 |
|  4.00%, 10/20/2042 | 2034 | 1969 |
|  4.00%, 12/20/2042 | 1055 | 1021 |
|  4.00%, 02/20/2043 | 453 | 439 |
|  4.00%, 10/20/2043 | 1174 | 1134 |
|  4.00%, 11/20/2044 | 5776 | 5555 |
|  4.00%, 12/20/2044 | 4138 | 3979 |
|  4.00%, 03/20/2045 | 133 | 128 |
|  4.00%, 05/20/2045 | 1548 | 1489 |
|  4.00%, 07/20/2045 | 875 | 841 |
|  4.00%, 08/20/2045 | 3410 | 3266 |
|  4.00%, 11/20/2045 | 1120 | 1076 |
|  4.00%, 01/20/2046 | 263 | 253 |
|  4.00%, 03/20/2046 | 284 | 272 |
|  4.00%, 04/20/2046 | 742 | 712 |
|  4.00%, 05/20/2046 | 1263 | 1212 |
|  4.00%, 06/20/2046 | 597 | 573 |
|  4.00%, 11/20/2046 | 530 | 508 |
|  4.00%, 02/20/2047 | 775 | 740 |
|  4.00%, 03/20/2047 | 1555 | 1488 |
|  4.00%, 05/20/2047 | 122 | 117 |
|  4.00%, 05/20/2047 | 130 | 124 |
|  4.00%, 06/20/2047 | 998 | 955 |
|  4.00%, 07/20/2047 | 2669 | 2554 |
|  4.00%, 09/20/2047 | 769 | 736 |
|  4.00%, 12/20/2047 | 1021 | 977 |
|  4.00%, 01/20/2048 | 946 | 903 |
|  4.00%, 02/20/2048 | 105 | 100 |
|  4.00%, 03/20/2048 | 1026 | 982 |
|  4.00%, 06/20/2048 | 1674 | 1601 |
|  4.00%, 12/20/2048 | 661 | 632 |
|  4.00%, 02/20/2049 | 7000 | 6684 |
|  4.00%, 01/20/2050 | 1956 | 1862 |
|  4.00%, 12/20/2051 | 3701 | 3436 |
|  4.00%, 12/20/2051 | 9754 | 9056 |
|  4.00%, 04/20/2052 | 3400 | 3225 |
|  4.00%, 06/20/2052 | 8388 | 7970 |
|  4.00%, 08/20/2052 | 25586 | 24300 |
|  4.00%, 11/20/2052 | 3312 | 3149 |

---

------

---

| | | |
|:---|:---|:---|
|  4.25%, 12/20/2047 | 822 | 787 |
|  4.50%, 06/20/2040 | 220 | 221 |
|  4.50%, 01/20/2041 | 197 | 198 |
|  4.50%, 03/20/2041 | 173 | 174 |
|  4.50%, 05/20/2041 | 86 | 86 |
|  4.50%, 06/20/2041 | 622 | 623 |
|  4.50%, 09/20/2041 | 211 | 212 |
|  4.50%, 09/20/2043 | 470 | 467 |
|  4.50%, 10/20/2043 | 910 | 904 |
|  4.50%, 12/20/2043 | 502 | 499 |
|  4.50%, 10/20/2045 | 5249 | 5203 |
|  4.50%, 01/20/2046 | 744 | 738 |
|  4.50%, 07/20/2046 | 348 | 345 |
|  4.50%, 09/20/2046 | 647 | 645 |
|  4.50%, 11/20/2046 | 1024 | 1016 |
|  4.50%, 03/20/2047 | 177 | 176 |
|  4.50%, 07/20/2047 | 1697 | 1684 |
|  4.50%, 08/20/2047 | 443 | 439 |
|  4.50%, 09/20/2047 | 2300 | 2288 |
|  4.50%, 01/20/2048 | 321 | 319 |
|  4.50%, 02/20/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1428 |
|  4.50%, 03/20/2048 | 161 | 160 |
|  4.50%, 04/20/2048 | 135 | 133 |
|  4.50%, 04/20/2048 | 640 | 624 |
|  4.50%, 04/20/2048 | 922 | 904 |
|  4.50%, 04/20/2048 | 1000 | 977 |
|  4.50%, 05/20/2048 | 671 | 652 |
|  4.50%, 05/20/2048 | 1576 | 1525 |
|  4.50%, 05/20/2048 | 2089 | 2043 |
|  4.50%, 09/20/2048 | 332 | 328 |
|  4.50%, 11/20/2049 | 4335 | 4206 |
|  4.50%, 10/20/2052 | 19091 | 18649 |
|  4.50%, 01/20/2053 | 10348 | 10100 |
|  4.50%, 05/20/2053 | 4628 | 4513 |
|  5.00%, 10/20/2037 | 128 | 131 |
|  5.00%, 07/20/2040 | 57 | 59 |
|  5.00%, 06/20/2044 | 253 | 259 |
|  5.00%, 07/20/2044 | 220 | 225 |
|  5.00%, 08/20/2045 | 288 | 294 |
|  5.00%, 09/20/2046 | 656 | 673 |
|  5.00%, 10/20/2047 | 88 | 89 |
|  5.00%, 11/20/2047 | 430 | 437 |
|  5.00%, 06/20/2048 | 617 | 622 |
|  5.00%, 07/20/2048 | 217 | 221 |
|  5.00%, 07/20/2048 | 1080 | 1077 |
|  5.00%, 02/20/2049 | 2183 | 2209 |
|  5.00%, 07/20/2049 | 265 | 273 |
|  5.00%, 08/20/2049 | 4619 | 4709 |
|  5.00%, 09/20/2049 | 2314 | 2307 |
|  5.00%, 05/20/2052 | 2814 | 2777 |
|  5.00%, 10/20/2052 | 974 | 975 |
|  5.00%, 11/20/2052 | 1853 | 1855 |
|  5.00%, 12/20/2052 | 1455 | 1458 |
|  5.00%, 03/20/2053 | 10967 | 10970 |
|  5.00%, 04/20/2053 | 2349 | 2347 |
|  5.00%, 11/20/2054 | 5375 | 5353 |
|  5.00%, 12/20/2054 | 2728 | 2717 |
|  5.47% (1 Year CMT Index + 1.48%, 1.48% Floor, 6.60% Cap), 11/20/2071(2) | 3296 | 3416 |
|  5.50%, 09/20/2039 | 36 | 37 |
|  5.50%, 05/20/2053 | 8066 | 8173 |
|  5.50%, 07/20/2053 | 1380 | 1413 |
|  5.50%, 04/20/2054 | 7985 | 8081 |
|  5.50%, 08/20/2054 | 20383 | 20573 |
|  5.50%, 09/20/2054 | 19367 | 19535 |
|  5.50%, 12/20/2054 | 2911 | 2937 |
|  5.57% (1 Year CMT Index + 1.58%, 1.58% Floor, 6.72% Cap), 11/20/2071(2) | 4223 | 4389 |
|  5.63% (1 Year CMT Index + 1.65%, 1.65% Floor, 8.70% Cap), 05/20/2072(2) | 10397 | 10870 |
|  5.64% (1 Year CMT Index + 1.66%, 1.66% Floor, 8.24% Cap), 04/20/2072(2) | 13598 | 14206 |
|  5.65% (1 Year CMT Index + 1.64%, 1.64% Floor, 6.76% Cap), 11/20/2071(2) | 3766 | 3929 |
|  5.69% (1 Year CMT Index + 1.70%, 1.70% Floor, 8.40% Cap), 04/20/2072(2) | 10010 | 10462 |
|  5.69% (1 Year CMT Index + 1.71%, 1.71% Floor, 7.86% Cap), 03/20/2072(2) | 10777 | 11282 |
|  5.73% (1 Year CMT Index + 1.74%, 1.74% Floor, 6.85% Cap), 10/20/2071(2) | 10841 | 11338 |
|  5.73% (1 Year CMT Index + 1.75%, 1.76% Floor, 6.92% Cap), 11/20/2071(2) | 12048 | 12603 |
|  5.74% (1 Year CMT Index + 1.75%, 1.75% Floor, 6.85% Cap), 10/20/2071(2) | 11208 | 11703 |
|  5.74% (1 Year CMT Index + 1.74%, 1.74% Floor, 8.39% Cap), 04/20/2072(2) | 9334 | 9763 |

---

------

---

| | | |
|:---|:---|:---|
|  5.75% (1 Year CMT Index + 1.73%, 1.72% Floor, 6.80% Cap), 08/20/2071(2) | 9724 | 10164 |
|  5.76% (1 Year CMT Index + 1.78%, 1.78% Floor, 7.00% Cap), 12/20/2071(2) | 10525 | 11025 |
|  5.76% (1 Year CMT Index + 1.78%, 1.78% Floor, 6.92% Cap), 11/20/2071(2) | 10395 | 10888 |
|  5.79% (1 Year CMT Index + 1.78%, 1.78% Floor, 6.85% Cap), 09/20/2071(2) | 9986 | 10464 |
|  5.79% (1 Year CMT Index + 1.82%, 1.82% Floor, 6.90% Cap), 08/20/2071(2) | 9535 | 10003 |
|  5.82% (1 Year CMT Index + 1.83%, 1.85% Floor, 8.57% Cap), 04/20/2072(2) | 3412 | 3585 |
|  5.82% (1 Year CMT Index + 1.82%, 1.82% Floor, 9.67% Cap), 07/20/2072(2) | 10687 | 11264 |
|  5.97% (1 Year CMT Index + 1.97%, 1.97% Floor, 8.17% Cap), 03/20/2072(2) | 9490 | 9999 |
|  6.00%, 03/20/2028 | 1 | 1 |
|  6.00%, 11/20/2033 | 1 | 1 |
|  6.00%, 09/20/2038 | 146 | 156 |
|  6.00%, 11/20/2038 | 1 | 1 |
|  6.00%, 08/20/2039 | 57 | 59 |
|  6.00%, 01/20/2053 | 1791 | 1825 |
|  6.00%, 08/20/2053 | 8850 | 9109 |
|  6.00%, 10/20/2053 | 11508 | 11843 |
|  6.00%, 06/20/2054 | 10393 | 10601 |
|  6.00%, 08/20/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9489 |
|  6.00%, 07/20/2064 | 4360 | 4427 |
|  6.50%, 07/20/2029 | 15 | 15 |
|  7.00%, 08/20/2038 | 6 | 6 |
|  7.00%, 07/20/2054 | 15884 | 16345 |
|  7.00%, 08/20/2054 | 5016 | 5178 |
|  7.00%, 01/20/2055 | 10999 | 11306 |
|  7.00%, 02/20/2055 | 1000 | 1028 |
|  7.50%, 02/20/2028(5) | 0 | 0 |
|  7.50%, 09/20/2028 | 1 | 1 |
|  8.00%, 06/20/2026(5) | 0 | 0 |
|  8.00%, 08/20/2026(5) | 0 | 0 |
|  8.00%, 09/20/2026(5) | 0 | 0 |
|  8.00%, 11/20/2026(5) | 0 | 0 |
|  8.00%, 10/20/2027(5) | 0 | 0 |
|  8.00%, 11/20/2027(5) | 0 | 0 |
|  8.00%, 12/20/2027(5) | 0 | 0 |
|  GMACM Mortgage Loan Trust 2005-AR3 |  |  |
|  4.39%, 06/19/2035, Series 2005-AR3, Class 3A4(4) | 18 | 17 |
|  GS Mortgage Securities Trust |  |  |
|  4.26%, 07/10/2051, Series 2018-GS10, Class A3(4) | 28521 | 28252 |
|  GS Mortgage Securities Trust 2016-GS4 |  |  |
|  3.18%, 11/10/2049, Series 2016-GS4, Class A3 | 9086 | 8985 |
|  GS Mortgage Securities Trust 2019-GC39 |  |  |
|  3.57%, 05/10/2052, Series 2019-GC39, Class A4 | 1154 | 1103 |
|  GS Mortgage-Backed Securities Trust 2024-RPL2 |  |  |
|  3.75%, 07/25/2061, Series 2024-RPL2, Class A1(1)(4) | 1948 | 1906 |
|  GS Mortgage-Backed Securities Trust 2024-RPL4 |  |  |
|  3.90%, 09/25/2061, Series 2024-RPL4, Class A1(1)(3) | 3316 | 3243 |
|  GSMPS Mortgage Loan Trust 2004-4 |  |  |
|  4.67% (1 Month Term SOFR + 0.51%, 0.40% Floor), 06/25/2034, Series 2004-4, Class 1AF(1)(2) | 27 | 24 |
|  GSMPS Mortgage Loan Trust 2005-RP2 |  |  |
|  4.62% (1 Month Term SOFR + 0.46%, 0.35% Floor), 03/25/2035, Series 2005-RP2, Class 1AF(1)(2) | 47 | 44 |
|  GSMPS Mortgage Loan Trust 2005-RP3 |  |  |
|  0.00%, 09/25/2035, Series 2005-RP3, Class 1AS(1)(4) | 246 | 4 |
|  4.62% (1 Month Term SOFR + 0.46%, 0.35% Floor, 9.50% Cap), 09/25/2035, Series 2005-RP3, Class 1AF(1)(2) | 333 | 286 |
|  GSR Mortgage Loan Trust 2003-3F |  |  |
|  5.75%, 04/25/2033, Series 2003-3F, Class 4A3 | 3 | 3 |
|  GSR Mortgage Loan Trust 2004-13F |  |  |
|  6.00%, 11/25/2034, Series 2004-13F, Class 3A3 | 9 | 9 |
|  GSR Mortgage Loan Trust 2004-6F |  |  |
|  5.50%, 05/25/2034, Series 2004-6F, Class 2A4 | 17 | 18 |
|  6.50%, 05/25/2034, Series 2004-6F, Class 3A4 | 15 | 16 |
|  GSR Mortgage Loan Trust 2005-5F |  |  |
|  4.77% (1 Month Term SOFR + 0.61%, 0.50% Floor, 5.50% Cap), 06/25/2035, Series 2005-5F, Class 8A3(2) | 7 | 7 |
|  GSR Mortgage Loan Trust 2005-7F |  |  |
|  6.00%, 09/25/2035, Series 2005-7F, Class 3A9 | 36 | 36 |
|  GSR Mortgage Loan Trust 2005-AR6 |  |  |
|  4.63%, 09/25/2035, Series 2005-AR6, Class 3A1(4) | 2 | 2 |
|  GSR Mortgage Loan Trust 2006-1F |  |  |
|  5.50%, 02/25/2036, Series 2006-1F, Class 1A3 | 2 | 17 |
|  6.00%, 02/25/2036, Series 2006-1F, Class 2A4 | 161 | 66 |
|  HPA 2022-SFR1 |  |  |
|  3.95%, 04/15/2026, Series 2022-SFR1(4) | 1791 | 1775 |
|  Impac CMB Trust Series 2004-4 |  |  |
|  5.25%, 09/25/2034, Series 2004-4, Class 2A2(3) | 4 | 4 |
|  Impac CMB Trust Series 2004-7 |  |  |
|  5.01% (1 Month Term SOFR + 0.85%, 11.25% Cap), 11/25/2034, Series 2004-7, Class 1A1(2) | 129 | 128 |

---

------

---

| | | |
|:---|:---|:---|
|  Impac CMB Trust Series 2005-4 |  |  |
|  4.87% (1 Month Term SOFR + 0.41%, 0.30% Floor, 10.25% Cap), 05/25/2035, Series 2005-4, Class 2A1(2) | 40 | 38 |
|  Impac Secured Assets CMN Owner Trust |  |  |
|  5.50%, 08/25/2033, Series 2003-2, Class A1 | 30 | 23 |
|  Impac Secured Assets Trust 2006-1 |  |  |
|  4.97% (1 Month Term SOFR + 0.81%, 0.70% Floor, 11.50% Cap), 05/25/2036, Series 2006-1, Class 2A1(2) | 43 | 40 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12 |  |  |
|  0.00%, 02/15/2051, Series 2007-LD12, Class X(4)(5) | 103 | 0 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD |  |  |
|  5.77% (1 Month Term SOFR + 1.61%, 1.00% Floor), 09/15/2029, Series 2019-BKWD, Class A(1)(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3465 |
|  JP Morgan Mortgage Trust 2004-A4 |  |  |
|  6.68%, 09/25/2034, Series 2004-A4, Class 1A1(4) | 5 | 5 |
|  JP Morgan Mortgage Trust 2004-S1 |  |  |
|  5.00%, 09/25/2034, Series 2004-S1, Class 1A7 | 2 | 2 |
|  JP Morgan Mortgage Trust 2005-A1 |  |  |
|  5.54%, 02/25/2035, Series 2005-A1, Class 3A4(4) | 14 | 14 |
|  JP Morgan Mortgage Trust 2006-A2 |  |  |
|  6.46%, 08/25/2034, Series 2006-A2, Class 4A1(4) | 108 | 110 |
|  6.71%, 11/25/2033, Series 2006-A2, Class 5A3(4) | 33 | 33 |
|  JP Morgan Mortgage Trust 2006-A3 |  |  |
|  4.96%, 08/25/2034, Series 2006-A3, Class 6A1(4) | 11 | 11 |
|  JP Morgan Mortgage Trust 2006-A7 |  |  |
|  4.47%, 01/25/2037, Series 2006-A7, Class 2A4R(4) | 35 | 28 |
|  JP Morgan Mortgage Trust 2007-A1 |  |  |
|  6.26%, 07/25/2035, Series 2007-A1, Class 5A1(4) | 10 | 10 |
|  6.26%, 07/25/2035, Series 2007-A1, Class 5A2(4) | 154 | 153 |
|  JP Morgan Mortgage Trust 2007-A2 |  |  |
|  5.46%, 04/25/2037, Series 2007-A2, Class 2A3(4) | 80 | 60 |
|  JPMCC Commercial Mortgage Securities Trust 2017-JP5 |  |  |
|  3.46%, 03/15/2050, Series 2017-JP5, Class A4 | 2277 | 2257 |
|  JPMCC Commercial Mortgage Securities Trust 2017-JP7 |  |  |
|  3.19%, 09/15/2050, Series 2017-JP7, Class A4 | 20000 | 19548 |
|  Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust |  |  |
|  3.99%, 02/15/2036, Series 2013-GCP, Class A2(1) | 1027 | 976 |
|  LCCM 2017-LC26 |  |  |
|  3.29%, 07/12/2050, Series 2017-LC26, Class A3(1) | 14406 | 14153 |
|  Legacy Mortgage Asset Trust 2021-GS1 |  |  |
|  5.89%, 10/25/2066, Series 2021-GS1, Class A1(1)(3) | 3977 | 3977 |
|  Legacy Mortgage Asset Trust 2021-GS2 |  |  |
|  5.75%, 04/25/2061, Series 2021-GS2, Class A1(1)(3) | 4082 | 4079 |
|  Legacy Mortgage Asset Trust 2021-GS4 |  |  |
|  5.65%, 11/25/2060, Series 2021-GS4, Class A1(1)(3) | 1592 | 1593 |
|  Lehman Mortgage Trust 2006-2 |  |  |
|  5.74%, 04/25/2036, Series 2006-2, Class 1A1(4) | 34 | 21 |
|  Lehman Mortgage Trust 2007-6 |  |  |
|  6.00%, 07/25/2037, Series 2007-6, Class 1A8 | 2 | 2 |
|  Lehman Mortgage Trust 2008-2 |  |  |
|  6.00%, 03/25/2038, Series 2008-2, Class 1A6 | 214 | 52 |
|  Lhome Mortgage Trust 2025-Rtl2 |  |  |
|  5.61%, 04/25/2040, Series 2025-RTL2, Class A1(1)(4) | 6495 | 6557 |
|  LHOME Mortgage Trust 2025-RTL3 |  |  |
|  5.24%, 08/25/2040, Series 2025-RTL3, Class A1(1)(3) | 5315 | 5329 |
|  MASTR Adjustable Rate Mortgages Trust 2004-13 |  |  |
|  6.59%, 04/21/2034, Series 2004-13, Class 2A1(4) | 33 | 33 |
|  MASTR Adjustable Rate Mortgages Trust 2004-15 |  |  |
|  7.24%, 12/25/2034, Series 2004-15, Class 3A1(4) | 6 | 6 |
|  MASTR Adjustable Rate Mortgages Trust 2004-3 |  |  |
|  4.25%, 04/25/2034, Series 2004-3, Class 4A2(4) | 12 | 11 |
|  MASTR Alternative Loan Trust 2003-9 |  |  |
|  6.00%, 01/25/2034, Series 2003-9, Class 8A1 | 7 | 7 |
|  MASTR Alternative Loan Trust 2004-3 |  |  |
|  6.00%, 04/25/2034, Series 2004-3, Class 3A1 | 75 | 77 |
|  6.25%, 04/25/2034, Series 2004-3, Class 2A1 | 12 | 13 |
|  MASTR Alternative Loan Trust 2004-6 |  |  |
|  0.00%, 07/25/2034, Series 2004-6, Class 30PO | 13 | 10 |
|  6.00%, 07/25/2034, Series 2004-6, Class 7A1 | 8 | 8 |
|  MASTR Alternative Loan Trust 2004-7 |  |  |
|  0.00%, 08/25/2034, Series 2004-7, Class 30PO | 7 | 5 |
|  MASTR Alternative Loan Trust 2005-6 |  |  |
|  5.50%, 12/25/2035, Series 2005-6, Class 3A1 | 7 | 6 |
|  MASTR Asset Securitization Trust 2003-12 |  |  |
|  0.00%, 12/25/2033, Series 2003-12, Class 30PO(5) | 0 | 0 |
|  5.00%, 12/25/2033, Series 2003-12, Class 6A1 | 4 | 4 |
|  MASTR Asset Securitization Trust 2004-1 |  |  |
|  0.00%, 02/25/2034, Series 2004-1, Class 30PO | 1 | 1 |

---

------

---

| | | |
|:---|:---|:---|
|  MASTR Asset Securitization Trust 2004-4 |  |  |
|  5.25%, 12/26/2033, Series 2004-4, Class 1A6 | 14 | 14 |
|  MASTR Reperforming Loan Trust 2005-2 |  |  |
|  4.62% (1 Month Term SOFR + 0.46%, 0.35% Floor, 9.50% Cap), 05/25/2035, Series 2005-2, Class 1A1F(1)(2) | 560 | 269 |
|  MASTR Reperforming Loan Trust 2006-2 |  |  |
|  4.26%, 05/25/2036, Series 2006-2, Class 1A1(1)(4) | 57 | 46 |
|  MASTR Resecuritization Trust 2005-PO |  |  |
|  0.00%, 05/28/2035, Series 2005-PO, Class 3PO(1) | 7 | 5 |
|  Merrill Lynch Mortgage Investors Trust Series 2003-A5 |  |  |
|  6.30%, 08/25/2033, Series 2003-A5, Class 2A6(4) | 8 | 7 |
|  Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E |  |  |
|  4.89% (1 Month Term SOFR + 0.73%, 0.62% Floor, 11.75% Cap), 10/25/2028, Series 2003-E, Class A1(2) | 14 | 13 |
|  Merrill Lynch Mortgage Investors Trust Series MLCC 2003-F |  |  |
|  4.91% (1 Month Term SOFR + 0.75%, 0.64% Floor, 11.75% Cap), 10/25/2028, Series 2003-F, Class A1(2) | 8 | 8 |
|  Merrill Lynch Mortgage Investors Trust Series MLCC 2004-1 |  |  |
|  5.34%, 12/25/2034, Series 2004-1, Class 2A1(4) | 19 | 18 |
|  Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A |  |  |
|  4.73% (1 Month Term SOFR + 0.57%, 0.46% Floor, 11.75% Cap), 04/25/2029, Series 2004-A, Class A1(2) | 6 | 6 |
|  Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C |  |  |
|  5.26% (6 Month Term SOFR + 1.03%, 0.60% Floor, 11.75% Cap), 07/25/2029, Series 2004-C, Class A2(2) | 8 | 8 |
|  Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4 |  |  |
|  5.12%, 08/25/2034, Series 2004-A4, Class A2(4) | 16 | 16 |
|  Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 |  |  |
|  5.46%, 02/25/2035, Series 2005-A2, Class A1(4) | 40 | 36 |
|  MFA 2021-RPL1 Trust |  |  |
|  1.13%, 07/25/2060, Series 2021-RPL1, Class A1(1)(4) | 6097 | 5586 |
|  MHC Commercial Mortgage Trust 2021-MHC |  |  |
|  5.62% (1 Month Term SOFR + 1.47%, 1.35% Floor), 04/15/2038, Series 2021-MHC, Class C(1)(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9040 |
|  Mill City Mortgage Loan Trust 2021-NMR1 |  |  |
|  1.13%, 11/25/2060, Series 2021-NMR1, Class A1(1)(4) | 849 | 816 |
|  MNR ABS ISSUER I LLC |  |  |
|  8.95%, 12/15/2038, Series 2023-1 NT, Class A2 | 4157 | 4260 |
|  Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 |  |  |
|  2.86%, 09/15/2049, Series 2016-C30, Class A5 | 7336 | 7212 |
|  Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 |  |  |
|  3.72%, 12/15/2049, Series 2016-C32, Class A4 | 8436 | 8370 |
|  Morgan Stanley Capital I Trust 2015-UBS8 |  |  |
|  3.81%, 12/15/2048, Series 2015-UBS8, Class A4 | 5601 | 5585 |
|  Morgan Stanley Capital I Trust 2016-UBS11 |  |  |
|  2.53%, 08/15/2049, Series 2016-UB11, Class A3 | 19530 | 19258 |
|  Morgan Stanley Capital I Trust 2016-UBS12 |  |  |
|  3.60%, 12/15/2049, Series 2016-UB12, Class A4 | 80 | 79 |
|  Morgan Stanley Capital I Trust 2020-L4 |  |  |
|  2.70%, 02/15/2053, Series 2020-L4, Class A3 | 15419 | 14339 |
|  Morgan Stanley Mortgage Loan Trust 2004-3 |  |  |
|  5.63%, 04/25/2034, Series 2004-3, Class 4A(4) | 53 | 52 |
|  Morgan Stanley Residential Mortgage Loan Trust 2024-RPL1 |  |  |
|  4.00%, 06/25/2064, Series 2024-RPL1, Class A1(3) | 3188 | 3112 |
|  MRCD 2019-MARK Mortgage Trust |  |  |
|  2.72%, 12/15/2036, Series 2019-PARK, Class D(1) | 6108 | 4469 |
|  2.72%, 12/15/2036, Series 2019-PARK, Class A(1) | 9990 | 8841 |
|  MRFC Mortgage Pass-Through Trust Series 1999-TBC2 |  |  |
|  4.74% (1 Month Term SOFR + 0.59%, 0.24% Floor, 10.00% Cap), 06/15/2030, Series 2000-TBC2, Class A1(2) | 30 | 29 |
|  MRFC Mortgage Pass-Through Trust Series 2000-TBC3 |  |  |
|  4.70% (1 Month Term SOFR + 0.55%, 0.22% Floor, 10.00% Cap), 12/15/2030, Series 2000-TBC3, Class A1(2) | 7 | 7 |
|  NACC Reperforming Loan REMIC Trust 2004-R2 |  |  |
|  6.50%, 10/25/2034, Series 2004-R2, Class A1(1)(4) | 24 | 21 |
|  New Residential Mortgage Loan Trust 2017-2 |  |  |
|  4.00%, 03/25/2057, Series 2017-2A, Class A3(1)(4) | 960 | 932 |
|  New Residential Mortgage Loan Trust 2017-3 |  |  |
|  4.00%, 04/25/2057, Series 2017-3A, Class A1(1)(4) | 1576 | 1527 |
|  New Residential Mortgage Loan Trust 2017-4 |  |  |
|  4.00%, 05/25/2057, Series 2017-4A, Class A1(1)(4) | 961 | 926 |
|  New Residential Mortgage Loan Trust 2024-RPL1 |  |  |
|  3.80%, 01/25/2064, Series 2024-RPL1, Class A(1)(4) | 3823 | 3642 |
|  New Residential Mortgage Loan Trust 2024-RTL2 |  |  |
|  5.44%, 09/25/2039, Series 2024-RTL2, Class A1(1)(3) | 7200 | 7243 |
|  NLT 2023-1 Trust |  |  |
|  3.20%, 10/25/2062, Series 2023-1, Class A1(1)(4) | 1324 | 1206 |
|  Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2003-A1 |  |  |
|  5.50%, 05/25/2033, Series 2003-A1, Class A1 | 1 | 1 |
|  6.00%, 05/25/2033, Series 2003-A1, Class A2 | 4 | 4 |
|  7.00%, 04/25/2033, Series 2003-A1, Class A5 | 8 | 8 |
|  NYMT Loan Trust 2024-CP1 |  |  |
|  3.75%, 02/25/2068, Series 2024-CP1, Class A1(1)(4) | 3715 | 3447 |

---

------

---

| | | |
|:---|:---|:---|
|  OBX 2022-NQM2 Trust |  |  |
|  2.98%, 01/25/2062, Series 2022-NQM2, Class A1(1)(4) | 6791 | 6510 |
|  OBX 2022-NQM5 Trust |  |  |
|  4.31%, 05/25/2062, Series 2022-NQM5, Class A1(1)(3) | 7309 | 7243 |
|  OBX 2024-HYB1 Trust |  |  |
|  3.63%, 03/25/2053, Series 2024-HYB1, Class A1(1)(4) | 6693 | 6586 |
|  PRET 2024-NPL8 LLC |  |  |
|  5.96%, 11/25/2054, Series 2024-NPL8, Class A1(1)(3) | 2334 | 2337 |
|  PRET 2024-RPL2 Trust |  |  |
|  4.08%, 06/25/2064, Series 2024-RPL2, Class A1(1)(4) | 5724 | 5490 |
|  PRET 2025-RPL1 Trust |  |  |
|  4.00%, 07/25/2069, Series 2025-RPL1, Class A1(1)(3) | 3394 | 3295 |
|  PRET 2025-RPL2 Trust |  |  |
|  4.00%, 08/25/2064, Series 2025-RPL2, Class A1(1)(3) | 7519 | 7282 |
|  Prime Mortgage Trust 2004-CL1 |  |  |
|  6.00%, 02/25/2034, Series 2004-CL1, Class 1A1 | 13 | 13 |
|  PRPM 2023-RCF2 LLC |  |  |
|  4.00%, 11/25/2053, Series 2023-RCF2, Class A1(1)(3) | 4705 | 4650 |
|  PRPM 2024-RCF2 LLC |  |  |
|  3.75%, 03/25/2054, Series 2024-RCF2, Class A1(1)(3) | 3597 | 3523 |
|  PRPM 2024-RPL1 LLC |  |  |
|  4.20%, 12/25/2064, Series 2024-RPL1, Class A1(1)(3) | 1980 | 1954 |
|  PRPM 2024-RPL4 LLC |  |  |
|  4.00%, 12/25/2054, Series 2024-RPL4, Class A1(1)(3) | 8127 | 7952 |
|  PRPM 2025-2 LLC |  |  |
|  6.47%, 05/25/2030, Series 2025-2, Class A1(1)(3) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4272 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4288 |
|  PRPM 2025-4 LLC |  |  |
|  6.18%, 06/25/2030, Series 2025-4, Class A1(1)(3) | 2268 | 2274 |
|  RALI Series 2003-QS9 Trust |  |  |
|  3.28% (1 Month Term SOFR + 7.44%, 7.55% Cap), 05/25/2049, Series 2003-QS9, Class A3(2)(5)(6)(13) | 0 | 0 |
|  RALI Series 2005-QA6 Trust |  |  |
|  6.84%, 05/25/2035, Series 2005-QA6, Class A32(4) | 69 | 36 |
|  RALI Series 2007-QS1 Trust |  |  |
|  6.00%, 01/25/2037, Series 2007-QS1, Class 1A1 | 7 | 5 |
|  RCO X Mortgage LLC 2025-1 |  |  |
|  5.88%, 01/25/2030, Series 2025-1, Class A1(1)(3) | 3400 | 3403 |
|  Redwood Funding Trust 2023-1 |  |  |
|  7.50%, 07/25/2059, Series 2023-1, Class A(1)(3) | 4534 | 4517 |
|  Reperforming Loan REMIC Trust 2005-R1 |  |  |
|  0.00%, 03/25/2035, Series 2005-R1, Class 2APO(1) | 3 | 1 |
|  Residential Asset Securitization Trust 2004-A7 |  |  |
|  5.50%, 10/25/2034, Series 2004-A7, Class A6 | 946 | 951 |
|  Roc Mortgage Trust 2025-RTL1 |  |  |
|  5.63%, 02/25/2040, Series 2025-RTL1, Class A1(1)(3) | 6000 | 6024 |
|  ROCK Trust 2024-CNTR |  |  |
|  5.39%, 11/13/2041, Series 2024-CNTR, Class A(1) | 3500 | 3606 |
|  RT FIN 2023 LLC |  |  |
|  7.85%, 10/15/2043(1) | 4803 | 4887 |
|  SCG Trust 2025-SNIP |  |  |
|  5.75% (1 Month Term SOFR + 1.50%, 1.50% Floor), 09/15/2030, Series 2025-SNIP, Class A(1)(2) | 14250 | 14259 |
|  Seasoned Credit Risk Transfer Trust Series 2025-1 |  |  |
|  3.25%, 11/25/2064, Series 2025-1, Class MTU | 11575 | 10070 |
|  Seasoned Credit Risk Transfer Trust Series 2025-2 |  |  |
|  3.25%, 06/25/2065, Series 2025-2, Class MTU | 10105 | 8635 |
|  Seasoned Loans Structured Transaction Trust Series 2025-1 |  |  |
|  3.00%, 05/25/2035, Series 2025-1, Class A1 | 17053 | 15879 |
|  Sequoia Mortgage Trust 2004-10 |  |  |
|  4.87% (1 Month Term SOFR + 0.73%, 0.62% Floor, 11.50% Cap), 11/20/2034, Series 2004-10, Class A1A(2) | 13 | 12 |
|  Sequoia Mortgage Trust 2004-11 |  |  |
|  4.85% (1 Month Term SOFR + 0.71%, 0.60% Floor, 11.50% Cap), 12/20/2034, Series 2004-11, Class A1(2) | 15 | 14 |
|  Sequoia Mortgage Trust 2004-12 |  |  |
|  4.99% (6 Month Term SOFR + 0.75%, 0.32% Floor, 11.50% Cap), 01/20/2035, Series 2004-12, Class A3(2) | 20 | 20 |
|  Sequoia Mortgage Trust 2004-8 |  |  |
|  4.95% (1 Month Term SOFR + 0.81%, 0.70% Floor, 11.50% Cap), 09/20/2034, Series 2004-8, Class A1(2) | 266 | 233 |
|  5.22% (6 Month Term SOFR + 1.17%, 0.74% Floor, 11.50% Cap), 09/20/2034, Series 2004-8, Class A2(2) | 32 | 30 |
|  SLG Office Trust 2021-OVA |  |  |
|  2.59%, 07/15/2041, Series 2021-OVA, Class A(1) | 9955 | 8848 |
|  Starwood Mortgage Residential Trust 2022-1 |  |  |
|  2.45%, 12/25/2066, Series 2022-1, Class A1(1)(4) | 11497 | 10382 |
|  Structured Asset Mortgage Investments II Trust 2004-AR5 |  |  |
|  4.91% (1 Month Term SOFR + 0.77%, 0.66% Floor, 11.00% Cap), 10/19/2034, Series 2004-AR5, Class 1A1(2) | 27 | 26 |
|  Structured Asset Mortgage Investments II Trust 2005-AR5 |  |  |
|  4.75% (1 Month Term SOFR + 0.61%, 0.50% Floor, 11.00% Cap), 07/19/2035, Series 2005-AR5, Class A3(2) | 104 | 103 |
|  Structured Asset Mortgage Investments Trust 2003-CL1 |  |  |
|  4.67% (1 Month Term SOFR + 0.51%, 0.40% Floor, 8.00% Cap), 07/25/2032, Series 2003-CL1, Class 1F1(2) | 52 | 50 |

---

------

---

| | | |
|:---|:---|:---|
|  Structured Asset Securities Corp. |  |  |
|  4.62% (1 Month Term SOFR + 0.46%, 0.35% Floor), 06/25/2035, Series 2005-RF3, Class 1A(1)(2) | 34 | 29 |
|  5.99%, 02/25/2034, Series 2004-4XS, Class 1A5(3) | 77 | 76 |
|  Structured Asset Securities Corp. Mortgage Pass-Through Certificates Series 2003-34A |  |  |
|  5.62%, 11/25/2033, Series 2003-34A, Class 3A3(4) | 5 | 5 |
|  Structured Asset Securities Corp. Mortgage Pass-Through Certificates Series 2003-37A |  |  |
|  5.58%, 12/25/2033, Series 2003-37A, Class 2A(4) | 35 | 35 |
|  6.57%, 12/25/2033, Series 2003-37A, Class 8A2(4) | 418 | 419 |
|  Thornburg Mortgage Securities Trust 2003-4 |  |  |
|  4.91% (1 Month Term SOFR + 0.75%, 0.64% Floor, 11.50% Cap), 09/25/2043, Series 2003-4, Class A1(2) | 144 | 143 |
|  Thornburg Mortgage Securities Trust 2003-5 |  |  |
|  5.10%, 10/25/2043, Series 2003-5, Class 3A(4) | 586 | 562 |
|  Thornburg Mortgage Securities Trust 2004-4 |  |  |
|  5.51%, 12/25/2044, Series 2004-4, Class 3A(4) | 67 | 65 |
|  Thornburg Mortgage Securities Trust 2005-1 |  |  |
|  5.69%, 04/25/2045, Series 2005-1, Class A3(4) | 161 | 158 |
|  Toorak Mortgage Trust 2025-RRTL1 |  |  |
|  5.52%, 02/25/2040, Series 2025-RRTL1, Class A1(1)(3) | 8700 | 8757 |
|  Towd Point Mortgage Trust 2017-6 |  |  |
|  2.75%, 10/25/2057, Series 2017-6, Class A1(1)(4) | 931 | 917 |
|  Towd Point Mortgage Trust 2018-1 |  |  |
|  3.00%, 01/25/2058, Series 2018-1, Class A1(1)(4) | 501 | 496 |
|  Towd Point Mortgage Trust 2019-1 |  |  |
|  3.75%, 03/25/2058, Series 2019-1, Class A1(1)(4) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2435 |
|  Towd Point Mortgage Trust 2019-HY3 |  |  |
|  5.27% (1 Month Term SOFR + 1.11%, 1.00% Floor), 10/25/2059, Series 2019-HY3, Class A1A(1)(2) | 414 | 414 |
|  Towd Point Mortgage Trust 2020-2 |  |  |
|  1.64%, 04/25/2060, Series 2020-2, Class A1A(1)(4) | 13712 | 12522 |
|  Towd Point Mortgage Trust 2020-4 |  |  |
|  1.75%, 10/25/2060, Series 2020-4, Class A1(1) | 1680 | 1531 |
|  Towd Point Mortgage Trust 2021-R1 |  |  |
|  2.92%, 11/30/2060, Series 2021-R1, Class A1(1)(4) | 12358 | 11097 |
|  Towd Point Mortgage Trust 2021-SJ1 |  |  |
|  2.25%, 07/25/2068, Series 2021-SJ1, Class A1(1)(4) | 3722 | 3597 |
|  Towd Point Mortgage Trust 2021-SJ2 |  |  |
|  2.25%, 12/25/2061, Series 2021-SJ2, Class A1A(1)(4) | 4915 | 4784 |
|  Towd Point Mortgage Trust 2022-2 |  |  |
|  3.75%, 07/01/2062, Series 2022-2, Class A1(1)(4) | 12470 | 11868 |
|  Towd Point Mortgage Trust 2022-3 |  |  |
|  3.75%, 08/01/2062, Series 2022-3, Class A1(1)(4) | 11644 | 11112 |
|  Towd Point Mortgage Trust 2023-1 |  |  |
|  3.75%, 01/25/2063, Series 2023-1, Class A1(1) | 5780 | 5607 |
|  Towd Point Mortgage Trust 2024-1 |  |  |
|  4.88%, 03/25/2064, Series 2024-1, Class A1(1)(4) | 3610 | 3667 |
|  Towd Point Mortgage Trust 2024-2 |  |  |
|  4.82%, 12/25/2064, Series 2024-2, Class A1A(1)(4) | 13414 | 13637 |
|  Towd Point Mortgage Trust 2024-3 |  |  |
|  5.04%, 07/25/2065, Series 2024-3, Class A1A(1)(4) | 7703 | 7789 |
|  Towd Point Mortgage Trust 2024-5 |  |  |
|  4.56%, 10/25/2064, Series 2024-5, Class A1A(1)(4) | 13260 | 13351 |
|  UBS Commercial Mortgage Trust 2017-C5 |  |  |
|  3.21%, 11/15/2050, Series 2017-C5, Class A4 | 15474 | 15061 |
|  UBS Commercial Mortgage Trust 2018-C14 |  |  |
|  4.45%, 12/15/2051, Series 2018-C14, Class A4 | 2000 | 2000 |
|  UBS Commercial Mortgage Trust 2018-C9 |  |  |
|  3.85%, 03/15/2051, Series 2018-C9, Class A3 | 8450 | 8337 |
|  Vendee Mortgage Trust 1996-1 |  |  |
|  6.75%, 02/15/2026, Series 1996-1, Class 1Z | 10 | 10 |
|  Vendee Mortgage Trust 1996-2 |  |  |
|  6.75%, 06/15/2026, Series 1996-2, Class 1Z | 2 | 2 |
|  Vendee Mortgage Trust 1997-1 |  |  |
|  7.50%, 02/15/2027, Series 1997-1, Class 2Z | 11 | 11 |
|  Vendee Mortgage Trust 1998-1 |  |  |
|  7.00%, 03/15/2028, Series 1998-1, Class 2E | 13 | 14 |
|  Verus Securitization Trust 2025-3 |  |  |
|  5.62%, 05/25/2070, Series 2025-3, Class A1(1)(3) | 12186 | 12309 |
|  Wachovia Bank Commercial Mortgage Trust Series 2006-C24 |  |  |
|  0.00%, 03/15/2045, Series 2006-C24, Class XC(1)(4)(5) | 16 | 0 |
|  WaMu Mortgage Pass-Through Certificates Series 2003-AR11 Trust |  |  |
|  5.89%, 10/25/2033, Series 2003-AR11, Class A6(4) | 65 | 61 |
|  WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust |  |  |
|  5.66%, 08/25/2033, Series 2003-AR7, Class A7(4) | 19 | 19 |
|  WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust |  |  |
|  5.68%, 09/25/2033, Series 2003-AR9, Class 1A6(4) | 119 | 118 |
|  5.71%, 09/25/2033, Series 2003-AR9, Class 2A(4) | 10 | 10 |

---

------

---

| | | |
|:---|:---|:---|
|  WaMu Mortgage Pass-Through Certificates Series 2003-S1 Trust |  |  |
|  5.50%, 04/25/2033, Series 2003-S1, Class A5 | 24 | 24 |
|  WaMu Mortgage Pass-Through Certificates Series 2003-S4 |  |  |
|  5.71% (1 Month Term SOFR + 17.15%, 17.46% Cap), 06/25/2033, Series 2003-S4, Class 2A10(2)(6) | 3 | 3 |
|  WaMu Mortgage Pass-Through Certificates Series 2003-S9 Trust |  |  |
|  0.00%, 10/25/2033, Series 2003-S9, Class P | 1 | 1 |
|  5.25%, 10/25/2033, Series 2003-S9, Class A8 | 91 | 90 |
|  WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust |  |  |
|  5.23%, 01/25/2035, Series 2004-AR14, Class A1(4) | 697 | 657 |
|  WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust |  |  |
|  5.37%, 06/25/2034, Series 2004-AR3, Class A2(4) | 34 | 32 |
|  5.37%, 06/25/2034, Series 2004-AR3, Class A1(4) | 601 | 570 |
|  WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust |  |  |
|  6.00%, 08/25/2034, Series 2004-CB2, Class 3A | 193 | 198 |
|  WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust |  |  |
|  6.50%, 10/25/2034, Series 2004-CB3, Class 2A | 616 | 638 |
|  WaMu Mortgage Pass-Through Certificates Series 2004-RS2 |  |  |
|  5.00%, 11/25/2033, Series 2004-RS2, Class A4 | 13 | 12 |
|  WaMu Mortgage Pass-Through Certificates Series 2004-S2 Trust |  |  |
|  5.50%, 06/25/2034, Series 2004-S2, Class 2A4 | 55 | 56 |
|  WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust |  |  |
|  4.16%, 09/25/2036, Series 2006-AR10, Class 2P(4) | 4 | 3 |
|  WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust |  |  |
|  4.54%, 08/25/2046, Series 2006-AR8, Class 1A2(4) | 22 | 21 |
|  Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust |  |  |
|  0.00%, 03/25/2035, Series 2005-1, Class CP | 2 | 2 |
|  5.50%, 03/25/2035, Series 2005-1, Class 1A1 | 30 | 30 |
|  Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-2 Trust |  |  |
|  0.73% (1 Month Term SOFR + 4.89%, 5.00% Cap), 04/25/2035, Series 2005-2, Class 2A3(2)(6) | 62 | 3 |
|  0.78% (1 Month Term SOFR + 4.94%, 5.05% Cap), 04/25/2035, Series 2005-2, Class 1A4(2)(6) | 279 | 14 |
|  Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust |  |  |
|  5.50%, 06/25/2035, Series 2005-4, Class CX | 96 | 14 |
|  5.50%, 06/25/2035, Series 2005-4, Class CB7 | 89 | 82 |
|  Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust |  |  |
|  5.50%, 08/25/2035, Series 2005-6, Class 2A4 | 15 | 13 |
|  Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust |  |  |
|  5.75%, 02/25/2036, Series 2006-1, Class 3A2 | 8 | 7 |
|  Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-MS7 Trust |  |  |
|  0.00%, 03/25/2033, Series 2003-MS7, Class P(5) | 0 | 0 |
|  Wells Fargo Alternative Loan 2003-1 Trust |  |  |
|  0.00%, 09/25/2033, Series 2003-1, Class APO | 1 | 1 |
|  Wells Fargo Alternative Loan 2007-PA3 Trust |  |  |
|  5.75%, 07/25/2037, Series 2007-PA3, Class 1A2 | 9 | 8 |
|  Wells Fargo Commercial Mortgage Trust 2015-P2 |  |  |
|  3.81%, 12/15/2048, Series 2015-P2, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4194 |
|  Wells Fargo Commercial Mortgage Trust 2016-C34 |  |  |
|  3.10%, 06/15/2049, Series 2016-C34, Class A4 | 2211 | 2186 |
|  Wells Fargo Commercial Mortgage Trust 2016-NXS6 |  |  |
|  2.64%, 11/15/2049, Series 2016-NXS6, Class A3 | 15654 | 15557 |
|  Wells Fargo Commercial Mortgage Trust 2017-C38 |  |  |
|  3.19%, 07/15/2050, Series 2017-C38, Class A4 | 12236 | 12056 |
|  Wells Fargo Commercial Mortgage Trust 2017-C42 |  |  |
|  3.59%, 12/15/2050, Series 2017-C42, Class A4 | 4943 | 4851 |
|  Wells Fargo Commercial Mortgage Trust 2017-RC1 |  |  |
|  3.63%, 01/15/2060, Series 2017-RC1, Class A4 | 10000 | 9913 |
|  Wells Fargo Commercial Mortgage Trust 2018-C47 |  |  |
|  4.44%, 09/15/2061, Series 2018-C47, Class A4 | 8850 | 8886 |
|  Wells Fargo Commercial Mortgage Trust 2019-C50 |  |  |
|  3.73%, 05/15/2052, Series 2019-C50, Class A5 | 8550 | 8300 |
|  Wells Fargo Commercial Mortgage Trust 2020-C57 |  |  |
|  1.86%, 08/15/2053, Series 2020-C57, Class A3 | 19500 | 17584 |
|  Wells Fargo Commercial Mortgage Trust 2020-C58 |  |  |
|  1.81%, 07/15/2053, Series 2020-C58, Class A3 | 22370 | 20186 |
|  Wells Fargo Commercial Mortgage Trust 2021-C60 |  |  |
|  2.34%, 08/15/2054, Series 2021-C60, Class A4 | 1574 | 1400 |
|  Wells Fargo Commercial Mortgage Trust 2021-C61 |  |  |
|  2.66%, 11/15/2054, Series 2021-C61, Class A4 | 8025 | 7166 |
|  Wells Fargo Commercial Mortgage Trust 2021-SAVE |  |  |
|  5.52% (1 Month Term SOFR + 1.36%, 1.15% Floor), 02/15/2040, Series 2021-SAVE, Class A(1)(2) | 1434 | 1431 |
|  Wells Fargo Commercial Mortgage Trust 2024-5C1 |  |  |
|  5.93%, 07/15/2057, Series 2024-5C1, Class A3 | 21800 | 22849 |
|  Wells Fargo Mortgage Backed Securities 2007-7 Trust |  |  |
|  6.00%, 06/25/2037, Series 2007-7, Class A7 | 4 | 4 |
|  WFRBS Commercial Mortgage Trust 2013-C11 |  |  |
|  4.20%, 03/15/2045, Series 2013-C11, Class D(1)(4) | 300 | 262 |
|  **Total Mortgage-Backed Obligations (Cost: $7,703,206)** |  | **7470095** |
|  **Total Bonds & Notes (Cost: $24,116,991)** | **Total Bonds & Notes (Cost: $24,116,991)** | **23593287** |

---

------

---

| | | |
|:---|:---|:---|
|  | **Shares**<br>**(000s)** | **Value**<br>**(000s)** |
|  **PREFERRED STOCKS – 0.01%** |  |  |
|  **Financials – 0.01%** |  |  |
|  State Street Corp., 5.35% | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1512 |
|  Total Financials | Total Financials | 1512 |
|  **Total Preferred Stocks (Cost: $1,625)** | **Total Preferred Stocks (Cost: $1,625)** | **1512** |
|  **SHORT-TERM INVESTMENTS – 3.30%** |  |  |
|  **Money Market Funds – 3.29%** |  |  |
|  Fidelity Institutional Money Market Government Portfolio—Class I, 4.08%(10) | 785076 | 785076 |
|  **Total Money Market Funds (Cost: $785,076)** |  | **785076** |
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **Time Deposits – 0.01%** |  |  |
|  Citibank, New York, 3.59% due 10/01/2025 | $2667 | 2667 |
|  Sumitomo, Tokyo, 3.59% due 10/01/2025 | 60 | 60 |
|  **Total Time Deposits (Cost: $2,727)** |  | **2727** |
|  **Total Short-Term Investments (Cost: $787,803)** | **Total Short-Term Investments (Cost: $787,803)** | **787803** |
|  **TOTAL INVESTMENTS IN SECURITIES – 102.11%**<br> **(Cost: $24,906,419)** |  | **24382602** |
|  **TBA SALE COMMITMENTS – (0.25)%** |  |  |
|  **Mortgage-Backed Obligations – (0.25)%** |  |  |
|  Fannie Mae |  |  |
|  4.00%, 10/01/2055(11) | (5000) | (4712) |
|  6.00%, 10/01/2055(11) | (500) | (511) |
|  6.00%, 11/01/2055(11) | (500) | (511) |
|  Ginnie Mae |  |  |
|  3.00%, 10/01/2055(11) | (33500) | (29901) |
|  3.50%, 10/01/2055(11) | (7500) | (6837) |
|  4.00%, 10/01/2055(11) | (3000) | (2820) |
|  5.50%, 10/01/2055(11) | (13500) | (13600) |
|  **Total Mortgage-Backed Obligations (Proceeds Received: $(58729))** | **Total Mortgage-Backed Obligations (Proceeds Received: $(58729))** | **(58892)** |
|  **Total TBA Sale Commitments (Proceeds Received: $(58729))** | **Total TBA Sale Commitments (Proceeds Received: $(58729))** | **(58892)** |
|  **LIABILITIES IN EXCESS OF OTHER ASSETS – (1.86)%** |  | **(444170)** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**23879540** |

---

Percentages are stated as a percent of net assets.

REIT Real Estate Investment Trust

(1) Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of
1933. The value of these securities totals $4,635,014, which represents 19.41% of total net assets.

(2) Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of
September 30, 2025.

(3) Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the
following periods. The rate reported is the rate in effect as of September 30, 2025.

(4) Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in
effect as of September 30, 2025.

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

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

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

(8) Inflation protected security. The value of these securities totals $3,805, which represents 0.02% of total net
assets.

(9) Delayed delivery purchase commitment security. The value of these securities totals $437,912, which represents
1.83% of total net assets.

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

(11) Delayed delivery sale commitment security. The value of these securities totals $(58,892), which represents
(0.25)% of total net assets.

(12) Security that is restricted at September 30, 2025. The value of these securities totals $4,837, which
represents 0.02% of total net assets.

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

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

------

**Open Futures Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts**<br> **Purchased** | **Reference Entity** | **Expiration Date** | **Notional Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| 3056 | U.S. 2 Year Note Future | Dec. 2025 | $636544 | $636865 | $321 |
| 1691 | U.S. 5 Year Note Future | Dec. 2025 | 184571 | 184649 | 78 |
| 2045 | U.S. 10 Year Note<br>Future | Dec. 2025 | 229927 | 230063 | 136 |
| 813 | U.S. Long Bond Future | Dec. 2025 | 92695 | 94790 | 2095 |
| 2918 | U.S. Ultra 10 Year Note Future | Dec. 2025 | 331822 | 335798 | 3976 |
| 730 | U.S. Ultra Bond Future | Dec. 2025 | 86329 | 87646 | 1317 |
|  |  |  |  |  | 7923 |
| **Number of Contracts**<br> **Sold** | **Reference Entity** | **Expiration Date** | **Notional Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| (71) | U.S. 10 Year Note<br>Future | Dec. 2025 | $(8037) | $(7987) | $50 |
| (26) | U.S. Ultra Bond Future | Dec. 2025 | (3039) | (3122) | (83) |
|  |  |  |  |  | (33) |
|  |  |  |  |  | $**7890** |

---

------

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Fixed Annual Rate** | **Floating Rate Index** | **Floating Rate Paid<br>or Received** | **Payment Frequency** | **Maturity<br>Date** | **Notional<br>Amount** | **Upfront<br>Premium<br>Paid/<br>(Received)** | **Unrealized<br>Appreciation/**<br>**(Depreciation)** | **Value** |
|  3.72% | 1 Year SOFR | Received | Annual | 12/16/2054 | $15750 | $122 | $574 | $696 |
| 3.81 | 1 Year SOFR | Paid | Annual | 12/16/2049 | 17790 | (129) | (423) | (552) |
|  |  |  |  |  |  | $**(7)** | $**151** | $**144** |

---

------

**Bridge Builder Core Plus Bond Fund** 

**Schedule of Investments** 

**September 30, 2025 (Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **BONDS & NOTES – 107.34%** |  |  |
|  **Asset-Backed Obligations – 12.62%** |  |  |
|  720 East CLO VI Ltd. |  |  |
|  5.69% (3 Month Term SOFR + 1.36%, 1.36% Floor), 01/20/2038, Series 2024-3A, Class A1(1)(2) | $7440 | $7464 |
|  Aaset 2021-2 Trust |  |  |
|  2.80%, 01/15/2047, Series 2021-2A, Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5380 |
|  AASET 2022-1 LLC |  |  |
|  6.00%, 05/16/2047, Series 2022-1A, Class A(1) | 1174 | 1196 |
|  AASET 2024-2 Ltd. |  |  |
|  5.93%, 09/16/2049, Series 2024-2A, Class A(1) | 15703 | 16013 |
|  AASET 2025-1 |  |  |
|  5.94%, 02/16/2050, Series 2025-1A, Class A(1) | 4251 | 4343 |
|  ABFC 2005-WMC1 Trust |  |  |
|  5.01% (1 Month Term SOFR + 0.85%, 0.74% Floor), 06/25/2035, Series 2005-WMC1, Class M3(2) | 2526 | 2466 |
|  ABFC 2007-NC1 Trust |  |  |
|  4.57% (1 Month Term SOFR + 0.41%, 0.30% Floor), 05/25/2037, Series 2007-NC1, Class A2(1)(2) | 6629 | 6264 |
|  Accredited Mortgage Loan Trust 2006-2 |  |  |
|  4.53% (1 Month Term SOFR + 0.37%, 0.26% Floor), 09/25/2036, Series 2006-2, Class A4(2) | 49 | 49 |
|  ACE Securities Corp. Home Equity Loan Trust Series 2004-HE3 |  |  |
|  5.20% (1 Month Term SOFR + 1.04%, 0.93% Floor), 11/25/2034, Series 2004-HE3, Class M1(2) | 2438 | 2463 |
|  ACE Securities Corp. Home Equity Loan Trust Series 2005-HE3 |  |  |
|  4.98% (1 Month Term SOFR + 0.82%, 0.71% Floor), 05/25/2035, Series 2005-HE3, Class M3(2) | 447 | 444 |
|  Affirm Asset Securitization Trust 2024-A |  |  |
|  5.61%, 02/15/2029, Series 2024-A, Class A(1) | 3485 | 3501 |
|  5.61%, 02/15/2029, Series 2024-A, Class 1A(1) | 9415 | 9458 |
|  6.89%, 02/15/2029, Series 2024-A, Class 1D(1) | 535 | 538 |
|  Affirm Asset Securitization Trust 2024-X2 |  |  |
|  5.22%, 12/17/2029, Series 2024-X2, Class A(1) | 448 | 449 |
|  6.08%, 12/17/2029, Series 2024-X2, Class D(1) | 1130 | 1141 |
|  Affirm Master Trust |  |  |
|  4.67%, 07/15/2033, Series 2025-2A, Class A(1) | 9400 | 9454 |
|  4.99%, 02/15/2033, Series 2025-1A, Class A(1) | 8225 | 8291 |
|  AGL CLO 42 Ltd. |  |  |
|  5.57% (3 Month Term SOFR + 1.30%, 1.30% Floor), 07/22/2038, Series 2025-42A, Class A1(1)(2) | 6980 | 6995 |
|  AIMCO CLO 21 Ltd. |  |  |
|  6.25% (3 Month Term SOFR + 1.92%, 1.92% Floor), 04/18/2037, Series 2024-21A, Class B(1)(2) | 4950 | 4967 |
|  Aligned Data Centers Issuer LLC |  |  |
|  1.94%, 08/15/2046, Series 2021-1A, Class A2(1) | 17968 | 17538 |
|  Allegro CLO X Ltd. |  |  |
|  5.46% (3 Month Term SOFR + 1.13%, 1.13% Floor), 04/20/2032, Series 2019-1A, Class ARR(1)(2) | 14524 | 14527 |
|  Ally Auto Receivables Trust 2024-2 |  |  |
|  4.14%, 07/16/2029, Series 2024-2, Class A3 | 9500 | 9523 |
|  4.46%, 07/15/2027, Series 2024-2, Class A2 | 3382 | 3383 |
|  ALTDE 2025-1 Trust |  |  |
|  5.90%, 08/15/2050, Series 2025-1A, Class A(1) | 10572 | 10820 |
|  American Credit Acceptance Receivables Trust 2022-4 |  |  |
|  8.00%, 02/15/2029, Series 2022-4, Class D(1) | 486 | 492 |
|  American Credit Acceptance Receivables Trust 2023-3 |  |  |
|  6.82%, 10/12/2029, Series 2023-3, Class D(1) | 3310 | 3386 |
|  American Credit Acceptance Receivables Trust 2023-4 |  |  |
|  7.65%, 09/12/2030, Series 2023-4, Class D(1) | 7400 | 7677 |
|  American Credit Acceptance Receivables Trust 2024-3 |  |  |
|  6.04%, 07/12/2030, Series 2024-3, Class D(1) | 2900 | 2960 |
|  American Credit Acceptance Receivables Trust 2024-4 |  |  |
|  4.81%, 03/13/2028, Series 2024-4, Class A(1) | 687 | 688 |
|  American Credit Acceptance Receivables Trust 2025-1 |  |  |
|  5.54%, 08/12/2031, Series 2025-1, Class D(1) | 3200 | 3240 |
|  American Credit Acceptance Receivables Trust 2025-3 |  |  |
|  4.73%, 01/12/2029, Series 2025-3, Class A(1) | 2356 | 2361 |
|  American Heritage Auto Receivables Issuer Trust 2025-1 |  |  |
|  4.45%, 09/15/2026, Series 2025-1A, Class A1(1) | 9157 | 9162 |
|  4.48%, 08/15/2028, Series 2025-1A, Class A2(1) | 4500 | 4512 |
|  AmeriCredit Automobile Receivables Trust 2024-1 |  |  |
|  5.43%, 01/18/2029, Series 2024-1, Class A3 | 16000 | 16167 |
|  Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-R10 |  |  |
|  5.22% (1 Month Term SOFR + 1.06%, 0.95% Floor), 01/25/2036, Series 2005-R10, Class M5(2) | 2340 | 2184 |
|  AMMC CLO 24 Ltd. |  |  |
|  5.53% (3 Month Term SOFR + 1.20%, 1.20% Floor), 01/20/2035, Series 2021-24A, Class AR(1)(2) | 35185 | 35239 |
|  AMMC CLO 28 Ltd. |  |  |
|  5.88% (3 Month Term SOFR + 1.55%, 1.55% Floor), 07/20/2037, Series 2024-28A, Class A1A(1)(2) | 24000 | 24093 |

---

------

---

| | | |
|:---|:---|:---|
|  AMSR 2022-SFR3 Trust |  |  |
|  4.00%, 10/17/2039, Series 2022-SFR3, Class B(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19986 |
|  Anchorage Capital CLO 6 Ltd. |  |  |
|  5.64% (3 Month Term SOFR + 1.37%, 1.37% Floor), 07/22/2038, Series 2015-6A, Class AR4(1)(2) | 8625 | 8636 |
|  Anchorage Credit Funding 18 Ltd. |  |  |
|  5.33%, 10/22/2040, Series 2025-18A, Class A(1) | 14300 | 14339 |
|  5.70%, 10/22/2040, Series 2025-18A, Class B(1) | 2800 | 2809 |
|  Apidos CLO XII |  |  |
|  5.40% (3 Month Term SOFR + 1.08%, 1.08% Floor), 04/15/2031, Series 2013-12A, Class ARR(1)(2) | 16074 | 16074 |
|  Applebee's Funding LLC / IHOP Funding LLC |  |  |
|  6.72%, 06/07/2055, Series 2025-1A, Class A2(1) | 27430 | 27747 |
|  7.82%, 03/05/2053, Series 2023-1A, Class A2(1) | 10610 | 10795 |
|  Aqua Finance Issuer Trust 2025-A |  |  |
|  5.25%, 12/19/2050, Series 2025-A, Class A(1) | 6877 | 6999 |
|  Aqua Finance Trust 2024-A |  |  |
|  4.81%, 04/18/2050, Series 2024-A, Class A(1) | 9236 | 9322 |
|  Ares LXII CLO Ltd. |  |  |
|  6.23% (3 Month Term SOFR + 1.91%, 1.91% Floor), 01/25/2034, Series 2021-62A, Class B(1)(2) | 8350 | 8368 |
|  Ascent Education Funding Trust 2024-A |  |  |
|  6.14%, 10/25/2050, Series 2024-A, Class A(1) | 369 | 378 |
|  Asset Backed Securities Corp. Home Equity Loan Trust Series OOMC 2006-HE3 |  |  |
|  3.04% (1 Month Term SOFR + 0.56%, 0.45% Floor), 03/25/2036, Series 2006-HE3, Class M1(2) | 12314 | 10917 |
|  Atlantic Avenue 2024-3 Ltd. |  |  |
|  5.59% (3 Month Term SOFR + 1.26%, 1.26% Floor), 01/20/2035, Series 2024-3A, Class A(1)(2) | 19000 | 19005 |
|  Aurium CLO III DAC |  |  |
|  2.71% (3 Month €STR + 0.67%, 0.67% Floor), 04/16/2030, Series 3A, Class AR(1)(2) | 343 | 402 |
|  AutoNation Finance Trust 2025-1 |  |  |
|  5.19%, 12/10/2030, Series 2025-1A, Class C(1) | $900 | 917 |
|  5.63%, 09/10/2032, Series 2025-1A, Class D(1) | 1800 | 1838 |
|  Auxilior Term Funding 2023-1 LLC |  |  |
|  6.18%, 12/15/2028, Series 2023-1A, Class A2(1) | 789 | 795 |
|  Avant Credit Card Master Trust 2025-1 |  |  |
|  4.89%, 04/15/2031, Series 2025-1A, Class A(1) | 7845 | 7825 |
|  Avis Budget Rental Car Funding AESOP LLC |  |  |
|  2.02%, 02/20/2027, Series 2020-2A, Class A(1) | 8117 | 8073 |
|  2.13%, 08/20/2027, Series 2021-1A, Class C(1) | 4872 | 4780 |
|  2.35%, 02/20/2028, Series 2021-2A, Class C(1) | 3030 | 2942 |
|  4.08%, 02/20/2028, Series 2021-2A, Class D(1) | 13395 | 13106 |
|  5.13%, 10/20/2028, Series 2024-2A, Class A(1) | 5650 | 5742 |
|  5.23%, 12/20/2030, Series 2024-3A, Class A(1) | 4340 | 4474 |
|  5.25%, 04/20/2029, Series 2023-1A, Class A(1) | 2870 | 2935 |
|  5.36%, 06/20/2030, Series 2024-1A, Class A(1) | 11268 | 11654 |
|  5.44%, 02/22/2028, Series 2023-3A, Class A(1) | 1100 | 1116 |
|  5.78%, 04/20/2028, Series 2023-5A, Class A(1) | 2310 | 2359 |
|  6.12%, 04/20/2027, Series 2022-5A, Class A(1) | 2860 | 2877 |
|  6.48%, 06/20/2030, Series 2024-1A, Class C(1) | 480 | 498 |
|  7.24%, 06/20/2029, Series 2023-4A, Class C(1) | 5640 | 5909 |
|  7.26%, 10/20/2027, Series 2023-2A, Class D(1) | 1880 | 1901 |
|  7.32%, 02/20/2028, Series 2023-3A, Class D(1) | 1975 | 2006 |
|  7.34%, 02/20/2030, Series 2023-8A, Class C(1) | 2250 | 2389 |
|  7.35%, 04/20/2028, Series 2023-5A, Class D(1) | 2630 | 2679 |
|  7.41%, 08/21/2028, Series 2023-7A, Class C(1) | 5000 | 5193 |
|  7.59%, 04/20/2029, Series 2023-1A, Class D(1) | 3125 | 3217 |
|  Bain Capital Credit CLO 2021-3 Ltd. |  |  |
|  5.38% (3 Month Term SOFR + 1.06%, 1.06% Floor), 07/24/2034, Series 2021-3A, Class AR(1)(2) | 17100 | 17126 |
|  Bain Capital Credit CLO 2022-4 Ltd. |  |  |
|  5.70% (3 Month Term SOFR + 1.38%, 1.38% Floor), 10/16/2037, Series 2022-4A, Class A1R(1)(2) | 10430 | 10503 |
|  Bain Capital Euro CLO 2018-2 DAC |  |  |
|  2.76% (3 Month €STR + 0.74%, 0.74% Floor), 01/20/2032, Series 2018-2A, Class AR(1)(2) | 10688 | 12529 |
|  Basepoint Mca Securitization II LLC |  |  |
|  5.93%, 08/15/2031, Series 2025-1A, Class A(1) | $9515 | 9530 |
|  BBAM European CLO II DAC |  |  |
|  3.05% (3 Month €STR + 1.02%, 1.02% Floor), 10/15/2034, Series 2A, Class A(1)(2) | 10000 | 11743 |
|  BCMSC Trust 1999-B |  |  |
|  6.61%, 12/15/2029, Series 1999-B, Class A1B(3) | $3594 | 211 |
|  Bear Stearns Asset Backed Securities I Trust 2004-HE6 |  |  |
|  5.10% (1 Month Term SOFR + 0.97%, 0.86% Floor), 08/25/2034, Series 2004-HE6, Class M1(2) | 6366 | 6501 |
|  Bear Stearns Asset Backed Securities I Trust 2005-AQ1 |  |  |
|  5.40% (1 Month Term SOFR + 1.24%, 1.13% Floor), 03/25/2035, Series 2005-AQ1, Class M3(2) | 64 | 64 |
|  Bear Stearns Asset Backed Securities I Trust 2005-HE1 |  |  |
|  5.25% (1 Month Term SOFR + 2.44%, 2.33% Floor), 01/25/2035, Series 2005-HE1, Class M5(2) | 1292 | 1322 |
|  Benefit Street Partners CLO 43 Ltd. |  |  |
|  0.00% (3 Month Term SOFR + 1.27%, 1.27% Floor), 10/20/2038, Series 2025-43A, Class A(1)(2)(4) | 2080 | 2086 |
|  Benefit Street Partners CLO Ltd. |  |  |
|  5.51% (3 Month Term SOFR + 1.18%, 1.18% Floor), 04/20/2038, Series 2015-6BR, Class A1R(1)(2) | 3240 | 3241 |

---

------

---

| | | |
|:---|:---|:---|
|  Benefit Street Partners CLO XXVIII Ltd. |  |  |
|  6.03% (3 Month Term SOFR + 1.70%, 1.70% Floor), 10/20/2037, Series 2022-28A, Class BR(1)(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9855 |
|  Benefit Street Partners CLO XXXVII Ltd. |  |  |
|  5.97% (3 Month Term SOFR + 1.65%, 1.65% Floor), 01/25/2038, Series 2024-37A, Class B(1)(2) | 4275 | 4281 |
|  BHG Securitization Trust 2022-A |  |  |
|  2.70%, 02/20/2035, Series 2022-A, Class B(1) | 6036 | 5992 |
|  3.08%, 02/20/2035, Series 2022-A, Class C(1) | 1845 | 1809 |
|  BHG Securitization Trust 2023-B |  |  |
|  7.45%, 12/17/2036, Series 2023-B, Class B(1) | 5093 | 5322 |
|  BHG Securitization Trust 2025-1CON |  |  |
|  4.82%, 04/17/2036, Series 2025-1CON, Class A(1) | 5490 | 5540 |
|  5.26%, 04/17/2036, Series 2025-1CON, Class B(1) | 982 | 992 |
|  Birch Grove CLO 13 Ltd. |  |  |
|  5.47% (3 Month Term SOFR + 1.31%, 1.31% Floor), 10/23/2038, Series 2025-13A, Class A1(1)(2) | 8855 | 8879 |
|  Birch Grove CLO 6 Ltd. |  |  |
|  5.75% (3 Month Term SOFR + 1.38%, 1.38% Floor), 07/20/2037, Series 2023-6A, Class A1R(1)(2) | 5195 | 5194 |
|  Birch Grove CLO 7 Ltd. |  |  |
|  0.00% (3 Month Term SOFR + 1.26%, 1.26% Floor), 10/20/2038, Series 2023-7A, Class A1R(1)(2)(4) | 7195 | 7195 |
|  Birch Grove CLO 9 Ltd. |  |  |
|  5.73% (3 Month Term SOFR + 1.40%, 1.40% Floor), 10/22/2037, Series 2024-9A, Class A1(1)(2) | 29940 | 30004 |
|  Blackbird Capital Aircraft Lease Securitization Ltd. 2016-1 |  |  |
|  4.21%, 12/16/2041, Series 2016-1A, Class A(1)(5) | 255 | 255 |
|  BMW Vehicle Lease Trust |  |  |
|  4.18%, 10/25/2027, Series 2024-2, Class A3 | 14300 | 14342 |
|  4.29%, 01/25/2027, Series 2024-2, Class A2A | 5511 | 5515 |
|  BRE Grand Islander Timeshare Issuer 2019-A LLC |  |  |
|  3.28%, 09/26/2033, Series 2019-A, Class A(1) | 463 | 458 |
|  Bridgecrest Lending Auto Securitization Trust 2023-1 |  |  |
|  7.84%, 08/15/2029, Series 2023-1, Class D | 13770 | 14459 |
|  Bridgecrest Lending Auto Securitization Trust 2024-1 |  |  |
|  5.53%, 01/18/2028, Series 2024-1, Class A3 | 474 | 474 |
|  Bridgecrest Lending Auto Securitization Trust 2024-2 |  |  |
|  6.07%, 02/15/2030, Series 2024-2, Class C | 5100 | 5191 |
|  6.30%, 02/15/2030, Series 2024-2, Class D | 5500 | 5644 |
|  Bridgecrest Lending Auto Securitization Trust 2024-4 |  |  |
|  4.72%, 09/15/2028, Series 2024-4, Class A3 | 5700 | 5709 |
|  Business Jet Securities 2024-2 LLC |  |  |
|  5.36%, 09/15/2039, Series 2024-2A, Class A(1) | 9611 | 9651 |
|  Canyon CLO 2020-1 Ltd. |  |  |
|  5.40% (3 Month Term SOFR + 1.08%, 1.08% Floor), 07/15/2034, Series 2020-1A, Class AR2(1)(2) | 4800 | 4788 |
|  Carlyle Global Market Strategies CLO 2014-2R Ltd. |  |  |
|  5.52% (3 Month Term SOFR + 1.31%), 05/15/2031, Series 2014-2RA, Class A1(1)(2) | 89 | 89 |
|  CarMax Auto Owner Trust 2021-3 |  |  |
|  1.50%, 01/18/2028, Series 2021-3, Class D | 2010 | 2007 |
|  CarMax Auto Owner Trust 2022-1 |  |  |
|  2.47%, 07/17/2028, Series 2022-1, Class D | 1235 | 1222 |
|  CarMax Auto Owner Trust 2023-1 |  |  |
|  4.75%, 10/15/2027, Series 2023-1, Class A3 | 4809 | 4819 |
|  CarMax Auto Owner Trust 2023-2 |  |  |
|  6.55%, 10/15/2029, Series 2023-2, Class D | 1155 | 1189 |
|  CarMax Auto Owner Trust 2023-4 |  |  |
|  7.16%, 04/15/2030, Series 2023-4, Class D | 1960 | 2049 |
|  CarMax Auto Owner Trust 2024-2 |  |  |
|  4.95% (30-day Average SOFR + 0.58%), 05/17/2027, Series 2024-2, Class A2B(2) | 1037 | 1037 |
|  5.50%, 01/16/2029, Series 2024-2, Class A3 | 18000 | 18258 |
|  5.65%, 05/17/2027, Series 2024-2, Class A2A | 6028 | 6038 |
|  5.69%, 11/15/2029, Series 2024-2, Class B | 6610 | 6813 |
|  6.42%, 10/15/2030, Series 2024-2, Class D | 225 | 234 |
|  CarMax Auto Owner Trust 2024-4 |  |  |
|  4.67%, 12/15/2027, Series 2024-4, Class A2A | 4072 | 4080 |
|  CarMax Select Receivables Trust 2025-A |  |  |
|  5.46%, 07/15/2031, Series 2025-A, Class C | 6570 | 6715 |
|  5.86%, 07/15/2031, Series 2025-A, Class D | 10605 | 10850 |
|  Carmax Select Receivables Trust 2025-B |  |  |
|  4.17%, 10/15/2026, Series 2025-B, Class A1 | 23550 | 23552 |
|  Carvana Auto Receivables Trust 2021-N4 |  |  |
|  2.30%, 09/11/2028, Series 2021-N4, Class D | 993 | 969 |
|  Carvana Auto Receivables Trust 2021-P4 |  |  |
|  2.33%, 02/10/2028, Series 2021-P4, Class C | 2720 | 2633 |
|  Carvana Auto Receivables Trust 2023-N1 |  |  |
|  6.69%, 07/10/2029, Series 2023-N1, Class D(1) | 2340 | 2393 |
|  Carvana Auto Receivables Trust 2023-N4 |  |  |
|  7.22%, 02/11/2030, Series 2023-N4, Class D(1) | 1300 | 1354 |
|  Carvana Auto Receivables Trust 2024-N1 |  |  |
|  6.30%, 05/10/2030, Series 2024-N1, Class D(1) | 1400 | 1436 |

---

------

---

| | | |
|:---|:---|:---|
|  Carvana Auto Receivables Trust 2024-N2 |  |  |
|  6.44%, 09/10/2030, Series 2024-N2, Class D(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1953 |
|  Carvana Auto Receivables Trust 2024-N3 |  |  |
|  4.53%, 01/10/2029, Series 2024-N3, Class A3(1) | 12158 | 12178 |
|  4.84%, 12/10/2027, Series 2024-N3, Class A2(1) | 1302 | 1303 |
|  5.38%, 12/10/2030, Series 2024-N3, Class D(1) | 3900 | 3908 |
|  Carvana Auto Receivables Trust 2024-P3 |  |  |
|  4.61%, 11/10/2027, Series 2024-P3, Class A2 | 1468 | 1468 |
|  Carvana Auto Receivables Trust 2024-P4 |  |  |
|  5.10%, 05/12/2031, Series 2024-P4, Class C | 900 | 907 |
|  Carvana Auto Receivables Trust 2025-P1 |  |  |
|  4.55%, 05/10/2030, Series 2025-P1, Class A3 | 20000 | 20152 |
|  4.74%, 04/10/2031, Series 2025-P1, Class A4 | 14500 | 14697 |
|  5.34%, 08/11/2031, Series 2025-P1, Class C | 4400 | 4486 |
|  Carvana Auto Receivables Trust 2025-P3 |  |  |
|  4.07%, 02/12/2029, Series 2025-P3, Class A2 | 9600 | 9600 |
|  4.17%, 10/12/2026, Series 2025-P3, Class A1 | 3700 | 3700 |
|  Cascade MH Asset Trust 2024-MH1 |  |  |
|  5.70%, 11/25/2056, Series 2024-MH1, Class A1(1)(3) | 1189 | 1223 |
|  Castlelake Aircraft Securitization Trust 2018-1 |  |  |
|  4.13%, 06/15/2043, Series 2018-1, Class A(1) | 748 | 738 |
|  Castlelake Aircraft Structured Trust 2019-1 |  |  |
|  3.97%, 04/15/2039, Series 2019-1A, Class A(1) | 2369 | 2310 |
|  Castlelake Aircraft Structured Trust 2025-2 |  |  |
|  5.47%, 08/15/2050, Series 2025-2A, Class A(1) | 12916 | 13005 |
|  Centex Home Equity Loan Trust 2005-D |  |  |
|  5.23% (1 Month Term SOFR + 1.07%, 0.96% Floor), 10/25/2035, Series 2005-D, Class M5(2) | 1551 | 1551 |
|  Centex Home Equity Loan Trust 2006-A |  |  |
|  4.77% (1 Month Term SOFR + 0.61%, 0.50% Floor), 06/25/2036, Series 2006-A, Class M3(2) | 9500 | 9060 |
|  Chase Auto Owner Trust 2023-A |  |  |
|  5.68%, 01/25/2029, Series 2023-AA, Class A3(1) | 2555 | 2585 |
|  Chase Auto Owner Trust 2024-2 |  |  |
|  5.52%, 06/25/2029, Series 2024-2A, Class A3(1) | 17500 | 17756 |
|  5.66%, 05/26/2027, Series 2024-2A, Class A2(1) | 1016 | 1017 |
|  Chase Auto Owner Trust 2024-5 |  |  |
|  4.18%, 08/27/2029, Series 2024-5A, Class A3(1) | 6400 | 6418 |
|  4.40%, 11/26/2027, Series 2024-5A, Class A2(1) | 2279 | 2280 |
|  CHEC Loan Trust 2004-2 |  |  |
|  5.23% (1 Month Term SOFR + 1.07%, 0.96% Floor), 06/25/2034, Series 2004-2, Class M1(2) | 513 | 527 |
|  Chesapeake Funding II LLC |  |  |
|  6.69%, 05/15/2035, Series 2023-1A, Class D(1) | 665 | 675 |
|  Cifc Funding 2014-IV-R Ltd. |  |  |
|  5.31% (3 Month Term SOFR + 0.99%, 0.99% Floor), 01/17/2035, Series 2014-4RA, Class A1A2(1)(2) | 20210 | 20247 |
|  CIFC Funding 2015-IV Ltd. |  |  |
|  6.04% (3 Month Term SOFR + 1.71%, 1.71% Floor), 04/20/2034, Series 2015-4A, Class A2R2(1)(2) | 2145 | 2149 |
|  CIFC Funding 2018-I Ltd. |  |  |
|  5.65% (3 Month Term SOFR + 1.32%, 1.32% Floor), 01/18/2038, Series 2018-1A, Class A1R(1)(2) | 27385 | 27488 |
|  CIFC Funding 2019-IV Ltd. |  |  |
|  5.65% (3 Month Term SOFR + 1.30%, 1.30% Floor), 07/15/2038, Series 2019-4A, Class A1R2(1)(2) | 5990 | 5995 |
|  CIFC Funding 2019-VII Ltd. |  |  |
|  5.37% (3 Month Term SOFR + 1.28%, 1.28% Floor), 10/19/2038, Series 2019-7A, Class A1R(1)(2) | 6065 | 6083 |
|  CIFC Funding 2021-IV Ltd. |  |  |
|  5.68% (3 Month Term SOFR + 1.36%, 1.36% Floor), 07/23/2037, Series 2021-4A, Class AR(1)(2) | 2060 | 2065 |
|  CIT Mortgage Loan Trust 2007-1 |  |  |
|  6.52% (1 Month Term SOFR + 1.61%, 2.25% Floor), 10/25/2037, Series 2007-1, Class 1M1(1)(2) | 1362 | 1378 |
|  Citigroup Mortgage Loan Trust, Inc. |  |  |
|  4.90% (1 Month Term SOFR + 0.74%, 0.63% Floor), 02/25/2035, Series 2005-OPT1, Class M1(2) | 1328 | 1245 |
|  5.17% (1 Month Term SOFR + 1.01%, 0.90% Floor), 09/25/2035, Series 2005-HE3, Class M4(2) | 7900 | 7687 |
|  5.17% (1 Month Term SOFR + 1.01%, 0.90% Floor), 10/25/2035, Series 2005-HE4, Class M4(2) | 14327 | 11962 |
|  Citizens Auto Receivables Trust 2023-1 |  |  |
|  5.84%, 01/18/2028, Series 2023-1, Class A3(1) | 4031 | 4059 |
|  Cloud Capital Holdco LP |  |  |
|  5.78%, 11/22/2049, Series 2024-1A, Class A2(1) | 17440 | 17716 |
|  Clsec Holdings 22t LLC |  |  |
|  3.46%, 05/11/2037, Series 2021-1, Class B(1) | 3794 | 3538 |
|  College Ave Student Loans 2021-A LLC |  |  |
|  2.92%, 07/25/2051, Series 2021-A, Class C(1) | 222 | 210 |
|  College Ave Student Loans 2023-A LLC |  |  |
|  6.26% (30-day Average SOFR + 1.90%, 1.90% Floor), 05/25/2055, Series 2023-A, Class A1(1)(2) | 1489 | 1507 |
|  College Ave Student Loans 2024-B LLC |  |  |
|  5.69%, 08/25/2054, Series 2024-B, Class A1A(1) | 13679 | 14043 |
|  6.08%, 08/25/2054, Series 2024-B, Class B(1) | 1200 | 1238 |
|  College Avenue Student Loans 2018-A LLC |  |  |
|  4.13%, 12/26/2047, Series 2018-A, Class A2(1) | 924 | 910 |
|  5.47% (1 Month Term SOFR + 1.31%), 12/26/2047, Series 2018-A, Class A1(1)(2) | 677 | 678 |

---

------

---

| | | |
|:---|:---|:---|
|  College Avenue Student Loans LLC |  |  |
|  5.92% (1 Month Term SOFR + 1.76%, 1.65% Floor), 11/26/2046, Series 2017-A, Class A1(1)(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
|  Cologix Data Centers U.S. Issuer LLC |  |  |
|  3.30%, 12/26/2051, Series 2021-1A, Class A2(1) | 15000 | 14639 |
|  3.79%, 12/26/2051, Series 2021-1A, Class B(1) | 9960 | 9717 |
|  Commonbond Student Loan Trust 2020-1 |  |  |
|  1.69%, 10/25/2051, Series 2020-1, Class A(1) | 851 | 779 |
|  Compass Datacenters Issuer II LLC |  |  |
|  5.02%, 08/25/2049, Series 2024-2A, Class A1(1) | 10500 | 10550 |
|  5.32%, 05/25/2050, Series 2025-1A, Class A1(1) | 7200 | 7290 |
|  Compass Datacenters Issuer III LLC |  |  |
|  5.29%, 07/25/2050, Series 2025-3A, Class A2(1) | 9305 | 9409 |
|  5.66%, 02/25/2050, Series 2025-1A, Class A2(1) | 7400 | 7557 |
|  5.85%, 02/25/2050, Series 2025-1A, Class A3(1) | 3100 | 3131 |
|  Conseco Finance Securitizations Corp. |  |  |
|  7.97%, 05/01/2032, Series 2000-4, Class A5 | 734 | 93 |
|  8.06%, 09/01/2029, Series 2000-1, Class A5(3) | 13024 | 1673 |
|  8.31%, 05/01/2032, Series 2000-4, Class A6(3) | 8505 | 1127 |
|  Conseco Financial Corp. |  |  |
|  7.70%, 05/15/2027, Series 1996-3, Class M1(3) | 726 | 727 |
|  Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC |  |  |
|  6.00%, 05/20/2055, Series 2025-1A, Class A2(1) | 6990 | 7164 |
|  Consumer Loan Finance 2024-A |  |  |
|  0.00%, 11/25/2054, Series 2024-A, Class R(1)(19) | 1493 | 638 |
|  5.15%, 11/25/2054, Series 2024-A, Class A1(1) | 3168 | 3189 |
|  5.35%, 11/25/2054, Series 2024-A, Class A2(1) | 6440 | 6576 |
|  5.45%, 11/25/2054, Series 2024-A, Class B(1) | 1578 | 1605 |
|  5.75%, 11/25/2054, Series 2024-A, Class C(1) | 795 | 807 |
|  6.60%, 11/25/2054, Series 2024-A, Class D(1) | 1044 | 1058 |
|  8.75%, 11/25/2054, Series 2024-A, Class E(1) | 600 | 611 |
|  Consumer Loan Finance 2024-B Issuer Trust |  |  |
|  0.00%, 11/25/2054, Series 2024-BA, Class R(1)(19) | 1156 | 568 |
|  5.15%, 11/25/2054, Series 2024-BA, Class A1(1) | 1151 | 1153 |
|  5.35%, 11/25/2054, Series 2024-BA, Class A2(1) | 3705 | 3788 |
|  5.45%, 11/25/2054, Series 2024-BA, Class B(1) | 1024 | 1040 |
|  5.75%, 11/25/2054, Series 2024-BA, Class C(1) | 512 | 520 |
|  6.60%, 11/25/2054, Series 2024-BA, Class D(1) | 644 | 653 |
|  8.75%, 11/25/2054, Series 2024-BA, Class E(1) | 386 | 393 |
|  CoreVest American Finance 2019-3 Trust |  |  |
|  2.71%, 10/15/2052, Series 2019-3, Class A(1) | 209 | 209 |
|  3.16%, 10/15/2052, Series 2019-3, Class B(1) | 1470 | 1405 |
|  CoreVest American Finance 2021-1 Trust |  |  |
|  2.80%, 04/15/2053, Series 2021-1, Class C(1) | 1525 | 1386 |
|  CoreVest American Finance 2021-3 Trust |  |  |
|  2.49%, 10/15/2054, Series 2021-3, Class B(1) | 3270 | 3184 |
|  3.47%, 10/15/2054, Series 2021-3, Class D(1) | 1630 | 1467 |
|  Countrywide Asset-Backed Certificates |  |  |
|  4.77% (1 Month Term SOFR + 0.61%, 0.50% Floor), 01/25/2046, Series 2006-8, Class 2A4(2) | 14487 | 13753 |
|  CPS Auto Receivables Trust 2024-D |  |  |
|  4.91%, 06/15/2028, Series 2024-D, Class A(1) | 2827 | 2831 |
|  CPS Auto Receivables Trust 2025-C |  |  |
|  4.71%, 03/15/2029, Series 2025-C, Class A(1) | 3182 | 3190 |
|  Credit Acceptance Auto Loan Trust 2023-1 |  |  |
|  7.71%, 07/15/2033, Series 2023-1A, Class C(1) | 2135 | 2188 |
|  Credit Acceptance Auto Loan Trust 2023-3 |  |  |
|  7.62%, 12/15/2033, Series 2023-3A, Class C(1) | 1430 | 1481 |
|  Credit Acceptance Auto Loan Trust 2024-1 |  |  |
|  6.71%, 07/17/2034, Series 2024-1A, Class C(1) | 2085 | 2146 |
|  Credit Acceptance Auto Loan Trust 2024-2 |  |  |
|  5.95%, 06/15/2034, Series 2024-2A, Class A(1) | 7360 | 7504 |
|  6.70%, 10/16/2034, Series 2024-2A, Class C(1) | 3470 | 3595 |
|  Credit Acceptance Auto Loan Trust 2024-3 |  |  |
|  5.39%, 01/16/2035, Series 2024-3A, Class C(1) | 3240 | 3274 |
|  Credit-Based Asset Servicing & Securitization LLC |  |  |
|  4.57% (1 Month Term SOFR + 0.41%, 0.30% Floor), 10/25/2036, Series 2006-CB8, Class A2C(2) | 8440 | 7188 |
|  Crockett Partners Equipment Co. IIA LLC |  |  |
|  6.05%, 01/20/2031, Series 2024-1C, Class A(1) | 6350 | 6438 |
|  Crown City CLO I |  |  |
|  5.53% (3 Month Term SOFR + 1.37%, 1.37% Floor), 07/20/2038, Series 2020-1A, Class A1RR(1)(2) | 10080 | 10085 |
|  CVC Cordatus Opportunity Loan Fund-R DAC |  |  |
|  2.88% (3 Month €STR + 0.84%, 0.84% Floor), 08/15/2033, Series 1A, Class AR(1)(2) | 8397 | 9849 |
|  CVS Pass-Through Trust |  |  |
|  6.94%, 01/10/2030, Series 2007 | $526 | 550 |
|  CWABS Asset-Backed Certificates Trust 2004-13 |  |  |
|  5.70% (1 Month Term SOFR + 1.54%, 1.43% Floor), 06/25/2035, Series 2004-14, Class M4(2) | 6495 | 6615 |

---

------

---

| | | |
|:---|:---|:---|
|  CWABS Asset-Backed Certificates Trust 2005-13 |  |  |
|  5.01% (1 Month Term SOFR + 0.85%, 0.74% Floor), 04/25/2036, Series 2005-13, Class MV3(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31052 |
|  CWABS Asset-Backed Certificates Trust 2005-9 |  |  |
|  5.25% (1 Month Term SOFR + 1.09%, 0.98% Floor), 01/25/2036, Series 2005-9, Class M2(2) | 3236 | 3193 |
|  CWABS Asset-Backed Certificates Trust 2005-AB4 |  |  |
|  4.75% (1 Month Term SOFR + 0.59%, 0.48% Floor), 03/25/2036, Series 2005-AB4, Class 1A(2) | 1363 | 1246 |
|  CWABS Asset-Backed Certificates Trust 2006-2 |  |  |
|  4.73% (1 Month Term SOFR + 0.57%, 0.46% Floor), 04/25/2047, Series 2006-20, Class 2A4(2) | 18342 | 16654 |
|  4.90% (1 Month Term SOFR + 0.74%, 0.63% Floor), 06/25/2036, Series 2006-2, Class M2(2) | 22643 | 21732 |
|  CWABS Asset-Backed Certificates Trust 2006-22 |  |  |
|  4.71% (1 Month Term SOFR + 0.55%, 0.44% Floor), 05/25/2047, Series 2006-22, Class 2A4(2) | 5014 | 4820 |
|  CWABS Asset-Backed Certificates Trust 2006-BC1 |  |  |
|  4.86% (1 Month Term SOFR + 0.70%, 0.59% Floor), 04/25/2036, Series 2006-BC1, Class M3(2) | 1000 | 952 |
|  CWABS Asset-Backed Certificates Trust 2007-10 |  |  |
|  4.45% (1 Month Term SOFR + 0.29%, 0.18% Floor), 06/25/2047, Series 2007-10, Class 1A1(2) | 16741 | 15986 |
|  CWABS Asset-Backed Certificates Trust 2007-2 |  |  |
|  4.49% (1 Month Term SOFR + 0.33%, 0.22% Floor), 08/25/2037, Series 2007-2, Class 2A4(2) | 24079 | 22168 |
|  CWABS Asset-Backed Certificates Trust 2007-8 |  |  |
|  4.52% (1 Month Term SOFR + 0.36%, 0.25% Floor), 02/25/2036, Series 2007-9, Class 2A4(2) | 896 | 868 |
|  CWABS Asset-Backed Certificates Trust 2007-BC2 |  |  |
|  4.85% (1 Month Term SOFR + 0.69%, 0.58% Floor), 06/25/2037, Series 2007-BC2, Class 2A4(2) | 3969 | 3876 |
|  CWABS Revolving Home Equity Loan Trust Series 2004-T |  |  |
|  4.50% (1 Month Term SOFR + 0.35%, 0.24% Floor, 16.00% Cap), 02/15/2030, Series 2004-T, Class 2A(2) | 1292 | 1290 |
|  CWABS, Inc. Asset-backed Certificates Series 2007-12 |  |  |
|  5.01% (1 Month Term SOFR + 0.85%, 0.74% Floor), 08/25/2047, Series 2007-12, Class 1A1(2) | 2284 | 2240 |
|  CyrusOne Data Centers Issuer I LLC |  |  |
|  4.50%, 05/20/2049, Series 2024-2A, Class A2(1) | 7895 | 7763 |
|  4.65%, 05/20/2049, Series 2024-3A, Class A2(1) | 5840 | 5673 |
|  5.91%, 02/20/2050, Series 2025-1A, Class A2(1) | 17495 | 17874 |
|  DailyPay Securitization Trust 2025-1 |  |  |
|  5.63%, 06/26/2028, Series 2025-1A, Class A(1) | 12240 | 12319 |
|  DataBank Issuer II LLC |  |  |
|  5.18%, 09/27/2055, Series 2025-1A, Class A2(1) | 18455 | 18479 |
|  Dell Equipment Finance Trust 2024-2 |  |  |
|  4.69%, 08/22/2030, Series 2024-2, Class A2(1) | 12890 | 12916 |
|  Dewolf Park CLO Ltd. |  |  |
|  6.03% (3 Month Term SOFR + 1.71%, 1.35% Floor), 10/15/2030, Series 2017-1A, Class BR(1)(2) | 12235 | 12243 |
|  Diameter Capital CLO 10 Ltd. |  |  |
|  5.60% (3 Month Term SOFR + 1.31%, 1.31% Floor), 04/20/2038, Series 2025-10A, Class A(1)(2) | 3690 | 3693 |
|  Domino's Pizza Master Issuer LLC |  |  |
|  4.33%, 07/25/2048, Series 2018-1A, Class A2II(1) | 2359 | 2353 |
|  Drive Auto Receivables Trust 2024-2 |  |  |
|  4.50%, 09/15/2028, Series 2024-2, Class A3 | 8000 | 8011 |
|  4.94%, 12/15/2027, Series 2024-2, Class A2 | 5826 | 5830 |
|  Dryden 64 CLO Ltd. |  |  |
|  5.56% (3 Month Term SOFR + 1.23%), 04/18/2031, Series 2018-64A, Class A(1)(2) | 2620 | 2622 |
|  Dryden 68 CLO Ltd. |  |  |
|  5.42% (3 Month Term SOFR + 1.10%, 1.10% Floor), 07/15/2035, Series 2019-68A, Class ARR(1)(2) | 21000 | 20994 |
|  Dryden XXVI Senior Loan Fund |  |  |
|  5.48% (3 Month Term SOFR + 1.16%), 04/15/2029, Series 2013-26A, Class AR(1)(2) | 1039 | 1039 |
|  DT Auto Owner Trust 2022-1 |  |  |
|  3.40%, 12/15/2027, Series 2022-1A, Class D(1) | 6278 | 6256 |
|  DT Auto Owner Trust 2023-2 |  |  |
|  6.62%, 02/15/2029, Series 2023-2A, Class D(1) | 8095 | 8290 |
|  DT Auto Owner Trust 2023-3 |  |  |
|  7.12%, 05/15/2029, Series 2023-3A, Class D(1) | 5425 | 5626 |
|  ECAF I Ltd. |  |  |
|  3.47%, 06/15/2040, Series 2015-1A, Class A1(1) | 102 | 88 |
|  ECMC Group Student Loan Trust 2017-2 |  |  |
|  5.52% (30-day Average SOFR + 1.16%), 05/25/2067, Series 2017-2A, Class A(1)(2) | 2561 | 2568 |
|  ECMC Group Student Loan Trust 2020-2 |  |  |
|  5.62% (30-day Average SOFR + 1.26%, 1.15% Floor), 11/25/2069, Series 2020-2A, Class A(1)(2) | 21150 | 21375 |
|  ECMC Group Student Loan Trust 2024-1 |  |  |
|  5.51% (30-day Average SOFR + 1.15%), 11/27/2073, Series 2024-1A, Class A(1)(2) | 10423 | 10504 |
|  ECMC Group Student Loan Trust 2025-1 |  |  |
|  5.31% (30-day Average SOFR + 0.95%), 04/25/2074, Series 2025-1A, Class A(1)(2) | 7534 | 7539 |
|  ECMC Group Student Loan Trust 2025-2 |  |  |
|  0.00% (30-day Average SOFR + 1.05%), 11/25/2074, Series 2025-2A, Class A(1)(2)(4) | 88035 | 88045 |
|  Edgeconnex Data Centers Issuer LLC |  |  |
|  6.00%, 07/27/2054, Series 2024-1, Class A2(1) | 9776 | 9875 |
|  EDI ABS Issuer 1 LLC |  |  |
|  4.45%, 07/25/2055, Series 2025-1A, Class A2(1) | 13600 | 13261 |
|  EFMT 2025-CES1 |  |  |
|  5.73%, 01/25/2060, Series 2025-CES1, Class A1A(1)(5) | 27975 | 28311 |

---

------

---

| | | |
|:---|:---|:---|
|  Elara HGV Timeshare Issuer 2021-A LLC |  |  |
|  2.09%, 08/27/2035, Series 2021-A, Class C(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
|  Elevation CLO 2022-16 Ltd. |  |  |
|  5.45% (3 Month Term SOFR + 1.13%, 1.13% Floor), 07/25/2034, Series 2022-16A, Class A1AR(1)(2) | 16100 | 16088 |
|  ELFI Graduate Loan Program 2019-A LLC |  |  |
|  2.54%, 03/25/2044, Series 2019-A, Class A(1) | 988 | 931 |
|  ELFI Graduate Loan Program 2021-A LLC |  |  |
|  2.09%, 12/26/2046, Series 2021-A, Class B(1)(3) | 321 | 268 |
|  Ellington Loan Acquisition Trust 2007-1 |  |  |
|  5.37% (1 Month Term SOFR + 1.21%, 1.10% Floor), 05/25/2037, Series 2007-1, Class A1(1)(2) | 402 | 395 |
|  Enterprise Fleet Financing 2024-4 LLC |  |  |
|  4.56%, 11/20/2028, Series 2024-4, Class A3(1) | 7000 | 7060 |
|  4.69%, 07/20/2027, Series 2024-4, Class A2(1) | 5844 | 5864 |
|  EverBright Solar Trust 2024-A |  |  |
|  6.43%, 06/22/2054, Series 2024-A, Class A(1) | 4078 | 3811 |
|  EWC Master Issuer LLC |  |  |
|  5.50%, 03/15/2052, Series 2022-1A, Class A2(1) | 1693 | 1672 |
|  Exeter Automobile Receivables Trust 2022-6 |  |  |
|  6.32%, 05/15/2028, Series 2022-6A, Class C | 1293 | 1298 |
|  Exeter Automobile Receivables Trust 2023-1 |  |  |
|  6.69%, 06/15/2029, Series 2023-1A, Class D | 1960 | 1997 |
|  Exeter Automobile Receivables Trust 2023-2 |  |  |
|  6.32%, 08/15/2029, Series 2023-2A, Class D | 4420 | 4538 |
|  Exeter Automobile Receivables Trust 2023-3 |  |  |
|  6.68%, 04/16/2029, Series 2023-3A, Class D | 2230 | 2282 |
|  Exeter Automobile Receivables Trust 2023-5 |  |  |
|  7.13%, 02/15/2030, Series 2023-5A, Class D | 9500 | 9877 |
|  Exeter Automobile Receivables Trust 2024-3 |  |  |
|  5.65%, 12/15/2027, Series 2024-3A, Class A3 | 1759 | 1762 |
|  5.70%, 07/16/2029, Series 2024-3A, Class C | 2200 | 2231 |
|  5.98%, 09/16/2030, Series 2024-3A, Class D | 1400 | 1432 |
|  Exeter Automobile Receivables Trust 2024-5 |  |  |
|  4.45%, 03/15/2028, Series 2024-5A, Class A3 | 5024 | 5026 |
|  5.06%, 02/18/2031, Series 2024-5A, Class D | 4600 | 4627 |
|  Exeter Automobile Receivables Trust 2025-1 |  |  |
|  5.49%, 05/15/2031, Series 2025-1A, Class D | 8075 | 8207 |
|  Exeter Automobile Receivables Trust 2025-4 |  |  |
|  4.50%, 09/15/2026, Series 2025-4A, Class A1 | 10906 | 10908 |
|  FHF Trust 2022-1 |  |  |
|  4.43%, 01/18/2028, Series 2022-1A, Class A(1) | 573 | 572 |
|  Fieldstone Mortgage Investment Trust Series 2006-3 |  |  |
|  4.72% (1 Month Term SOFR + 0.39%, 0.28% Floor, 12.25% Cap), 11/25/2036, Series 2006-3, Class 1A(2) | 2205 | 2038 |
|  FIGRE Trust 2025-HE4 |  |  |
|  5.41%, 07/25/2055, Series 2025-HE4, Class A(1)(3) | 16262 | 16384 |
|  Finance of America HECM Buyout 2024-HB1 |  |  |
|  4.00%, 10/01/2034, Series 2024-HB1, Class A1A(1)(3) | 10431 | 10395 |
|  First Franklin Mortgage Loan Trust 2002-FF4 |  |  |
|  5.52% (1 Month Term SOFR + 1.24%, 1.13% Floor), 02/25/2033, Series 2002-FF4, Class 1A2(2) | 2415 | 2373 |
|  First Franklin Mortgage Loan Trust 2003-FFH2 |  |  |
|  6.04% (1 Month Term SOFR + 1.76%, 1.65% Floor), 02/25/2034, Series 2003-FFH2, Class M1A(2) | 2155 | 2254 |
|  First Franklin Mortgage Loan Trust 2004-FF7 |  |  |
|  6.45% (1 Month Term SOFR + 2.29%, 2.18% Floor), 09/25/2034, Series 2004-FF7, Class M5(2) | 854 | 940 |
|  First Franklin Mortgage Loan Trust 2006-FF11 |  |  |
|  4.63% (1 Month Term SOFR + 0.47%, 0.36% Floor), 08/25/2036, Series 2006-FF11, Class 1A2(2) | 17838 | 17759 |
|  First Franklin Mortgage Loan Trust 2006-FF16 |  |  |
|  4.69% (1 Month Term SOFR + 0.53%, 0.42% Floor), 12/25/2036, Series 2006-FF16, Class 2A4(2) | 4713 | 1905 |
|  First Franklin Mortgage Loan Trust 2006-FF17 |  |  |
|  4.42% (1 Month Term SOFR + 0.26%, 0.15% Floor), 12/25/2036, Series 2006-FF17, Class A5(2) | 2275 | 1971 |
|  First Franklin Mortgage Loan Trust 2006-FF2 |  |  |
|  4.87% (1 Month Term SOFR + 0.71%, 0.60% Floor), 02/25/2036, Series 2006-FF2, Class A5(2) | 11261 | 10612 |
|  First Franklin Mortgage Loan Trust Series 2005-FF12 |  |  |
|  4.98% (1 Month Term SOFR + 0.82%, 0.71% Floor), 11/25/2036, Series 2005-FF12, Class M2(2) | 1265 | 1241 |
|  First Investors Auto Owner Trust 2022-1 |  |  |
|  3.79%, 06/15/2028, Series 2022-1A, Class D(1) | 2875 | 2845 |
|  FirstKey Homes 2021-SFR1 Trust |  |  |
|  2.39%, 08/17/2038, Series 2021-SFR1, Class E1(1) | 4795 | 4681 |
|  3.45%, 08/17/2038, Series 2021-SFR1, Class F2(1) | 10656 | 10469 |
|  FirstKey Homes 2021-SFR2 Trust |  |  |
|  2.26%, 09/17/2038, Series 2021-SFR2, Class E1(1) | 3380 | 3279 |
|  2.36%, 09/17/2038, Series 2021-SFR2, Class E2(1) | 2000 | 1938 |
|  FirstKey Homes 2022-SFR2 Trust |  |  |
|  4.50%, 07/17/2039, Series 2022-SFR2, Class D(1) | 10352 | 10180 |
|  Flagship Credit Auto Trust 2020-4 |  |  |
|  2.18%, 02/16/2027, Series 2020-4, Class D(1) | 2505 | 2495 |
|  Flagship Credit Auto Trust 2021-1 |  |  |
|  1.27%, 03/15/2027, Series 2021-1, Class D(1) | 880 | 872 |

---

------

---

| | | |
|:---|:---|:---|
|  Flagship Credit Auto Trust 2021-2 |  |  |
|  1.59%, 06/15/2027, Series 2021-2, Class D(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3041 |
|  Flagship Credit Auto Trust 2022-2 |  |  |
|  4.76%, 05/17/2027, Series 2022-2, Class B(1) | 1956 | 1956 |
|  Flagship Credit Auto Trust 2023-2 |  |  |
|  6.62%, 05/15/2029, Series 2023-2, Class D(1) | 8385 | 8262 |
|  Flagship Credit Auto Trust 2023-3 |  |  |
|  6.58%, 08/15/2029, Series 2023-3, Class D(1) | 1205 | 1183 |
|  Flagship Credit Auto Trust 2024-1 |  |  |
|  5.64%, 03/15/2028, Series 2024-1, Class A2(1) | 3747 | 3759 |
|  Flagship Credit Auto Trust 2024-3 |  |  |
|  4.88%, 11/15/2028, Series 2024-3, Class A(1) | 965 | 968 |
|  Flexential Issuer 2021-1 |  |  |
|  3.25%, 11/27/2051, Series 2021-1A, Class A2(1) | 22730 | 22064 |
|  FOCUS Brands Funding |  |  |
|  8.24%, 10/30/2053, Series 2023-2, Class A2(1) | 3193 | 3393 |
|  Ford Auto Securitization Trust II |  |  |
|  3.72%, 11/15/2028, Series 2024-BA, Class A2(1) | 4200 | 3040 |
|  3.84%, 09/15/2030, Series 2024-BA, Class A3(1) | 3300 | 2405 |
|  3.95%, 10/15/2026, Series 2024-BA, Class A1(1) | 512 | 368 |
|  Ford Credit Auto Lease Trust 2023-B |  |  |
|  6.97%, 06/15/2028, Series 2023-B, Class D | $2810 | 2844 |
|  Ford Credit Auto Owner Trust 2023-A |  |  |
|  4.65%, 02/15/2028, Series 2023-A, Class A3 | 1880 | 1885 |
|  Ford Credit Auto Owner Trust 2024-C |  |  |
|  4.07%, 07/15/2029, Series 2024-C, Class A3 | 7400 | 7418 |
|  4.32%, 08/15/2027, Series 2024-C, Class A2A | 16847 | 16855 |
|  Ford Credit Auto Owner Trust 2025-B |  |  |
|  3.91%, 04/15/2030, Series 2025-B, Class A3 | 52423 | 52408 |
|  Foundation Finance Trust 2023-2 |  |  |
|  6.53%, 06/15/2049, Series 2023-2A, Class A(1) | 2725 | 2844 |
|  6.97%, 06/15/2049, Series 2023-2A, Class B(1) | 1433 | 1498 |
|  Foundation Finance Trust 2025-1 |  |  |
|  4.95%, 04/15/2050, Series 2025-1A, Class A(1) | 2626 | 2659 |
|  FREED ABS Trust 2021-3FP |  |  |
|  2.37%, 11/20/2028, Series 2021-3FP, Class D(1) | 211 | 211 |
|  FREED ABS Trust 2022-1FP |  |  |
|  3.35%, 03/19/2029, Series 2022-1FP, Class D(1) | 615 | 613 |
|  Fremont Home Loan Trust 2004-4 |  |  |
|  5.07% (1 Month Term SOFR + 0.91%, 0.80% Floor), 03/25/2035, Series 2004-4, Class M1(2) | 15740 | 14860 |
|  Fremont Home Loan Trust 2004-C |  |  |
|  5.25% (1 Month Term SOFR + 1.09%, 0.98% Floor), 08/25/2034, Series 2004-C, Class M1(2) | 5687 | 5358 |
|  Fremont Home Loan Trust 2005-1 |  |  |
|  5.43% (1 Month Term SOFR + 1.27%, 1.16% Floor), 06/25/2035, Series 2005-1, Class M6(2) | 3072 | 2612 |
|  Fremont Home Loan Trust 2005-2 |  |  |
|  5.02% (1 Month Term SOFR + 0.86%, 0.75% Floor), 06/25/2035, Series 2005-2, Class M3(2) | 125 | 130 |
|  Fremont Home Loan Trust 2005-C |  |  |
|  5.05% (1 Month Term SOFR + 0.89%, 0.78% Floor), 07/25/2035, Series 2005-C, Class M3(2) | 7147 | 6859 |
|  5.20% (1 Month Term SOFR + 1.04%, 0.93% Floor), 07/25/2035, Series 2005-C, Class M4(2) | 10696 | 9065 |
|  Fremont Home Loan Trust 2005-E |  |  |
|  4.93% (1 Month Term SOFR + 0.77%, 0.66% Floor), 01/25/2036, Series 2005-E, Class 2A4(2) | 4801 | 4646 |
|  Frontier Issuer LLC |  |  |
|  6.19%, 06/20/2054, Series 2024-1, Class A2(1) | 9860 | 10163 |
|  6.60%, 08/20/2053, Series 2023-1, Class A2(1) | 35360 | 35910 |
|  Gallatin CLO VIII 2017-1 Ltd. |  |  |
|  5.67% (3 Month Term SOFR + 1.35%, 1.09% Floor), 07/15/2031, Series 2017-1A, Class A1R(1)(2) | 23304 | 23305 |
|  Garnet CLO 2 Ltd. |  |  |
|  5.43% (3 Month Term SOFR + 1.35%, 1.35% Floor), 10/20/2038, Series 2025-2A, Class A(1)(2) | 12730 | 12764 |
|  Garnet CLO 3 Ltd. |  |  |
|  0.00% (3 Month Term SOFR + 1.27%, 1.27% Floor), 10/20/2038, Series 2025-3A, Class A1(1)(2)(4) | 14795 | 14795 |
|  GITSIT Mortgage Loan Trust 2025-NPL1 |  |  |
|  6.28%, 02/25/2055, Series 2025-NPL1, Class A1(1)(5) | 15403 | 15445 |
|  Global SC Finance X Ltd. |  |  |
|  6.17%, 09/22/2045, Series 2025-1H, Class A(1) | 13955 | 13947 |
|  GLS Auto Receivables Issuer Trust 2023-2 |  |  |
|  6.31%, 03/15/2029, Series 2023-2A, Class D(1) | 3335 | 3414 |
|  GLS Auto Receivables Issuer Trust 2023-3 |  |  |
|  6.44%, 05/15/2029, Series 2023-3A, Class D(1) | 2425 | 2480 |
|  GLS Auto Receivables Issuer Trust 2023-4 |  |  |
|  7.18%, 08/15/2029, Series 2023-4A, Class D(1) | 4300 | 4457 |
|  GLS Auto Receivables Issuer Trust 2024-1 |  |  |
|  5.95%, 12/17/2029, Series 2024-1A, Class D(1) | 2600 | 2662 |
|  GLS Auto Receivables Issuer Trust 2024-2 |  |  |
|  6.19%, 02/15/2030, Series 2024-2A, Class D(1) | 805 | 830 |

---

------

---

| | | |
|:---|:---|:---|
|  GLS Auto Receivables Issuer Trust 2024-4 |  |  |
|  4.75%, 07/17/2028, Series 2024-4A, Class A3(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505 |
|  4.76%, 10/15/2027, Series 2024-4A, Class A2(1) | 1714 | 1715 |
|  GLS Auto Receivables Issuer Trust 2025-2 |  |  |
|  5.59%, 01/15/2031, Series 2025-2A, Class D(1) | 1000 | 1018 |
|  GLS Auto Receivables Issuer Trust 2025-3 |  |  |
|  4.49%, 07/15/2026, Series 2025-3A, Class A1(1) | 7902 | 7904 |
|  GLS Auto Select Receivables Trust 2024-3 |  |  |
|  5.92%, 08/15/2030, Series 2024-3A, Class C(1) | 2100 | 2168 |
|  6.34%, 08/15/2031, Series 2024-3A, Class D(1) | 3400 | 3529 |
|  GLS Auto Select Receivables Trust 2024-4 |  |  |
|  4.43%, 12/17/2029, Series 2024-4A, Class A2(1) | 5721 | 5735 |
|  5.28%, 10/15/2031, Series 2024-4A, Class D(1) | 600 | 610 |
|  GLS Auto Select Receivables Trust 2025-1 |  |  |
|  5.04%, 02/15/2031, Series 2025-1A, Class B(1) | 435 | 443 |
|  5.26%, 03/15/2031, Series 2025-1A, Class C(1) | 340 | 346 |
|  5.74%, 04/15/2032, Series 2025-1A, Class D(1) | 670 | 684 |
|  GLS Auto Select Receivables Trust 2025-3 |  |  |
|  4.94%, 09/15/2031, Series 2025-3A, Class C(1) | 800 | 805 |
|  GM Financial Automobile Leasing Trust 2024-3 |  |  |
|  4.21%, 10/20/2027, Series 2024-3, Class A3 | 13200 | 13224 |
|  4.29%, 01/20/2027, Series 2024-3, Class A2A | 5448 | 5449 |
|  GM Financial Automobile Leasing Trust 2025-3 |  |  |
|  4.36%, 08/20/2026, Series 2025-3, Class A1 | 1734 | 1735 |
|  GM Financial Consumer Automobile Receivables Trust 2024-4 |  |  |
|  4.40%, 08/16/2029, Series 2024-4, Class A3 | 12300 | 12385 |
|  4.53%, 10/18/2027, Series 2024-4, Class A2A | 3474 | 3478 |
|  Goldentree Loan Management U.S. Clo 11 Ltd. |  |  |
|  5.41% (3 Month Term SOFR + 1.08%, 1.08% Floor), 10/20/2034, Series 2021-11A, Class AR(1)(2) | 28000 | 28006 |
|  Goldentree Loan Management U.S. Clo 8 Ltd. |  |  |
|  5.48% (3 Month Term SOFR + 1.15%, 1.15% Floor), 10/20/2034, Series 2020-8A, Class ARR(1)(2) | 27220 | 27226 |
|  Golub Capital CLO 82 B Ltd. |  |  |
|  5.23% (3 Month Term SOFR + 1.26%, 1.26% Floor), 10/15/2038, Series 2025-82A, Class A1(1)(2) | 7570 | 7590 |
|  GoodLeap Home Improvement Solutions Trust 2024-1 |  |  |
|  5.35%, 10/20/2046, Series 2024-1A, Class A(1) | 2521 | 2554 |
|  Gracie Point International Funding 2025-1 LLC |  |  |
|  5.87% (30-day Average SOFR + 1.50%, 1.50% Floor), 08/15/2028, Series 2025-1A, Class A(1)(2) | 10520 | 10540 |
|  Greenacre Park CLO LLC |  |  |
|  5.67% (3 Month Term SOFR + 1.37%, 1.37% Floor), 07/20/2037, Series 2021-2A, Class AR(1)(2) | 2670 | 2682 |
|  GreenSky Home Improvement Issuer Trust 2024-2 |  |  |
|  5.15%, 10/27/2059, Series 2024-2, Class A4(1) | 980 | 992 |
|  GreenSky Home Improvement Trust 2024-1 |  |  |
|  5.55%, 06/25/2059, Series 2024-1, Class A3(1) | 3195 | 3276 |
|  6.36%, 06/25/2059, Series 2024-1, Class C(1) | 2449 | 2509 |
|  Greywolf CLO VII Ltd. |  |  |
|  5.77% (3 Month Term SOFR + 1.44%, 1.44% Floor), 10/20/2031, Series 2018-2A, Class A1(1)(2) | 137 | 137 |
|  GSAMP Trust 2005-AHL |  |  |
|  5.25% (1 Month Term SOFR + 1.09%, 0.98% Floor), 04/25/2035, Series 2005-AHL, Class M2(2) | 2678 | 2531 |
|  GSAMP Trust 2007-FM2 |  |  |
|  4.33% (1 Month Term SOFR + 0.17%, 0.06% Floor), 01/25/2037, Series 2007-FM2, Class A2A(2) | 1613 | 985 |
|  Hardee's Funding LLC |  |  |
|  7.25%, 03/20/2054, Series 2024-1A, Class A2(1) | 1202 | 1244 |
|  Harley-Davidson Motorcycle Trust 2024-B |  |  |
|  4.31%, 07/16/2029, Series 2024-B, Class A3 | 16100 | 16159 |
|  4.62%, 08/16/2027, Series 2024-B, Class A2 | 11838 | 11847 |
|  Harvest CLO XXI DAC |  |  |
|  1.04%, 07/15/2031, Series 21A, Class A2R(1) | 2771 | 3202 |
|  2.79% (3 Month €STR + 0.76%, 0.76% Floor), 07/15/2031, Series 21A, Class A1R(1)(2) | 23250 | 27263 |
|  Hertz Vehicle Financing III LLC |  |  |
|  9.13%, 06/25/2027, Series 2023-1A, Class 1D(1) | $2585 | 2620 |
|  Hilton Grand Vacations Trust 2022-1D |  |  |
|  4.69%, 06/20/2034, Series 2022-1D, Class C(1) | 139 | 139 |
|  Hilton Grand Vacations Trust 2023-1 |  |  |
|  6.94%, 01/25/2038, Series 2023-1A, Class C(1) | 268 | 277 |
|  Hilton Grand Vacations Trust 2024-2 |  |  |
|  5.99%, 03/25/2038, Series 2024-2A, Class C(1) | 1115 | 1131 |
|  Hilton Grand Vacations Trust 2025-1 |  |  |
|  5.52%, 05/27/2042, Series 2025-1A, Class C(1) | 648 | 655 |
|  HIN Timeshare Trust 2020-A |  |  |
|  3.42%, 10/09/2039, Series 2020-A, Class C(1) | 58 | 57 |
|  HINNT 2024-A LLC |  |  |
|  5.49%, 03/15/2043, Series 2024-A, Class A(1) | 1771 | 1802 |
|  Home Partners of America 2019-1 Trust |  |  |
|  3.41%, 09/17/2039, Series 2019-1, Class D(1) | 1090 | 1064 |

---

------

---

| | | |
|:---|:---|:---|
|  Home Partners of America 2019-2 Trust |  |  |
|  3.12%, 10/19/2039, Series 2019-2, Class D(1) | 1181 | 1146 |
|  Home Partners of America 2021-1 Trust |  |  |
|  2.58%, 09/17/2041, Series 2021-1, Class E(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638 |
|  Home Partners of America 2021-2 Trust |  |  |
|  2.95%, 12/17/2026, Series 2021-2, Class E2(1) | 4222 | 4090 |
|  Home Partners of America 2021-3 Trust |  |  |
|  2.20%, 01/17/2041, Series 2021-3, Class A(1) | 9251 | 8592 |
|  Honda Auto Receivables 2024-4 Owner Trust |  |  |
|  4.33%, 05/15/2029, Series 2024-4, Class A3 | 3600 | 3620 |
|  4.56%, 03/15/2027, Series 2024-4, Class A2 | 6803 | 6811 |
|  Honda Auto Receivables 2025-3 Owner Trust |  |  |
|  4.04%, 02/21/2030, Series 2025-3, Class A3 | 42971 | 43060 |
|  Horizon Aircraft Finance I Ltd. |  |  |
|  4.46%, 12/15/2038, Series 2018-1, Class A(1) | 867 | 856 |
|  Horizon Aircraft Finance II Ltd. |  |  |
|  3.72%, 07/15/2039, Series 2019-1, Class A(1) | 401 | 393 |
|  Horizon Aircraft Finance III Ltd. |  |  |
|  3.43%, 11/15/2039, Series 2019-2, Class A(1) | 1103 | 1073 |
|  HPEFS Equipment Trust 2023-2 |  |  |
|  6.97%, 07/21/2031, Series 2023-2A, Class D(1) | 1585 | 1610 |
|  Huntington Auto Trust 2024-1 |  |  |
|  5.23%, 01/16/2029, Series 2024-1A, Class A3(1) | 13900 | 14054 |
|  5.50%, 03/15/2027, Series 2024-1A, Class A2(1) | 755 | 756 |
|  Hyundai Auto Lease Securitization Trust 2024-C |  |  |
|  4.62%, 04/17/2028, Series 2024-C, Class A3(1) | 9500 | 9563 |
|  4.77%, 03/15/2027, Series 2024-C, Class A2A(1) | 3730 | 3739 |
|  Hyundai Auto Receivables Trust 2024-A |  |  |
|  4.99%, 02/15/2029, Series 2024-A, Class A3 | 11694 | 11810 |
|  Hyundai Auto Receivables Trust 2024-C |  |  |
|  4.41%, 05/15/2029, Series 2024-C, Class A3 | 17900 | 18036 |
|  4.53%, 09/15/2027, Series 2024-C, Class A2A | 7107 | 7118 |
|  Hyundai Auto Receivables Trust 2025-A |  |  |
|  4.76%, 06/15/2032, Series 2025-A, Class C | 5400 | 5469 |
|  Hyundai Auto Receivables Trust 2025-C |  |  |
|  3.88%, 04/15/2030, Series 2025-C, Class A3 | 124334 | 124192 |
|  Invesco CLO 2021-2 Ltd. |  |  |
|  5.75% (3 Month Term SOFR + 1.60%, 1.60% Floor), 07/15/2034, Series 2021-2A, Class BR(1)(2) | 10500 | 10528 |
|  Invesco U.S. CLO 2024-4 Ltd. |  |  |
|  5.65% (3 Month Term SOFR + 1.33%, 1.33% Floor), 01/15/2038, Series 2024-4A, Class A1(1)(2) | 18945 | 18987 |
|  Island Finance Trust 2025-1 |  |  |
|  6.54%, 03/19/2035, Series 2025-1A, Class A(1) | 1080 | 1097 |
|  IXIS Real Estate Capital Trust 2005-HE2 |  |  |
|  5.25% (1 Month Term SOFR + 1.09%, 0.98% Floor), 09/25/2035, Series 2005-HE2, Class M5(2) | 1956 | 2083 |
|  Jack in the Box Funding LLC |  |  |
|  3.45%, 02/26/2052, Series 2022-1A, Class A2I(1) | 214 | 208 |
|  4.48%, 08/25/2049, Series 2019-1A, Class A2II(1) | 4422 | 4383 |
|  John Deere Owner Trust 2024-C |  |  |
|  4.36%, 08/16/2027, Series 2024-C, Class A2A | 29191 | 29209 |
|  JP Morgan Mortgage Acquisition Corp. 2005-FRE1 |  |  |
|  2.71% (1 Month Term SOFR + 0.76%, 0.65% Floor), 10/25/2035, Series 2005-FRE1, Class M2(2) | 7044 | 6193 |
|  JP Morgan Mortgage Acquisition Corp. 2006-FRE2 |  |  |
|  4.81% (1 Month Term SOFR + 0.65%, 0.54% Floor), 02/25/2036, Series 2006-FRE2, Class M2(2) | 11255 | 10219 |
|  JP Morgan Mortgage Acquisition Corp. 2006-WMC1 |  |  |
|  4.81% (1 Month Term SOFR + 0.65%, 0.54% Floor), 03/25/2036, Series 2006-WMC1, Class A5(2) | 4936 | 4758 |
|  JP Morgan Mortgage Acquisition Trust 2006-CW1 |  |  |
|  4.71% (1 Month Term SOFR + 0.55%, 0.44% Floor), 05/25/2036, Series 2006-CW1, Class M2(2) | 11322 | 10322 |
|  JP Morgan Mortgage Acquisition Trust 2006-WMC4 |  |  |
|  4.51% (1 Month Term SOFR + 0.35%, 0.24% Floor), 12/25/2036, Series 2006-WMC4, Class A3(2) | 17281 | 9028 |
|  4.57% (1 Month Term SOFR + 0.41%, 0.30% Floor), 12/25/2036, Series 2006-WMC4, Class A4(2) | 15739 | 8225 |
|  JP Morgan Mortgage Acquisition Trust 2007-CH3 |  |  |
|  4.53% (1 Month Term SOFR + 0.37%, 0.26% Floor), 03/25/2037, Series 2007-CH3, Class A5(2) | 6121 | 6068 |
|  JP Morgan Mortgage Acquisition Trust 2007-CH5 |  |  |
|  4.54% (1 Month Term SOFR + 0.38%, 0.27% Floor), 06/25/2037, Series 2007-CH5, Class M1(2) | 6076 | 5918 |
|  JP Morgan Mortgage Trust Series 2025-CES1 |  |  |
|  5.67%, 05/25/2055, Series 2025-CES1, Class A1(1)(3) | 21569 | 21738 |
|  Kapitus Asset Securitization IV LLC |  |  |
|  5.49%, 09/10/2031, Series 2024-1A, Class A(1) | 5805 | 5831 |
|  5.49%, 09/10/2031, Series 2024-1A, Class 1A(1) | 10250 | 10296 |
|  Kapitus Asset Securitization V LLC |  |  |
|  5.46%, 04/10/2032, Series 2025-1A, Class A(1) | 12965 | 12997 |
|  KDAC Aviation Finance Ltd. |  |  |
|  4.21%, 12/15/2042, Series 2017-1A, Class A(1) | 682 | 677 |
|  Kestrel Aircraft Funding Ltd. |  |  |
|  4.25%, 12/15/2038, Series 2018-1A, Class A(1) | 1352 | 1344 |
|  KKR CLO 11 Ltd. |  |  |
|  5.76% (3 Month Term SOFR + 1.44%, 1.44% Floor), 01/15/2031, Series 11, Class AR(1)(2) | 2178 | 2179 |

---

------

---

| | | |
|:---|:---|:---|
|  Labrador Aviation Finance Ltd. 2016-1A |  |  |
|  4.30%, 01/15/2042, Series 2016-1A, Class A1(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141 |
|  LAD Auto Receivables Trust 2023-3 |  |  |
|  6.43%, 12/15/2028, Series 2023-3A, Class C(1) | 3640 | 3727 |
|  LAD Auto Receivables Trust 2023-4 |  |  |
|  6.76%, 03/15/2029, Series 2023-4A, Class C(1) | 1940 | 2003 |
|  7.37%, 04/15/2031, Series 2023-4A, Class D(1) | 980 | 1025 |
|  LAD Auto Receivables Trust 2024-1 |  |  |
|  5.33%, 02/15/2029, Series 2024-1A, Class B(1) | 500 | 508 |
|  5.64%, 06/15/2029, Series 2024-1A, Class C(1) | 100 | 102 |
|  LAD Auto Receivables Trust 2024-3 |  |  |
|  4.52%, 03/15/2029, Series 2024-3A, Class A3(1) | 3000 | 3012 |
|  4.64%, 11/15/2027, Series 2024-3A, Class A2(1) | 2354 | 2355 |
|  4.93%, 03/15/2030, Series 2024-3A, Class C(1) | 800 | 808 |
|  LAD Auto Receivables Trust 2025-2 |  |  |
|  4.46%, 08/17/2026, Series 2025-2A, Class A1(1) | 6419 | 6422 |
|  Laurel Road Prime Student Loan Trust 2020-A |  |  |
|  1.40%, 11/25/2050, Series 2020-A, Class A2FX(1) | 2076 | 1937 |
|  LCM 29 Ltd. |  |  |
|  5.65% (3 Month Term SOFR + 1.33%, 1.07% Floor), 04/15/2031, Series 29A, Class AR(1)(2) | 2946 | 2948 |
|  LCM 34 Ltd. |  |  |
|  6.03% (3 Month Term SOFR + 1.70%, 1.70% Floor), 10/20/2034, Series 34A, Class BR(1)(2) | 15000 | 15047 |
|  Lehman XS Trust 2007-6 |  |  |
|  4.69% (1 Month Term SOFR + 0.53%, 0.42% Floor), 05/25/2037, Series 2007-6, Class 2A1(2) | 5056 | 4331 |
|  Lendbuzz Securitization Trust 2024-3 |  |  |
|  4.97%, 10/15/2029, Series 2024-3A, Class A2(1) | 3668 | 3671 |
|  Lendmark Funding Trust 2024-2 |  |  |
|  4.47%, 02/21/2034, Series 2024-2A, Class A(1) | 4400 | 4403 |
|  Lmrk Issuer Co. 2 LLC |  |  |
|  5.52%, 09/15/2055, Series 2025-1A, Class A(1) | 5625 | 5646 |
|  Long Beach Mortgage Loan Trust 2004-6 |  |  |
|  5.47% (1 Month Term SOFR + 1.31%, 1.20% Floor), 11/25/2034, Series 2004-6, Class M1(2) | 13119 | 12551 |
|  Long Beach Mortgage Loan Trust 2005-2 |  |  |
|  5.40% (1 Month Term SOFR + 1.24%, 1.13% Floor), 04/25/2035, Series 2005-2, Class M6(2) | 12500 | 12224 |
|  Long Beach Mortgage Loan Trust 2005-WL2 |  |  |
|  5.05% (1 Month Term SOFR + 0.89%, 0.78% Floor), 08/25/2035, Series 2005-WL2, Class M3(2) | 6150 | 6068 |
|  Long Beach Mortgage Loan Trust 2005-WL3 |  |  |
|  4.98% (1 Month Term SOFR + 0.82%, 0.82% Floor), 11/25/2035, Series 2005-WL3, Class M2(2) | 8690 | 8404 |
|  Long Beach Mortgage Loan Trust 2006-WL1 |  |  |
|  4.90% (1 Month Term SOFR + 0.74%, 0.63% Floor), 01/25/2046, Series 2006-WL1, Class M1(2) | 10634 | 10291 |
|  Lunar 2021-1 Structured Aircraft Portfolio Notes |  |  |
|  2.64%, 10/15/2046, Series 2021-1, Class A(1) | 3219 | 3041 |
|  Madison Park Funding XLIX Ltd. |  |  |
|  5.38% (3 Month Term SOFR + 1.05%, 1.05% Floor), 10/19/2034, Series 2021-49A, Class AR(1)(2) | 29500 | 29464 |
|  Madison Park Funding XLVIII Ltd. |  |  |
|  6.04% (3 Month Term SOFR + 1.71%, 1.71% Floor), 04/19/2033, Series 2021-48A, Class B(1)(2) | 2750 | 2755 |
|  Madison Park Funding XXXV Ltd. |  |  |
|  5.58% (3 Month Term SOFR + 1.25%, 0.99% Floor), 04/20/2032, Series 2019-35A, Class A1R(1)(2) | 2203 | 2205 |
|  Madison Park Funding XXXVII Ltd. |  |  |
|  5.85% (3 Month Term SOFR + 1.53%, 1.53% Floor), 04/15/2037, Series 2019-37A, Class AR2(1)(2) | 2110 | 2120 |
|  Magnetite XLVIII Ltd. |  |  |
|  5.57% (3 Month Term SOFR + 1.28%, 1.28% Floor), 10/15/2038, Series 2025-48A, Class A1(1)(2) | 13315 | 13351 |
|  Magnetite XXV Ltd. |  |  |
|  5.78% (3 Month Term SOFR + 1.46%, 1.20% Floor), 01/25/2032, Series 2020-25A, Class A(1)(2) | 10612 | 10619 |
|  MAPS 2021-1 Trust |  |  |
|  2.52%, 06/15/2046, Series 2021-1A, Class A(1) | 4409 | 4216 |
|  Mariner Finance Issuance Trust 2024-A |  |  |
|  5.68%, 09/22/2036, Series 2024-AA, Class B(1) | 2875 | 2930 |
|  Marlette Funding Trust 2023-2 |  |  |
|  6.54%, 06/15/2033, Series 2023-2A, Class B(1) | 173 | 173 |
|  Marlette Funding Trust 2024-1 |  |  |
|  6.93%, 07/17/2034, Series 2024-1A, Class D(1) | 345 | 355 |
|  MASTR Asset Backed Securities Trust 2004-WMC1 |  |  |
|  5.05% (1 Month Term SOFR + 0.89%, 0.78% Floor), 02/25/2034, Series 2004-WMC1, Class M1(2) | 488 | 538 |
|  MASTR Specialized Loan Trust |  |  |
|  4.79% (1 Month Term SOFR + 0.63%, 0.52% Floor), 02/25/2036, Series 2006-2, Class A(1)(2) | 206 | 203 |
|  Mercedes-Benz Auto Lease Trust 2024-B |  |  |
|  4.57%, 12/15/2026, Series 2024-B, Class A2A | 5445 | 5448 |
|  Mercury Financial Credit Card Master Trust |  |  |
|  6.56%, 07/20/2029, Series 2024-2A, Class A(1) | 9055 | 9126 |
|  Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2 |  |  |
|  4.75% (1 Month Term SOFR + 0.59%, 0.48% Floor), 05/25/2037, Series 2007-2, Class A2C(2) | 1056 | 769 |
|  Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5 |  |  |
|  6.27% (1 Month Term SOFR + 2.11%, 2.00% Floor), 10/25/2037, Series 2007-5, Class 2A2(2) | 14032 | 12153 |

---

------

---

| | | |
|:---|:---|:---|
|  Merrill Lynch Mortgage Investors Trust Series 2006-OPT1 |  |  |
|  4.56% (1 Month Term SOFR + 0.40%, 0.29% Floor), 08/25/2037, Series 2006-OPT1, Class A1(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8338 |
|  Merrill Lynch Mortgage Investors Trust Series 2006-RM2 |  |  |
|  4.47% (1 Month Term SOFR + 0.31%, 0.20% Floor), 05/25/2037, Series 2006-RM2, Class A2B(2) | 11781 | 1273 |
|  4.60% (1 Month Term SOFR + 0.44%, 0.33% Floor), 05/25/2037, Series 2006-RM2, Class A2C(2) | 28240 | 3061 |
|  Merrill Lynch Mortgage Investors Trust Series 2006-RM3 |  |  |
|  4.57% (1 Month Term SOFR + 0.41%, 0.30% Floor), 06/25/2037, Series 2006-RM3, Class A2C(2) | 42145 | 8887 |
|  METAL 2017-1 LLC |  |  |
|  4.58%, 10/15/2042, Series 2017-1, Class A(1) | 2422 | 1623 |
|  MetroNet Infrastructure Issuer LLC |  |  |
|  5.40%, 08/20/2055, Series 2025-2A, Class A2(1) | 6200 | 6293 |
|  MFA 2024-NPL1 Trust |  |  |
|  6.33%, 09/25/2054, Series 2024-NPL1, Class A1(5) | 6925 | 6934 |
|  MidOcean Credit CLO XVIII LLC |  |  |
|  5.49% (3 Month Term SOFR + 1.17%, 1.17% Floor), 10/18/2035, Series 2025-18A, Class A1(1)(2) | 2940 | 2941 |
|  Midocean Credit CLO XXI |  |  |
|  0.00% (3 Month Term SOFR + 1.26%, 1.26% Floor), 10/20/2038, Series 2025-21A, Class A1(1)(2)(4) | 11995 | 11995 |
|  Mission Lane Credit Card Master Trust |  |  |
|  5.80%, 05/15/2030, Series 2025-A, Class A(1) | 4695 | 4750 |
|  5.88%, 01/15/2030, Series 2024-B, Class A(1) | 7620 | 7695 |
|  6.20%, 08/15/2029, Series 2024-A, Class A1(1) | 3630 | 3663 |
|  Morgan Stanley ABS Capital I, Inc. Trust 2004-HE2 |  |  |
|  5.13% (1 Month Term SOFR + 0.97%, 0.86% Floor), 03/25/2034, Series 2004-HE2, Class M1(2) | 8208 | 8265 |
|  Morgan Stanley ABS Capital I, Inc. Trust 2004-HE8 |  |  |
|  5.23% (1 Month Term SOFR + 1.07%, 0.96% Floor), 09/25/2034, Series 2004-HE8, Class M1(2) | 1621 | 1716 |
|  Morgan Stanley ABS Capital I, Inc. Trust 2004-NC7 |  |  |
|  5.13% (1 Month Term SOFR + 0.97%, 0.86% Floor), 07/25/2034, Series 2004-NC7, Class M1(2) | 7971 | 8101 |
|  Morgan Stanley ABS Capital I, Inc. Trust 2005-WMC2 |  |  |
|  5.20% (1 Month Term SOFR + 1.04%, 0.93% Floor), 02/25/2035, Series 2005-WMC2, Class M4(2) | 1569 | 1460 |
|  Morgan Stanley ABS Capital I, Inc. Trust 2006-HE8 |  |  |
|  4.40% (1 Month Term SOFR + 0.24%, 0.13% Floor), 10/25/2036, Series 2006-HE8, Class A1(2) | 388 | 346 |
|  Morgan Stanley Capital I, Inc. Trust 2006-HE1 |  |  |
|  4.85% (1 Month Term SOFR + 0.69%, 0.58% Floor), 01/25/2036, Series 2006-HE1, Class A4(2) | 3481 | 3391 |
|  Morgan Stanley Mortgage Loan Trust 2006-15XS |  |  |
|  6.70%, 11/25/2036, Series 2006-15XS, Class A4A(5) | 12026 | 2575 |
|  Morgan Stanley Mortgage Loan Trust 2007-8XS |  |  |
|  4.80% (1 Month Term SOFR + 0.64%, 0.53% Floor, 6.25% Cap), 04/25/2037, Series 2007-8XS, Class A5(2) | 17936 | 6199 |
|  4.81% (1 Month Term SOFR + 0.65%, 0.54% Floor, 6.26% Cap), 04/25/2037, Series 2007-8XS, Class A9(2) | 1732 | 599 |
|  Mosaic Solar Loan Trust 2024-1 |  |  |
|  5.50%, 09/20/2049, Series 2024-1A, Class A(1) | 1832 | 1773 |
|  Mosaic Solar Loan Trust 2024-2 |  |  |
|  5.60%, 04/22/2052, Series 2024-2A, Class A(1) | 19248 | 18752 |
|  Mountain View CLO IX Ltd. |  |  |
|  5.70% (3 Month Term SOFR + 1.38%), 07/15/2031, Series 2015-9A, Class A1R(1)(2) | 163 | 163 |
|  MVW 2020-1 LLC |  |  |
|  4.21%, 10/20/2037, Series 2020-1A, Class C(1) | 100 | 99 |
|  MVW 2021-1W LLC |  |  |
|  1.94%, 01/22/2041, Series 2021-1WA, Class C(1) | 202 | 195 |
|  MVW 2021-2 LLC |  |  |
|  2.23%, 05/20/2039, Series 2021-2A, Class C(1) | 3625 | 3435 |
|  Navient Private Education Loan Trust 2015-B |  |  |
|  5.71% (1 Month Term SOFR + 1.56%), 07/16/2040, Series 2015-BA, Class A3(1)(2) | 3615 | 3630 |
|  Navient Private Education Loan Trust 2018-B |  |  |
|  3.61%, 12/15/2059, Series 2018-BA, Class A2A(1) | 39 | 39 |
|  Navient Private Education Refi Loan Trust 2019-F |  |  |
|  2.60%, 08/15/2068, Series 2019-FA, Class A2(1) | 508 | 491 |
|  Navient Private Education Refi Loan Trust 2019-G |  |  |
|  2.40%, 10/15/2068, Series 2019-GA, Class A(1) | 436 | 424 |
|  Navient Private Education Refi Loan Trust 2020-B |  |  |
|  2.12%, 01/15/2069, Series 2020-BA, Class A2(1) | 505 | 483 |
|  Navient Private Education Refi Loan Trust 2020-C |  |  |
|  2.15%, 11/15/2068, Series 2020-CA, Class A2A(1) | 677 | 651 |
|  2.83%, 11/15/2068, Series 2020-CA, Class B(1) | 1685 | 1514 |
|  Navient Private Education Refi Loan Trust 2020-D |  |  |
|  1.69%, 05/15/2069, Series 2020-DA, Class A(1) | 2482 | 2360 |
|  Navient Private Education Refi Loan Trust 2020-G |  |  |
|  1.17%, 09/16/2069, Series 2020-GA, Class A(1) | 1710 | 1605 |
|  Navient Private Education Refi Loan Trust 2020-H |  |  |
|  1.31%, 01/15/2069, Series 2020-HA, Class A(1) | 545 | 516 |
|  1.33%, 04/15/2069, Series 2020-IA, Class A1A(1) | 2766 | 2563 |
|  5.26% (1 Month Term SOFR + 1.11%, 1.00% Floor), 04/15/2069, Series 2020-IA, Class A1B(1)(2) | 7667 | 7629 |
|  Navient Private Education Refi Loan Trust 2021-A |  |  |
|  0.84%, 05/15/2069, Series 2021-A, Class A(1) | 1612 | 1474 |
|  2.24%, 05/15/2069, Series 2021-A, Class B(1) | 460 | 371 |
|  Navient Private Education Refi Loan Trust 2021-E |  |  |
|  2.03%, 12/16/2069, Series 2021-EA, Class B(1) | 1680 | 1215 |

---

------

---

| | | |
|:---|:---|:---|
|  Navient Private Education Refi Loan Trust 2021-F |  |  |
|  2.12%, 02/18/2070, Series 2021-FA, Class B(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2758 |
|  Navient Student Loan Trust |  |  |
|  6.07% (30-day Average SOFR + 1.70%), 03/15/2072, Series 2023-BA, Class A1B(1)(2) | 7481 | 7544 |
|  7.23%, 03/15/2072, Series 2023-BA, Class B(1) | 10320 | 11207 |
|  Navient Student Loan Trust 2016-1 |  |  |
|  5.17% (30-day Average SOFR + 0.81%), 02/25/2070, Series 2016-1A, Class A(1)(2) | 3620 | 3601 |
|  Navient Student Loan Trust 2017-3 |  |  |
|  5.52% (30-day Average SOFR + 1.16%), 07/26/2066, Series 2017-3A, Class A3(1)(2) | 10118 | 10162 |
|  Navient Student Loan Trust 2018-3 |  |  |
|  5.27% (30-day Average SOFR + 0.91%), 03/25/2067, Series 2018-3A, Class A3(1)(2) | 6775 | 6742 |
|  Navient Student Loan Trust 2019-4 |  |  |
|  5.28% (30-day Average SOFR + 0.92%), 07/25/2068, Series 2019-4A, Class A2(1)(2) | 28117 | 28143 |
|  Navient Student Loan Trust 2020-2 |  |  |
|  5.37% (30-day Average SOFR + 1.01%), 08/26/2069, Series 2020-2A, Class A1B(1)(2) | 15146 | 15142 |
|  Navigator Aircraft ABS Ltd. |  |  |
|  2.77%, 11/15/2046, Series 2021-1, Class A(1)(5) | 10068 | 9550 |
|  Nelnet Student Loan Trust 2017-3 |  |  |
|  5.32% (30-day Average SOFR + 0.96%), 02/25/2066, Series 2017-3A, Class A(1)(2) | 27529 | 27529 |
|  Nelnet Student Loan Trust 2021-B |  |  |
|  1.42%, 04/20/2062, Series 2021-BA, Class AFX(1) | 3513 | 3323 |
|  2.68%, 04/20/2062, Series 2021-BA, Class B(1) | 3665 | 3274 |
|  Nelnet Student Loan Trust 2025-C |  |  |
|  4.67%, 06/22/2065, Series 2025-CA, Class A1A(1) | 38500 | 38348 |
|  Neuberger Berman Loan Advisers CLO 43 Ltd. |  |  |
|  5.37% (3 Month Term SOFR + 1.05%, 1.05% Floor), 07/17/2036, Series 2021-43A, Class AR(1)(2) | 25000 | 24971 |
|  New Century Home Equity Loan Trust Series 2005-D |  |  |
|  4.98% (1 Month Term SOFR + 0.82%, 0.71% Floor), 02/25/2036, Series 2005-D, Class M2(2) | 10390 | 9315 |
|  New Economy Assets—Phase 1 Sponsor LLC |  |  |
|  1.91%, 10/20/2061, Series 2021-1, Class A1(1) | 2925 | 2440 |
|  NFAS3 LLC |  |  |
|  6.35%, 05/15/2031, Series 2025-1, Class A(1) | 5520 | 5614 |
|  Nissan Auto Receivables 2024-B Owner Trust |  |  |
|  4.34%, 03/15/2029, Series 2024-B, Class A3 | 9100 | 9143 |
|  Northwoods Capital 20 Ltd. |  |  |
|  5.56% (3 Month Term SOFR + 1.34%, 1.34% Floor), 10/25/2038, Series 2019-20A, Class AR2(1)(2) | 5960 | 5976 |
|  Northwoods Capital XII-B Ltd. |  |  |
|  5.23% (3 Month Term SOFR + 1.19%, 1.19% Floor), 06/15/2031, Series 2018-12BA, Class AR(1)(2) | 6266 | 6266 |
|  NYMT Loan Trust Series 2025-R1 |  |  |
|  6.38%, 02/25/2030, Series 2025-R1, Class A(1)(5) | 1559 | 1562 |
|  OCP Aegis CLO 2023-29 Ltd. |  |  |
|  5.88% (3 Month Term SOFR + 1.55%, 1.55% Floor), 01/20/2036, Series 2023-29A, Class BR(1)(2) | 15500 | 15492 |
|  OCP CLO 2014-5 Ltd. |  |  |
|  5.66% (3 Month Term SOFR + 1.34%, 1.08% Floor), 04/26/2031, Series 2014-5A, Class A1R(1)(2) | 31 | 31 |
|  OCP CLO 2020-18 Ltd. |  |  |
|  5.70% (3 Month Term SOFR + 1.37%, 1.37% Floor), 07/20/2037, Series 2020-18A, Class A1R2(1)(2) | 9685 | 9714 |
|  OCP CLO 2024-38 Ltd. |  |  |
|  5.66% (3 Month Term SOFR + 1.33%, 1.33% Floor), 01/21/2038, Series 2024-38A, Class A(1)(2) | 17110 | 17157 |
|  Octagon Investment Partners 39 Ltd. |  |  |
|  6.13% (3 Month Term SOFR + 1.80%, 1.80% Floor), 10/20/2030, Series 2018-3A, Class BR(1)(2) | 16550 | 16556 |
|  Octagon Investment Partners XVI Ltd. |  |  |
|  5.60% (3 Month Term SOFR + 1.28%, 1.02% Floor), 07/17/2030, Series 2013-1A, Class A1R(1)(2) | 294 | 294 |
|  Octagon Investment Partners XVII Ltd. |  |  |
|  5.98% (3 Month Term SOFR + 1.66%), 01/25/2031, Series 2013-1A, Class BR2(1)(2) | 2500 | 2504 |
|  Octane Receivables Trust 2024-2 |  |  |
|  5.90%, 07/20/2032, Series 2024-2A, Class C(1) | 3895 | 3978 |
|  OHA Credit Funding 10-R Ltd. |  |  |
|  5.54% (3 Month Term SOFR + 1.26%, 1.26% Floor), 07/18/2037, Series 2021-10RA, Class A1(1)(2) | 14705 | 14747 |
|  OHA Credit Partners XI Ltd. |  |  |
|  5.79% (3 Month Term SOFR + 1.46%, 1.46% Floor), 04/20/2037, Series 2015-11A, Class A1R2(1)(2) | 23400 | 23457 |
|  OHA Credit Partners XV Ltd. |  |  |
|  6.28% (3 Month Term SOFR + 1.95%, 1.95% Floor), 04/20/2037, Series 2017-15A, Class B1R(1)(2) | 15180 | 15259 |
|  OHA Loan Funding 2015-1 Ltd. |  |  |
|  5.42% (3 Month Term SOFR + 1.25%, 1.25% Floor), 10/19/2038, Series 2015-1A, Class A1R4(1)(2) | 9410 | 9436 |
|  OnDeck Asset Securitization Trust IV LLC |  |  |
|  4.98%, 10/17/2031, Series 2024-2A, Class A(1) | 3425 | 3433 |
|  OneMain Direct Auto Receivables Trust 2023-1 |  |  |
|  7.07%, 02/14/2033, Series 2023-1A, Class D(1) | 1145 | 1192 |
|  OneMain Financial Issuance Trust 2019-2 |  |  |
|  4.05%, 10/14/2036, Series 2019-2A, Class D(1) | 855 | 827 |
|  OneMain Financial Issuance Trust 2021-1 |  |  |
|  2.47%, 06/16/2036, Series 2021-1A, Class D(1) | 3300 | 3091 |
|  OneMain Financial Issuance Trust 2022-2 |  |  |
|  4.89%, 10/14/2034, Series 2022-2A, Class A(1) | 9200 | 9210 |

---

------

---

| | | |
|:---|:---|:---|
|  OneMain Financial Issuance Trust 2022-S1 |  |  |
|  5.20%, 05/14/2035, Series 2022-S1, Class D(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8829 |
|  Onemain Financial Issuance Trust 2025-1 |  |  |
|  5.79%, 07/14/2038, Series 2025-1A, Class D(1) | 1585 | 1604 |
|  Option One Mortgage Loan Trust 2004-2 |  |  |
|  5.07% (1 Month Term SOFR + 0.91%, 0.80% Floor), 05/25/2034, Series 2004-2, Class M1(2) | 3548 | 3611 |
|  Option One Mortgage Loan Trust 2006-3 |  |  |
|  4.55% (1 Month Term SOFR + 0.39%, 0.28% Floor), 02/25/2037, Series 2006-3, Class 1A1(2) | 15615 | 10121 |
|  Option One Mortgage Loan Trust 2007-4 |  |  |
|  4.45% (1 Month Term SOFR + 0.29%, 0.18% Floor), 04/25/2037, Series 2007-4, Class 2A2(2) | 13413 | 7588 |
|  Oscar U.S. Funding XVII LLC |  |  |
|  4.47%, 03/12/2029, Series 2024-2A, Class A3(1) | 2100 | 2107 |
|  4.63%, 12/10/2027, Series 2024-2A, Class A2(1) | 4290 | 4291 |
|  OWL Rock CLO XXI LLC |  |  |
|  6.22% (3 Month Term SOFR + 1.90%, 1.90% Floor), 07/24/2034, Series 2025-21A, Class B(1)(2) | 250 | 250 |
|  OWN Equipment Fund I LLC |  |  |
|  5.70%, 12/20/2032, Series 2024-2M, Class A(1) | 8992 | 9122 |
|  OWN Equipment Fund II LLC |  |  |
|  5.48%, 09/26/2033, Series 2025-1M, Class A(1) | 5074 | 5119 |
|  Palmer Square BDC CLO 1 Ltd. |  |  |
|  5.92% (3 Month Term SOFR + 1.60%, 1.60% Floor), 07/15/2037, Series 1A, Class A(1)(2) | 23440 | 23509 |
|  Park Avenue Institutional Advisers CLO Ltd. 2017-1 |  |  |
|  0.00% (3 Month Term SOFR + 1.55%, 1.55% Floor), 02/14/2034, Series 2017-1A, Class A2R2(1)(2)(4) | 4800 | 4800 |
|  0.00% (3 Month Term SOFR + 1.07%, 1.07% Floor), 02/14/2034, Series 2017-1A, Class A1R2(1)(2)(4) | 9670 | 9670 |
|  Park Avenue Institutional Advisers CLO Ltd. 2021-1 |  |  |
|  5.88% (3 Month Term SOFR + 1.65%, 1.65% Floor), 01/20/2034, Series 2021-1A, Class A2R(1)(2) | 12200 | 12238 |
|  Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-WHQ4 |  |  |
|  5.05% (1 Month Term SOFR + 0.89%, 0.78% Floor), 09/25/2035, Series 2005-WHQ4, Class M3(2) | 8000 | 7361 |
|  PenFed Auto Receivables Owner Trust 2025-A |  |  |
|  4.12%, 09/15/2028, Series 2025-A, Class A2(1) | 1000 | 1001 |
|  4.18%, 09/15/2026, Series 2025-A, Class A1(1) | 1900 | 1900 |
|  PK Alift Loan Funding 3 LP |  |  |
|  5.84%, 09/15/2039, Series 2024-1, Class A1(1) | 2404 | 2460 |
|  PK Alift Loan Funding 7 LP |  |  |
|  4.75%, 03/15/2043, Series 2025-2, Class A(1) | 2650 | 2650 |
|  Planet Fitness Master Issuer LLC |  |  |
|  3.25%, 12/05/2051, Series 2022-1A, Class A2I(1) | 12502 | 12285 |
|  3.86%, 12/05/2049, Series 2019-1A, Class A2(1) | 4114 | 3945 |
|  4.01%, 12/05/2051, Series 2022-1A, Class A2II(1) | 1158 | 1079 |
|  5.77%, 06/05/2054, Series 2024-1A, Class A2I(1) | 5168 | 5270 |
|  Porsche Innovative Lease Owner Trust 2024-2 |  |  |
|  4.35%, 10/20/2027, Series 2024-2A, Class A3(1) | 9500 | 9522 |
|  4.47%, 12/21/2026, Series 2024-2A, Class A2A(1) | 2521 | 2522 |
|  Post CLO 2023-1 Ltd. |  |  |
|  6.28% (3 Month Term SOFR + 1.95%, 1.95% Floor), 04/20/2036, Series 2023-1A, Class A(1)(2) | 14310 | 14310 |
|  Prestige Auto Receivables Trust 2023-1 |  |  |
|  6.33%, 04/16/2029, Series 2023-1A, Class D(1) | 4170 | 4232 |
|  Prestige Auto Receivables Trust 2023-2 |  |  |
|  7.71%, 08/15/2029, Series 2023-2A, Class D(1) | 1800 | 1872 |
|  PRET 2021-RN3 LLC |  |  |
|  5.84%, 09/25/2051, Series 2021-RN3, Class A1(1)(5) | 21345 | 21353 |
|  PRET 2022-RN1 LLC |  |  |
|  6.72%, 07/25/2051, Series 2022-RN1, Class A1(1)(5) | 16353 | 16364 |
|  PRET 2024-NPL7 LLC |  |  |
|  5.93%, 10/25/2054, Series 2024-NPL7, Class A1(1)(5) | 4713 | 4718 |
|  PRET 2025-NPL3 LLC |  |  |
|  6.71%, 04/25/2055, Series 2025-NPL3, Class A1(1)(5) | 5940 | 5994 |
|  PRET 2025-NPL6 LLC |  |  |
|  5.74%, 06/25/2055, Series 2025-NPL6, Class A1(1)(5) | 21862 | 21970 |
|  Pret 2025-NPL7 LLC |  |  |
|  5.66%, 07/25/2055, Series 2025-NPL7, Class A1(1)(5) | 12117 | 12153 |
|  PRET 2025-NPL8 LLC |  |  |
|  5.73%, 08/25/2055, Series 2025-NPL8, Class A1(1)(5) | 14897 | 14934 |
|  Progress Residential 2021-SFR3 |  |  |
|  2.54%, 05/17/2026, Series 2021-SFR3, Class E1(1) | 1815 | 1798 |
|  2.69%, 05/17/2026, Series 2021-SFR3, Class E2(1) | 1510 | 1496 |
|  Progress Residential 2021-SFR5 Trust |  |  |
|  2.21%, 07/17/2038, Series 2021-SFR5, Class E1(1) | 2185 | 2135 |
|  2.36%, 07/17/2038, Series 2021-SFR5, Class E2(1) | 545 | 533 |
|  Progress Residential 2021-SFR7 Trust |  |  |
|  2.59%, 08/17/2040, Series 2021-SFR7, Class E1(1) | 3970 | 3717 |
|  2.64%, 08/17/2040, Series 2021-SFR7, Class E2(1) | 1035 | 965 |
|  Progress Residential 2021-SFR9 Trust |  |  |
|  2.81%, 11/17/2040, Series 2021-SFR9, Class E1(1) | 1130 | 1054 |
|  3.01%, 11/17/2040, Series 2021-SFR9, Class E2(1) | 615 | 574 |

---

------

---

| | | |
|:---|:---|:---|
|  Progress Residential 2022-SFR5 Trust |  |  |
|  4.90%, 06/17/2039, Series 2022-SFR5, Class B(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1778 |
|  5.19%, 06/17/2039, Series 2022-SFR5, Class C(1) | 3215 | 3217 |
|  Progress Residential 2023-SFR1 Trust |  |  |
|  4.65%, 03/17/2040, Series 2023-SFR1, Class C(1) | 950 | 942 |
|  4.65%, 03/17/2040, Series 2023-SFR1, Class D(1) | 1455 | 1436 |
|  Progress Residential Trust |  |  |
|  2.43%, 07/17/2038, Series 2021-SFR6, Class E1(1) | 2730 | 2672 |
|  2.53%, 07/17/2038, Series 2021-SFR6, Class E2(1) | 1375 | 1346 |
|  QTS Issuer ABS II LLC |  |  |
|  5.78%, 10/05/2055, Series 2025-1A, Class B(1) | 6900 | 6908 |
|  RAAC Series 2006-RP4 Trust |  |  |
|  4.82% (1 Month Term SOFR + 0.66%, 0.55% Floor, 14.00% Cap), 01/25/2046, Series 2006-RP4, Class M1(1)(2) | 3750 | 3744 |
|  Rad CLO 18 Ltd. |  |  |
|  5.72% (3 Month Term SOFR + 1.40%, 1.40% Floor), 07/15/2037, Series 2023-18A, Class A1R(1)(2) | 250 | 250 |
|  RAD CLO 26 Ltd. |  |  |
|  5.70% (3 Month Term SOFR + 1.37%, 1.37% Floor), 10/20/2037, Series 2024-26A, Class A(1)(2) | 14850 | 14882 |
|  RAMP Series 2005-RS5 Trust |  |  |
|  5.29% (1 Month Term SOFR + 0.79%, 0.68% Floor, 14.00% Cap), 05/25/2035, Series 2005-RS5, Class M5(2) | 117 | 119 |
|  RAMP Series 2006-RZ5 Trust |  |  |
|  4.63% (1 Month Term SOFR + 0.47%, 0.36% Floor, 14.00% Cap), 08/25/2046, Series 2006-RZ5, Class M1(2) | 15014 | 13387 |
|  RASC Series 2006-EMX6 Trust |  |  |
|  4.81% (1 Month Term SOFR + 0.38%, 0.27% Floor, 14.00% Cap), 07/25/2036, Series 2006-EMX6, Class A4(2) | 170 | 150 |
|  RASC Series 2007-KS3 Trust |  |  |
|  4.95% (1 Month Term SOFR + 0.79%, 0.68% Floor, 14.00% Cap), 04/25/2037, Series 2007-KS3, Class AI4(2) | 16812 | 16390 |
|  RCKT Mortgage Trust 2024-CES5 |  |  |
|  5.85%, 08/25/2044, Series 2024-CES5, Class A1A(1)(5) | 22122 | 22357 |
|  RCKT Mortgage Trust 2024-CES8 |  |  |
|  5.49%, 11/25/2044, Series 2024-CES8, Class A1A(1)(5) | 28498 | 28735 |
|  RCO IX Mortgage LLC 2025-2 |  |  |
|  6.51%, 04/25/2030, Series 2025-2, Class A1(1)(5) | 17221 | 17281 |
|  RCO VIII Mortgage LLC 2025-3 |  |  |
|  6.43%, 05/25/2030, Series 2025-3, Class A1(1)(5) | 1645 | 1649 |
|  Reach ABS Trust 2025-1 |  |  |
|  5.99%, 08/16/2032, Series 2025-1A, Class C(1) | 580 | 590 |
|  Reach ABS Trust 2025-2 |  |  |
|  5.12%, 08/18/2032, Series 2025-2A, Class B(1) | 4145 | 4178 |
|  Regatta 35 Funding Ltd. |  |  |
|  5.57% (3 Month Term SOFR + 1.29%, 1.29% Floor), 10/15/2038, Series 2025-5A, Class A1(1)(2) | 11250 | 11292 |
|  Regional Management Issuance Trust 2024-2 |  |  |
|  5.11%, 12/15/2033, Series 2024-2, Class A(1) | 3795 | 3828 |
|  5.74%, 12/15/2033, Series 2024-2, Class C(1) | 915 | 926 |
|  Republic Finance Issuance Trust 2021-A |  |  |
|  3.53%, 12/22/2031, Series 2021-A, Class C(1) | 795 | 782 |
|  Republic Finance Issuance Trust 2024-A |  |  |
|  5.91%, 08/20/2032, Series 2024-A, Class A(1) | 5385 | 5451 |
|  Republic Finance Issuance Trust 2024-B |  |  |
|  5.42%, 11/20/2037, Series 2024-B, Class A(1) | 6255 | 6369 |
|  Research-Driven Pagaya Motor Trust 2024-1 |  |  |
|  7.09%, 06/25/2032, Series 2024-1A, Class A(1) | 1162 | 1172 |
|  RFS Asset Securitization II LLC |  |  |
|  6.55%, 07/15/2031, Series 2024-1, Class A(1) | 7935 | 8083 |
|  Rockford Tower CLO 2019-1 Ltd. |  |  |
|  0.00% (3 Month Term SOFR + 1.60%, 1.60% Floor), 04/20/2034, Series 2019-1A, Class B1R2(1)(2)(4) | 8700 | 8700 |
|  Rockford Tower CLO 2020-1 Ltd. |  |  |
|  5.42% (3 Month Term SOFR + 1.09%, 1.09% Floor), 01/20/2036, Series 2020-1A, Class A1RR(1)(2) | 13025 | 13008 |
|  Rockford Tower CLO 2021-1 Ltd. |  |  |
|  5.76% (3 Month Term SOFR + 1.43%, 1.17% Floor), 07/20/2034, Series 2021-1A, Class A1(1)(2) | 25790 | 25818 |
|  Santander Drive Auto Receivables Trust 2023-2 |  |  |
|  5.24%, 05/15/2028, Series 2023-2, Class B | 13865 | 13897 |
|  Santander Drive Auto Receivables Trust 2024-2 |  |  |
|  5.84%, 06/17/2030, Series 2024-2, Class C | 400 | 409 |
|  6.28%, 08/15/2031, Series 2024-2, Class D | 400 | 413 |
|  Santander Drive Auto Receivables Trust 2024-3 |  |  |
|  5.97%, 10/15/2031, Series 2024-3, Class D | 11735 | 12033 |
|  Santander Drive Auto Receivables Trust 2024-4 |  |  |
|  5.41%, 07/15/2027, Series 2024-4, Class A2 | 797 | 798 |
|  Santander Drive Auto Receivables Trust 2024-5 |  |  |
|  4.62%, 11/15/2028, Series 2024-5, Class A3 | 4300 | 4309 |
|  4.88%, 09/15/2027, Series 2024-5, Class A2 | 3018 | 3019 |
|  Santander Drive Auto Receivables Trust 2025-3 |  |  |
|  4.63%, 10/16/2028, Series 2025-3, Class A2 | 16500 | 16551 |
|  Saxon Asset Securities Trust 2006-1 |  |  |
|  4.74% (1 Month Term SOFR + 0.58%, 0.47% Floor, 12.25% Cap), 03/25/2036, Series 2006-1, Class M1(2) | 741 | 729 |
|  Saxon Asset Securities Trust 2007-2 |  |  |
|  4.47% (1 Month Term SOFR + 0.31%, 0.20% Floor), 05/25/2047, Series 2007-2, Class A1(2) | 14244 | 12829 |

---

------

---

| | | |
|:---|:---|:---|
|  Saxon Asset Securities Trust 2007-3 |  |  |
|  4.58% (1 Month Term SOFR + 0.42%, 0.31% Floor), 09/25/2037, Series 2007-3, Class 1A(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9047 |
|  SBNA Auto Lease Trust 2024-C |  |  |
|  4.56%, 02/22/2028, Series 2024-C, Class A3(1) | 34000 | 34099 |
|  4.94%, 11/20/2026, Series 2024-C, Class A2(1) | 2069 | 2070 |
|  SBNA Auto Receivables Trust 2024-A |  |  |
|  5.21%, 04/16/2029, Series 2024-A, Class A4(1) | 3050 | 3080 |
|  5.32%, 12/15/2028, Series 2024-A, Class A3(1) | 7456 | 7486 |
|  5.59%, 01/15/2030, Series 2024-A, Class C(1) | 200 | 204 |
|  6.04%, 04/15/2030, Series 2024-A, Class D(1) | 400 | 411 |
|  SCCU Auto Receivables Trust 2025-1 |  |  |
|  4.67%, 11/15/2028, Series 2025-1A, Class A2(1) | 6100 | 6121 |
|  SCF Equipment Leasing 2022-1 LLC |  |  |
|  3.79%, 11/20/2031, Series 2022-1A, Class D(1) | 2740 | 2722 |
|  SEB Funding LLC |  |  |
|  4.97%, 01/30/2052, Series 2021-1A, Class A2(1) | 2594 | 2565 |
|  7.39%, 04/30/2054, Series 2024-1A, Class A2(1) | 8440 | 8632 |
|  Securitized Asset Backed Receivables LLC Trust 2004-OP1 |  |  |
|  5.04% (1 Month Term SOFR + 0.88%, 0.77% Floor), 02/25/2034, Series 2004-OP1, Class M1(2) | 3042 | 3031 |
|  Securitized Asset Backed Receivables LLC Trust 2005-HE1 |  |  |
|  4.92% (1 Month Term SOFR + 0.76%, 0.65% Floor), 10/25/2035, Series 2005-HE1, Class M1(2) | 2212 | 1811 |
|  Securitized Asset Backed Receivables LLC Trust 2006-CB5 |  |  |
|  4.55% (1 Month Term SOFR + 0.39%, 0.28% Floor), 06/25/2036, Series 2006-CB5, Class A3(2) | 3336 | 2264 |
|  Securitized Asset Backed Receivables LLC Trust 2007-BR2 |  |  |
|  4.73% (1 Month Term SOFR + 0.57%, 0.46% Floor), 02/25/2037, Series 2007-BR2, Class A2(2) | 3307 | 1471 |
|  ServiceMaster Funding LLC |  |  |
|  2.84%, 01/30/2051, Series 2020-1, Class A2I(1) | 607 | 572 |
|  SFS Auto Receivables Securitization Trust 2023-1 |  |  |
|  5.97%, 02/20/2031, Series 2023-1A, Class C(1) | 1965 | 2022 |
|  SFS Auto Receivables Securitization Trust 2024-3 |  |  |
|  4.55%, 06/20/2030, Series 2024-3A, Class A3(1) | 9500 | 9555 |
|  4.71%, 05/22/2028, Series 2024-3A, Class A2(1) | 2873 | 2877 |
|  SFS Auto Receivables Securitization Trust 2025-1 |  |  |
|  5.11%, 02/20/2031, Series 2025-1A, Class B(1) | 1200 | 1231 |
|  5.20%, 10/20/2032, Series 2025-1A, Class C(1) | 3400 | 3473 |
|  SFS Auto Receivables Securitization Trust 2025-2 |  |  |
|  5.05%, 04/20/2033, Series 2025-2A, Class C(1) | 4400 | 4467 |
|  Shenton Aircraft Investment I Ltd. |  |  |
|  4.75%, 10/15/2042, Series 2015-1A, Class A(1) | 1273 | 1233 |
|  Sierra Timeshare 2021-1 Receivables Funding LLC |  |  |
|  1.34%, 11/20/2037, Series 2021-1A, Class B(1) | 533 | 528 |
|  1.79%, 11/20/2037, Series 2021-1A, Class C(1) | 148 | 146 |
|  Sierra Timeshare 2023-1 Receivables Funding LLC |  |  |
|  7.00%, 01/20/2040, Series 2023-1A, Class C(1) | 409 | 419 |
|  Sierra Timeshare 2023-2 Receivables Funding LLC |  |  |
|  7.30%, 04/20/2040, Series 2023-2A, Class C(1) | 494 | 511 |
|  Sierra Timeshare 2023-3 Receivables Funding LLC |  |  |
|  7.12%, 09/20/2040, Series 2023-3A, Class C(1) | 1523 | 1572 |
|  Silver Point CLO 12 Ltd. |  |  |
|  0.00% (3 Month Term SOFR + 1.31%, 1.31% Floor), 10/15/2038, Series 2025-12A, Class A1(1)(2)(4) | 12925 | 12946 |
|  Sixth Street CLO VIII Ltd. |  |  |
|  5.48% (3 Month Term SOFR + 1.15%, 1.15% Floor), 10/20/2034, Series 2017-8A, Class A1R2(1)(2) | 14300 | 14317 |
|  Slam 2021-1 Ltd. |  |  |
|  2.43%, 06/15/2046, Series 2021-1A, Class A(1) | 7282 | 6868 |
|  SLAM 2025-1 Ltd. |  |  |
|  5.81%, 05/15/2050, Series 2025-1A, Class A(1) | 2807 | 2879 |
|  Slam Ltd. |  |  |
|  5.34%, 09/15/2049, Series 2024-1A, Class A(1) | 8773 | 8839 |
|  SLM Private Credit Student Loan Trust 2003-B |  |  |
|  5.26%, 03/15/2033, Series 2003-B, Class A3(3) | 710 | 703 |
|  SLM Private Credit Student Loan Trust 2005-B |  |  |
|  4.63% (3 Month Term SOFR + 0.59%), 06/15/2039, Series 2005-B, Class A4(2) | 2516 | 2456 |
|  SLM Student Loan Trust 2003-12 |  |  |
|  5.30% (90-day Average SOFR + 0.93%), 12/15/2068, Series 2003-12, Class A6(1)(2) | 50979 | 50830 |
|  SLM Student Loan Trust 2003-7 |  |  |
|  5.83% (90-day Average SOFR + 1.46%, 1.20% Floor), 12/15/2033, Series 2003-7A, Class A5A(1)(2) | 3653 | 3587 |
|  SLM Student Loan Trust 2005-4 |  |  |
|  4.77% (90-day Average SOFR + 0.43%), 07/25/2040, Series 2005-4, Class A4(2) | 6971 | 6819 |
|  SLM Student Loan Trust 2006-10 |  |  |
|  4.82% (90-day Average SOFR + 0.48%), 03/25/2044, Series 2006-10, Class B(2) | 888 | 848 |
|  SLM Student Loan Trust 2007-7 |  |  |
|  4.93% (90-day Average SOFR + 0.59%), 04/25/2026, Series 2007-7, Class A4(2) | 696 | 685 |
|  SLM Student Loan Trust 2008-5 |  |  |
|  6.30% (90-day Average SOFR + 1.96%, 1.70% Floor), 10/25/2025, Series 2008-5, Class A4(2) | 907 | 911 |
|  6.45% (90-day Average SOFR + 2.11%, 1.85% Floor), 07/25/2073, Series 2008-5, Class B(2) | 7350 | 7563 |

---

------

---

| | | |
|:---|:---|:---|
|  SLM Student Loan Trust 2008-6 |  |  |
|  5.70% (90-day Average SOFR + 1.36%), 10/25/2025, Series 2008-6, Class A4(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3044 |
|  SLM Student Loan Trust 2008-7 |  |  |
|  5.50% (90-day Average SOFR + 1.16%), 10/25/2025, Series 2008-7, Class A4(2) | 3364 | 3307 |
|  SLM Student Loan Trust 2012-1 |  |  |
|  5.42% (30-day Average SOFR + 1.06%, 0.95% Floor), 09/25/2028, Series 2012-1, Class A3(2) | 5401 | 5286 |
|  SLM Student Loan Trust 2012-2 |  |  |
|  5.17% (30-day Average SOFR + 0.81%), 01/25/2029, Series 2012-2, Class A(2) | 6837 | 6647 |
|  SLM Student Loan Trust 2012-7 |  |  |
|  5.12% (30-day Average SOFR + 0.76%, 0.65% Floor), 05/26/2026, Series 2012-7, Class A3(2) | 2273 | 2208 |
|  6.27% (30-day Average SOFR + 1.91%, 1.80% Floor), 09/25/2043, Series 2012-7, Class B(2) | 2220 | 2134 |
|  SLM Student Loan Trust 2014-1 |  |  |
|  5.07% (30-day Average SOFR + 0.71%), 02/26/2029, Series 2014-1, Class A3(2) | 1341 | 1302 |
|  SMB Private Education Loan Trust 2015-C |  |  |
|  3.50%, 09/15/2043, Series 2015-C, Class B(1) | 168 | 168 |
|  SMB Private Education Loan Trust 2017-B |  |  |
|  2.82%, 10/15/2035, Series 2017-B, Class A2A(1) | 170 | 169 |
|  SMB Private Education Loan Trust 2018-A |  |  |
|  3.50%, 02/15/2036, Series 2018-A, Class A2A(1) | 1674 | 1665 |
|  3.96%, 07/15/2042, Series 2018-A, Class B(1) | 125 | 123 |
|  SMB Private Education Loan Trust 2018-B |  |  |
|  3.60%, 01/15/2037, Series 2018-B, Class A2A(1) | 775 | 770 |
|  4.00%, 07/15/2042, Series 2018-B, Class B(1) | 910 | 891 |
|  SMB Private Education Loan Trust 2018-C |  |  |
|  3.63%, 11/15/2035, Series 2018-C, Class A2A(1) | 1976 | 1967 |
|  4.00%, 11/17/2042, Series 2018-C, Class B(1) | 770 | 753 |
|  SMB Private Education Loan Trust 2019-A |  |  |
|  3.44%, 07/15/2036, Series 2019-A, Class A2A(1) | 751 | 743 |
|  SMB Private Education Loan Trust 2019-B |  |  |
|  2.84%, 06/15/2037, Series 2019-B, Class A2A(1) | 1730 | 1698 |
|  SMB Private Education Loan Trust 2020-A |  |  |
|  2.23%, 09/15/2037, Series 2020-A, Class A2A(1) | 3167 | 3072 |
|  SMB Private Education Loan Trust 2020-PTB |  |  |
|  1.60%, 09/15/2054, Series 2020-PTB, Class A2A(1) | 882 | 835 |
|  SMB Private Education Loan Trust 2021-A |  |  |
|  1.07%, 01/15/2053, Series 2021-A, Class APT1(1) | 1493 | 1364 |
|  SMB Private Education Loan Trust 2021-D |  |  |
|  1.34%, 03/17/2053, Series 2021-D, Class A1A(1) | 737 | 694 |
|  SMB Private Education Loan Trust 2022-B |  |  |
|  3.94%, 02/16/2055, Series 2022-B, Class A1A(1) | 19156 | 18725 |
|  5.82% (30-day Average SOFR + 1.45%), 02/16/2055, Series 2022-B, Class A1B(1)(2) | 17276 | 17430 |
|  SMB Private Education Loan Trust 2023-C |  |  |
|  6.36%, 11/15/2052, Series 2023-C, Class B(1) | 3570 | 3736 |
|  SMB Private Education Loan Trust 2023-D |  |  |
|  6.02% (30-day Average SOFR + 1.65%, 1.65% Floor), 09/15/2053, Series 2023-D, Class A1B(1)(2) | 12741 | 12958 |
|  6.15%, 09/15/2053, Series 2023-D, Class A1A(1) | 7839 | 8275 |
|  6.93%, 09/15/2053, Series 2023-D, Class B(1) | 5009 | 5338 |
|  7.54%, 09/15/2053, Series 2023-D, Class C(1) | 1034 | 1096 |
|  8.87%, 09/15/2053, Series 2023-D, Class D(1) | 2110 | 2293 |
|  SMB Private Education Loan Trust 2024-A |  |  |
|  5.24%, 03/15/2056, Series 2024-A, Class A1A(1) | 47512 | 48525 |
|  SMB Private Education Loan Trust 2024-C |  |  |
|  5.50%, 06/17/2052, Series 2024-C, Class A1A(1) | 4060 | 4178 |
|  SMB Private Education Loan Trust 2024-D |  |  |
|  5.38%, 07/15/2053, Series 2024-D, Class A1A(1) | 24006 | 24625 |
|  SMB Private Education Loan Trust 2024-E |  |  |
|  5.09%, 10/16/2056, Series 2024-E, Class A1A(1) | 23727 | 24027 |
|  SMB Private Education Loan Trust 2024-F |  |  |
|  5.06%, 03/16/2054, Series 2024-F, Class A1A(1) | 8705 | 8824 |
|  SMB Private Education Loan Trust 2025-C |  |  |
|  0.00%, 03/15/2055, Series 2025-C, Class R(1)(19) | 3 | 37 |
|  4.78%, 03/15/2055, Series 2025-C, Class C(1) | 2400 | 2355 |
|  4.96%, 03/15/2055, Series 2025-C, Class A1A(1) | 49333 | 49383 |
|  5.10%, 03/15/2055, Series 2025-C, Class B(1) | 2400 | 2398 |
|  5.26%, 03/15/2055, Series 2025-C, Class D(1) | 4700 | 4520 |
|  5.57% (30-day Average SOFR + 1.20%, 1.20% Floor), 03/15/2055, Series 2025-C, Class A1B(1)(2) | 5448 | 5448 |
|  SoFi Consumer Loan Program 2025-3 Trust |  |  |
|  4.47%, 08/15/2034, Series 2025-3, Class A(1) | 8100 | 8116 |
|  SoFi Consumer Loan Program 2025-A Trust |  |  |
|  0.00%, 03/27/2034, Series 2025-A, Class R(1)(19) | 4019 | 4861 |
|  4.91%, 03/27/2034, Series 2025-A, Class A(1) | 26935 | 27034 |
|  5.25%, 03/27/2034, Series 2025-A, Class B(1) | 3796 | 3804 |
|  5.77%, 03/27/2034, Series 2025-A, Class C(1) | 2944 | 2953 |
|  6.26%, 03/27/2034, Series 2025-A, Class D(1) | 2177 | 2184 |

---

------

---

| | | |
|:---|:---|:---|
|  SoFi Consumer Loan Program 2025-C Trust |  |  |
|  0.00%, 10/25/2034, Series 2025-C, Class R(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5611 |
|  4.19%, 10/25/2034, Series 2025-C, Class A(1) | 37055 | 37052 |
|  4.53%, 10/25/2034, Series 2025-C, Class B(1) | 3787 | 3787 |
|  4.90%, 10/25/2034, Series 2025-C, Class C(1) | 2942 | 2942 |
|  5.20%, 10/25/2034, Series 2025-C, Class D(1) | 2170 | 2170 |
|  SoFi Professional Loan Program 2017-F LLC |  |  |
|  3.62%, 01/25/2041, Series 2017-F, Class BFX(1) | 1405 | 1359 |
|  SoFi Professional Loan Program 2018-C Trust |  |  |
|  4.13%, 01/25/2048, Series 2018-C, Class BFX(1) | 1875 | 1816 |
|  Sound Point CLO XX Ltd. |  |  |
|  5.68% (3 Month Term SOFR + 1.36%), 07/26/2031, Series 2018-2A, Class A(1)(2) | 154 | 154 |
|  Soundview Home Loan Trust 2006-OPT5 |  |  |
|  4.75% (1 Month Term SOFR + 0.59%, 0.48% Floor), 07/25/2036, Series 2006-OPT5, Class 2A4(2) | 19658 | 18130 |
|  Specialty Underwriting & Residential Finance Trust Series 2006-BC2 |  |  |
|  3.69%, 02/25/2037, Series 2006-BC2, Class A2C(5) | 9699 | 3114 |
|  Specialty Underwriting & Residential Finance Trust Series 2006-BC5 |  |  |
|  4.55% (1 Month Term SOFR + 0.39%, 0.28% Floor), 11/25/2037, Series 2006-BC5, Class A1(2) | 8577 | 6899 |
|  Stack Infrastructure Issuer LLC |  |  |
|  5.00%, 05/25/2050, Series 2025-1A, Class A2(1) | 4580 | 4561 |
|  Stellantis Financial Underwritten Enhanced Lease Trust 2025-B |  |  |
|  4.39%, 08/20/2026, Series 2025-BA, Class A1(1) | 16120 | 16134 |
|  Stream Innovations 2024-1 Issuer Trust |  |  |
|  6.27%, 07/15/2044, Series 2024-1A, Class A(1) | 631 | 657 |
|  Stream Innovations 2024-2 Issuer Trust |  |  |
|  5.21%, 02/15/2045, Series 2024-2A, Class A(1) | 3378 | 3421 |
|  Structured Adjustable Rate Mortgage Loan Trust Series 2005-1 |  |  |
|  4.32%, 02/25/2035, Series 2005-1, Class 1A1(3) | 2713 | 2583 |
|  Structured Asset Investment Loan Trust 2004-8 |  |  |
|  5.17% (1 Month Term SOFR + 1.01%, 0.90% Floor), 09/25/2034, Series 2004-8, Class M1(2) | 441 | 422 |
|  Structured Asset Investment Loan Trust 2004-9 |  |  |
|  5.37% (1 Month Term SOFR + 1.21%, 1.10% Floor), 10/25/2034, Series 2004-9, Class M2(2) | 2781 | 2806 |
|  Structured Asset Investment Loan Trust 2005-HE2 |  |  |
|  5.02% (1 Month Term SOFR + 0.86%, 0.75% Floor), 07/25/2035, Series 2005-HE2, Class M2(2) | 3019 | 2939 |
|  Structured Asset Mortgage Investments II Trust 2007-AR3 |  |  |
|  4.65% (1 Month Term SOFR + 0.49%, 0.38% Floor, 10.50% Cap), 09/25/2047, Series 2007-AR3, Class 2A1(2) | 9381 | 8798 |
|  Structured Asset Securities Corp. Mortgage Loan Trust 2007-WF2 |  |  |
|  6.27% (1 Month Term SOFR + 2.11%, 2.00% Floor), 08/25/2037, Series 2007-WF2, Class A1(2) | 11 | 11 |
|  Subway Funding LLC |  |  |
|  5.25%, 07/30/2054, Series 2024-3A, Class A2I(1) | 4963 | 4962 |
|  6.03%, 07/30/2054, Series 2024-1A, Class A2I(1) | 19056 | 19319 |
|  SUNNOVA HELIOS II ISSUER LLC 2019-A |  |  |
|  3.75%, 06/20/2046, Series 2019-AA, Class A(1) | 1253 | 1163 |
|  Sunnova Helios XIII Issuer LLC |  |  |
|  5.30%, 02/20/2051, Series 2024-A, Class A(1) | 1062 | 986 |
|  Sunnova Sol III Issuer LLC |  |  |
|  2.58%, 04/28/2056, Series 2021-1, Class A(1) | 1021 | 849 |
|  Sunrun Atlas Issuer 2019-2 LLC |  |  |
|  3.61%, 02/01/2055, Series 2019-2, Class A(1) | 9159 | 8759 |
|  Sunrun Demeter Issuer 2021-2 LLC |  |  |
|  2.27%, 01/30/2057, Series 2021-2A, Class A(1) | 1143 | 1027 |
|  Switch ABS Issuer LLC |  |  |
|  5.04%, 03/25/2055, Series 2025-1A, Class A2(1) | 13460 | 13335 |
|  Symphony CLO XXII Ltd. |  |  |
|  5.51% (3 Month Term SOFR + 1.18%, 1.18% Floor), 04/18/2033, Series 2020-22A, Class A1AR(1)(2) | 7357 | 7356 |
|  Tesla Auto Lease Trust 2024-B |  |  |
|  4.79%, 01/20/2027, Series 2024-B, Class A2A(1) | 3271 | 3275 |
|  Theorem Funding Trust 2023-1 |  |  |
|  7.58%, 04/15/2029, Series 2023-1A, Class A(1) | 256 | 256 |
|  Thrust Engine Leasing 2021 DAC |  |  |
|  4.16%, 07/15/2040, Series 2021-1A, Class A(1) | 4347 | 4272 |
|  TIF Funding III LLC |  |  |
|  5.48%, 04/20/2049, Series 2024-1A, Class A(1) | 3066 | 3076 |
|  TMCL VII Holdings Ltd. |  |  |
|  6.43%, 07/23/2050, Series 2025-1H, Class A(1) | 13231 | 13257 |
|  T-Mobile U.S. Trust 2024-2 |  |  |
|  4.25%, 05/21/2029, Series 2024-2A, Class A(1) | 6900 | 6927 |
|  Towd Point Mortgage Trust 2024-CES4 |  |  |
|  5.12%, 09/25/2064, Series 2024-CES4, Class A1(1)(5) | 22226 | 22247 |
|  Towd Point Mortgage Trust 2025-CES2 |  |  |
|  5.58%, 07/25/2065, Series 2025-CES2, Class A2(1)(5) | 20377 | 20465 |
|  Toyota Auto Receivables 2024-D Owner Trust |  |  |
|  4.40%, 06/15/2029, Series 2024-D, Class A3 | 13000 | 13089 |
|  4.55%, 08/16/2027, Series 2024-D, Class A2A | 5689 | 5696 |

---

------

---

| | | |
|:---|:---|:---|
|  Toyota Auto Receivables 2025-C Owner Trust |  |  |
|  4.19%, 01/15/2031, Series 2025-C, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16080 |
|  TPG CLO 2025-1 Ltd. |  |  |
|  5.52% (3 Month Term SOFR + 1.37%, 1.37% Floor), 07/15/2037, Series 2025-1A, Class A1(1)(2) | 13010 | 13045 |
|  Trafigura Securitisation Finance Plc |  |  |
|  5.64% (SOFR + 1.40%, 1.40% Floor), 11/15/2027, Series 2024-1A, Class A1(1)(2) | 17950 | 17953 |
|  Tricon American Homes 2019-SFR1 Trust |  |  |
|  3.20%, 03/17/2038, Series 2019-SFR1, Class D(1) | 1270 | 1258 |
|  Tricon American Homes 2020-SFR1 |  |  |
|  2.05%, 07/17/2038, Series 2020-SFR1, Class B(1) | 1180 | 1157 |
|  2.55%, 07/17/2038, Series 2020-SFR1, Class D(1) | 1220 | 1197 |
|  Tricon American Homes 2020-SFR2 Trust |  |  |
|  2.73%, 11/17/2039, Series 2020-SFR2, Class E1(1) | 1855 | 1750 |
|  Tricon Residential 2021-SFR1 Trust |  |  |
|  2.79%, 07/17/2038, Series 2021-SFR1, Class E1(1) | 1760 | 1729 |
|  2.89%, 07/17/2038, Series 2021-SFR1, Class E2(1) | 4695 | 4610 |
|  Trimaran Cavu 2021-2 Ltd. |  |  |
|  6.33% (3 Month Term SOFR + 2.01%, 1.75% Floor), 10/25/2034, Series 2021-2A, Class B1(1)(2) | 2500 | 2507 |
|  Uniti Fiber Abs Issuer LLC |  |  |
|  5.88%, 04/20/2055, Series 2025-1A, Class A2(1) | 1600 | 1638 |
|  Upstart Structured Pass-Through Trust Series 2022-2A |  |  |
|  4.25%, 06/17/2030, Series 2022-2A, Class A(1) | 568 | 566 |
|  USB Auto Owner Trust 2025-1 |  |  |
|  5.40%, 12/15/2032, Series 2025-1A, Class D(1) | 700 | 712 |
|  Vantage Data Centers Issuer LLC |  |  |
|  2.17%, 10/15/2046, Series 2021-1A, Class A2(1) | 20075 | 19548 |
|  5.10%, 09/15/2054, Series 2024-1A, Class A2(1) | 9375 | 9395 |
|  Vantage Data Centers LLC |  |  |
|  1.99%, 09/15/2045, Series 2020-2A, Class A2(1) | 3040 | 2879 |
|  VB-S1 Issuer LLC—VBTEL |  |  |
|  4.29%, 02/15/2052, Series 2022-1A, Class D(1) | 10305 | 10135 |
|  VCAT 2025-NPL1 LLC |  |  |
|  5.88%, 01/25/2055, Series 2025-NPL1, Class A1(1)(5) | 4886 | 4896 |
|  VCAT 2025-NPL3 LLC |  |  |
|  5.89%, 02/25/2055, Series 2025-NPL3, Class A1(1)(5) | 11700 | 11713 |
|  Verizon Master Trust |  |  |
|  4.17%, 08/20/2030, Series 2024-6, Class A1A | 48100 | 48324 |
|  Volofin Finance Designated Activity Co. |  |  |
|  5.94%, 06/15/2037, Series 2024-1A, Class A(1) | 6617 | 6721 |
|  VOLT XCVII LLC |  |  |
|  6.24%, 04/25/2051, Series 2021-NPL6, Class A1(1)(5) | 637 | 637 |
|  Volvo Financial Equipment LLC Series 2024-1 |  |  |
|  4.56%, 05/17/2027, Series 2024-1A, Class A2(1) | 11846 | 11864 |
|  Voya CLO 2013-2 Ltd. |  |  |
|  5.55% (3 Month Term SOFR + 1.23%, 0.97% Floor), 04/25/2031, Series 2013-2A, Class A1R(1)(2) | 357 | 357 |
|  Voya CLO 2020-1 Ltd. |  |  |
|  5.79% (3 Month Term SOFR + 1.55%, 1.55% Floor), 07/16/2034, Series 2020-1A, Class BRR(1)(2) | 13000 | 13034 |
|  VStrong Auto Receivables Trust 2024-A |  |  |
|  5.77%, 07/15/2030, Series 2024-A, Class B(1) | 1500 | 1522 |
|  7.29%, 07/15/2030, Series 2024-A, Class D(1) | 300 | 313 |
|  WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust |  |  |
|  4.20%, 02/25/2037, Series 2007-HY1, Class 4A1(3) | 5042 | 4534 |
|  WATR I Issuer Trust |  |  |
|  0.00%, 06/17/2050, Series 2025-1, Class R(1)(3)(19) | 3614 | 6408 |
|  5.25%, 06/17/2050, Series 2025-1, Class A(1)(19) | 24890 | 24890 |
|  5.56%, 06/17/2050, Series 2025-1, Class B(1)(19) | 5300 | 5300 |
|  5.81%, 06/17/2050, Series 2025-1, Class C(1)(19) | 3300 | 3300 |
|  6.77%, 06/17/2050, Series 2025-1, Class D(1)(19) | 5800 | 5800 |
|  WAVE 2019-1 LLC |  |  |
|  3.60%, 09/15/2044, Series 2019-1, Class A(1) | 363 | 351 |
|  Western Funding Auto Loan Trust 2025-1 |  |  |
|  5.34%, 11/15/2035, Series 2025-1, Class C(1) | 2100 | 2123 |
|  Westlake Automobile Receivables Trust 2023-1 |  |  |
|  6.79%, 11/15/2028, Series 2023-1A, Class D(1) | 2480 | 2547 |
|  Westlake Automobile Receivables Trust 2023-2 |  |  |
|  7.01%, 11/15/2028, Series 2023-2A, Class D(1) | 5285 | 5402 |
|  Westlake Automobile Receivables Trust 2023-3 |  |  |
|  6.47%, 03/15/2029, Series 2023-3A, Class D(1) | 5675 | 5834 |
|  Westlake Automobile Receivables Trust 2023-4 |  |  |
|  7.19%, 07/16/2029, Series 2023-4A, Class D(1) | 9020 | 9384 |
|  Westlake Automobile Receivables Trust 2024-2 |  |  |
|  5.91%, 04/15/2030, Series 2024-2A, Class D(1) | 2400 | 2458 |
|  Westlake Automobile Receivables Trust 2024-3 |  |  |
|  4.71%, 04/17/2028, Series 2024-3A, Class A3(1) | 6600 | 6635 |
|  4.82%, 09/15/2027, Series 2024-3A, Class A2A(1) | 10211 | 10223 |
|  5.21%, 04/15/2030, Series 2024-3A, Class D(1) | 6605 | 6690 |

---

------

---

| | | |
|:---|:---|:---|
|  Westlake Automobile Receivables Trust 2025-1 |  |  |
|  5.54%, 11/15/2030, Series 2025-1A, Class D(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3574 |
|  Westlake Automobile Receivables Trust 2025-2 |  |  |
|  4.64%, 07/15/2026, Series 2025-2A, Class A1(1) | 21797 | 21803 |
|  Wheels Fleet Lease Funding 1 LLC |  |  |
|  4.80%, 09/19/2039, Series 2024-3A, Class A1(1) | 3007 | 3037 |
|  Willis Engine Structured Trust IV |  |  |
|  4.75%, 09/15/2043, Series 2018-A, Class A(1)(5) | 66 | 66 |
|  5.44%, 09/15/2043, Series 2018-A, Class B(1)(5) | 199 | 199 |
|  Willis Engine Structured Trust VI |  |  |
|  3.10%, 05/15/2046, Series 2021-A, Class A(1) | 2046 | 1921 |
|  Willis Engine Structured Trust VII |  |  |
|  8.00%, 10/15/2048, Series 2023-A, Class A(1) | 7264 | 7519 |
|  Wingstop Funding LLC |  |  |
|  5.86%, 12/05/2054, Series 2024-1A, Class A2(1) | 4935 | 5107 |
|  World Financial Network Credit Card Master Trust |  |  |
|  5.47%, 02/15/2031, Series 2024-A, Class A | 10900 | 11137 |
|  World Omni Auto Receivables Trust 2022-D |  |  |
|  5.61%, 02/15/2028, Series 2022-D, Class A3 | 486 | 488 |
|  **Total Asset-Backed Obligations (Cost: $5,495,689)** |  | **5446203** |
|  **Corporate Bonds – 25.11%** |  |  |
|  **Basic Materials – 0.51%** |  |  |
|  ArcelorMittal SA |  |  |
|  6.75%, 03/01/2041 | 12270 | 13318 |
|  Corp. Nacional del Cobre de Chile |  |  |
|  5.13%, 02/02/2033(18) | 3000 | 3009 |
|  First Quantum Minerals Ltd. |  |  |
|  9.38%, 03/01/2029(1) | 8069 | 8552 |
|  Freeport-McMoRan, Inc. |  |  |
|  4.25%, 03/01/2030 | 6345 | 6273 |
|  Glencore Funding LLC |  |  |
|  2.50%, 09/01/2030(1) | 4980 | 4543 |
|  2.63%, 09/23/2031(1) | 4910 | 4410 |
|  2.85%, 04/27/2031(1) | 10245 | 9397 |
|  4.88%, 03/12/2029(1) | 8160 | 8290 |
|  5.63%, 04/04/2034(1) | 3155 | 3284 |
|  5.67%, 04/01/2035(1) | 6840 | 7109 |
|  5.70%, 05/08/2033(1) | 17355 | 18329 |
|  6.13%, 10/06/2028(1) | 16775 | 17608 |
|  6.38%, 10/06/2030(1) | 20010 | 21598 |
|  6.50%, 10/06/2033(1) | 49030 | 54030 |
|  International Flavors & Fragrances, Inc. |  |  |
|  1.83%, 10/15/2027(1) | 12544 | 11934 |
|  2.30%, 11/01/2030(1) | 9230 | 8259 |
|  Steel Dynamics, Inc. |  |  |
|  5.25%, 05/15/2035 | 7260 | 7418 |
|  5.38%, 08/15/2034 | 10885 | 11253 |
|  Westlake Corp. |  |  |
|  1.63%, 07/17/2029 | 2025 | 2258 |
|  Total Basic Materials | Total Basic Materials | 220872 |
|  **Communications – 2.44%** |  |  |
|  Altice Financing SA |  |  |
|  5.00%, 01/15/2028(1) | $520 | 404 |
|  5.75%, 08/15/2029(1) | 1444 | 1087 |
|  9.63%, 07/15/2027(1) | 1862 | 1676 |
|  Altice France SA |  |  |
|  3.38%, 01/15/2028 | 100 | 101 |
|  5.13%, 07/15/2029(1) | $400 | 342 |
|  5.50%, 01/15/2028(1) | 1500 | 1320 |
|  5.50%, 10/15/2029(1) | 700 | 605 |
|  8.13%, 02/01/2027(1)(6)(7) | 4500 | 4283 |
|  AppLovin Corp. |  |  |
|  5.13%, 12/01/2029 | 7790 | 7969 |
|  5.38%, 12/01/2031 | 7770 | 8038 |
|  5.50%, 12/01/2034 | 43840 | 45254 |
|  AT&T, Inc. |  |  |
|  2.55%, 12/01/2033 | 6500 | 5535 |
|  2.75%, 06/01/2031 | 18000 | 16497 |
|  5.38%, 08/15/2035 | 21855 | 22509 |
|  CCO Holdings LLC / CCO Holdings Capital Corp. |  |  |
|  4.25%, 02/01/2031(1) | 10000 | 9212 |
|  4.25%, 01/15/2034(1) | 2844 | 2459 |
|  4.50%, 05/01/2032 | 18555 | 16886 |
|  4.50%, 06/01/2033(1) | 40142 | 35689 |

---

------

---

| | | |
|:---|:---|:---|
|  Charter Communications Operating LLC |  |  |
|  2.30%, 02/01/2032 | 8270 | 7076 |
|  2.80%, 04/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11895 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10732 |
|  3.95%, 06/30/2062 | 12275 | 7766 |
|  4.80%, 03/01/2050 | 5514 | 4367 |
|  5.38%, 05/01/2047 | 9410 | 8133 |
|  Charter Communications Operating LLC / Charter Communications Operating Capital |  |  |
|  3.70%, 04/01/2051 | 7543 | 4976 |
|  3.90%, 06/01/2052 | 7963 | 5393 |
|  5.13%, 07/01/2049 | 10000 | 8269 |
|  5.25%, 04/01/2053 | 4082 | 3411 |
|  5.38%, 04/01/2038 | 980 | 924 |
|  5.75%, 04/01/2048 | 18719 | 16968 |
|  5.85%, 12/01/2035 | 5500 | 5553 |
|  6.38%, 10/23/2035 | 11145 | 11676 |
|  6.55%, 06/01/2034 | 20505 | 21853 |
|  6.65%, 02/01/2034 | 6775 | 7240 |
|  6.83%, 10/23/2055 | 1142 | 1164 |
|  Cogent Communications Group LLC / Cogent Finance, Inc. |  |  |
|  7.00%, 06/15/2027(1) | 872 | 870 |
|  Comcast Corp. |  |  |
|  2.65%, 02/01/2030 | 7000 | 6564 |
|  3.40%, 04/01/2030 | 12000 | 11610 |
|  Cox Communications, Inc. |  |  |
|  1.80%, 10/01/2030(1) | 7564 | 6609 |
|  3.50%, 08/15/2027(1) | 17619 | 17378 |
|  5.45%, 09/15/2028(1) | 18000 | 18552 |
|  5.70%, 06/15/2033(1) | 12087 | 12351 |
|  CSC Holdings LLC |  |  |
|  3.38%, 02/15/2031(1) | 10305 | 6646 |
|  4.13%, 12/01/2030(1) | 2415 | 1581 |
|  4.50%, 11/15/2031(1) | 6505 | 4230 |
|  4.63%, 12/01/2030(1) | 26845 | 9418 |
|  5.00%, 11/15/2031(1) | 940 | 329 |
|  5.38%, 02/01/2028(1) | 2440 | 2139 |
|  5.75%, 01/15/2030(1) | 5536 | 2108 |
|  6.50%, 02/01/2029(1) | 9021 | 6667 |
|  11.75%, 01/31/2029(1) | 14411 | 12119 |
|  Digicel Group Holdings Ltd. |  |  |
|  0.00%, 12/31/2030(1)(19) | 190 | 11 |
|  Directv Financing LLC |  |  |
|  8.88%, 02/01/2030(1) | 1585 | 1572 |
|  DISH DBS Corp. |  |  |
|  5.25%, 12/01/2026(1) | 16695 | 16404 |
|  5.75%, 12/01/2028(1) | 17535 | 16810 |
|  DISH Network Corp. |  |  |
|  11.75%, 11/15/2027(1) | 1100 | 1164 |
|  EchoStar Corp. |  |  |
|  10.75%, 11/30/2029 | 41342 | 45484 |
|  Expedia Group, Inc. |  |  |
|  2.95%, 03/15/2031 | 30140 | 27943 |
|  3.25%, 02/15/2030 | 16347 | 15619 |
|  5.40%, 02/15/2035 | 32605 | 33460 |
|  Getty Images, Inc. |  |  |
|  11.25%, 02/21/2030(1) | 1802 | 1721 |
|  Global Switch Finance BV |  |  |
|  1.38%, 10/07/2030(18) | 5130 | 5689 |
|  Motorola Solutions, Inc. |  |  |
|  2.30%, 11/15/2030 | $7753 | 7008 |
|  5.40%, 04/15/2034 | 21570 | 22358 |
|  5.55%, 08/15/2035 | 30330 | 31597 |
|  Netflix, Inc. |  |  |
|  4.63%, 05/15/2029 | 2300 | 2874 |
|  Prosus NV |  |  |
|  1.99%, 07/13/2033 | 4100 | 4214 |
|  3.06%, 07/13/2031(1) | $10000 | 9081 |
|  3.26%, 01/19/2027(1) | 26608 | 26195 |
|  3.68%, 01/21/2030(1) | 22650 | 21760 |
|  4.19%, 01/19/2032(1) | 6500 | 6232 |
|  4.85%, 07/06/2027(1) | 14400 | 14493 |
|  Scripps Escrow II, Inc. |  |  |
|  3.88%, 01/15/2029(1) | 1415 | 1247 |
|  Snap, Inc. |  |  |
|  6.88%, 03/01/2033(1) | 2923 | 2988 |

---

------

---

| | | |
|:---|:---|:---|
|  Sprint Capital Corp. |  |  |
|  6.88%, 11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1357 |
|  8.75%, 03/15/2032 | 27750 | 33807 |
|  Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC |  |  |
|  5.15%, 03/20/2028(1) | 13831 | 13883 |
|  Time Warner Cable LLC |  |  |
|  5.50%, 09/01/2041 | 3624 | 3321 |
|  5.88%, 11/15/2040 | 12025 | 11494 |
|  6.55%, 05/01/2037 | 2135 | 2221 |
|  T-Mobile USA, Inc. |  |  |
|  2.25%, 02/15/2026 | 14809 | 14693 |
|  2.55%, 02/15/2031 | 1908 | 1734 |
|  2.70%, 03/15/2032 | 2720 | 2438 |
|  3.38%, 04/15/2029 | 19250 | 18690 |
|  3.50%, 04/15/2031 | 18758 | 17843 |
|  3.88%, 04/15/2030 | 74687 | 73238 |
|  4.70%, 01/15/2035 | 19845 | 19490 |
|  5.13%, 05/15/2032 | 2540 | 2614 |
|  5.20%, 01/15/2033 | 856 | 883 |
|  5.75%, 01/15/2034 | 10390 | 11009 |
|  Uber Technologies, Inc. |  |  |
|  4.80%, 09/15/2034 | 22450 | 22492 |
|  4.80%, 09/15/2035 | 6170 | 6114 |
|  Verizon Communications, Inc. |  |  |
|  1.75%, 01/20/2031 | 7000 | 6124 |
|  2.55%, 03/21/2031 | 22000 | 20003 |
|  Virgin Media Vendor Financing Notes III DAC |  |  |
|  4.88%, 07/15/2028(18) | 8820 | 11554 |
|  Vmed O2 UK Financing I Plc |  |  |
|  4.75%, 07/15/2031(1) | $2073 | 1951 |
|  Vodafone Group Plc |  |  |
|  7.00% (5 Year Swap Rate USD + 4.87%), 04/04/2079(2) | 10000 | 10565 |
|  VZ Secured Financing BV |  |  |
|  5.00%, 01/15/2032(1) | 6500 | 5881 |
|  Zayo Group Holdings, Inc. |  |  |
|  9.25%, 03/09/2030(1)(8) | 1004 | 961 |
|  Total Communications | Total Communications | 1054822 |
|  **Consumer, Cyclical – 2.26%** |  |  |
|  1011778 BC ULC / New Red Finance, Inc. |  |  |
|  3.50%, 02/15/2029(1) | 5610 | 5356 |
|  3.88%, 01/15/2028(1) | 1430 | 1396 |
|  4.00%, 10/15/2030(1) | 1770 | 1668 |
|  Air Canada 2017-1 Class B Pass-Through Trust |  |  |
|  3.70%, 01/15/2026(1) | 4656 | 4628 |
|  Alaska Airlines 2020-1 Class A Pass-Through Trust |  |  |
|  4.80%, 08/15/2027(1) | 939 | 941 |
|  American Airlines 2015-1 Class A Pass-Through Trust |  |  |
|  3.38%, 05/01/2027 | 450 | 442 |
|  American Airlines 2016-3 Class B Pass-Through Trust |  |  |
|  3.75%, 10/15/2025 | 1195 | 1194 |
|  American Airlines 2017-2 Class A Pass-Through Trust |  |  |
|  3.60%, 10/15/2029 | 146 | 139 |
|  American Airlines 2017-2 Class B |  |  |
|  3.70%, 10/15/2025 | 551 | 550 |
|  American Airlines 2019-1 Class B Pass-Through Trust |  |  |
|  3.85%, 02/15/2028 | 5536 | 5390 |
|  American Airlines 2021-1 Class A Pass-Through Trust |  |  |
|  2.88%, 07/11/2034 | 9063 | 8205 |
|  AutoZone, Inc. |  |  |
|  4.00%, 04/15/2030 | 8465 | 8356 |
|  BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc. |  |  |
|  9.50%, 07/01/2032(1) | 1865 | 1952 |
|  British Airways 2018-1 Class AA Pass-Through Trust |  |  |
|  3.80%, 09/20/2031(1) | 1189 | 1163 |
|  British Airways 2019-1 Class A Pass-Through Trust |  |  |
|  3.35%, 06/15/2029(1) | 1383 | 1333 |
|  British Airways 2019-1 Class AA Pass-Through Trust |  |  |
|  3.30%, 12/15/2032(1) | 293 | 277 |
|  British Airways 2020-1 Class A Pass-Through Trust |  |  |
|  4.25%, 11/15/2032(1) | 261 | 255 |
|  Carnival Corp. |  |  |
|  4.00%, 08/01/2028(1) | 19400 | 19123 |
|  5.75%, 03/15/2030(1) | 18860 | 19256 |
|  5.75%, 08/01/2032(1) | 23345 | 23758 |
|  6.13%, 02/15/2033(1) | 27165 | 27845 |
|  7.00%, 08/15/2029(1) | 2120 | 2230 |

---

------

---

| | | |
|:---|:---|:---|
|  Carvana Co. |  |  |
|  9.00%, 06/01/2030(1)(8) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10481 |
|  9.00%, 06/01/2031(1)(8) | 13831 | 15659 |
|  Choice Hotels International, Inc. |  |  |
|  5.85%, 08/01/2034 | 4665 | 4771 |
|  Dillard's, Inc. |  |  |
|  7.00%, 12/01/2028 | 380 | 402 |
|  7.75%, 07/15/2026 | 135 | 137 |
|  7.75%, 05/15/2027 | 85 | 89 |
|  DR Horton, Inc. |  |  |
|  5.00%, 10/15/2034 | 9875 | 9988 |
|  5.50%, 10/15/2035 | 5650 | 5858 |
|  FDJ UNITED |  |  |
|  3.38%, 11/21/2033(18) | 6200 | 7152 |
|  Ferrellgas LP / Ferrellgas Finance Corp. |  |  |
|  5.38%, 04/01/2026(1) | $9035 | 8944 |
|  5.88%, 04/01/2029(1) | 10434 | 9710 |
|  FirstCash, Inc. |  |  |
|  5.63%, 01/01/2030(1) | 3594 | 3589 |
|  Flutter Treasury DAC |  |  |
|  5.88%, 06/04/2031(1) | 11170 | 11338 |
|  Ford Motor Credit Co. LLC |  |  |
|  2.70%, 08/10/2026 | 7851 | 7724 |
|  2.90%, 02/16/2028 | 9940 | 9450 |
|  2.90%, 02/10/2029 | 13000 | 12045 |
|  3.38%, 11/13/2025 | 10000 | 9982 |
|  3.82%, 11/02/2027 | 4440 | 4331 |
|  4.13%, 08/17/2027 | 6472 | 6366 |
|  4.27%, 01/09/2027 | 435 | 431 |
|  4.39%, 01/08/2026 | 700 | 700 |
|  4.95%, 05/28/2027 | 35826 | 35764 |
|  5.13%, 11/05/2026 | 7500 | 7525 |
|  5.73% (SOFR + 1.45%), 11/05/2026(2) | 11100 | 11087 |
|  5.73%, 09/05/2030 | 20325 | 20492 |
|  5.80%, 03/05/2027 | 23800 | 24041 |
|  5.80%, 03/08/2029 | 5800 | 5886 |
|  5.92%, 03/20/2028 | 18000 | 18308 |
|  6.80%, 05/12/2028 | 2044 | 2123 |
|  6.95%, 03/06/2026 | 1100 | 1109 |
|  General Motors Financial Co., Inc. |  |  |
|  5.85%, 04/06/2030 | 1770 | 1851 |
|  6.00%, 01/09/2028 | 17350 | 17970 |
|  Global Auto Holdings Ltd./AAG FH UK Ltd. |  |  |
|  8.38%, 01/15/2029(1) | 205 | 201 |
|  11.50%, 08/15/2029(1) | 1790 | 1888 |
|  Great Canadian Gaming Corp./Raptor LLC |  |  |
|  8.75%, 11/15/2029(1) | 1905 | 1884 |
|  Greene King Finance Plc |  |  |
|  4.06%, 03/15/2035 | 2548 | 3222 |
|  5.11%, 03/15/2034 | 332 | 440 |
|  Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower, Inc. |  |  |
|  6.63%, 01/15/2032(1) | $14500 | 14727 |
|  Home Depot, Inc. |  |  |
|  4.95%, 06/25/2034 | 5230 | 5355 |
|  Hyatt Hotels Corp. |  |  |
|  5.25%, 06/30/2029 | 1400 | 1436 |
|  5.38%, 12/15/2031 | 3500 | 3579 |
|  Hyundai Capital America |  |  |
|  4.30%, 09/24/2027(1) | 20000 | 19991 |
|  5.20% (SOFR + 1.04%), 03/19/2027(1)(2) | 6000 | 6021 |
|  5.30%, 03/19/2027(1) | 7700 | 7804 |
|  5.35%, 03/19/2029(1) | 3800 | 3903 |
|  JetBlue 2019-1 Class AA Pass-Through Trust |  |  |
|  2.75%, 05/15/2032 | 521 | 461 |
|  JetBlue 2020-1 Class A Pass-Through Trust |  |  |
|  4.00%, 11/15/2032 | 2469 | 2322 |
|  Las Vegas Sands Corp. |  |  |
|  3.50%, 08/18/2026 | 5000 | 4958 |
|  5.63%, 06/15/2028 | 11835 | 12100 |
|  6.00%, 06/14/2030 | 705 | 734 |
|  Live Nation Entertainment, Inc. |  |  |
|  3.75%, 01/15/2028(1) | 5000 | 4878 |
|  MajorDrive Holdings IV LLC |  |  |
|  6.38%, 06/01/2029(1) | 680 | 557 |

---

------

---

| | | |
|:---|:---|:---|
|  Marriott International, Inc. |  |  |
|  2.75%, 10/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1148 |
|  2.85%, 04/15/2031 | 3830 | 3524 |
|  5.30%, 05/15/2034 | 6705 | 6887 |
|  5.50%, 04/15/2037 | 16095 | 16448 |
|  Marriott Ownership Resorts, Inc. |  |  |
|  4.50%, 06/15/2029(1) | 745 | 719 |
|  McDonald's Corp. |  |  |
|  4.25%, 03/07/2035(18) | 1865 | 2302 |
|  4.95%, 03/03/2035 | $7880 | 7984 |
|  MDC Holdings, Inc. |  |  |
|  6.00%, 01/15/2043 | 5015 | 4773 |
|  Meritage Homes Corp. |  |  |
|  3.88%, 04/15/2029(1) | 1730 | 1684 |
|  5.65%, 03/15/2035 | 25415 | 25806 |
|  Michaels Companies, Inc. |  |  |
|  5.25%, 05/01/2028(1) | 10913 | 10044 |
|  7.88%, 05/01/2029(1) | 2920 | 2438 |
|  Mitchells & Butlers Finance Plc |  |  |
|  4.89% (SOFR + 0.71%), 12/15/2030(2) | 3867 | 3694 |
|  6.01%, 12/15/2028 | 177 | 239 |
|  Nissan Motor Acceptance Co. LLC |  |  |
|  1.85%, 09/16/2026(1) | $45200 | 43570 |
|  2.00%, 03/09/2026(1) | 14300 | 14070 |
|  2.45%, 09/15/2028(1) | 4800 | 4404 |
|  2.75%, 03/09/2028(1) | 14600 | 13699 |
|  5.30%, 09/13/2027(1) | 2200 | 2197 |
|  Nissan Motor Co. Ltd. |  |  |
|  4.35%, 09/17/2027(1) | 10500 | 10299 |
|  4.81%, 09/17/2030(1) | 48275 | 45480 |
|  7.50%, 07/17/2030(1) | 5600 | 5877 |
|  8.13%, 07/17/2035(1) | 5200 | 5582 |
|  Papa John's International, Inc. |  |  |
|  3.88%, 09/15/2029(1) | 2410 | 2303 |
|  Royal Caribbean Cruises Ltd. |  |  |
|  5.38%, 01/15/2036 | 4195 | 4219 |
|  5.50%, 04/01/2028(1) | 6435 | 6560 |
|  5.63%, 09/30/2031(1) | 24100 | 24574 |
|  6.00%, 02/01/2033(1) | 35895 | 36811 |
|  6.25%, 03/15/2032(1) | 6310 | 6515 |
|  Starbucks Corp. |  |  |
|  5.40%, 05/15/2035 | 3060 | 3173 |
|  Stellantis Finance U.S., Inc. |  |  |
|  6.45%, 03/18/2035(1) | 2200 | 2255 |
|  Travel + Leisure Co. |  |  |
|  4.50%, 12/01/2029(1) | 755 | 729 |
|  6.00%, 04/01/2027 | 5015 | 5087 |
|  United Airlines 2018-1 Class A Pass-Through Trust |  |  |
|  3.70%, 03/01/2030 | 416 | 391 |
|  United Airlines 2018-1 Class B Pass-Through Trust |  |  |
|  4.60%, 03/01/2026 | 2361 | 2349 |
|  United Airlines 2019-1 Class AA Pass-Through Trust |  |  |
|  4.15%, 08/25/2031 | 444 | 433 |
|  United Airlines 2019-2 Class A Pass-Through Trust |  |  |
|  2.90%, 05/01/2028 | 1123 | 1065 |
|  United Airlines 2019-2 Class AA Pass-Through Trust |  |  |
|  2.70%, 05/01/2032 | 704 | 645 |
|  United Airlines 2020-1 Class A Pass-Through Trust |  |  |
|  5.88%, 10/15/2027 | 8334 | 8567 |
|  United Airlines 2023-1 Class A Pass-Through Trust |  |  |
|  5.80%, 01/15/2036 | 26119 | 27011 |
|  Viking Cruises Ltd. |  |  |
|  5.88%, 10/15/2033(1) | 27361 | 27380 |
|  Volkswagen Financial Services Australia Pty Ltd. |  |  |
|  5.11%, 06/13/2029(18) | 5300 | 3522 |
|  Volkswagen Group of America Finance LLC |  |  |
|  5.30%, 03/22/2027(1) | $25000 | 25331 |
|  5.65%, 03/25/2032(1) | 1045 | 1079 |
|  5.80%, 03/27/2035(1) | 1990 | 2040 |
|  Volkswagen International Finance NV |  |  |
|  7.88% (9 Year Swap Rate EUR + 4.78%), 09/06/2174(2)(18) | 4600 | 6231 |
|  Voyager Parent LLC |  |  |
|  9.25%, 07/01/2032(1) | $2610 | 2760 |
|  Warnermedia Holdings, Inc. |  |  |
|  3.76%, 03/15/2027 | 1200 | 1184 |
|  4.28%, 03/15/2032 | 7014 | 6427 |

---

------

---

| | | |
|:---|:---|:---|
|  5.05%, 03/15/2042 | 55 | 44 |
|  5.14%, 03/15/2052 | 5056 | 3767 |
|  Whirlpool Corp. |  |  |
|  6.13%, 06/15/2030 | 705 | 711 |
|  6.50%, 06/15/2033 | 760 | 758 |
|  Yum! Brands, Inc. |  |  |
|  4.75%, 01/15/2030(1) | 750 | 745 |
|  ZF North America Capital, Inc. |  |  |
|  6.75%, 04/23/2030(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4943 |
|  6.88%, 04/23/2032(1) | 7660 | 7334 |
|  Total Consumer, Cyclical | Total Consumer, Cyclical | 977032 |
|  **Consumer, Non-cyclical – 3.02%** |  |  |
|  1261229 BC Ltd. |  |  |
|  10.00%, 04/15/2032(1) | 3925 | 4023 |
|  AA Bond Co. Ltd. |  |  |
|  8.45%, 01/31/2028(18) | 3320 | 4752 |
|  Adventist Health System/West |  |  |
|  4.74%, 12/01/2030 | $9700 | 9704 |
|  Alcon Finance Corp. |  |  |
|  5.38%, 12/06/2032(1) | 5350 | 5578 |
|  Amgen, Inc. |  |  |
|  4.20%, 02/22/2052 | 2250 | 1802 |
|  Ashtead Capital, Inc. |  |  |
|  5.50%, 08/11/2032(1) | 2475 | 2561 |
|  5.55%, 05/30/2033(1) | 3820 | 3940 |
|  5.80%, 04/15/2034(1) | 6590 | 6905 |
|  5.95%, 10/15/2033(1) | 3530 | 3731 |
|  Bacardi Ltd. |  |  |
|  4.70%, 05/15/2028(1) | 232 | 234 |
|  Bacardi Ltd. / Bacardi-Martini BV |  |  |
|  5.40%, 06/15/2033(1) | 13960 | 14103 |
|  Bacardi-Martini BV |  |  |
|  6.00%, 02/01/2035(1) | 4500 | 4679 |
|  BAT Capital Corp. |  |  |
|  2.73%, 03/25/2031 | 20430 | 18666 |
|  3.56%, 08/15/2027 | 1646 | 1629 |
|  5.83%, 02/20/2031 | 5200 | 5500 |
|  6.34%, 08/02/2030 | 24000 | 25909 |
|  Bausch + Lomb Corp. |  |  |
|  8.38%, 10/01/2028(1) | 725 | 756 |
|  Bausch Health Companies, Inc. |  |  |
|  4.88%, 06/01/2028(1) | 2360 | 2112 |
|  Bayer U.S. Finance II LLC |  |  |
|  4.25%, 12/15/2025(1) | 2035 | 2033 |
|  4.38%, 12/15/2028(1) | 35985 | 35858 |
|  4.40%, 07/15/2044(1) | 6355 | 5095 |
|  4.88%, 06/25/2048(1) | 11025 | 9307 |
|  Bayer U.S. Finance LLC |  |  |
|  6.13%, 11/21/2026(1) | 5712 | 5811 |
|  6.38%, 11/21/2030(1) | 6734 | 7197 |
|  6.50%, 11/21/2033(1) | 23945 | 25830 |
|  6.88%, 11/21/2053(1) | 7149 | 7783 |
|  Block, Inc. |  |  |
|  5.63%, 08/15/2030(1) | 7300 | 7396 |
|  6.00%, 08/15/2033(1) | 6500 | 6656 |
|  Centene Corp. |  |  |
|  2.45%, 07/15/2028 | 2274 | 2113 |
|  2.50%, 03/01/2031 | 4732 | 4076 |
|  2.63%, 08/01/2031 | 1200 | 1031 |
|  3.00%, 10/15/2030 | 34971 | 31249 |
|  3.38%, 02/15/2030 | 11102 | 10210 |
|  4.25%, 12/15/2027 | 6847 | 6724 |
|  4.63%, 12/15/2029 | 27430 | 26590 |
|  Cigna Group |  |  |
|  2.40%, 03/15/2030 | 6500 | 6000 |
|  3.40%, 03/01/2027 | 6858 | 6793 |
|  4.38%, 10/15/2028 | 5000 | 5026 |
|  4.50%, 09/15/2030 | 10000 | 10029 |
|  5.25%, 01/15/2036 | 12285 | 12442 |
|  CommonSpirit Health |  |  |
|  1.55%, 10/01/2025 | 3450 | 3450 |
|  2.78%, 10/01/2030 | 5970 | 5517 |
|  CVS Health Corp. |  |  |
|  3.25%, 08/15/2029 | 25214 | 24171 |
|  3.75%, 04/01/2030 | 12000 | 11625 |

---

------

---

| | | |
|:---|:---|:---|
|  4.30%, 03/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6004 |
|  5.00%, 09/15/2032 | 3400 | 3442 |
|  5.05%, 03/25/2048 | 28393 | 25262 |
|  5.13%, 02/21/2030 | 6200 | 6356 |
|  5.13%, 07/20/2045 | 3184 | 2890 |
|  6.75% (5 Year CMT Index + 2.52%), 12/10/2054(2) | 5180 | 5347 |
|  7.00% (5 Year CMT Index + 2.89%), 03/10/2055(2) | 21000 | 22045 |
|  CVS Pass-Through Trust |  |  |
|  5.77%, 01/10/2033(1) | 43 | 44 |
|  5.77%, 01/10/2033 | 1583 | 1621 |
|  6.04%, 12/10/2028 | 569 | 581 |
|  CVS Pass-Through Trust Series 2013 |  |  |
|  4.70%, 01/10/2036(1) | 3492 | 3342 |
|  CVS Pass-Through Trust Series 2014 |  |  |
|  4.16%, 08/11/2036(1) | 7794 | 7356 |
|  Elevance Health, Inc. |  |  |
|  2.25%, 05/15/2030 | 18000 | 16430 |
|  4.75%, 02/15/2030 | 6200 | 6305 |
|  5.00%, 01/15/2036 | 12640 | 12548 |
|  5.20%, 02/15/2035 | 17575 | 17912 |
|  5.38%, 06/15/2034 | 7730 | 7971 |
|  ERAC USA Finance LLC |  |  |
|  4.90%, 05/01/2033(1) | 11015 | 11208 |
|  Flora Food Management BV |  |  |
|  6.88%, 07/02/2029(1) | 7100 | 8333 |
|  Fresenius Medical Care U.S. Finance III, Inc. |  |  |
|  1.88%, 12/01/2026(1) | $9545 | 9246 |
|  GE HealthCare Technologies, Inc. |  |  |
|  4.80%, 08/14/2029 | 6000 | 6118 |
|  4.80%, 01/15/2031 | 15000 | 15246 |
|  5.86%, 03/15/2030 | 5000 | 5297 |
|  Gilead Sciences, Inc. |  |  |
|  2.60%, 10/01/2040 | 3720 | 2731 |
|  Global Payments, Inc. |  |  |
|  4.88%, 03/17/2031 | 2300 | 2837 |
|  Grand Canyon University |  |  |
|  5.13%, 10/01/2028 | $1890 | 1859 |
|  Grifols SA |  |  |
|  7.50%, 05/01/2030(18) | 4246 | 5253 |
|  HAH Group Holding Co. LLC |  |  |
|  9.75%, 10/01/2031(1) | $1153 | 1095 |
|  HCA, Inc. |  |  |
|  3.13%, 03/15/2027 | 995 | 981 |
|  3.38%, 03/15/2029 | 6580 | 6381 |
|  3.50%, 09/01/2030 | 8364 | 7989 |
|  4.13%, 06/15/2029 | 13765 | 13646 |
|  5.13%, 06/15/2039 | 14720 | 14184 |
|  5.25%, 06/15/2026 | 2966 | 2972 |
|  5.25%, 03/01/2030 | 4000 | 4130 |
|  5.45%, 04/01/2031 | 8805 | 9153 |
|  5.45%, 09/15/2034 | 2755 | 2826 |
|  5.50%, 06/01/2033 | 17540 | 18223 |
|  5.60%, 04/01/2034 | 13700 | 14222 |
|  5.75%, 03/01/2035 | 6010 | 6283 |
|  5.88%, 02/15/2026 | 1085 | 1086 |
|  Humana, Inc. |  |  |
|  3.70%, 03/23/2029 | 11540 | 11277 |
|  4.88%, 04/01/2030 | 1370 | 1387 |
|  5.55%, 05/01/2035 | 6690 | 6815 |
|  Icon Investments Six DAC |  |  |
|  6.00%, 05/08/2034 | 2105 | 2210 |
|  Illumina, Inc. |  |  |
|  2.55%, 03/23/2031 | 11640 | 10403 |
|  4.65%, 09/09/2026 | 9700 | 9744 |
|  Imperial Brands Finance Netherlands BV |  |  |
|  1.75%, 03/18/2033 | 3600 | 3669 |
|  Imperial Brands Finance Plc |  |  |
|  3.50%, 07/26/2026(1) | $1756 | 1744 |
|  4.50%, 06/30/2028(1) | 12000 | 12077 |
|  5.50%, 02/01/2030(1) | 40565 | 42085 |
|  6.13%, 07/27/2027(1) | 28254 | 29159 |
|  IQVIA, Inc. |  |  |
|  5.70%, 05/15/2028 | 16850 | 17384 |
|  6.25%, 02/01/2029 | 375 | 395 |

---

------

---

| | | |
|:---|:---|:---|
|  Japan Tobacco, Inc. |  |  |
|  4.85%, 05/15/2028(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6492 |
|  5.25%, 06/15/2030(1) | 8770 | 9080 |
|  JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings, Inc. / JBS USA Food Co. |  |  |
|  5.50%, 01/15/2036(1) | 15155 | 15476 |
|  JBS USA Holding Lux Sarl/ JBS USA Food Co./ JBS Lux Co. Sarl |  |  |
|  3.00%, 02/02/2029 | 5290 | 5071 |
|  3.75%, 12/01/2031 | 7152 | 6756 |
|  4.38%, 02/02/2052 | 7491 | 5890 |
|  6.75%, 03/15/2034 | 13488 | 14911 |
|  JBS USA LUX Sarl / JBS USA Food Co. / JBS USA Foods Group |  |  |
|  5.95%, 04/20/2035(1) | 8425 | 8850 |
|  Kedrion SpA |  |  |
|  6.50%, 09/01/2029(1) | 6440 | 6355 |
|  Mars, Inc. |  |  |
|  4.60%, 03/01/2028(1) | 10000 | 10122 |
|  4.80%, 03/01/2030(1) | 27000 | 27507 |
|  Medtronic Global Holdings SCA |  |  |
|  1.75%, 07/02/2049 | 7258 | 5345 |
|  ModivCare, Inc. |  |  |
|  5.00%, 10/01/2029(1)(6)(7) | $10697 | 214 |
|  Molina Healthcare, Inc. |  |  |
|  6.25%, 01/15/2033(1) | 1090 | 1102 |
|  Molnlycke Holding AB |  |  |
|  4.25%, 06/11/2034(18) | 1495 | 1810 |
|  New York & Presbyterian Hospital |  |  |
|  3.56%, 08/01/2036 | $2630 | 2332 |
|  OT Midco, Inc. |  |  |
|  10.00%, 02/15/2030(1) | 2203 | 1488 |
|  Pfizer Investment Enterprises Pte Ltd. |  |  |
|  4.75%, 05/19/2033 | 3490 | 3526 |
|  Philip Morris International, Inc. |  |  |
|  2.75%, 06/06/2029 | 2415 | 2821 |
|  5.13%, 02/15/2030 | $4000 | 4134 |
|  5.13%, 02/13/2031 | 5500 | 5692 |
|  5.50%, 09/07/2030 | 5500 | 5783 |
|  5.63%, 11/17/2029 | 6000 | 6313 |
|  Pilgrim's Pride Corp. |  |  |
|  3.50%, 03/01/2032 | 21965 | 20105 |
|  4.25%, 04/15/2031 | 13635 | 13179 |
|  6.25%, 07/01/2033 | 13265 | 14160 |
|  6.88%, 05/15/2034 | 8035 | 8871 |
|  Revvity, Inc. |  |  |
|  2.55%, 03/15/2031 | 11115 | 9948 |
|  Roche Holdings, Inc. |  |  |
|  4.99%, 03/08/2034(1) | 23205 | 23959 |
|  Rollins, Inc. |  |  |
|  5.25%, 02/24/2035 | 3545 | 3607 |
|  S&P Global, Inc. |  |  |
|  1.25%, 08/15/2030 | 1992 | 1735 |
|  Sartorius Finance BV |  |  |
|  4.88%, 09/14/2035(18) | 2000 | 2511 |
|  Smithfield Foods, Inc. |  |  |
|  2.63%, 09/13/2031(1) | $10000 | 8760 |
|  3.00%, 10/15/2030(1) | 925 | 845 |
|  Spectrum Brands, Inc. |  |  |
|  3.88%, 03/15/2031(1) | 1704 | 1367 |
|  Teva Pharmaceutical Finance Co. LLC |  |  |
|  6.15%, 02/01/2036 | 2705 | 2832 |
|  Teva Pharmaceutical Finance Netherlands III BV |  |  |
|  3.15%, 10/01/2026 | 3115 | 3060 |
|  4.10%, 10/01/2046 | 46313 | 34565 |
|  4.75%, 05/09/2027 | 4538 | 4532 |
|  5.13%, 05/09/2029 | 4885 | 4911 |
|  6.00%, 12/01/2032 | 8047 | 8381 |
|  6.75%, 03/01/2028 | 1400 | 1453 |
|  7.88%, 09/15/2029 | 6355 | 6935 |
|  8.13%, 09/15/2031 | 3170 | 3624 |
|  Teva Pharmaceutical Finance Netherlands IV BV |  |  |
|  5.75%, 12/01/2030 | 9534 | 9819 |
|  Thermo Fisher Scientific Finance I BV |  |  |
|  1.63%, 10/18/2041 | 1805 | 1523 |
|  U.S. Renal Care, Inc. |  |  |
|  10.63%, 06/28/2028(1) | $195 | 170 |
|  United Rentals North America, Inc. |  |  |
|  6.13%, 03/15/2034(1) | 15905 | 16538 |

---

------

---

| | | |
|:---|:---|:---|
|  UnitedHealth Group, Inc. |  |  |
|  3.88%, 12/15/2028 | 1070 | 1064 |
|  5.15%, 07/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27688 |
|  5.63%, 07/15/2054 | 11505 | 11443 |
|  Universal Health Services, Inc. |  |  |
|  1.65%, 09/01/2026 | 8275 | 8079 |
|  Verisk Analytics, Inc. |  |  |
|  5.25%, 03/15/2035 | 10605 | 10811 |
|  Volkswagen Financial Services AG |  |  |
|  3.88%, 11/19/2031(18) | 14700 | 17467 |
|  VT Topco, Inc. |  |  |
|  8.50%, 08/15/2030(1) | $1260 | 1282 |
|  Total Consumer, Non-cyclical | Total Consumer, Non-cyclical | 1303994 |
|  **Energy – 2.52%** |  |  |
|  Aker BP ASA |  |  |
|  3.10%, 07/15/2031(1) | 5635 | 5153 |
|  4.00%, 01/15/2031(1) | 10230 | 9859 |
|  5.13%, 10/01/2034(1) | 5495 | 5401 |
|  Canadian Natural Resources Ltd. |  |  |
|  5.00%, 12/15/2029(1) | 4200 | 4293 |
|  5.40%, 12/15/2034(1) | 41250 | 42011 |
|  6.25%, 03/15/2038 | 1345 | 1436 |
|  Cheniere Energy Partners LP |  |  |
|  3.25%, 01/31/2032 | 6215 | 5662 |
|  4.00%, 03/01/2031 | 24780 | 23897 |
|  4.50%, 10/01/2029 | 2205 | 2198 |
|  5.95%, 06/30/2033 | 13120 | 13889 |
|  Civitas Resources, Inc. |  |  |
|  8.38%, 07/01/2028(1) | 3915 | 4058 |
|  Continental Resources, Inc. |  |  |
|  2.88%, 04/01/2032(1) | 40207 | 35037 |
|  4.38%, 01/15/2028 | 2330 | 2315 |
|  5.75%, 01/15/2031(1) | 71266 | 73493 |
|  DCP Midstream Operating LP |  |  |
|  3.25%, 02/15/2032 | 15045 | 13711 |
|  5.13%, 05/15/2029 | 3380 | 3456 |
|  Devon Energy Corp. |  |  |
|  5.20%, 09/15/2034 | 1900 | 1892 |
|  Ecopetrol SA |  |  |
|  8.88%, 01/13/2033 | 750 | 813 |
|  Energean Israel Finance Ltd. |  |  |
|  5.38%, 03/30/2028(1) | 4950 | 4863 |
|  5.88%, 03/30/2031(1) | 6495 | 6215 |
|  Energy Transfer LP |  |  |
|  5.00%, 05/15/2050 | 1578 | 1351 |
|  5.55%, 05/15/2034 | 3705 | 3801 |
|  5.60%, 09/01/2034 | 11940 | 12254 |
|  5.70%, 04/01/2035 | 15463 | 15967 |
|  5.75%, 02/15/2033 | 9247 | 9693 |
|  6.00%, 06/15/2048 | 1347 | 1328 |
|  6.25%, 04/15/2049 | 2539 | 2563 |
|  6.40%, 12/01/2030 | 8700 | 9429 |
|  6.55%, 12/01/2033 | 10970 | 11999 |
|  EQT Corp. |  |  |
|  3.63%, 05/15/2031(1) | 12160 | 11371 |
|  5.00%, 01/15/2029 | 2005 | 2033 |
|  7.00%, 02/01/2030 | 6935 | 7550 |
|  Galaxy Pipeline Assets Bidco Ltd. |  |  |
|  2.16%, 03/31/2034(1) | 1476 | 1340 |
|  Gazprom PJSC Via Gaz Capital SA |  |  |
|  4.95%, 03/23/2027 | 20900 | 16929 |
|  Gazprom PJSC via Gaz Finance Plc |  |  |
|  2.95%, 01/27/2029(1) | 28600 | 20592 |
|  3.00%, 06/29/2027 | 10000 | 7900 |
|  Global Partners LP / GLP Finance Corp. |  |  |
|  8.25%, 01/15/2032(1) | 570 | 601 |
|  Helmerich & Payne, Inc. |  |  |
|  5.50%, 12/01/2034 | 31265 | 30634 |
|  HF Sinclair Corp. |  |  |
|  5.50%, 09/01/2032 | 3600 | 3659 |
|  KazMunayGas National Co. JSC |  |  |
|  3.50%, 04/14/2033(18) | 351 | 316 |
|  5.38%, 04/24/2030(18) | 2346 | 2411 |
|  Kinder Morgan, Inc. |  |  |
|  5.15%, 06/01/2030 | 15000 | 15474 |
|  5.20%, 06/01/2033 | 10000 | 10240 |

---

------

---

| | | |
|:---|:---|:---|
|  Kodiak Gas Services LLC |  |  |
|  6.50%, 10/01/2033(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1156 |
|  Matador Resources Co. |  |  |
|  6.50%, 04/15/2032(1) | 550 | 555 |
|  NGPL PipeCo LLC |  |  |
|  4.88%, 08/15/2027(1) | 4268 | 4278 |
|  Occidental Petroleum Corp. |  |  |
|  5.20%, 08/01/2029 | 2800 | 2841 |
|  ONEOK, Inc. |  |  |
|  4.75%, 10/15/2031 | 4600 | 4601 |
|  6.50%, 09/01/2030(1) | 4475 | 4809 |
|  Pertamina Persero PT |  |  |
|  3.10%, 08/27/2030(1) | 4663 | 4359 |
|  Petroleos de Venezuela SA |  |  |
|  5.38%, 04/12/2027(6)(7) | 2052 | 329 |
|  5.50%, 04/12/2037(6)(7) | 2500 | 400 |
|  6.00%, 05/16/2024(6)(7) | 2312 | 370 |
|  6.00%, 11/15/2026(6)(7) | 4600 | 736 |
|  9.00%, 11/17/2021(6)(7) | 200 | 32 |
|  9.75%, 05/17/2035(6)(7) | 830 | 149 |
|  Petroleos Mexicanos |  |  |
|  6.70%, 02/16/2032 | 100187 | 99287 |
|  6.75%, 09/21/2047 | 78816 | 65048 |
|  7.69%, 01/23/2050 | 17470 | 15884 |
|  Plains All American Pipeline LP / PAA Finance Corp. |  |  |
|  3.55%, 12/15/2029 | 3881 | 3747 |
|  3.80%, 09/15/2030 | 11638 | 11220 |
|  4.30%, 01/31/2043 | 865 | 705 |
|  QazaqGaz NC JSC |  |  |
|  4.38%, 09/26/2027(18) | 600 | 596 |
|  Repsol E&P Capital Markets U.S. LLC |  |  |
|  5.98%, 09/16/2035(1) | 7100 | 7229 |
|  Rio Oil Finance Trust Series 2014-3 |  |  |
|  9.75%, 01/06/2027 | 63 | 65 |
|  Rio Oil Finance Trust Series 2018-1 |  |  |
|  8.20%, 04/06/2028(1) | 258 | 266 |
|  Saudi Arabian Oil Co. |  |  |
|  4.75%, 06/02/2030(1) | 12000 | 12161 |
|  Southern Natural Gas Co. LLC |  |  |
|  4.80%, 03/15/2047(1) | 1000 | 886 |
|  Sunoco LP |  |  |
|  7.88% (5 Year CMT Index + 4.23%), 03/18/2174(1)(2) | 8700 | 8837 |
|  Targa Resources Corp. |  |  |
|  5.50%, 02/15/2035 | 1255 | 1277 |
|  5.55%, 08/15/2035 | 6280 | 6405 |
|  6.13%, 03/15/2033 | 12425 | 13213 |
|  6.50%, 03/30/2034 | 24725 | 26922 |
|  Targa Resources Partners LP / Targa Resources Partners Finance Corp. |  |  |
|  4.00%, 01/15/2032 | 3880 | 3680 |
|  4.88%, 02/01/2031 | 2085 | 2091 |
|  TMS Issuer Sarl |  |  |
|  5.78%, 08/23/2032(18) | 3500 | 3671 |
|  Topaz Solar Farms LLC |  |  |
|  4.88%, 09/30/2039(1) | 341 | 299 |
|  5.75%, 09/30/2039(1) | 2686 | 2723 |
|  Transcanada Trust |  |  |
|  5.30% (3 Month SOFR USD + 3.21%), 03/15/2077(2) | 16874 | 16776 |
|  5.50% (SOFR + 4.42%), 09/15/2079(2) | 2659 | 2634 |
|  5.60% (5 Year CMT Index + 3.99%), 03/07/2082(2) | 7038 | 6974 |
|  5.88% (3 Month SOFR USD + 4.64%), 08/15/2076(2) | 31662 | 31681 |
|  Transocean International Ltd. |  |  |
|  8.75%, 02/15/2030(1) | 889 | 935 |
|  Transocean Titan Financing Ltd. |  |  |
|  8.38%, 02/01/2028(1) | 422 | 432 |
|  Var Energi ASA |  |  |
|  7.50%, 01/15/2028(1) | 5135 | 5442 |
|  8.00%, 11/15/2032(1) | 14515 | 16845 |
|  Variable Energi ASA |  |  |
|  6.50%, 05/22/2035(1) | 2235 | 2376 |
|  Venture Global Calcasieu Pass LLC |  |  |
|  3.88%, 11/01/2033(1) | 11425 | 10294 |
|  4.13%, 08/15/2031(1) | 3605 | 3403 |
|  6.25%, 01/15/2030(1) | 2270 | 2367 |

---

------

---

| | | |
|:---|:---|:---|
|  Venture Global LNG, Inc. |  |  |
|  7.00%, 01/15/2030(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13310 |
|  9.00% (5 Year CMT Index + 5.44%), 03/30/2174(1)(2) | 3683 | 3650 |
|  9.50%, 02/01/2029(1) | 38200 | 42098 |
|  9.88%, 02/01/2032(1) | 16182 | 17618 |
|  Venture Global Plaquemines LNG LLC |  |  |
|  6.50%, 01/15/2034(1) | 6035 | 6353 |
|  6.75%, 01/15/2036(1) | 14176 | 15057 |
|  7.50%, 05/01/2033(1) | 10125 | 11188 |
|  7.75%, 05/01/2035(1) | 7750 | 8747 |
|  Viper Energy Partners LLC |  |  |
|  5.70%, 08/01/2035 | 29375 | 29866 |
|  Western Midstream Operating LP |  |  |
|  4.05%, 02/01/2030 | 1775 | 1733 |
|  5.25%, 02/01/2050 | 2350 | 2045 |
|  5.30%, 03/01/2048 | 5089 | 4427 |
|  5.45%, 04/01/2044 | 1256 | 1139 |
|  5.50%, 08/15/2048 | 940 | 837 |
|  6.15%, 04/01/2033 | 13915 | 14700 |
|  6.35%, 01/15/2029 | 7405 | 7790 |
|  Whistler Pipeline LLC |  |  |
|  5.70%, 09/30/2031(1) | 3640 | 3784 |
|  5.95%, 09/30/2034(1) | 4065 | 4190 |
|  Williams Companies, Inc. |  |  |
|  5.15%, 03/15/2034 | 21805 | 22137 |
|  Woodside Finance Ltd. |  |  |
|  5.10%, 09/12/2034 | 4500 | 4466 |
|  Total Energy | Total Energy | 1085208 |
|  **Financials – 8.31%** |  |  |
|  AerCap Ireland Capital DAC |  |  |
|  3.65%, 07/21/2027 | 200 | 198 |
|  5.75%, 06/06/2028 | 971 | 1006 |
|  AerCap Ireland Capital DAC / AerCap Global Aviation Trust |  |  |
|  3.00%, 10/29/2028 | 46935 | 45230 |
|  3.30%, 01/30/2032 | 21615 | 19905 |
|  3.40%, 10/29/2033 | 8770 | 7880 |
|  4.95%, 09/10/2034 | 15355 | 15284 |
|  5.38%, 12/15/2031 | 5980 | 6185 |
|  6.15%, 09/30/2030 | 8535 | 9143 |
|  Air Lease Corp. |  |  |
|  5.85%, 12/15/2027 | 8015 | 8256 |
|  Aircastle Ltd. |  |  |
|  5.95%, 02/15/2029(1) | 3340 | 3483 |
|  6.50%, 07/18/2028(1) | 12835 | 13488 |
|  Aircastle Ltd. / Aircastle Ireland DAC |  |  |
|  5.25%, 03/15/2030(1) | 3310 | 3377 |
|  5.75%, 10/01/2031(1) | 12585 | 13110 |
|  Alexandria Real Estate Equities, Inc. |  |  |
|  4.70%, 07/01/2030 | 42 | 42 |
|  American Assets Trust LP |  |  |
|  3.38%, 02/01/2031 | 10870 | 9872 |
|  American Express Co. |  |  |
|  4.92% (SOFR + 1.22%), 07/20/2033(2) | 8715 | 8867 |
|  5.67% (SOFR + 1.79%), 04/25/2036(2) | 1220 | 1289 |
|  American Homes 4 Rent LP |  |  |
|  2.38%, 07/15/2031 | 1690 | 1497 |
|  3.38%, 07/15/2051 | 3567 | 2393 |
|  American Tower Corp. |  |  |
|  2.10%, 06/15/2030 | 13775 | 12416 |
|  2.30%, 09/15/2031 | 15793 | 13954 |
|  2.70%, 04/15/2031 | 13810 | 12599 |
|  5.45%, 02/15/2034 | 2880 | 2992 |
|  5.65%, 03/15/2033 | 6855 | 7231 |
|  5.90%, 11/15/2033 | 21605 | 23157 |
|  Americold Realty Operating Partnership LP |  |  |
|  5.60%, 05/15/2032 | 3600 | 3644 |
|  AmFam Holdings, Inc. |  |  |
|  2.81%, 03/11/2031(1) | 5500 | 4776 |
|  Andiron Financing LLC |  |  |
|  0.00%, 01/21/2030(3)(18)(19) | 340 | 340 |
|  Antares Holdings LP |  |  |
|  2.75%, 01/15/2027(1) | 8970 | 8693 |
|  3.75%, 07/15/2027(1) | 20265 | 19705 |
|  7.95%, 08/11/2028(1) | 2715 | 2888 |
|  Aon Corp. |  |  |
|  2.80%, 05/15/2030 | 3500 | 3285 |

---

------

---

| | | |
|:---|:---|:---|
|  Aon Corp. / Aon Global Holdings Plc |  |  |
|  2.05%, 08/23/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1355 |
|  2.60%, 12/02/2031 | 9185 | 8271 |
|  Arthur J Gallagher & Co. |  |  |
|  5.00%, 02/15/2032 | 1645 | 1678 |
|  5.15%, 02/15/2035 | 4315 | 4366 |
|  5.45%, 07/15/2034 | 3795 | 3930 |
|  Assurant, Inc. |  |  |
|  5.55%, 02/15/2036 | 2100 | 2128 |
|  Athene Global Funding |  |  |
|  2.55%, 11/19/2030(1) | 3300 | 2996 |
|  2.72%, 01/07/2029(1) | 3800 | 3595 |
|  3.21%, 03/08/2027(1) | 5070 | 4973 |
|  Athene Holding Ltd. |  |  |
|  3.50%, 01/15/2031 | 1835 | 1741 |
|  Aviation Capital Group LLC |  |  |
|  4.80%, 10/24/2030(1) | 10295 | 10286 |
|  5.13%, 04/10/2030(1) | 285 | 289 |
|  6.25%, 04/15/2028(1) | 3810 | 3972 |
|  6.38%, 07/15/2030(1) | 13350 | 14278 |
|  6.75%, 10/25/2028(1) | 10810 | 11497 |
|  Avolon Holdings Funding Ltd. |  |  |
|  2.53%, 11/18/2027(1) | 15433 | 14838 |
|  2.75%, 02/21/2028(1) | 6105 | 5863 |
|  3.25%, 02/15/2027(1) | 1791 | 1761 |
|  5.38%, 05/30/2030(1) | 5160 | 5293 |
|  Banco Bilbao Vizcaya Argentaria SA |  |  |
|  6.03% (1 Year CMT Index + 1.95%), 03/13/2035(2) | 1200 | 1276 |
|  Banco Santander SA |  |  |
|  6.53% (1 Year CMT Index + 1.65%), 11/07/2027(2) | 9500 | 9733 |
|  6.61%, 11/07/2028 | 7200 | 7698 |
|  Bank of America Corp. |  |  |
|  1.66% (SOFR + 0.91%), 03/11/2027(2) | 10890 | 10764 |
|  1.73% (SOFR + 0.96%), 07/22/2027(2) | 39105 | 38323 |
|  1.90% (SOFR + 1.53%), 07/23/2031(2) | 3473 | 3102 |
|  1.92% (SOFR + 1.37%), 10/24/2031(2) | 3970 | 3526 |
|  2.09% (SOFR + 1.06%), 06/14/2029(2) | 16300 | 15440 |
|  2.30% (SOFR + 1.22%), 07/21/2032(2) | 4831 | 4285 |
|  2.48% (5 Year CMT Index + 1.20%), 09/21/2036(2) | 18070 | 15688 |
|  2.59% (SOFR + 2.15%), 04/29/2031(2) | 9321 | 8638 |
|  2.69% (SOFR + 1.32%), 04/22/2032(2) | 9718 | 8853 |
|  2.88% (3 Month Term SOFR + 1.45%), 10/22/2030(2) | 596 | 566 |
|  2.97% (SOFR + 1.33%), 02/04/2033(2) | 13460 | 12257 |
|  3.19% (3 Month Term SOFR + 1.44%), 07/23/2030(2) | 3730 | 3593 |
|  3.42% (3 Month Term SOFR + 1.30%), 12/20/2028(2) | 32132 | 31641 |
|  3.59% (3 Month Term SOFR + 1.63%), 07/21/2028(2) | 3972 | 3936 |
|  3.71% (3 Month Term SOFR + 1.77%), 04/24/2028(2) | 3059 | 3039 |
|  3.85% (5 Year CMT Index + 2.00%), 03/08/2037(2) | 16670 | 15575 |
|  3.97% (3 Month Term SOFR + 1.33%), 03/05/2029(2) | 8726 | 8684 |
|  4.57% (SOFR + 1.83%), 04/27/2033(2) | 9334 | 9332 |
|  4.95% (SOFR + 2.04%), 07/22/2028(2) | 5429 | 5507 |
|  5.20% (SOFR + 1.63%), 04/25/2029(2) | 14900 | 15273 |
|  5.29% (SOFR + 1.91%), 04/25/2034(2) | 2719 | 2813 |
|  5.47% (SOFR + 1.65%), 01/23/2035(2) | 7005 | 7315 |
|  5.51% (SOFR + 1.31%), 01/24/2036(2) | 9950 | 10401 |
|  5.52% (SOFR + 1.74%), 10/25/2035(2) | 2605 | 2668 |
|  5.74% (SOFR + 1.70%), 02/12/2036(2) | 4640 | 4821 |
|  5.87% (SOFR + 1.84%), 09/15/2034(2) | 3020 | 3236 |
|  6.20% (SOFR + 1.99%), 11/10/2028(2) | 774 | 807 |
|  Bank of Nova Scotia |  |  |
|  4.40% (SOFR + 1.00%), 09/08/2028(2) | 2900 | 2915 |
|  5.20% (SOFR + 1.00%), 09/08/2028(2) | 4200 | 4221 |
|  Barclays Plc |  |  |
|  3.56% (5 Year CMT Index + 2.90%), 09/23/2035(2) | 24000 | 22439 |
|  4.84% (SOFR + 1.34%), 09/10/2028(2) | 5400 | 5455 |
|  4.94% (SOFR + 1.56%), 09/10/2030(2) | 800 | 812 |
|  4.97% (3 Month SOFR USD + 1.90%), 05/16/2029(2) | 3900 | 3958 |
|  5.50% (1 Year CMT Index + 2.65%), 08/09/2028(2) | 40000 | 40859 |
|  5.69% (SOFR + 1.74%), 03/12/2030(2) | 4000 | 4156 |
|  6.22% (SOFR + 2.98%), 05/09/2034(2) | 2022 | 2175 |
|  7.39% (1 Year CMT Index + 3.30%), 11/02/2028(2) | 3100 | 3288 |
|  7.44% (1 Year CMT Index + 3.50%), 11/02/2033(2) | 1400 | 1606 |
|  BGC Group, Inc. |  |  |
|  6.15%, 04/02/2030(1) | 9340 | 9569 |

---

------

---

| | | |
|:---|:---|:---|
|  Blackrock, Inc. |  |  |
|  3.75%, 07/18/2035 | 10040 | 12074 |
|  Blue Owl Finance LLC |  |  |
|  6.25%, 04/18/2034 | $18530 | 19433 |
|  BNP Paribas SA |  |  |
|  2.59% (5 Year CMT Index + 2.05%), 08/12/2035(1)(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20495 |
|  2.59% (SOFR + 1.23%), 01/20/2028(1)(2) | 22944 | 22449 |
|  5.09% (SOFR + 1.68%), 05/09/2031(1)(2) | 22353 | 22780 |
|  5.79% (SOFR + 1.62%), 01/13/2033(1)(2) | 16000 | 16792 |
|  Boston Properties LP |  |  |
|  2.90%, 03/15/2030 | 5000 | 4642 |
|  3.25%, 01/30/2031 | 21000 | 19528 |
|  3.40%, 06/21/2029 | 28631 | 27479 |
|  BPCE SA |  |  |
|  5.94% (SOFR + 1.85%), 05/30/2035(1)(2) | 5600 | 5866 |
|  6.29% (SOFR + 2.04%), 01/14/2036(1)(2) | 15046 | 16102 |
|  6.71% (SOFR + 2.27%), 10/19/2029(1)(2) | 8600 | 9130 |
|  7.00% (SOFR + 2.59%), 10/19/2034(1)(2) | 56600 | 63141 |
|  Brookfield Asset Management Ltd. |  |  |
|  5.80%, 04/24/2035 | 5470 | 5727 |
|  Brown & Brown, Inc. |  |  |
|  5.55%, 06/23/2035 | 3300 | 3395 |
|  CaixaBank SA |  |  |
|  5.58% (SOFR + 1.79%), 07/03/2036(1)(2) | 8105 | 8301 |
|  6.21% (SOFR + 2.70%), 01/18/2029(1)(2) | 7400 | 7696 |
|  Capital One Financial Corp. |  |  |
|  4.49% (SOFR + 1.25%), 09/11/2031(2) | 9625 | 9547 |
|  5.20% (SOFR + 1.63%), 09/11/2036(2) | 12560 | 12422 |
|  5.46% (SOFR + 1.56%), 07/26/2030(2) | 5000 | 5176 |
|  5.70% (SOFR + 1.91%), 02/01/2030(2) | 10500 | 10901 |
|  6.31% (SOFR + 2.64%), 06/08/2029(2) | 15000 | 15735 |
|  CBRE Open-Ended Funds SCA SICAV-SIF |  |  |
|  4.75%, 03/27/2034(18) | 7480 | 9265 |
|  Charles Schwab Corp. |  |  |
|  5.85% (SOFR + 2.50%), 05/19/2034(2) | $28500 | 30502 |
|  CIFI Holdings Group Co. Ltd. |  |  |
|  4.45%, 08/17/2026(6)(7) | 300 | 27 |
|  6.00%, 07/16/2025(6)(7) | 1755 | 171 |
|  6.45%, 11/07/2024(6)(7) | 660 | 65 |
|  Citadel LP |  |  |
|  6.00%, 01/23/2030(1) | 3855 | 4007 |
|  6.38%, 01/23/2032(1) | 2920 | 3091 |
|  Citibank N.A. |  |  |
|  4.91%, 05/29/2030 | 3280 | 3370 |
|  Citigroup, Inc. |  |  |
|  2.56% (SOFR + 1.17%), 05/01/2032(2) | 1729 | 1558 |
|  2.67% (SOFR + 1.15%), 01/29/2031(2) | 11515 | 10704 |
|  2.98% (SOFR + 1.42%), 11/05/2030(2) | 13308 | 12598 |
|  3.06% (SOFR + 1.35%), 01/25/2033(2) | 5299 | 4824 |
|  3.52% (3 Month Term SOFR + 1.41%), 10/27/2028(2) | 2201 | 2172 |
|  3.79% (SOFR + 1.94%), 03/17/2033(2) | 9051 | 8598 |
|  3.98% (3 Month Term SOFR + 1.60%), 03/20/2030(2) | 1568 | 1549 |
|  4.41% (SOFR + 3.91%), 03/31/2031(2) | 3027 | 3022 |
|  4.64% (SOFR + 1.14%), 05/07/2028(2) | 22750 | 22907 |
|  5.17% (SOFR + 1.36%), 02/13/2030(2) | 9627 | 9876 |
|  5.33% (SOFR + 1.47%), 03/27/2036(2) | 8130 | 8311 |
|  5.45% (SOFR + 1.45%), 06/11/2035(2) | 2381 | 2469 |
|  CNA Financial Corp. |  |  |
|  5.13%, 02/15/2034 | 2970 | 2997 |
|  CNO Financial Group, Inc. |  |  |
|  5.25%, 05/30/2029 | 3840 | 3906 |
|  CNO Global Funding |  |  |
|  4.88%, 12/10/2027(1) | 3200 | 3241 |
|  4.95%, 09/09/2029(1) | 2600 | 2652 |
|  5.88%, 06/04/2027(1) | 8600 | 8823 |
|  Cooperatieve Rabobank UA |  |  |
|  6.50%, 03/29/2170(5) | 3776 | 5107 |
|  COPT Defense Properties LP |  |  |
|  2.75%, 04/15/2031 | $1555 | 1408 |
|  CoStar Group, Inc. |  |  |
|  2.80%, 07/15/2030(1) | 11975 | 10963 |
|  Country Garden Holdings Co. Ltd. |  |  |
|  2.70%, 07/12/2026(6)(7) | 500 | 52 |
|  3.30%, 01/12/2031(6)(7) | 4895 | 513 |
|  3.88%, 10/22/2030(6)(7) | 300 | 32 |

---

------

---

| | | |
|:---|:---|:---|
|  Credicorp Capital Sociedad Titulizadora SA |  |  |
|  9.70%, 03/05/2045(1) | 13000 | 3941 |
|  10.10%, 12/15/2043(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3606 |
|  Credit Agricole SA |  |  |
|  4.63% (SOFR + 1.21%), 09/11/2028(1)(2) | $3300 | 3321 |
|  5.39% (SOFR + 1.21%), 09/11/2028(1)(2) | 6250 | 6293 |
|  Credit Opportunities Partners JV |  |  |
|  6.74%, 03/20/2030(18)(19) | 8400 | 8400 |
|  Crown Castle, Inc. |  |  |
|  2.10%, 04/01/2031 | 1938 | 1697 |
|  2.50%, 07/15/2031 | 1771 | 1577 |
|  3.30%, 07/01/2030 | 2000 | 1895 |
|  DaVinciRe Holdings Ltd. |  |  |
|  5.95%, 04/15/2035(1) | 3200 | 3310 |
|  Deutsche Bank AG |  |  |
|  2.13% (SOFR + 1.87%), 11/24/2026(2)(18) | 900 | 897 |
|  3.55% (SOFR + 3.04%), 09/18/2031(2) | 3700 | 3508 |
|  6.72% (SOFR + 3.18%), 01/18/2029(2) | 2400 | 2520 |
|  Digital Dutch Finco BV |  |  |
|  1.00%, 01/15/2032(18) | 2684 | 2710 |
|  3.88%, 03/15/2035(18) | 1644 | 1916 |
|  EPR Properties |  |  |
|  4.75%, 12/15/2026 | $140 | 140 |
|  4.95%, 04/15/2028 | 414 | 417 |
|  Equinix Europe 2 Financing Corp. LLC |  |  |
|  3.63%, 11/22/2034 | 7300 | 8417 |
|  Equinix, Inc. |  |  |
|  2.15%, 07/15/2030 | $21570 | 19463 |
|  Equitable Financial Life Global Funding |  |  |
|  1.70%, 11/12/2026(1) | 1055 | 1028 |
|  1.80%, 03/08/2028(1) | 7665 | 7237 |
|  Essential Properties LP |  |  |
|  5.40%, 12/01/2035 | 1800 | 1807 |
|  Extra Space Storage LP |  |  |
|  2.20%, 10/15/2030 | 4425 | 3967 |
|  2.35%, 03/15/2032 | 4150 | 3602 |
|  2.40%, 10/15/2031 | 244 | 215 |
|  2.55%, 06/01/2031 | 3 | 3 |
|  3.90%, 04/01/2029 | 4655 | 4589 |
|  5.90%, 01/15/2031 | 8695 | 9238 |
|  F&G Global Funding |  |  |
|  5.88%, 01/16/2030(1) | 9100 | 9452 |
|  Farmers Exchange Capital II |  |  |
|  6.15% (3 Month Term SOFR + 4.01%), 11/01/2053(1)(2) | 5700 | 5586 |
|  Farmers Exchange Capital III |  |  |
|  5.45% (3 Month Term SOFR + 3.72%), 10/15/2054(1)(2) | 8000 | 7490 |
|  Farmers Insurance Exchange |  |  |
|  4.75% (3 Month SOFR USD + 3.23%), 11/01/2057(1)(2) | 3000 | 2525 |
|  7.00% (10 Year CMT Index + 3.86%), 10/15/2064(1)(2) | 1860 | 1931 |
|  Fidelity National Financial, Inc. |  |  |
|  2.45%, 03/15/2031 | 6840 | 6060 |
|  3.40%, 06/15/2030 | 5874 | 5579 |
|  4.50%, 08/15/2028 | 15455 | 15535 |
|  First American Financial Corp. |  |  |
|  2.40%, 08/15/2031 | 6800 | 5907 |
|  5.45%, 09/30/2034 | 1500 | 1504 |
|  GA Global Funding Trust |  |  |
|  4.40%, 09/23/2027(1) | 12000 | 12024 |
|  5.20%, 12/09/2031(1) | 5700 | 5799 |
|  5.50%, 04/01/2032(1) | 9500 | 9750 |
|  GGAM Finance Ltd. |  |  |
|  8.00%, 02/15/2027(1) | 3050 | 3122 |
|  8.00%, 06/15/2028(1) | 2697 | 2855 |
|  Global Atlantic Finance Co. |  |  |
|  3.13%, 06/15/2031(1) | 2115 | 1909 |
|  4.40%, 10/15/2029(1) | 1127 | 1110 |
|  GLP Capital LP / GLP Financing II, Inc. |  |  |
|  3.25%, 01/15/2032 | 7120 | 6406 |
|  4.00%, 01/15/2031 | 1989 | 1904 |
|  5.25%, 02/15/2033 | 4900 | 4908 |
|  5.30%, 01/15/2029 | 1170 | 1191 |
|  5.63%, 09/15/2034 | 2100 | 2125 |
|  5.75%, 06/01/2028 | 10034 | 10312 |
|  6.75%, 12/01/2033 | 2755 | 2985 |

---

------

---

| | | |
|:---|:---|:---|
|  Goldman Sachs Group, Inc. |  |  |
|  1.43% (SOFR + 0.80%), 03/09/2027(2) | 43135 | 42579 |
|  1.54% (SOFR + 0.82%), 09/10/2027(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22713 |
|  1.95% (SOFR + 0.91%), 10/21/2027(2) | 8845 | 8637 |
|  4.22% (3 Month Term SOFR + 1.56%), 05/01/2029(2) | 8031 | 8040 |
|  4.48% (SOFR + 1.73%), 08/23/2028(2) | 19326 | 19447 |
|  4.69% (SOFR + 1.14%), 10/23/2030(2) | 8333 | 8439 |
|  5.02% (SOFR + 1.42%), 10/23/2035(2) | 10760 | 10832 |
|  5.22% (SOFR + 1.58%), 04/23/2031(2) | 1090 | 1127 |
|  5.54% (SOFR + 1.38%), 01/28/2036(2) | 1965 | 2051 |
|  5.73% (SOFR + 1.27%), 04/25/2030(2) | 13322 | 13938 |
|  Guardian Life Global Funding |  |  |
|  1.63%, 09/16/2028(1) | 5000 | 4663 |
|  HA Sustainable Infrastructure Capital, Inc. |  |  |
|  6.38%, 07/01/2034 | 10000 | 10177 |
|  Hanover Insurance Group, Inc. |  |  |
|  5.50%, 09/01/2035 | 4200 | 4250 |
|  Healthcare Realty Holdings LP |  |  |
|  2.00%, 03/15/2031 | 3 | 3 |
|  3.10%, 02/15/2030 | 4438 | 4176 |
|  3.50%, 08/01/2026 | 2000 | 1986 |
|  3.63%, 01/15/2028 | 1092 | 1074 |
|  Healthpeak OP LLC |  |  |
|  2.88%, 01/15/2031 | 1980 | 1824 |
|  3.50%, 07/15/2029 | 231 | 224 |
|  Host Hotels & Resorts LP |  |  |
|  5.50%, 04/15/2035 | 33880 | 34103 |
|  5.70%, 06/15/2032 | 1800 | 1854 |
|  HSBC Holdings Plc |  |  |
|  2.01% (SOFR + 1.73%), 09/22/2028(2) | 5045 | 4833 |
|  2.21% (SOFR + 1.29%), 08/17/2029(2) | 1800 | 1699 |
|  2.36% (SOFR + 1.95%), 08/18/2031(2) | 24850 | 22491 |
|  2.85% (SOFR + 2.39%), 06/04/2031(2) | 10000 | 9298 |
|  3.97% (3 Month Term SOFR + 1.87%), 05/22/2030(2) | 10000 | 9849 |
|  4.58% (3 Month Term SOFR + 1.80%), 06/19/2029(2) | 3200 | 3223 |
|  5.21% (SOFR + 2.61%), 08/11/2028(2) | 10500 | 10679 |
|  5.74% (SOFR + 1.96%), 09/10/2036(2) | 26700 | 27242 |
|  6.55% (SOFR + 2.98%), 06/20/2034(2) | 10000 | 10794 |
|  Hudson Pacific Properties LP |  |  |
|  3.25%, 01/15/2030 | 2152 | 1848 |
|  3.95%, 11/01/2027 | 12560 | 12083 |
|  Icahn Enterprises LP / Icahn Enterprises Finance Corp. |  |  |
|  9.00%, 06/15/2030 | 5077 | 4895 |
|  9.75%, 01/15/2029 | 4564 | 4606 |
|  ING Groep NV |  |  |
|  6.11% (SOFR + 2.09%), 09/11/2034(2) | 4225 | 4570 |
|  Intesa Sanpaolo SpA |  |  |
|  6.63%, 06/20/2033 | 20000 | 22017 |
|  7.20%, 11/28/2033 | 1100 | 1253 |
|  7.20%, 11/28/2033(1) | 7000 | 7977 |
|  Invitation Homes Operating Partnership LP |  |  |
|  4.15%, 04/15/2032 | 4 | 4 |
|  4.88%, 02/01/2035 | 4480 | 4424 |
|  5.50%, 08/15/2033 | 1 | 1 |
|  Jackson National Life Global Funding |  |  |
|  4.60%, 10/01/2029(1) | 16700 | 16830 |
|  4.90%, 01/13/2027(1) | 12400 | 12501 |
|  5.30% (SOFR + 0.97%), 01/14/2028(1)(2) | 8000 | 8028 |
|  Jane Street Group / JSG Finance, Inc. |  |  |
|  6.75%, 05/01/2033(1) | 2814 | 2923 |
|  Jefferies Financial Group, Inc. |  |  |
|  5.88%, 07/21/2028 | 10330 | 10755 |
|  6.20%, 04/14/2034 | 14090 | 14980 |
|  6.25%, 01/15/2036 | 1430 | 1525 |
|  6.50%, 01/20/2043 | 1125 | 1208 |
|  JP Morgan Chase & Co. |  |  |
|  1.04% (3 Month Term SOFR + 0.70%), 02/04/2027(2) | 6799 | 6724 |
|  1.47% (SOFR + 0.77%), 09/22/2027(2) | 60 | 58 |
|  1.58% (SOFR + 0.89%), 04/22/2027(2) | 25398 | 25033 |
|  1.76% (3 Month Term SOFR + 1.11%), 11/19/2031(2) | 5170 | 4564 |
|  1.95% (SOFR + 1.07%), 02/04/2032(2) | 5064 | 4476 |
|  2.07% (SOFR + 1.02%), 06/01/2029(2) | 2990 | 2837 |
|  2.52% (SOFR + 2.04%), 04/22/2031(2) | 18640 | 17289 |
|  2.55% (SOFR + 1.18%), 11/08/2032(2) | 4050 | 3633 |
|  2.58% (3 Month Term SOFR + 1.25%), 04/22/2032(2) | 5561 | 5054 |
|  2.74% (3 Month Term SOFR + 1.51%), 10/15/2030(2) | 6869 | 6487 |
|  2.95% (SOFR + 1.17%), 02/24/2028(2) | 8197 | 8068 |

---

------

---

| | | |
|:---|:---|:---|
|  2.96% (3 Month Term SOFR + 2.52%), 05/13/2031(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26565 |
|  2.96% (SOFR + 1.26%), 01/25/2033(2) | 4991 | 4566 |
|  4.51% (SOFR + 0.86%), 10/22/2028(2) | 21175 | 21356 |
|  4.92% (SOFR + 0.80%), 01/24/2029(2) | 165 | 168 |
|  5.01% (SOFR + 1.31%), 01/23/2030(2) | 3735 | 3826 |
|  5.10% (SOFR + 1.44%), 04/22/2031(2) | 23048 | 23811 |
|  JPMorgan Chase & Co. |  |  |
|  1.05% (SOFR + 0.80%), 11/19/2026(2) | 11150 | 11100 |
|  4.95% (SOFR + 1.34%), 10/22/2035(2) | 6620 | 6676 |
|  5.00% (SOFR + 1.13%), 07/22/2030(2) | 300 | 308 |
|  5.04% (SOFR + 1.19%), 01/23/2028(2) | 7239 | 7321 |
|  5.50% (SOFR + 1.32%), 01/24/2036(2) | 14235 | 14893 |
|  5.57% (SOFR + 0.93%), 04/22/2028(2) | 12231 | 12498 |
|  5.57% (SOFR + 1.68%), 04/22/2036(2) | 12310 | 12975 |
|  6.50% (5 Year CMT Index + 2.15%), 04/01/2174(2) | 29915 | 30966 |
|  Lloyds Banking Group Plc |  |  |
|  3.75% (1 Year CMT Index + 1.80%), 03/18/2028(2) | 15000 | 14898 |
|  4.82% (1 Year CMT Index + 0.83%), 06/13/2029(2) | 31094 | 31527 |
|  5.09% (1 Year CMT Index + 0.85%), 11/26/2028(2) | 9300 | 9466 |
|  5.30% (SOFR + 1.06%), 11/26/2028(2) | 17000 | 17092 |
|  7.95% (1 Year CMT Index + 3.75%), 11/15/2033(2) | 4475 | 5211 |
|  Logan Group Co. Ltd. |  |  |
|  4.25%, 07/12/2025(6)(7) | 2205 | 183 |
|  4.85%, 12/14/2026(6)(7) | 2995 | 249 |
|  LPL Holdings, Inc. |  |  |
|  5.15%, 06/15/2030 | 10100 | 10280 |
|  LSEGA Financing Plc |  |  |
|  2.00%, 04/06/2028(1) | 5640 | 5349 |
|  LXP Industrial Trust |  |  |
|  2.38%, 10/01/2031 | 2050 | 1778 |
|  Macquarie Airfinance Holdings Ltd. |  |  |
|  5.15%, 03/17/2030(1) | 3255 | 3301 |
|  5.20%, 03/27/2028(1) | 10370 | 10547 |
|  Marex Group Plc |  |  |
|  6.40%, 11/04/2029 | 2100 | 2165 |
|  Marsh & McLennan Companies, Inc. |  |  |
|  5.00%, 03/15/2035 | 20635 | 20887 |
|  Metropolitan Life Global Funding I |  |  |
|  5.15%, 03/28/2033(1) | 5610 | 5811 |
|  Morgan Stanley |  |  |
|  0.00%, 04/02/2032(5)(18) | 14800 | 10666 |
|  1.59% (SOFR + 0.88%), 05/04/2027(2) | 7420 | 7303 |
|  1.79% (SOFR + 1.03%), 02/13/2032(2) | 3851 | 3359 |
|  1.93% (SOFR + 1.02%), 04/28/2032(2) | 3379 | 2949 |
|  2.24% (SOFR + 1.18%), 07/21/2032(2) | 16133 | 14249 |
|  2.48% (SOFR + 1.36%), 09/16/2036(2) | 20625 | 17915 |
|  2.51% (SOFR + 1.20%), 10/20/2032(2) | 3515 | 3136 |
|  2.70% (SOFR + 1.14%), 01/22/2031(2) | 3376 | 3155 |
|  2.94% (SOFR + 1.29%), 01/21/2033(2) | 4483 | 4076 |
|  3.22% (SOFR + 1.49%), 04/22/2042(2) | 751 | 587 |
|  5.12% (SOFR + 1.73%), 02/01/2029(2) | 12000 | 12259 |
|  5.25% (SOFR + 1.87%), 04/21/2034(2) | 237 | 244 |
|  5.42% (SOFR + 1.88%), 07/21/2034(2) | 5875 | 6121 |
|  5.59% (SOFR + 1.42%), 01/18/2036(2) | 9550 | 9999 |
|  5.83% (SOFR + 1.58%), 04/19/2035(2) | 16265 | 17339 |
|  5.94% (5 Year CMT Index + 1.80%), 02/07/2039(2) | 35780 | 37461 |
|  5.95% (5 Year CMT Index + 2.43%), 01/19/2038(2) | 2945 | 3088 |
|  Morgan Stanley Bank N.A. |  |  |
|  5.01% (SOFR + 0.69%), 10/15/2027(2) | 5600 | 5612 |
|  Morgan Stanley Private Bank N.A. |  |  |
|  4.73% (SOFR + 1.08%), 07/18/2031(2) | 17669 | 17933 |
|  Mutual of Omaha Cos Global Funding |  |  |
|  5.00%, 04/01/2030(1) | 5300 | 5415 |
|  National Health Investors, Inc. |  |  |
|  5.35%, 02/01/2033 | 2400 | 2381 |
|  Nationwide Building Society |  |  |
|  3.96% (3 Month SOFR USD + 1.86%), 07/18/2030(1)(2) | 5650 | 5558 |
|  4.30% (3 Month SOFR USD + 1.45%), 03/08/2029(1)(2) | 6100 | 6094 |
|  NatWest Group Plc |  |  |
|  3.03% (5 Year CMT Index + 2.35%), 11/28/2035(2) | 5293 | 4841 |
|  4.45% (3 Month SOFR USD + 1.87%), 05/08/2030(2) | 4390 | 4401 |
|  4.89% (3 Month SOFR USD + 1.75%), 05/18/2029(2) | 24817 | 25207 |
|  4.96% (1 Year CMT Index + 1.22%), 08/15/2030(2) | 11300 | 11508 |
|  5.08% (3 Month SOFR USD + 1.91%), 01/27/2030(2) | 6600 | 6741 |
|  5.52% (1 Year CMT Index + 2.27%), 09/30/2028(2) | 10900 | 11171 |

---

------

---

| | | |
|:---|:---|:---|
|  5.81% (1 Year CMT Index + 1.95%), 09/13/2029(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12303 |
|  6.48% (5 Year CMT Index + 2.20%), 06/01/2034(2) | 14560 | 15315 |
|  New York Life Global Funding |  |  |
|  2.35%, 07/14/2026(1) | 1000 | 987 |
|  NLG Global Funding |  |  |
|  4.35%, 09/15/2030(1) | 20365 | 20152 |
|  Nomura Holdings, Inc. |  |  |
|  2.17%, 07/14/2028 | 19200 | 18140 |
|  4.90%, 07/01/2030 | 4400 | 4463 |
|  Norinchukin Bank |  |  |
|  5.09%, 10/16/2029(1) | 2100 | 2146 |
|  Northwestern Mutual Life Insurance Co. |  |  |
|  3.45%, 03/30/2051(1) | 2420 | 1717 |
|  Panama Infrastructure Receivable Purchaser Plc |  |  |
|  0.00%, 04/05/2032(1) | 7059 | 5294 |
|  PNC Financial Services Group, Inc. |  |  |
|  6.88% (SOFR + 2.28%), 10/20/2034(2) | 3848 | 4360 |
|  Prime Investment Ltd. |  |  |
|  11.00%, 05/01/2030(1)(19) | 2158 | 2154 |
|  Realty Income Corp. |  |  |
|  3.38%, 06/20/2031 | 3452 | 4065 |
|  3.40%, 01/15/2030 | $4450 | 4308 |
|  Rexford Industrial Realty LP |  |  |
|  2.15%, 09/01/2031 | 1135 | 987 |
|  RGA Global Funding |  |  |
|  5.05%, 12/06/2031(1) | 10600 | 10809 |
|  Rocket Mortgage LLC / Rocket Mortgage Co.-Issuer, Inc. |  |  |
|  2.88%, 10/15/2026(1) | 2655 | 2601 |
|  3.63%, 03/01/2029 | 4385 | 4183 |
|  3.88%, 03/01/2031(1) | 29710 | 27744 |
|  4.00%, 10/15/2033(1) | 29285 | 26746 |
|  Sammons Financial Group Global Funding |  |  |
|  5.10%, 12/10/2029(1) | 6400 | 6578 |
|  Sammons Financial Group, Inc. |  |  |
|  6.88%, 04/15/2034(1) | 3700 | 4074 |
|  Santander Holdings USA, Inc. |  |  |
|  5.35% (SOFR + 1.94%), 09/06/2030(2) | 4600 | 4691 |
|  5.74% (SOFR + 1.88%), 03/20/2031(2) | 7900 | 8156 |
|  Santander UK Group Holdings Plc |  |  |
|  1.67% (SOFR + 0.99%), 06/14/2027(2) | 3939 | 3866 |
|  2.47% (SOFR + 1.22%), 01/11/2028(2) | 800 | 781 |
|  3.82% (3 Month SOFR USD + 1.40%), 11/03/2028(2) | 4990 | 4940 |
|  4.86% (SOFR + 1.55%), 09/11/2030(2) | 5300 | 5360 |
|  5.69% (SOFR + 1.52%), 04/15/2031(2) | 14600 | 15232 |
|  6.53% (SOFR + 2.60%), 01/10/2029(2) | 800 | 837 |
|  SBA Tower Trust |  |  |
|  1.84%, 04/15/2027(1) | 7400 | 7068 |
|  4.83%, 10/15/2029(1) | 11000 | 11071 |
|  Sberbank of Russia Via SB Capital SA |  |  |
|  5.13%, 10/29/2049 | 1300 | 65 |
|  Shimao Group Holdings Ltd. |  |  |
|  5.00%, 07/21/2031(1) | 193 | 8 |
|  Simon Property Group LP |  |  |
|  2.65%, 07/15/2030 | 3540 | 3297 |
|  Sino-Ocean Group Holding Ltd. |  |  |
|  3.00%, 03/27/2033(1) | 1577 | 205 |
|  SOCAR Turkey Enerji AS via Steas Funding 1 DAC |  |  |
|  7.23%, 03/17/2026 | 3400 | 3390 |
|  Societe Generale SA |  |  |
|  5.44% (SOFR + 1.73%), 10/03/2036(1)(2) | 29090 | 29015 |
|  6.69% (1 Year CMT Index + 2.95%), 01/10/2034(1)(2) | 19000 | 20695 |
|  Stewart Information Services Corp. |  |  |
|  3.60%, 11/15/2031 | 18925 | 16953 |
|  Suci Second Investment Co. |  |  |
|  4.38%, 09/10/2027 | 6000 | 6000 |
|  Sunac China Holdings Ltd. |  |  |
|  6.00%, 09/30/2025(1)(6)(7) | 27 | 4 |
|  6.25%, 09/30/2026(1)(6)(7) | 27 | 4 |
|  6.50%, 09/30/2027(1)(6)(7) | 54 | 8 |
|  6.75%, 09/30/2028(1)(6)(7) | 82 | 12 |
|  7.00%, 09/30/2029(1)(6)(7) | 82 | 12 |
|  7.25%, 09/30/2030(1)(6)(7) | 39 | 6 |
|  Synchrony Financial |  |  |
|  5.45% (SOFR + 1.68%), 03/06/2031(2) | 14275 | 14546 |
|  5.94% (SOFR + 2.13%), 08/02/2030(2) | 10945 | 11345 |
|  6.00% (SOFR + 2.07%), 07/29/2036(2) | 13900 | 14217 |

---

------

---

| | | |
|:---|:---|:---|
|  Teachers Insurance & Annuity Association of America |  |  |
|  4.27%, 05/15/2047(1) | 515 | 427 |
|  4.90%, 09/15/2044(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391 |
|  Times China Holdings Ltd. |  |  |
|  5.75%, 01/14/2027(6)(7) | 5214 | 169 |
|  6.20%, 03/22/2026(6)(7) | 1950 | 65 |
|  6.75%, 07/08/2025(6)(7) | 1715 | 56 |
|  U.S. Bancorp |  |  |
|  5.85% (SOFR + 2.09%), 10/21/2033(2) | 599 | 639 |
|  UBS AG |  |  |
|  7.50%, 02/15/2028 | 44900 | 48341 |
|  UBS Group AG |  |  |
|  1.31% (SOFR + 0.98%), 02/02/2027(1)(2) | 10300 | 10193 |
|  3.09% (SOFR + 1.73%), 05/14/2032(1)(2) | 22500 | 20821 |
|  4.19% (SOFR + 3.73%), 04/01/2031(1)(2) | 28864 | 28536 |
|  5.58% (SOFR + 1.76%), 05/09/2036(1)(2) | 19700 | 20506 |
|  5.62% (1 Year SOFR Swap Rate + 1.34%), 09/13/2030(1)(2) | 51200 | 53473 |
|  5.70% (1 Year CMT Index + 1.77%), 02/08/2035(1)(2) | 15240 | 16055 |
|  5.96% (1 Year CMT Index + 2.20%), 01/12/2034(1)(2) | 31000 | 33160 |
|  6.25% (1 Year CMT Index + 1.80%), 09/22/2029(1)(2) | 3300 | 3482 |
|  6.54% (SOFR + 3.92%), 08/12/2033(1)(2) | 24550 | 27081 |
|  7.75% (CMS 1 Year Rate EUR + 4.95%), 03/01/2029(2) | 1400 | 1832 |
|  9.02% (SOFR + 5.02%), 11/15/2033(1)(2) | $5535 | 6935 |
|  UniCredit SpA |  |  |
|  3.13% (1 Year CMT Index + 1.55%), 06/03/2032(1)(2) | 7680 | 7077 |
|  5.46% (5 Year CMT Index + 4.75%), 06/30/2035(1)(2) | 35080 | 35366 |
|  7.30% (5 Year 1100 Run ICE Swap Rate USD + 4.91%), 04/02/2034(1)(2) | 20986 | 22412 |
|  Uniti Group LP / Uniti Group Finance 2019, Inc. / CSL Capital LLC |  |  |
|  10.50%, 02/15/2028(1) | 1311 | 1381 |
|  VICI Properties LP |  |  |
|  5.13%, 11/15/2031 | 7550 | 7660 |
|  5.13%, 05/15/2032 | 3470 | 3504 |
|  5.63%, 04/01/2035 | 8300 | 8498 |
|  VICI Properties LP / VICI Note Co., Inc. |  |  |
|  3.75%, 02/15/2027(1) | 5000 | 4945 |
|  3.88%, 02/15/2029(1) | 5969 | 5828 |
|  4.13%, 08/15/2030(1) | 11350 | 10969 |
|  4.50%, 09/01/2026(1) | 5000 | 5000 |
|  4.50%, 01/15/2028(1) | 5000 | 4990 |
|  5.75%, 02/01/2027(1) | 1216 | 1231 |
|  Voyager Aviation Holdings LLC |  |  |
|  8.50%, 05/09/2026(1)(6)(7) | 30 | 1 |
|  Wells Fargo & Co. |  |  |
|  2.39% (SOFR + 2.10%), 06/02/2028(2) | 6880 | 6688 |
|  2.57% (3 Month Term SOFR + 1.26%), 02/11/2031(2) | 8149 | 7573 |
|  2.88% (3 Month Term SOFR + 1.43%), 10/30/2030(2) | 16340 | 15471 |
|  3.20% (3 Month Term SOFR + 1.43%), 06/17/2027(2) | 13648 | 13552 |
|  3.35% (SOFR + 1.50%), 03/02/2033(2) | 9711 | 9040 |
|  3.53% (SOFR + 1.51%), 03/24/2028(2) | 12380 | 12270 |
|  4.81% (SOFR + 1.98%), 07/25/2028(2) | 20000 | 20236 |
|  4.89% (SOFR + 1.34%), 09/15/2036(2) | 8470 | 8453 |
|  4.90% (SOFR + 2.10%), 07/25/2033(2) | 7979 | 8106 |
|  4.90% (SOFR + 0.78%), 01/24/2028(2) | 15000 | 15138 |
|  5.15% (SOFR + 1.50%), 04/23/2031(2) | 1235 | 1274 |
|  5.21% (SOFR + 1.38%), 12/03/2035(2) | 3725 | 3806 |
|  5.24% (SOFR + 1.11%), 01/24/2031(2) | 26765 | 27691 |
|  5.38% (SOFR + 1.07%), 04/22/2028(2) | 18600 | 18716 |
|  5.39% (SOFR + 2.02%), 04/24/2034(2) | 4494 | 4670 |
|  5.50% (SOFR + 1.78%), 01/23/2035(2) | 2565 | 2676 |
|  5.57% (SOFR + 1.74%), 07/25/2029(2) | 3650 | 3783 |
|  5.61% (SOFR + 1.74%), 04/23/2036(2) | 20250 | 21251 |
|  5.71% (SOFR + 1.07%), 04/22/2028(2) | 7710 | 7889 |
|  Weyerhaeuser Co. |  |  |
|  4.00%, 04/15/2030 | 9630 | 9497 |
|  Willis North America, Inc. |  |  |
|  5.35%, 05/15/2033 | 2890 | 2991 |
|  WP Carey, Inc. |  |  |
|  4.25%, 07/23/2032 | 4105 | 4991 |
|  Total Financials | Total Financials | 3584945 |
|  **Industrials – 1.88%** |  |  |
|  Amcor Finance USA, Inc. |  |  |
|  3.63%, 04/28/2026 | $12260 | 12202 |
|  Amcor Flexibles North America, Inc. |  |  |
|  5.50%, 03/17/2035 | 14365 | 14792 |

---

------

---

| | | |
|:---|:---|:---|
|  Amphenol Corp. |  |  |
|  5.00%, 01/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11106 |
|  5.25%, 04/05/2034 | 4155 | 4334 |
|  Amrize Finance U.S. LLC |  |  |
|  5.40%, 04/07/2035(1) | 9335 | 9616 |
|  Ardagh Packaging Finance Plc / Ardagh Holdings USA, Inc. |  |  |
|  4.13%, 08/15/2026(1) | 1475 | 1416 |
|  5.25%, 08/15/2027(1) | 445 | 169 |
|  5.25%, 08/15/2027(1) | 9556 | 3631 |
|  Aurizon Network Pty Ltd. |  |  |
|  2.90%, 09/02/2030(18) | 2180 | 1302 |
|  6.10%, 09/12/2031(18) | 4670 | 3213 |
|  BAE Systems Plc |  |  |
|  3.40%, 04/15/2030(1) | $7045 | 6790 |
|  5.25%, 03/26/2031(1) | 1595 | 1654 |
|  5.30%, 03/26/2034(1) | 26715 | 27683 |
|  Berry Global, Inc. |  |  |
|  1.57%, 01/15/2026 | 1353 | 1341 |
|  1.65%, 01/15/2027 | 2340 | 2267 |
|  4.88%, 07/15/2026(1) | 8658 | 8659 |
|  Boeing Co. |  |  |
|  2.20%, 02/04/2026 | 50426 | 50045 |
|  3.63%, 02/01/2031 | 18979 | 18178 |
|  5.15%, 05/01/2030 | 22725 | 23319 |
|  5.71%, 05/01/2040 | 13561 | 13837 |
|  5.81%, 05/01/2050 | 36315 | 36282 |
|  5.93%, 05/01/2060 | 845 | 844 |
|  6.26%, 05/01/2027 | 14330 | 14744 |
|  6.39%, 05/01/2031 | 3830 | 4171 |
|  6.53%, 05/01/2034 | 7335 | 8109 |
|  6.86%, 05/01/2054 | 19180 | 21879 |
|  7.01%, 05/01/2064 | 5815 | 6732 |
|  Cemex SAB de CV |  |  |
|  3.88%, 07/11/2031 | 11915 | 11308 |
|  3.88%, 07/11/2031(1) | 30250 | 28709 |
|  5.13% (5 Year CMT Index + 4.53%), 09/08/2174(1)(2) | 5670 | 5646 |
|  5.20%, 09/17/2030(1) | 25900 | 26204 |
|  5.45%, 11/19/2029(1) | 11215 | 11346 |
|  Clean Harbors, Inc. |  |  |
|  5.75%, 10/15/2033(1) | 12875 | 12987 |
|  Dyno Nobel Ltd. |  |  |
|  5.40%, 11/08/2032 | 3780 | 2515 |
|  Gatwick Funding Ltd. |  |  |
|  3.63%, 10/16/2033(18) | 1100 | 1290 |
|  GFL Environmental, Inc. |  |  |
|  4.38%, 08/15/2029(1) | $2710 | 2644 |
|  6.75%, 01/15/2031(1) | 2450 | 2564 |
|  Heathrow Funding Ltd. |  |  |
|  1.13%, 10/08/2030(18) | 7865 | 8362 |
|  3.88%, 01/16/2036(18) | 690 | 804 |
|  6.45%, 12/10/2031 | 3420 | 4897 |
|  Ingersoll Rand, Inc. |  |  |
|  5.70%, 08/14/2033 | $20320 | 21586 |
|  Jabil, Inc. |  |  |
|  3.00%, 01/15/2031 | 2470 | 2275 |
|  Jacobs Engineering Group, Inc. |  |  |
|  6.35%, 08/18/2028 | 15265 | 16119 |
|  JH North America Holdings, Inc. |  |  |
|  5.88%, 01/31/2031(1) | 4985 | 5061 |
|  6.13%, 07/31/2032(1) | 7105 | 7277 |
|  L3Harris Technologies, Inc. |  |  |
|  5.35%, 06/01/2034 | 21125 | 21891 |
|  5.40%, 07/31/2033 | 14260 | 14864 |
|  Lockheed Martin Corp. |  |  |
|  4.50%, 05/15/2036 | 2970 | 2907 |
|  4.80%, 08/15/2034 | 860 | 870 |
|  Nordson Corp. |  |  |
|  5.80%, 09/15/2033 | 2660 | 2838 |
|  Oregon Tool Lux LP |  |  |
|  7.88%, 10/15/2029(1) | 1706 | 887 |
|  Otis Worldwide Corp. |  |  |
|  5.13%, 11/19/2031 | 4360 | 4520 |
|  5.13%, 09/04/2035 | 3055 | 3091 |
|  Owens Corning |  |  |
|  5.70%, 06/15/2034 | 30495 | 32124 |

---

------

---

| | | |
|:---|:---|:---|
|  Pacific National Finance Pty Ltd. |  |  |
|  3.70%, 09/24/2029 | 10410 | 6401 |
|  Rolls-Royce Plc |  |  |
|  3.63%, 10/14/2025(1) | $10000 | 9996 |
|  5.75%, 10/15/2027(1) | 13800 | 14176 |
|  RTX Corp. |  |  |
|  2.38%, 03/15/2032 | 2170 | 1917 |
|  5.15%, 02/27/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17794 |
|  6.00%, 03/15/2031 | 5500 | 5937 |
|  6.10%, 03/15/2034 | 33790 | 37001 |
|  Sealed Air Corp./Sealed Air Corp. U.S. |  |  |
|  7.25%, 02/15/2031(1) | 1142 | 1198 |
|  Sensata Technologies BV |  |  |
|  5.88%, 09/01/2030(1) | 630 | 634 |
|  Sensata Technologies, Inc. |  |  |
|  3.75%, 02/15/2031(1) | 4275 | 3945 |
|  SMBC Aviation Capital Finance DAC |  |  |
|  5.10%, 04/01/2030(1) | 10505 | 10735 |
|  5.30%, 04/03/2029(1) | 7195 | 7388 |
|  5.45%, 05/03/2028(1) | 9005 | 9231 |
|  TD SYNNEX Corp. |  |  |
|  6.10%, 04/12/2034 | 11215 | 11923 |
|  Textron, Inc. |  |  |
|  3.00%, 06/01/2030 | 23695 | 22295 |
|  6.10%, 11/15/2033 | 15175 | 16393 |
|  TransDigm, Inc. |  |  |
|  6.38%, 03/01/2029(1) | 15000 | 15336 |
|  Trimble, Inc. |  |  |
|  6.10%, 03/15/2033 | 16585 | 17829 |
|  Veralto Corp. |  |  |
|  5.45%, 09/18/2033 | 19210 | 20088 |
|  Waste Management, Inc. |  |  |
|  4.95%, 03/15/2035 | 16245 | 16488 |
|  Total Industrials | Total Industrials | 810606 |
|  **Technology – 2.06%** |  |  |
|  Amdocs Ltd. |  |  |
|  2.54%, 06/15/2030 | 7803 | 7149 |
|  Atlassian Corp. |  |  |
|  5.25%, 05/15/2029 | 12080 | 12419 |
|  5.50%, 05/15/2034 | 26815 | 27625 |
|  Beignet Project |  |  |
|  6.85%, 06/01/2049(1) | 195270 | 195270 |
|  Broadcom, Inc. |  |  |
|  2.45%, 02/15/2031(1) | 22360 | 20337 |
|  2.60%, 02/15/2033(1) | 4420 | 3880 |
|  3.14%, 11/15/2035(1) | 11335 | 9807 |
|  3.42%, 04/15/2033(1) | 7916 | 7326 |
|  3.47%, 04/15/2034(1) | 15263 | 13929 |
|  4.15%, 02/15/2028 | 9600 | 9625 |
|  4.15%, 11/15/2030 | 8850 | 8815 |
|  4.15%, 04/15/2032(1) | 3865 | 3790 |
|  4.35%, 02/15/2030 | 9300 | 9346 |
|  4.55%, 02/15/2032 | 7600 | 7653 |
|  4.80%, 10/15/2034 | 13800 | 13897 |
|  CDW LLC / CDW Finance Corp. |  |  |
|  3.25%, 02/15/2029 | 8825 | 8452 |
|  3.28%, 12/01/2028 | 8015 | 7742 |
|  3.57%, 12/01/2031 | 51985 | 48532 |
|  5.55%, 08/22/2034 | 15410 | 15801 |
|  Constellation Software, Inc./Canada |  |  |
|  5.16%, 02/16/2029(1) | 11695 | 11943 |
|  Dell International LLC / EMC Corp. |  |  |
|  5.00%, 04/01/2030 | 17650 | 18079 |
|  5.10%, 02/15/2036 | 15610 | 15523 |
|  Entegris, Inc. |  |  |
|  4.75%, 04/15/2029(1) | 24450 | 24240 |
|  Fair Isaac Corp. |  |  |
|  6.00%, 05/15/2033(1) | 3770 | 3817 |
|  Fiserv, Inc. |  |  |
|  4.55%, 02/15/2031 | 8975 | 9008 |
|  5.63%, 08/21/2033 | 26845 | 28183 |
|  Foundry JV Holdco LLC |  |  |
|  5.50%, 01/25/2031(1) | 940 | 975 |
|  Gartner, Inc. |  |  |
|  3.63%, 06/15/2029(1) | 4920 | 4714 |

---

------

---

| | | |
|:---|:---|:---|
|  Helios Software Holdings, Inc. / ION Corporate Solutions Finance Sarl |  |  |
|  8.75%, 05/01/2029(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1973 |
|  Intel Corp. |  |  |
|  2.00%, 08/12/2031 | 7020 | 6141 |
|  3.05%, 08/12/2051 | 1233 | 782 |
|  3.25%, 11/15/2049 | 16385 | 10888 |
|  3.73%, 12/08/2047 | 2750 | 2031 |
|  4.90%, 08/05/2052 | 1500 | 1290 |
|  Leidos, Inc. |  |  |
|  2.30%, 02/15/2031 | 4000 | 3569 |
|  4.38%, 05/15/2030 | 1685 | 1680 |
|  5.40%, 03/15/2032 | 4455 | 4628 |
|  5.50%, 03/15/2035 | 9020 | 9346 |
|  5.75%, 03/15/2033 | 30755 | 32483 |
|  Micron Technology, Inc. |  |  |
|  5.88%, 09/15/2033 | 29025 | 30877 |
|  6.05%, 11/01/2035 | 9365 | 10006 |
|  MSCI, Inc. |  |  |
|  5.25%, 09/01/2035 | 16715 | 16853 |
|  NetApp, Inc. |  |  |
|  5.50%, 03/17/2032 | 7740 | 8053 |
|  5.70%, 03/17/2035 | 7095 | 7417 |
|  Open Text Corp. |  |  |
|  6.90%, 12/01/2027(1) | 13365 | 13905 |
|  Oracle Corp. |  |  |
|  2.80%, 04/01/2027 | 2410 | 2363 |
|  2.95%, 04/01/2030 | 23000 | 21671 |
|  3.60%, 04/01/2050 | 14135 | 9950 |
|  3.95%, 03/25/2051 | 2905 | 2160 |
|  4.00%, 11/15/2047 | 2491 | 1931 |
|  4.80%, 08/03/2028 | 8695 | 8841 |
|  5.20%, 09/26/2035 | 23975 | 24107 |
|  5.95%, 09/26/2055 | 5000 | 4985 |
|  6.50%, 04/15/2038 | 4215 | 4622 |
|  Paychex, Inc. |  |  |
|  5.10%, 04/15/2030 | 1300 | 1338 |
|  5.35%, 04/15/2032 | 7510 | 7793 |
|  5.60%, 04/15/2035 | 5875 | 6150 |
|  Synopsys, Inc. |  |  |
|  4.85%, 04/01/2030 | 22500 | 22918 |
|  5.15%, 04/01/2035 | 9840 | 10010 |
|  5.70%, 04/01/2055 | 11540 | 11647 |
|  Take-Two Interactive Software, Inc. |  |  |
|  4.00%, 04/14/2032 | 1448 | 1393 |
|  VMware LLC |  |  |
|  1.40%, 08/15/2026 | 17859 | 17462 |
|  2.20%, 08/15/2031 | 12716 | 11216 |
|  Western Digital Corp. |  |  |
|  2.85%, 02/01/2029 | 4080 | 3836 |
|  4.75%, 02/15/2026 | 1870 | 1869 |
|  Xerox Corp. |  |  |
|  10.25%, 10/15/2030(1) | 3115 | 3164 |
|  Total Technology | Total Technology | 889225 |
|  **Utilities – 2.11%** |  |  |
|  AEP Transmission Co. LLC |  |  |
|  5.38%, 06/15/2035 | 5915 | 6120 |
|  Alabama Power Co. |  |  |
|  5.10%, 04/02/2035 | 1425 | 1456 |
|  Alliant Energy Corp. |  |  |
|  5.75% (5 Year CMT Index + 2.08%), 04/01/2056(2) | 10450 | 10463 |
|  Alliant Energy Finance LLC |  |  |
|  1.40%, 03/15/2026(1) | 925 | 912 |
|  American Electric Power Co., Inc. |  |  |
|  5.20%, 01/15/2029 | 21904 | 22585 |
|  5.80% (5 Year CMT Index + 2.13%), 03/15/2056(2) | 15480 | 15426 |
|  American Transmission Systems, Inc. |  |  |
|  2.65%, 01/15/2032(1) | 7200 | 6460 |
|  AmeriGas Partners LP / AmeriGas Finance Corp. |  |  |
|  9.38%, 06/01/2028(1) | 2983 | 3065 |
|  9.50%, 06/01/2030(1) | 2874 | 3009 |
|  Amprion GmbH |  |  |
|  0.63%, 09/23/2033(18) | 6300 | 5946 |
|  Arizona Public Service Co. |  |  |
|  3.35%, 05/15/2050 | $957 | 673 |

---

------

---

| | | |
|:---|:---|:---|
|  Baltimore Gas & Electric Co. |  |  |
|  5.40%, 06/01/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4147 |
|  Black Hills Corp. |  |  |
|  4.35%, 05/01/2033 | 6250 | 6023 |
|  Boston Gas Co. |  |  |
|  5.84%, 01/10/2035(1) | 7860 | 8291 |
|  Brooklyn Union Gas Co. |  |  |
|  6.42%, 07/18/2054(1) | 1655 | 1744 |
|  CenterPoint Energy Houston Electric LLC |  |  |
|  5.15%, 03/01/2034 | 6240 | 6391 |
|  CenterPoint Energy, Inc. |  |  |
|  5.95% (5 Year CMT Index + 2.22%), 04/01/2056(2) | 10570 | 10570 |
|  Chile Electricity Lux Mpc II Sarl |  |  |
|  5.58%, 10/20/2035(1) | 2346 | 2423 |
|  Dominion Energy, Inc. |  |  |
|  3.38%, 04/01/2030 | 26450 | 25406 |
|  5.00%, 06/15/2030 | 18000 | 18454 |
|  6.20% (5 Year CMT Index + 2.01%), 02/15/2056(2) | 13735 | 13825 |
|  Duke Energy Carolinas LLC |  |  |
|  2.55%, 04/15/2031 | 2785 | 2550 |
|  3.70%, 12/01/2047 | 2500 | 1923 |
|  3.88%, 03/15/2046 | 2750 | 2219 |
|  4.25%, 12/15/2041 | 1650 | 1457 |
|  Duke Energy Corp. |  |  |
|  5.45%, 06/15/2034 | 14520 | 15103 |
|  Duke Energy Florida LLC |  |  |
|  5.88%, 11/15/2033 | 2340 | 2525 |
|  Duke Energy Progress LLC |  |  |
|  4.10%, 03/15/2043 | 900 | 767 |
|  4.20%, 08/15/2045 | 1000 | 848 |
|  5.55%, 03/15/2055 | 980 | 984 |
|  E.ON SE |  |  |
|  3.50%, 04/16/2033(18) | 8825 | 10471 |
|  3.88%, 09/05/2038(18) | 2200 | 2584 |
|  4.00%, 01/16/2040(18) | 1280 | 1509 |
|  East Ohio Gas Co. |  |  |
|  2.00%, 06/15/2030(1) | $12595 | 11337 |
|  Edison International |  |  |
|  6.25%, 03/15/2030 | 3200 | 3327 |
|  Electricite de France SA |  |  |
|  2.00%, 12/09/2049(18) | 1300 | 921 |
|  4.75%, 06/17/2044(18) | 3600 | 4233 |
|  Elia Group SA/NV |  |  |
|  3.88%, 06/11/2031(18) | 2400 | 2883 |
|  Enel Finance International NV |  |  |
|  4.13%, 09/30/2028(1) | $7000 | 6980 |
|  4.50%, 02/20/2043(18) | 4080 | 4857 |
|  5.00%, 06/15/2032(1) | $16500 | 16780 |
|  Entergy Louisiana LLC |  |  |
|  5.70%, 03/15/2054 | 3430 | 3461 |
|  Eurogrid GmbH |  |  |
|  0.74%, 04/21/2033(18) | 4700 | 4506 |
|  3.28%, 09/05/2031(18) | 1800 | 2123 |
|  Evergy Metro, Inc. |  |  |
|  4.95%, 04/15/2033 | $5000 | 5077 |
|  Evergy Missouri West, Inc. |  |  |
|  5.65%, 06/01/2034(1) | 8445 | 8715 |
|  Eversource Energy |  |  |
|  4.60%, 07/01/2027 | 9315 | 9368 |
|  5.95%, 02/01/2029 | 3750 | 3926 |
|  FirstEnergy Pennsylvania Electric Co. |  |  |
|  4.30%, 01/15/2029(1) | 5000 | 5007 |
|  FirstEnergy Transmission LLC |  |  |
|  2.87%, 09/15/2028(1) | 16876 | 16216 |
|  Florida Power & Light Co. |  |  |
|  5.70%, 03/15/2055 | 9900 | 10262 |
|  Interstate Power & Light Co. |  |  |
|  5.60%, 06/29/2035 | 15985 | 16607 |
|  ITC Holdings Corp. |  |  |
|  3.25%, 06/30/2026 | 2000 | 1985 |
|  Jersey Central Power & Light Co. |  |  |
|  2.75%, 03/01/2032(1) | 2000 | 1788 |
|  4.30%, 01/15/2026(1) | 2000 | 2000 |
|  KeySpan Gas East Corp. |  |  |
|  2.74%, 08/15/2026(1) | 4500 | 4442 |
|  5.99%, 03/06/2033(1) | 6005 | 6359 |

---

------

---

| | | |
|:---|:---|:---|
|  London Power Networks Plc |  |  |
|  3.84%, 06/11/2037(18) | 3430 | 4018 |
|  MVM Energetika Zrt |  |  |
|  6.50%, 03/13/2031(18) | $1200 | 1273 |
|  National Gas Transmission Plc |  |  |
|  4.25%, 04/05/2030(18) | 7110 | 8744 |
|  NextEra Energy Capital Holdings, Inc. |  |  |
|  2.25%, 06/01/2030 | $4105 | 3748 |
|  4.69%, 09/01/2027 | 51371 | 51930 |
|  4.90%, 03/15/2029 | 10000 | 10228 |
|  5.05%, 03/15/2030 | 22000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22653 |
|  Northern States Power Co. |  |  |
|  3.60%, 09/15/2047 | 1800 | 1367 |
|  4.00%, 08/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | 828 |
|  NPC Ukrenergo |  |  |
|  6.88%, 11/09/2028 | 400 | 319 |
|  NRG Energy, Inc. |  |  |
|  4.45%, 06/15/2029(1) | 5885 | 5836 |
|  Oncor Electric Delivery Co. LLC |  |  |
|  5.35%, 04/01/2035(1) | 6595 | 6821 |
|  Pacific Gas & Electric Co. |  |  |
|  2.10%, 08/01/2027 | 17003 | 16344 |
|  2.50%, 02/01/2031 | 15565 | 13867 |
|  2.95%, 03/01/2026 | 4765 | 4732 |
|  3.00%, 06/15/2028 | 8769 | 8454 |
|  3.15%, 01/01/2026 | 6569 | 6548 |
|  3.25%, 06/01/2031 | 11300 | 10391 |
|  3.30%, 03/15/2027 | 2052 | 2024 |
|  3.30%, 12/01/2027 | 3700 | 3621 |
|  3.75%, 07/01/2028 | 18444 | 18113 |
|  3.75%, 08/15/2042 | 1120 | 852 |
|  4.00%, 12/01/2046 | 10870 | 8195 |
|  4.20%, 03/01/2029 | 4334 | 4295 |
|  4.30%, 03/15/2045 | 3980 | 3193 |
|  4.40%, 03/01/2032 | 11850 | 11540 |
|  4.55%, 07/01/2030 | 40402 | 40121 |
|  4.65%, 08/01/2028 | 100 | 100 |
|  4.75%, 02/15/2044 | 2115 | 1809 |
|  5.45%, 06/15/2027 | 3084 | 3136 |
|  5.70%, 03/01/2035 | 4600 | 4712 |
|  5.80%, 05/15/2034 | 3295 | 3414 |
|  5.90%, 06/15/2032 | 7090 | 7412 |
|  6.40%, 06/15/2033 | 613 | 659 |
|  Piedmont Natural Gas Co., Inc. |  |  |
|  2.50%, 03/15/2031 | 11156 | 10064 |
|  5.10%, 02/15/2035 | 20391 | 20743 |
|  Pinnacle West Capital Corp. |  |  |
|  5.00% (SOFR + 0.82%), 06/10/2026(2) | 19700 | 19760 |
|  Public Service Co. of Colorado |  |  |
|  5.25%, 04/01/2053 | 8000 | 7575 |
|  Public Service Co. of Oklahoma |  |  |
|  5.20%, 01/15/2035 | 1945 | 1969 |
|  5.45%, 01/15/2036 | 13040 | 13320 |
|  RTE Reseau de Transport d'Electricite SADIR |  |  |
|  3.75%, 04/30/2044(18) | 1300 | 1434 |
|  Southern California Edison Co. |  |  |
|  4.70%, 06/01/2027 | $5900 | 5921 |
|  Southern Co. |  |  |
|  1.75%, 03/15/2028 | 36048 | 34031 |
|  3.70%, 04/30/2030 | 10000 | 9747 |
|  3.75% (5 Year CMT Index + 2.92%), 09/15/2051(2) | 27692 | 27323 |
|  5.70%, 10/15/2032 | 1902 | 2014 |
|  5.70%, 03/15/2034 | 16145 | 17052 |
|  Southern Co. Gas Capital Corp. |  |  |
|  4.40%, 05/30/2047 | 1915 | 1609 |
|  4.95%, 09/15/2034 | 4300 | 4313 |
|  5.75%, 09/15/2033 | 3460 | 3667 |
|  Southern Power Co. |  |  |
|  4.90%, 10/01/2035 | 3950 | 3895 |
|  Southwestern Electric Power Co. |  |  |
|  4.10%, 09/15/2028 | 10000 | 9968 |
|  5.30%, 04/01/2033 | 5400 | 5519 |
|  Suez SACA |  |  |
|  2.88%, 05/24/2034(18) | 9200 | 10103 |

---

------

---

| | | |
|:---|:---|:---|
|  Tennet Netherlands BV |  |  |
|  4.75%, 10/28/2042(18) | 6285 | 8132 |
|  Thames Water Super Senior Issuer Plc |  |  |
|  9.75%, 10/10/2027(1) | 41 | 61 |
|  9.75%, 10/10/2027(1) | 144 | 216 |
|  9.75%, 10/10/2027(1) | 184 | 276 |
|  Thames Water Utilities Finance Plc |  |  |
|  2.38%, 04/22/2042 | 900 | 816 |
|  3.50%, 02/25/2030 | 400 | 374 |
|  4.00%, 04/18/2029 | 1600 | 1309 |
|  4.38%, 01/18/2033 | 200 | 164 |
|  4.38%, 07/03/2036 | 300 | 279 |
|  6.50%, 02/09/2034 | 100 | 94 |
|  7.13%, 04/30/2033 | 400 | 376 |
|  Thames Water Utilities Ltd. |  |  |
|  0.00%, 03/22/2027(1) | 27 | 31 |
|  United Utilities Water Finance Plc |  |  |
|  3.75%, 05/23/2034(18) | 5491 | 6463 |
|  Veolia Environnement SA |  |  |
|  2.50% (5 Year Swap Rate EUR + 2.84%), 04/20/2174(2)(4)(18) | 900 | 1013 |
|  Vistra Operations Co. LLC |  |  |
|  5.70%, 12/30/2034(1) | $3135 | 3244 |
|  Wisconsin Power & Light Co. |  |  |
|  5.38%, 03/30/2034 | 4610 | 4787 |
|  Yorkshire Water Finance Plc |  |  |
|  6.38%, 11/18/2034(18) | 7658 | 10493 |
|  Total Utilities | Total Utilities | 908941 |
|  **Total Corporate Bonds (Cost: $10,760,996)** |  | **10835645** |
|  **Convertible Securities – 0.06%** |  |  |
|  **Communications – 0.02%** |  |  |
|  EchoStar Corp. |  |  |
|  3.88%, 11/30/2030(8) | $3824 | 9406 |
|  Total Communications | Total Communications | 9406 |
|  **Consumer, Non-cyclical – 0.04%** |  |  |
|  Davide Campari-Milano NV |  |  |
|  2.38%, 01/17/2029(18) | 4200 | 4759 |
|  Worldline SA |  |  |
|  0.00%, 07/30/2026(18) | 9719 | 10881 |
|  Total Consumer, Non-cyclical | Total Consumer, Non-cyclical | 15640 |
|  **Financials – 0.00%(9)** |  |  |
|  Sino-Ocean Group Holding Ltd. |  |  |
|  0.00%, 03/27/2027(1) | $3896 | 29 |
|  WOM Chile Holdco SpA |  |  |
|  5.00%, 04/01/2032(1)(8) | 759 | 681 |
|  Total Financials | Total Financials | 710 |
|  **Total Convertible Securities (Cost: $20,061)** |  | **25756** |
|  **Government Related – 23.66%** |  |  |
|  **Other Government Related – 3.80%** |  |  |
|  Argentine Republic Government International Bond |  |  |
|  0.75%, 07/09/2030(5) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10628 |
|  1.00%, 07/09/2029 | 887 | 642 |
|  3.50%, 07/09/2041(5) | 18718 | 8986 |
|  4.13%, 07/09/2035(5) | 8847 | 4596 |
|  4.13%, 07/09/2046(5) | 110 | 57 |
|  5.00%, 01/09/2038(5) | 261 | 147 |
|  Australia Government Bond |  |  |
|  1.00%, 11/21/2031 | 35920 | 20052 |
|  Brazil Letras do Tesouro Nacional |  |  |
|  0.00%, 04/01/2026 | 870400 | 152655 |
|  Brazil Notas do Tesouro Nacional Serie F |  |  |
|  10.00%, 01/01/2031 | 177012 | 29940 |
|  Brazilian Government International Bond |  |  |
|  6.00%, 10/20/2033 | $600 | 614 |
|  6.13%, 03/15/2034 | 4400 | 4495 |
|  6.63%, 03/15/2035 | 4561 | 4740 |
|  Bundesschatzanweisungen |  |  |
|  1.90%, 09/16/2027 | 41715 | 48861 |
|  California State University |  |  |
|  2.37%, 11/01/2035 | $3130 | 2577 |
|  Chile Government International Bond |  |  |
|  3.10%, 01/22/2061 | 6955 | 4297 |
|  3.25%, 09/21/2071 | 17045 | 10580 |
|  4.34%, 03/07/2042 | 5675 | 5012 |
|  5.65%, 01/13/2037 | 20455 | 21491 |

---

------

---

| | | |
|:---|:---|:---|
|  City of New York NY |  |  |
|  2.05%, 03/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2170 |
|  3.55%, 12/01/2028 | 3645 | 3598 |
|  Colombia Government International Bond |  |  |
|  3.13%, 04/15/2031 | 33225 | 28821 |
|  5.00%, 09/19/2032 | 4900 | 5680 |
|  5.63%, 02/19/2036 | 5800 | 6588 |
|  7.38%, 04/25/2030 | $5000 | 5317 |
|  8.00%, 11/14/2035 | 5840 | 6266 |
|  County of Miami-Dade FL Aviation Revenue |  |  |
|  2.61%, 10/01/2032 | 900 | 806 |
|  2.71%, 10/01/2033 | 1290 | 1139 |
|  Eagle Funding Luxco Sarl |  |  |
|  5.50%, 08/17/2030(1) | 68200 | 69194 |
|  Golden State Tobacco Securitization Corp. |  |  |
|  3.00%, 06/01/2046 | 375 | 335 |
|  3.49%, 06/01/2036 | 1600 | 1362 |
|  3.71%, 06/01/2041 | 270 | 212 |
|  3.85%, 06/01/2050 | 1490 | 1358 |
|  4.21%, 06/01/2050 | 7900 | 5855 |
|  Guatemala Government Bond |  |  |
|  3.70%, 10/07/2033(18) | 2000 | 1773 |
|  6.25%, 08/15/2036(18) | 5071 | 5234 |
|  6.60%, 06/13/2036(18) | 1200 | 1268 |
|  Hungary Government International Bond |  |  |
|  2.13%, 09/22/2031(1) | 3500 | 3007 |
|  Indonesia Government International Bond |  |  |
|  4.75%, 09/10/2034 | 2400 | 2394 |
|  Israel Government International Bond |  |  |
|  5.38%, 02/19/2030 | 7000 | 7220 |
|  5.63%, 02/19/2035 | 19000 | 19640 |
|  5.75%, 03/12/2054 | 27100 | 25635 |
|  Kazakhstan Government International Bond |  |  |
|  5.00%, 07/01/2032(1) | 2663 | 2722 |
|  5.50%, 07/01/2037(1) | 1932 | 1975 |
|  Kuwait International Government Bond |  |  |
|  4.65%, 10/09/2035(1) | 14654 | 14654 |
|  Kyrgyz Republic International Bond |  |  |
|  7.75%, 06/03/2030(1) | 7475 | 7528 |
|  Lamar Consolidated Independent School District |  |  |
|  5.00%, 02/15/2058 | 6095 | 6257 |
|  Mexican Bonos |  |  |
|  7.50%, 05/26/2033 | 29200 | 1505 |
|  7.75%, 11/23/2034 | 275400 | 14225 |
|  8.50%, 05/31/2029 | 43200 | 2389 |
|  8.50%, 11/18/2038 | 586900 | 30781 |
|  Mexican Udibonos |  |  |
|  2.75%, 11/27/2031(10) | 50113 | 2472 |
|  3.00%, 12/03/2026(10) | 8381 | 455 |
|  4.00%, 11/30/2028(10) | 56698 | 3080 |
|  4.00%, 08/24/2034(10) | 160942 | 8378 |
|  Mexico Government International Bond |  |  |
|  2.66%, 05/24/2031 | $3697 | 3284 |
|  3.50%, 02/12/2034 | 773 | 671 |
|  4.63%, 05/04/2033 | 12700 | 15330 |
|  4.75%, 04/27/2032 | $2000 | 1956 |
|  4.88%, 05/19/2033 | 3379 | 3269 |
|  5.38%, 03/22/2033 | 36870 | 36759 |
|  5.63%, 09/22/2035 | 17996 | 17907 |
|  New Jersey Turnpike Authority |  |  |
|  7.41%, 01/01/2040 | 1901 | 2296 |
|  New South Wales Treasury Corp. |  |  |
|  4.75%, 02/20/2037(18) | 33080 | 21255 |
|  5.25%, 02/24/2038(18) | 17860 | 11873 |
|  New York City Transitional Finance Authority |  |  |
|  2.69%, 05/01/2033 | $340 | 299 |
|  2.69%, 05/01/2033 | 935 | 829 |
|  5.00%, 11/01/2050 | 3960 | 4119 |
|  5.00%, 11/01/2053 | 9600 | 9945 |
|  New York City Transitional Finance Authority Future Tax Secured Revenue |  |  |
|  2.80%, 02/01/2026 | 1850 | 1843 |
|  3.95%, 08/01/2032 | 1900 | 1853 |
|  5.00%, 02/01/2051 | 1545 | 1585 |
|  5.27%, 05/01/2027 | 5820 | 5939 |

---

------

---

| | | |
|:---|:---|:---|
|  New York State Dormitory Authority |  |  |
|  5.29%, 03/15/2033 | 750 | 763 |
|  New York State Thruway Authority |  |  |
|  5.00%, 03/15/2056 | 2215 | 2293 |
|  5.00%, 03/15/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13129 |
|  Northwest Independent School District |  |  |
|  5.00%, 02/15/2055 | 6635 | 6896 |
|  Oman Government International Bond |  |  |
|  5.63%, 01/17/2028(18) | 4630 | 4742 |
|  6.00%, 08/01/2029 | 995 | 1049 |
|  Panama Government International Bond |  |  |
|  2.25%, 09/29/2032 | 3539 | 2860 |
|  6.40%, 02/14/2035 | 650 | 671 |
|  Pasadena Independent School District |  |  |
|  4.25%, 02/15/2053 | 1595 | 1531 |
|  Peru Government Bond |  |  |
|  5.94%, 02/12/2029 | 9770 | 2950 |
|  6.15%, 08/12/2032 | 5276 | 1611 |
|  6.95%, 08/12/2031 | 4154 | 1326 |
|  7.30%, 08/12/2033(1) | 94500 | 30344 |
|  Peruvian Government International Bond |  |  |
|  5.40%, 08/12/2034 | 131780 | 36733 |
|  6.15%, 08/12/2032(1) | 140152 | 42791 |
|  6.90%, 08/12/2037(1) | 340 | 102 |
|  6.95%, 08/12/2031(1) | 26220 | 8368 |
|  6.95%, 08/12/2031 | 64395 | 20551 |
|  Philippine Government International Bond |  |  |
|  2.65%, 12/10/2045 | $6595 | 4443 |
|  2.95%, 05/05/2045 | 9273 | 6641 |
|  5.90%, 02/04/2050 | 8005 | 8527 |
|  Queensland Treasury Corp. |  |  |
|  5.00%, 07/21/2037(1)(18) | 33080 | 21514 |
|  5.25%, 08/13/2038(1)(18) | 25565 | 16800 |
|  Republic of South Africa Government Bond |  |  |
|  7.00%, 02/28/2031 | 657000 | 36050 |
|  8.00%, 01/31/2030 | 154100 | 8954 |
|  8.50%, 01/31/2037 | 486000 | 25890 |
|  8.88%, 02/28/2035 | 883700 | 50191 |
|  9.00%, 01/31/2040 | 1093570 | 57946 |
|  Republic of South Africa Government International Bond |  |  |
|  4.85%, 09/30/2029 | $958 | 947 |
|  5.88%, 06/22/2030 | 2404 | 2458 |
|  5.88%, 04/20/2032 | 1740 | 1760 |
|  Republic of Uzbekistan International Bond |  |  |
|  3.70%, 11/25/2030 | 3005 | 2773 |
|  3.90%, 10/19/2031 | 4869 | 4469 |
|  5.10%, 02/25/2029 | 4585 | 5591 |
|  5.38%, 05/29/2027(1) | 11060 | 13392 |
|  5.38%, 02/20/2029 | $285 | 286 |
|  6.90%, 02/28/2032(1) | 14475 | 15552 |
|  6.95%, 05/25/2032(1) | 2610 | 2808 |
|  Romanian Government International Bond |  |  |
|  3.63%, 03/27/2032(18) | 1474 | 1313 |
|  5.13%, 09/24/2031(1) | 12100 | 14193 |
|  5.38%, 03/22/2031(1) | 9290 | 11097 |
|  5.63%, 02/22/2036(1) | 5230 | 5973 |
|  5.63%, 05/30/2037(1) | 10300 | 11572 |
|  5.75%, 03/24/2035(18) | $1926 | 1855 |
|  5.75%, 03/24/2035(1) | 6500 | 6259 |
|  5.88%, 07/11/2032(1)(11) | 52735 | 63400 |
|  6.25%, 09/10/2034(1) | 27600 | 33433 |
|  6.75%, 07/11/2039(1) | 24735 | 29737 |
|  Russian Foreign Bond—Eurobond |  |  |
|  5.10%, 03/28/2035 | $200 | 59 |
|  5.25%, 06/23/2047(1) | 200 | 55 |
|  5.25%, 06/23/2047 | 4000 | 1101 |
|  5.63%, 04/04/2042 | 1200 | 783 |
|  5.88%, 09/16/2043 | 2600 | 1799 |
|  Salado Independent School District |  |  |
|  4.75%, 02/15/2050 | 1200 | 1222 |
|  State of California |  |  |
|  7.35%, 11/01/2039 | 4915 | 5776 |
|  7.55%, 04/01/2039 | 14630 | 17850 |
|  7.63%, 03/01/2040 | 6635 | 8047 |

---

------

---

| | | |
|:---|:---|:---|
|  State of Illinois |  |  |
|  5.10%, 06/01/2033 | 60101 | 61141 |
|  6.73%, 04/01/2035 | 54 | 57 |
|  7.35%, 07/01/2035 | 39 | 43 |
|  State of Israel |  |  |
|  3.80%, 05/13/2060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10217 |
|  Treasury Corp. of Victoria |  |  |
|  2.00%, 11/20/2037 | 16650 | 7799 |
|  Turkiye Government Bond |  |  |
|  36.00%, 08/12/2026 | 667480 | 15886 |
|  37.00%, 02/18/2026 | 911720 | 21923 |
|  40.85% (Borsa Istanbul Stock Exchange Reference Rate Index + 0.00%), 09/06/2028(2) | 51400 | 1206 |
|  42.49% (Borsa Istanbul Stock Exchange Reference Rate Index + 0.00%), 05/20/2026(2) | 4700 | 114 |
|  42.49% (Borsa Istanbul Stock Exchange Reference Rate Index + 0.00%), 08/19/2026(2) | 3500 | 85 |
|  42.49% (Borsa Istanbul Stock Exchange Reference Rate Index + 0.00%), 05/17/2028(2) | 798500 | 18898 |
|  Turkiye Government International Bond |  |  |
|  5.75%, 05/11/2047 | $2800 | 2221 |
|  6.13%, 10/24/2028 | 2700 | 2750 |
|  6.95%, 09/16/2035 | 11170 | 11242 |
|  7.63%, 04/26/2029 | 8600 | 9129 |
|  Uruguay Government International Bond |  |  |
|  5.44%, 02/14/2037 | 1300 | 1359 |
|  8.50%, 03/15/2028 | 337165 | 8551 |
|  9.75%, 07/20/2033 | 335125 | 9205 |
|  Venezuela Government International Bond |  |  |
|  6.00%, 12/09/2020(6)(7) | $30 | 5 |
|  7.00%, 03/31/2038(6)(7) | 187 | 40 |
|  7.65%, 04/21/2025(6)(7) | 534 | 107 |
|  7.75%, 10/13/2019(6)(7) | 100 | 19 |
|  8.25%, 10/13/2024(6)(7) | 7294 | 1460 |
|  9.00%, 05/07/2023(6)(7) | 110 | 22 |
|  9.00%, 05/07/2023(6)(7) | 7405 | 1519 |
|  9.25%, 09/15/2027(6)(7) | 1049 | 252 |
|  9.25%, 05/07/2028(6)(7) | 420 | 94 |
|  11.75%, 10/21/2026(6)(7) | 120 | 28 |
|  11.95%, 08/05/2031(6)(7) | 3200 | 752 |
|  Total Other Government Related | Total Other Government Related | 1640025 |
|  **U.S. Treasury Obligations – 19.86%** |  |  |
|  U.S. Treasury Inflation Indexed Bond |  |  |
|  0.13%, 07/15/2026(10)(12) | 55660 | 55466 |
|  0.13%, 10/15/2026(10) | 56864 | 56549 |
|  0.13%, 01/15/2031(10)(12) | 1986 | 1864 |
|  0.13%, 07/15/2031(10)(12) | 2652 | 2476 |
|  0.25%, 07/15/2029(10)(12) | 44363 | 43031 |
|  0.25%, 02/15/2050(10) | 4297 | 2539 |
|  0.63%, 07/15/2032(10)(12) | 87392 | 82706 |
|  0.63%, 02/15/2043(10) | 422 | 320 |
|  0.75%, 02/15/2042(10) | 715 | 566 |
|  0.75%, 02/15/2045(10) | 4802 | 3578 |
|  0.88%, 02/15/2047(10) | 4818 | 3555 |
|  1.00%, 02/15/2046(10) | 2727 | 2101 |
|  1.00%, 02/15/2048(10) | 4323 | 3237 |
|  1.00%, 02/15/2049(10) | 7202 | 5310 |
|  1.38%, 07/15/2033(10)(12) | 105198 | 103571 |
|  1.38%, 02/15/2044(10) | 693 | 592 |
|  1.50%, 02/15/2053(10) | 24018 | 19214 |
|  1.63%, 04/15/2030(10)(12) | 8220 | 8346 |
|  1.75%, 01/15/2034(10) | 123380 | 123955 |
|  1.88%, 07/15/2034(10) | 389677 | 395332 |
|  2.13%, 02/15/2040(10) | 299 | 301 |
|  2.13%, 02/15/2041(10) | 443 | 442 |
|  2.38%, 02/15/2055(10) | 56870 | 55515 |
|  U.S. Treasury Note/Bond |  |  |
|  1.63%, 11/15/2050 | 2946 | 1581 |
|  1.88%, 11/15/2051 | 116411 | 65854 |
|  2.00%, 11/15/2041 | 320895 | 225354 |
|  2.00%, 08/15/2051 | 14309 | 8383 |
|  2.25%, 08/15/2046(12) | 442200 | 295030 |
|  2.25%, 08/15/2049 | 86470 | 55192 |
|  2.25%, 02/15/2052 | 14713 | 9126 |
|  2.38%, 11/15/2049 | 47650 | 31177 |
|  2.38%, 05/15/2051 | 5195 | 3342 |
|  2.50%, 02/15/2045 | 49400 | 35385 |
|  2.75%, 11/15/2047 | 250 | 181 |
|  2.88%, 05/15/2049(12) | 11130 | 8120 |
|  3.00%, 05/15/2045(12) | 30000 | 23346 |
|  3.00%, 02/15/2048(12) | 15800 | 11931 |

---

------

---

| | | |
|:---|:---|:---|
|  3.00%, 08/15/2048(12) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7823 |
|  3.00%, 02/15/2049 | 76710 | 57437 |
|  3.13%, 05/15/2048(12) | 12780 | 9855 |
|  3.25%, 05/15/2042 | 195125 | 163920 |
|  3.38%, 09/15/2028 | 250080 | 248380 |
|  3.50%, 09/30/2027 | 295887 | 295251 |
|  3.63%, 08/31/2027 | 50563 | 50561 |
|  3.63%, 08/31/2030 | 190426 | 189444 |
|  3.63%, 09/30/2030 | 1716520 | 1707804 |
|  3.75%, 04/30/2027 | 252595 | 252950 |
|  3.88%, 03/31/2027 | 61390 | 61572 |
|  3.88%, 09/30/2032 | 333325 | 332231 |
|  4.00%, 07/31/2032(12) | 245300 | 246450 |
|  4.00%, 11/15/2042 | 73150 | 67629 |
|  4.13%, 08/15/2053 | 37895 | 34252 |
|  4.25%, 08/15/2035 | 630016 | 635136 |
|  4.25%, 02/15/2054 | 72880 | 67272 |
|  4.25%, 08/15/2054 | 240715 | 222210 |
|  4.50%, 11/15/2054 | 124800 | 120164 |
|  4.75%, 02/15/2045 | 197190 | 198422 |
|  4.75%, 05/15/2055 | 35805 | 35917 |
|  4.75%, 08/15/2055 | 989158 | 992559 |
|  4.88%, 08/15/2045 | 624345 | 638296 |
|  5.00%, 05/15/2045 | 182487 | 189501 |
|  Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | 8569604 |
|  **Total Government Related (Cost: $10,303,810)** |  | **10209629** |
|  **Mortgage-Backed Obligations – 45.89%** |  |  |
|  1211 Avenue of the Americas Trust 2015-1211 |  |  |
|  3.90%, 08/10/2035, Series 2015-1211, Class A1A2(1) | 4300 | 4139 |
|  4.23%, 08/10/2035, Series 2015-1211, Class B(1)(3) | 4700 | 4453 |
|  4.28%, 08/10/2035, Series 2015-1211, Class C(1)(3) | 6290 | 5881 |
|  1345T 2025-AOA |  |  |
|  6.15% (1 Month Term SOFR + 2.00%, 2.00% Floor), 06/15/2042, Series 2025-AOA, Class B(1)(2) | 8000 | 8020 |
|  ACRA Trust 2024-NQM1 |  |  |
|  5.61%, 10/25/2064, Series 2024-NQM1, Class A1(1)(5) | 3354 | 3373 |
|  AG Trust 2024-NLP |  |  |
|  6.17% (1 Month Term SOFR + 2.02%, 2.02% Floor), 07/15/2041, Series 2024-NLP, Class A(1)(2) | 6700 | 6721 |
|  Ajax Mortgage Loan Trust 2019-F |  |  |
|  2.86%, 07/25/2059, Series 2019-F, Class A1(1)(5) | 6540 | 6381 |
|  ALA Trust 2025-OANA |  |  |
|  5.89% (1 Month Term SOFR + 1.74%, 1.74% Floor), 06/15/2040, Series 2025-OANA, Class A(1)(2) | 2500 | 2513 |
|  Alternative Loan Trust 2003-22CB |  |  |
|  5.75%, 12/25/2033, Series 2003-22CB, Class 1A1 | 215 | 219 |
|  6.00%, 12/25/2033, Series 2003-22CB, Class 3A1 | 65 | 66 |
|  Alternative Loan Trust 2004-16CB |  |  |
|  5.50%, 07/25/2034, Series 2004-16CB, Class 1A1 | 115 | 117 |
|  5.50%, 08/25/2034, Series 2004-16CB, Class 3A1 | 97 | 98 |
|  Alternative Loan Trust 2005-74T1 |  |  |
|  6.00%, 01/25/2036, Series 2005-74T1, Class A1 | 7477 | 4204 |
|  Alternative Loan Trust 2006-HY12 |  |  |
|  4.15%, 08/25/2036, Series 2006-HY12, Class A5(3) | 98 | 91 |
|  Alternative Loan Trust 2006-OA17 |  |  |
|  4.44% (1 Month Term SOFR + 0.31%, 0.20% Floor), 12/20/2046, Series 2006-OA17, Class 1A1A(2) | 8462 | 7444 |
|  Alternative Loan Trust 2006-OA22 |  |  |
|  4.69% (1 Month Term SOFR + 0.53%, 0.42% Floor), 02/25/2047, Series 2006-OA22, Class A2(2) | 6975 | 6533 |
|  Alternative Loan Trust 2006-OA3 |  |  |
|  4.67% (1 Month Term SOFR + 0.51%, 0.40% Floor), 05/25/2036, Series 2006-OA3, Class 1A1(2) | 3297 | 2844 |
|  Alternative Loan Trust 2006-OA7 |  |  |
|  5.09% (12 Month U.S. Treasury Average + 0.94%, 0.94% Floor), 06/25/2046, Series 2006-OA7, Class 2A1(2) | 7055 | 6518 |
|  Alternative Loan Trust 2006-OC5 |  |  |
|  4.79% (1 Month Term SOFR + 0.63%, 0.52% Floor), 06/25/2046, Series 2006-OC5, Class 2A3(2) | 4684 | 4172 |
|  Alternative Loan Trust 2007-5CB |  |  |
|  6.00%, 04/25/2037, Series 2007-5CB, Class 1A4 | 11891 | 5807 |
|  Alternative Loan Trust 2007-HY7C |  |  |
|  4.55% (1 Month Term SOFR + 0.39%, 0.28% Floor), 08/25/2037, Series 2007-HY7C, Class A1(2) | 1424 | 1338 |
|  Alternative Loan Trust 2007-OA2 |  |  |
|  4.53% (1 Month Term SOFR + 0.37%, 0.26% Floor), 03/25/2047, Series 2007-OA2, Class 2A1(2) | 8427 | 6836 |
|  4.99% (12 Month U.S. Treasury Average + 0.84%, 0.84% Floor), 03/25/2047, Series 2007-OA2, Class 1A1(2) | 10331 | 8950 |
|  Alternative Loan Trust 2007-OA4 |  |  |
|  4.61% (1 Month Term SOFR + 0.45%, 0.34% Floor), 05/25/2047, Series 2007-OA4, Class A1(2) | 984 | 889 |
|  Angel Oak Mortgage Trust 2021-7 |  |  |
|  1.98%, 10/25/2066, Series 2021-7, Class A1(1)(3) | 5193 | 4530 |
|  Angel Oak Mortgage Trust 2022-2 |  |  |
|  3.35%, 01/25/2067, Series 2022-2, Class A1(1)(3) | 28701 | 27221 |

---

------

---

| | | |
|:---|:---|:---|
|  Angel Oak Mortgage Trust 2023-7 |  |  |
|  4.80%, 11/25/2067, Series 2023-7, Class A1(1)(5) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6998 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6963 |
|  Angel Oak Mortgage Trust 2024-1 |  |  |
|  5.21%, 08/25/2068, Series 2024-1, Class A1(1)(5) | 15129 | 15127 |
|  Angel Oak Mortgage Trust 2024-4 |  |  |
|  6.20%, 01/25/2069, Series 2024-4, Class A1(1)(5) | 6770 | 6851 |
|  Angel Oak Mortgage Trust 2024-8 |  |  |
|  5.34%, 05/27/2069, Series 2024-8, Class A1(1)(5) | 2583 | 2594 |
|  AOA 2021-1177 Mortgage Trust |  |  |
|  5.14% (1 Month Term SOFR + 0.99%, 0.87% Floor), 10/15/2038, Series 2021-1177, Class A(1)(2) | 10000 | 10000 |
|  Arbor Multifamily Mortgage Securities Trust 2022-MF4 |  |  |
|  2.92%, 02/15/2055, Series 2022-MF4, Class A3(1) | 6700 | 6485 |
|  Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd. |  |  |
|  6.81% (1 Month Term SOFR + 2.66%, 2.66% Floor), 08/15/2034, Series 2021-FL3, Class E(1)(2) | 3000 | 2980 |
|  AREIT 2023-CRE8 LLC |  |  |
|  6.25% (1 Month Term SOFR + 2.11%, 2.11% Floor), 08/17/2041, Series 2023-CRE8, Class A(1)(2) | 2114 | 2115 |
|  Arixa Mortgage Trust 2025-RTL1 |  |  |
|  5.74%, 08/25/2030, Series 2025-RTL1, Class A1(1) | 4420 | 4443 |
|  ATLX 2024-RPL1 Trust |  |  |
|  3.85%, 04/25/2064, Series 2024-RPL1, Class A1(1)(5) | 4363 | 4232 |
|  ATLX 2024-RPL2 Trust |  |  |
|  3.85%, 04/25/2063, Series 2024-RPL2, Class A1(1)(5) | 4968 | 4788 |
|  BAMLL Commercial Mortgage Securities Trust 2018-PARK |  |  |
|  4.23%, 08/10/2038, Series 2018-PARK, Class A(1)(3) | 6110 | 5956 |
|  BAMLL Re-REMIC Trust 2016-RRLD11 |  |  |
|  6.01%, 06/17/2050, Series 2016-LD11, Class AJB(1)(3) | 100 | 18 |
|  BBSG 2016-MRP Mortgage Trust |  |  |
|  3.28%, 06/05/2036, Series 2016-MRP, Class A(1) | 2045 | 1814 |
|  BCAP LLC 2014-RR2 |  |  |
|  1.93% (1 Month Term SOFR + 0.35%, 0.24% Floor), 10/26/2036, Series 2014-RR2, Class 6A8(1)(2) | 4554 | 4430 |
|  Bear Stearns ALT-A Trust 2005-1 |  |  |
|  5.40% (1 Month Term SOFR + 1.24%, 1.13% Floor, 11.50% Cap), 01/25/2035, Series 2005-1, Class M2(2) | 4248 | 4050 |
|  Bear Stearns ARM Trust 2003-3 |  |  |
|  6.64%, 05/25/2033, Series 2003-3, Class 3A1(3) | 215 | 207 |
|  Bear Stearns Commercial Mortgage Securities Trust 2006-TOP24 |  |  |
|  5.66%, 10/12/2041, Series 2006-T24, Class B(1)(3) | 159 | 157 |
|  Bear Stearns Mortgage Funding Trust 2007-AR4 |  |  |
|  4.48% (1 Month Term SOFR + 0.32%, 0.21% Floor, 10.50% Cap), 06/25/2037, Series 2007-AR4, Class 2A1(2) | 7165 | 6913 |
|  Benchmark 2024-V11 Mortgage Trust |  |  |
|  6.30%, 11/15/2057, Series 2024-V11, Class C(3) | 12113 | 12296 |
|  BFLD Trust 2020-EYP |  |  |
|  6.37% (1 Month Term SOFR + 2.21%, 2.10% Floor), 10/15/2035, Series 2020-EYP, Class C(1)(2) | 5140 | 206 |
|  BINOM Securitization Trust 2022-INV1 |  |  |
|  4.44%, 08/25/2057, Series 2022-INV1, Class A2(1)(3) | 16017 | 15554 |
|  BINOM Securitization Trust 2022-RPL1 |  |  |
|  3.00%, 02/25/2061, Series 2022-RPL1, Class M1(1)(3) | 8591 | 7127 |
|  BPR 2023-STON Mortgage Trust |  |  |
|  8.13%, 12/05/2039, Series 2023-STON, Class B(1)(3) | 11700 | 12094 |
|  BPR Trust 2021-NRD |  |  |
|  6.28% (1 Month Term SOFR + 2.12%, 2.12% Floor), 12/15/2038, Series 2021-NRD, Class B(1)(2) | 2865 | 2845 |
|  6.58% (1 Month Term SOFR + 2.42%, 2.42% Floor), 12/15/2038, Series 2021-NRD, Class C(1)(2) | 2920 | 2879 |
|  7.87% (1 Month Term SOFR + 3.72%, 3.72% Floor), 12/15/2038, Series 2021-NRD, Class D(1)(2) | 1770 | 1740 |
|  BPR Trust 2022-STAR |  |  |
|  7.38% (1 Month Term SOFR + 3.23%, 3.23% Floor), 08/15/2039, Series 2022-STAR, Class A(1)(2) | 8395 | 8394 |
|  BSPRT 2021-FL7 Issuer Ltd. |  |  |
|  5.58% (1 Month Term SOFR + 1.43%, 1.43% Floor), 12/15/2038, Series 2021-FL7, Class A(1)(2) | 1910 | 1910 |
|  BX Commercial Mortgage Trust 2020-VIVA |  |  |
|  3.67%, 03/11/2044, Series 2020-VIVA, Class D(1)(3) | 17976 | 16590 |
|  BX Commercial Mortgage Trust 2022-AHP |  |  |
|  5.99% (1 Month Term SOFR + 1.84%, 1.84% Floor), 01/17/2039, Series 2022-AHP, Class B(1)(2) | 7798 | 7788 |
|  BX Commercial Mortgage Trust 2022-CSMO |  |  |
|  6.26% (1 Month Term SOFR + 2.11%, 2.12% Floor), 06/15/2027, Series 2022-CSMO, Class A(1)(2) | 20460 | 20562 |
|  7.29% (1 Month Term SOFR + 3.14%, 3.14% Floor), 06/15/2027, Series 2022-CSMO, Class B(1)(2) | 12065 | 12186 |
|  BX Commercial Mortgage Trust 2024-VLT5 |  |  |
|  5.59%, 11/13/2046, Series 2024-VLT5, Class A(1)(3) | 5705 | 5811 |
|  5.99%, 11/13/2046, Series 2024-VLT5, Class B(1)(3) | 735 | 755 |
|  BX Trust 2019-OC11 |  |  |
|  3.20%, 12/09/2041, Series 2019-OC11, Class A(1) | 7400 | 6993 |
|  4.08%, 12/09/2041, Series 2019-OC11, Class E(1)(3) | 7750 | 7140 |
|  BX Trust 2021-RISE |  |  |
|  6.01% (1 Month Term SOFR + 1.86%, 1.75% Floor), 11/15/2036, Series 2021-RISE, Class D(1)(2) | 11629 | 11622 |
|  BX Trust 2024-VLT4 |  |  |
|  5.64% (1 Month Term SOFR + 1.49%, 1.49% Floor), 06/15/2041, Series 2024-VLT4, Class A(1)(2) | 4115 | 4118 |
|  BX Trust 2025-VLT6 |  |  |
|  5.59% (1 Month Term SOFR + 1.44%, 1.44% Floor), 03/15/2042, Series 2025-VLT6, Class A(1)(2) | 34735 | 34724 |
|  6.04% (1 Month Term SOFR + 1.89%, 1.89% Floor), 03/15/2042, Series 2025-VLT6, Class B(1)(2) | 10250 | 10244 |

---

------

---

| | | |
|:---|:---|:---|
|  BX Trust 2025-VLT7 |  |  |
|  5.85% (1 Month Term SOFR + 1.70%, 1.70% Floor), 07/15/2044, Series 2025-VLT7, Class A(1)(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28100 |
|  6.15% (1 Month Term SOFR + 2.00%, 2.00% Floor), 07/15/2044, Series 2025-VLT7, Class B(1)(2) | 4310 | 4326 |
|  BXHPP Trust 2021-FILM |  |  |
|  4.91% (1 Month Term SOFR + 0.76%, 0.65% Floor), 08/15/2036, Series 2021-FILM, Class A(1)(2) | 8000 | 7760 |
|  BXP Trust 2017-GM |  |  |
|  3.38%, 06/13/2039, Series 2017-GM, Class A(1) | 3800 | 3712 |
|  CAFL 2023-RTL1 Issuer LLC |  |  |
|  7.55%, 12/28/2030, Series 2023-RTL1, Class A1(1)(5) | 7075 | 7107 |
|  Caister Finance DAC |  |  |
|  0.00% (Sterling Overnight Index Average + 2.84%), 08/17/2035, Series 1A, Class C(1)(2)(4) | 6813 | 9163 |
|  Cascade Funding Mortgage Trust |  |  |
|  3.00%, 03/25/2035, Series 2025-HB16, Class A(1)(3) | $8404 | 8225 |
|  Century Plaza Towers 2019-CPT |  |  |
|  2.87%, 11/13/2039, Series 2019-CPT, Class A(1) | 3205 | 2950 |
|  CFSP 2024-AHP1 Mortgage Trust |  |  |
|  6.50%, 04/15/2037, Series 2024-AHP1, Class A | 3163 | 3061 |
|  Chase Home Lending Mortgage Trust 2023-RPL1 |  |  |
|  3.50%, 06/25/2062, Series 2023-RPL1, Class A1(1)(3) | 11003 | 10188 |
|  Chase Home Lending Mortgage Trust 2023-RPL3 |  |  |
|  3.25%, 09/25/2063, Series 2023-RPL3, Class A1(1)(3) | 18129 | 16418 |
|  Chase Home Lending Mortgage Trust 2024-RPL4 |  |  |
|  3.38%, 12/25/2064, Series 2024-RPL4, Class A1A(1)(3) | 7508 | 6795 |
|  Chase Home Lending Mortgage Trust Series 2024-RPL2 |  |  |
|  3.25%, 08/25/2064, Series 2024-RPL2, Class A1A(1)(3) | 7868 | 7045 |
|  Chase Home Lending Mortgage Trust Series 2025-2 |  |  |
|  5.50%, 12/25/2055, Series 2025-2, Class A4A(1)(3) | 26227 | 26423 |
|  CHI Commercial Mortgage Trust 2025-SFT |  |  |
|  5.66%, 04/15/2042, Series 2025-SFT, Class A(1)(3) | 27085 | 27764 |
|  6.07%, 04/15/2042, Series 2025-SFT, Class B(1)(3) | 9645 | 9907 |
|  6.82%, 04/15/2042, Series 2025-SFT, Class C(1)(3) | 10450 | 10737 |
|  CHL Mortgage Pass-Through Trust Resecuritization 2008-3R |  |  |
|  6.00%, 08/25/2037, Series 2008-3R, Class 1A1(1) | 4321 | 1923 |
|  CIM Trust 2019-R3 |  |  |
|  2.63%, 06/25/2058, Series 2019-R3, Class A(1)(3) | 6907 | 6457 |
|  CIM Trust 2019-R4 |  |  |
|  3.00%, 10/25/2059, Series 2019-R4, Class A1(1)(3) | 9867 | 9257 |
|  CIM Trust 2020-R1 |  |  |
|  2.85%, 10/27/2059, Series 2020-R1, Class A1(1)(3) | 14261 | 12811 |
|  CIM Trust 2020-R6 |  |  |
|  2.25%, 12/25/2060, Series 2020-R6, Class A1A(1)(3) | 7919 | 7297 |
|  CIM Trust 2020-R7 |  |  |
|  2.25%, 12/27/2061, Series 2020-R7, Class A1A(1)(3) | 12066 | 11181 |
|  CIM Trust 2021-R1 |  |  |
|  2.40%, 08/25/2056, Series 2021-R1, Class A2(1)(3) | 11356 | 10343 |
|  CIM Trust 2021-R2 |  |  |
|  2.50%, 01/25/2057, Series 2021-R2, Class A2(1)(3) | 4685 | 4436 |
|  CIM Trust 2021-R3 |  |  |
|  1.95%, 06/25/2057, Series 2021-R3, Class A1A(1)(3) | 16666 | 15495 |
|  1.95%, 06/25/2057, Series 2021-R3, Class A1(1)(3) | 33064 | 30202 |
|  CIM Trust 2021-R4 |  |  |
|  2.00%, 05/01/2061, Series 2021-R4, Class A1A(1)(3) | 18620 | 17188 |
|  CIM Trust 2021-R5 |  |  |
|  2.00%, 08/25/2061, Series 2021-R5, Class A1A(1)(3) | 17318 | 15366 |
|  CIM Trust 2022-I1 |  |  |
|  4.35%, 02/25/2067, Series 2022-I1, Class A1(1)(3) | 13605 | 13458 |
|  CIM TRUST 2022-R2 |  |  |
|  3.75%, 12/25/2061, Series 2022-R2, Class A1(1)(3) | 25161 | 24008 |
|  CIM TRUST 2022-R3 |  |  |
|  4.50%, 03/25/2062, Series 2022-R3, Class A1(1)(3) | 30050 | 29710 |
|  CIM Trust 2023-R1 |  |  |
|  5.40%, 04/25/2062, Series 2023-R1, Class A1A(1)(3) | 30972 | 30879 |
|  CIM Trust 2023-R3 |  |  |
|  4.50%, 01/25/2063, Series 2023-R3, Class A1A(1)(3) | 26047 | 25766 |
|  CIM TRUST 2025-R1 |  |  |
|  5.00%, 02/25/2099, Series 2025-R1, Class A1(1)(5) | 35345 | 35151 |
|  Citigroup Mortgage Loan Trust 2019-RP1 |  |  |
|  3.50%, 01/25/2066, Series 2019-RP1, Class A1(1)(3) | 802 | 788 |
|  Citigroup Mortgage Loan Trust 2024-INV3 |  |  |
|  0.00%, 10/25/2054, Series 2024-INV3, Class PT(1)(3) | 86137 | 90084 |
|  COLT 2021-6 Mortgage Loan Trust |  |  |
|  1.91%, 12/25/2066, Series 2021-6, Class A1(1)(3) | 10748 | 9816 |
|  COLT 2021-RPL1 Trust |  |  |
|  1.67%, 09/25/2061, Series 2021-RPL1, Class A1(1)(3) | 14552 | 13389 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  COLT 2022-4 Mortgage Loan Trust |  |  |  |
|  4.30%, 03/25/2067, Series 2022-4, Class A1(1)(3) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18631 |
|  COLT 2022-5 Mortgage Loan Trust |  |  |  |
|  4.55%, 04/25/2067, Series 2022-5, Class A1(1)(3) |  | 24613 | 24525 |
|  COLT 2022-6 Mortgage Loan Trust |  |  |  |
|  4.65%, 06/27/2067, Series 2022-6, Class A1(1)(5) |  | 5577 | 5555 |
|  COLT 2024-INV2 Mortgage Loan Trust |  |  |  |
|  6.42%, 05/25/2069, Series 2024-INV2, Class A1(1)(5) |  | 785 | 797 |
|  COMM 2015-DC1 Mortgage Trust |  |  |  |
|  3.72%, 02/10/2048, Series 2015-DC1, Class AM |  | 1796 | 1762 |
|  COMM 2016-787S Mortgage Trust |  |  |  |
|  3.55%, 02/10/2036, Series 2016-787S, Class A(1) |  | 2000 | 1979 |
|  3.96%, 02/10/2036, Series 2016-787S, Class C(1)(3) |  | 1000 | 982 |
|  3.96%, 02/10/2036, Series 2016-787S, Class B(1)(3) |  | 1700 | 1679 |
|  COMM 2017-COR2 Mortgage Trust |  |  |  |
|  3.51%, 09/10/2050, Series 2017-COR2, Class A3 |  | 1050 | 1029 |
|  COMM 2024-CBM Mortgage Trust |  |  |  |
|  5.87%, 12/10/2041, Series 2024-CBM, Class A2(1)(3) |  | 1300 | 1324 |
|  Commercial Mortgage Pass-Through Certificates |  |  |  |
|  3.40%, 10/05/2030, Series 2012-LTRT, Class A2(1) |  | 476 | 462 |
|  Connecticut Avenue Securities Trust 2022-R06 |  |  |  |
|  7.11% (30-day Average SOFR + 2.75%), 05/25/2042, Series 2022-R06, Class 1M1(1)(2) |  | 1548 | 1584 |
|  Connecticut Avenue Securities Trust 2023-R08 |  |  |  |
|  5.86% (30-day Average SOFR + 1.50%), 10/25/2043, Series 2023-R08, Class 1M1(1)(2) |  | 807 | 808 |
|  Cross 2024-H3 Mortgage Trust |  |  |  |
|  6.27%, 06/25/2069, Series 2024-H3, Class A1(1)(5) |  | 7428 | 7526 |
|  Cross 2024-H6 Mortgage Trust |  |  |  |
|  5.13%, 09/25/2069, Series 2024-H6, Class A1(1)(3) |  | 4535 | 4537 |
|  Cross 2024-H7 Mortgage Trust |  |  |  |
|  5.59%, 11/25/2069, Series 2024-H7, Class A1(1)(3) |  | 25134 | 25324 |
|  CRSNT Trust 2021-MOON |  |  |  |
|  5.47% (1 Month Term SOFR + 1.31%, 1.20% Floor), 04/15/2036, Series 2021-MOON, Class B(1)(2) |  | 20000 | 19750 |
|  5.82% (1 Month Term SOFR + 1.66%, 1.55% Floor), 04/15/2036, Series 2021-MOON, Class C(1)(2) |  | 12000 | 11820 |
|  CSAIL 2019-C17 Commercial Mortgage Trust |  |  |  |
|  2.76%, 09/15/2052, Series 2019-C17, Class A4 |  | 2043 | 1924 |
|  3.28%, 09/15/2052, Series 2019-C17, Class AS |  | 886 | 797 |
|  CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27 |  |  |  |
|  5.75%, 11/25/2033, Series 2003-27, Class 4A4 |  | 51 | 53 |
|  CSMC 2014-USA OA LLC |  |  |  |
|  4.18%, 09/15/2037, Series 2014-USA, Class B(1) |  | 5255 | 4518 |
|  4.34%, 09/15/2037, Series 2014-USA, Class C(1) |  | 400 | 316 |
|  4.37%, 09/15/2037, Series 2014-USA, Class D(1) |  | 6175 | 4537 |
|  CSMC 2017-RPL1 Trust |  |  |  |
|  2.97%, 07/25/2057, Series 2017-RPL1, Class M1(1)(3) |  | 3070 | 2653 |
|  CSMC 2021-ADV |  |  |  |
|  6.57% (1 Month Term SOFR + 2.41%, 2.30% Floor), 07/15/2038, Series 2021-ADV, Class C(1)(2) |  | 3400 | 1596 |
|  CSMC 2021-RPL11 Trust |  |  |  |
|  3.73%, 10/25/2061, Series 2021-RP11, Class PT(1)(3) |  | 22658 | 18659 |
|  CSMC 2021-RPL4 Trust |  |  |  |
|  4.14%, 12/27/2060, Series 2021-RPL4, Class A1(1)(3) |  | 1823 | 1815 |
|  CSMC 2021-RPL6 Trust |  |  |  |
|  2.75%, 10/25/2060, Series 2021-RPL6, Class M1(1) |  | 8505 | 6794 |
|  CSMC 2021-RPL9 Trust |  |  |  |
|  3.87%, 02/25/2061, Series 2021-RPL9, Class A1(1)(3) |  | 12086 | 12027 |
|  CSMC 2022-ATH3 |  |  |  |
|  4.99%, 08/25/2067, Series 2022-ATH3, Class A1(1)(3) |  | 6421 | 6399 |
|  CSMC 2022-RPL1 Trust |  |  |  |
|  4.59%, 04/25/2061, Series 2022-RPL1, Class PT(1)(3) |  | 23856 | 20789 |
|  CSMCM 2021-RPL11 Trust |  |  |  |
|  3.78%, 10/27/2061, Series 2021-RP11, Class CERT(1) |  | 966 | 754 |
|  CSMCM 2022-RPL1 Trust |  |  |  |
|  4.23%, 04/25/2061, Series 2022-RPL1, Class CERT(1) |  | 1012 | 846 |
|  DC Commercial Mortgage Trust 2023-DC |  |  |  |
|  6.80%, 09/12/2040, Series 2023-DC, Class B(1) |  | 6265 | 6502 |
|  DC Office Trust 2019-MTC |  |  |  |
|  2.97%, 09/15/2045, Series 2019-MTC, Class A(1) |  | 12545 | 11428 |
|  Deephaven Residential Mortgage Trust 2021-2 |  |  |  |
|  0.90%, 04/25/2066, Series 2021-2, Class A1(1)(3) |  | 2790 | 2479 |
|  Deephaven Residential Mortgage Trust 2022-2 |  |  |  |
|  4.30%, 03/25/2067, Series 2022-2, Class A1(1)(3) |  | 4689 | 4582 |
|  Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust Series 2005-2 |  |  |  |
|  4.67% (1 Month Term SOFR + 0.51%, 0.40% Floor), 04/25/2035, Series 2005-2, Class 1A1(2) |  | 1859 | 1691 |
|  DOLP Trust 2021-NYC |  |  |  |
|  2.96%, 05/10/2041, Series 2021-NYC, Class A(1) |  | 11500 | 10269 |
|  Dutch Property Finance 2022-1 BV |  |  |  |
|  2.70% (3 Month €STR + 0.75%), 10/28/2059, Series 2022-1, Class A(2) | EUR | 7340 | 8634 |

---

------

---

| | | |
|:---|:---|:---|
|  Eleven Madison Trust 2015-11MD Mortgage Trust |  |  |
|  3.67%, 09/10/2035, Series 2015-11MD, Class A(1)(3) | $4390 | 4382 |
|  Ellington Financial Mortgage Trust 2022-4 |  |  |
|  5.90%, 09/25/2067, Series 2022-4, Class A1(1)(5) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54471 |
|  Eurosail-UK 2007-5np Plc |  |  |
|  4.88% (Sterling Overnight Index Average + 0.89%), 09/13/2045, Series 2007-5X, Class A1A(2) | 4683 | 6032 |
|  Eurosail-UK 2007-6nc Plc |  |  |
|  4.81% (Sterling Overnight Index Average + 0.82%), 09/13/2045, Series 2007-6NCX, Class A3A(2) | 78 | 105 |
|  Extended Stay America Trust 2021-ESH |  |  |
|  5.34% (1 Month Term SOFR + 1.19%, 1.08% Floor), 07/15/2038, Series 2021-ESH, Class A(1)(2) | $66627 | 66627 |
|  5.64% (1 Month Term SOFR + 1.49%, 1.38% Floor), 07/15/2038, Series 2021-ESH, Class B(1)(2) | 5949 | 5949 |
|  6.51% (1 Month Term SOFR + 2.36%, 2.25% Floor), 07/15/2038, Series 2021-ESH, Class D(1)(2) | 11085 | 11085 |
|  7.11% (1 Month Term SOFR + 2.96%, 2.85% Floor), 07/15/2038, Series 2021-ESH, Class E(1)(2) | 10710 | 10710 |
|  Extended Stay America Trust 2025-ESH |  |  |
|  5.45% (1 Month Term SOFR + 1.30%, 1.30% Floor), 10/15/2042, Series 2025-ESH, Class A(1)(2) | 2065 | 2069 |
|  5.75% (1 Month Term SOFR + 1.60%, 1.60% Floor), 10/15/2042, Series 2025-ESH, Class B(1)(2) | 1740 | 1743 |
|  6.00% (1 Month Term SOFR + 1.85%, 1.85% Floor), 10/15/2042, Series 2025-ESH, Class C(1)(2) | 1170 | 1173 |
|  Fannie Mae |  |  |
|  2.00%, 10/01/2055(13) | 125850 | 101405 |
|  2.50%, 10/01/2052(13) | 85100 | 71683 |
|  3.00%, 10/01/2055(13) | 83325 | 73176 |
|  3.50%, 10/01/2055(13) | 162525 | 148470 |
|  3.50%, 11/01/2055(13) | 240300 | 219472 |
|  4.00%, 10/01/2055(13) | 196800 | 185457 |
|  4.00%, 11/01/2055(13) | 216200 | 203705 |
|  4.50%, 10/01/2055(13) | 73441 | 71227 |
|  4.50%, 11/01/2055(13) | 66610 | 64578 |
|  5.00%, 10/01/2055(13) | 28950 | 28708 |
|  5.00%, 11/01/2055(13) | 1195600 | 1184970 |
|  5.50%, 11/01/2050(13) | 1098100 | 1106416 |
|  5.50%, 10/01/2055(13) | 100650 | 101479 |
|  6.00%, 10/01/2055(13) | 45746 | 46733 |
|  6.00%, 11/01/2055(13) | 1279561 | 1306933 |
|  6.50%, 10/01/2055(13) | 9000 | 9300 |
|  6.50%, 11/01/2055(13) | 652700 | 674922 |
|  Fannie Mae Pool |  |  |
|  1.50%, 03/01/2036 | 505 | 456 |
|  1.50%, 02/01/2052(14) | 1 | 0 |
|  2.00%, 06/01/2035 | 386 | 360 |
|  2.00%, 10/01/2040 | 785 | 689 |
|  2.00%, 05/01/2041 | 5209 | 4534 |
|  2.00%, 06/01/2041 | 20641 | 17853 |
|  2.00%, 03/01/2042 | 11016 | 9514 |
|  2.00%, 10/01/2050 | 3724 | 3031 |
|  2.00%, 05/01/2051 | 51197 | 41583 |
|  2.00%, 09/01/2051 | 13399 | 10854 |
|  2.00%, 10/01/2051 | 37208 | 30164 |
|  2.00%, 12/01/2051 | 28327 | 22888 |
|  2.00%, 12/01/2051 | 57817 | 46826 |
|  2.00%, 01/01/2052 | 91283 | 73872 |
|  2.00%, 02/01/2052 | 14569 | 11943 |
|  2.00%, 02/01/2052 | 111212 | 89842 |
|  2.00%, 03/01/2052 | 16239 | 13159 |
|  2.00%, 04/01/2052 | 37954 | 30725 |
|  2.00%, 04/01/2052 | 73991 | 59868 |
|  2.50%, 06/01/2050 | 115377 | 98539 |
|  2.50%, 02/01/2051 | 3964 | 3372 |
|  2.50%, 02/01/2051 | 18542 | 15710 |
|  2.50%, 02/01/2051 | 25457 | 21585 |
|  2.50%, 02/01/2051 | 69228 | 58419 |
|  2.50%, 07/01/2051 | 77594 | 66194 |
|  2.50%, 12/01/2051 | 40525 | 34360 |
|  2.50%, 02/01/2052 | 45986 | 38862 |
|  2.50%, 02/01/2052 | 51642 | 43579 |
|  2.50%, 03/01/2052 | 64597 | 55295 |
|  2.50%, 04/01/2052 | 12239 | 10345 |
|  2.50%, 04/01/2052 | 18017 | 15223 |
|  2.50%, 04/01/2052 | 73403 | 62814 |
|  2.50%, 05/01/2052 | 94285 | 80214 |
|  3.00%, 10/01/2033 | 660 | 635 |
|  3.00%, 07/01/2045 | 2139 | 1952 |
|  3.00%, 05/01/2046 | 2752 | 2489 |
|  3.00%, 07/01/2046 | 651 | 589 |
|  3.00%, 11/01/2046 | 168 | 152 |
|  3.00%, 09/01/2049 | 14116 | 12691 |

---

------

---

| | | |
|:---|:---|:---|
|  3.00%, 10/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21398 |
|  3.00%, 11/01/2049 | 17508 | 15754 |
|  3.00%, 03/01/2050 | 923 | 819 |
|  3.00%, 07/01/2050 | 19934 | 17833 |
|  3.00%, 03/01/2052 | 107 | 94 |
|  3.00%, 03/01/2052 | 226 | 199 |
|  3.00%, 03/01/2052 | 819 | 721 |
|  3.00%, 03/01/2052 | 35818 | 31545 |
|  3.00%, 04/01/2052 | 28 | 25 |
|  3.00%, 04/01/2052 | 226 | 199 |
|  3.00%, 04/01/2052 | 300 | 264 |
|  3.00%, 04/01/2052 | 495 | 436 |
|  3.00%, 04/01/2052 | 1836 | 1615 |
|  3.00%, 04/01/2052 | 1979 | 1747 |
|  3.00%, 04/01/2052 | 6765 | 5953 |
|  3.00%, 04/01/2052 | 59357 | 52290 |
|  3.00%, 05/01/2052 | 371 | 326 |
|  3.00%, 05/01/2052 | 813 | 715 |
|  3.00%, 05/01/2052 | 826 | 728 |
|  3.00%, 05/01/2052 | 868 | 765 |
|  3.00%, 05/01/2052 | 1025 | 903 |
|  3.00%, 05/01/2052 | 351641 | 309565 |
|  3.00%, 06/01/2052 | 44 | 39 |
|  3.00%, 06/01/2052 | 344 | 306 |
|  3.00%, 06/01/2052 | 377 | 331 |
|  3.00%, 06/01/2052 | 428 | 376 |
|  3.00%, 06/01/2052 | 578 | 508 |
|  3.00%, 06/01/2052 | 592 | 521 |
|  3.00%, 06/01/2052 | 859 | 755 |
|  3.00%, 06/01/2052 | 969 | 852 |
|  3.00%, 06/01/2052 | 3942 | 3469 |
|  3.00%, 06/01/2052 | 57774 | 50812 |
|  3.00%, 06/01/2052 | 157249 | 138283 |
|  3.00%, 07/01/2052 | 1032 | 908 |
|  3.00%, 07/01/2052 | 1740 | 1530 |
|  3.00%, 07/01/2052 | 1796 | 1582 |
|  3.00%, 07/01/2052 | 39027 | 34351 |
|  3.00%, 08/01/2052 | 13779 | 12125 |
|  3.50%, 01/01/2038 | 1427 | 1375 |
|  3.50%, 09/01/2042 | 54 | 51 |
|  3.50%, 12/01/2042 | 381 | 360 |
|  3.50%, 08/01/2043 | 37 | 35 |
|  3.50%, 01/01/2044 | 751 | 709 |
|  3.50%, 04/01/2045 | 7 | 7 |
|  3.50%, 01/01/2047 | 5084 | 4759 |
|  3.50%, 02/01/2047 | 335 | 313 |
|  3.50%, 11/01/2047 | 2243 | 2091 |
|  3.50%, 12/01/2047 | 1386 | 1290 |
|  3.50%, 01/01/2048 | 1395 | 1304 |
|  3.50%, 01/01/2048 | 2778 | 2587 |
|  3.50%, 06/01/2049 | 4008 | 3746 |
|  3.50%, 09/01/2049 | 1674 | 1559 |
|  3.50%, 01/01/2051 | 10063 | 9296 |
|  3.50%, 04/01/2052 | 97232 | 88993 |
|  3.50%, 05/01/2052 | 33609 | 30761 |
|  3.50%, 05/01/2052 | 110846 | 101420 |
|  3.50%, 06/01/2052 | 24832 | 22838 |
|  3.50%, 04/01/2053 | 22547 | 20607 |
|  4.00%, 02/01/2039 | 61 | 60 |
|  4.00%, 08/01/2042 | 751 | 731 |
|  4.00%, 02/01/2043 | 114 | 111 |
|  4.00%, 09/01/2046 | 415 | 396 |
|  4.00%, 04/01/2047 | 110 | 105 |
|  4.00%, 05/01/2047 | 14 | 13 |
|  4.00%, 06/01/2047 | 534 | 513 |
|  4.00%, 07/01/2047 | 483 | 464 |
|  4.00%, 08/01/2047 | 12 | 12 |
|  4.00%, 09/01/2047 | 86 | 82 |
|  4.00%, 01/01/2048 | 32 | 31 |
|  4.00%, 03/01/2048 | 70 | 67 |
|  4.00%, 04/01/2048 | 55 | 53 |
|  4.00%, 04/01/2048 | 153 | 147 |
|  4.00%, 06/01/2048 | 2752 | 2644 |
|  4.00%, 07/01/2048 | 112 | 107 |
|  4.00%, 07/01/2048 | 2083 | 2002 |

---

------

---

| | | |
|:---|:---|:---|
|  4.00%, 08/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 |
|  4.00%, 08/01/2048 | 35 | 34 |
|  4.00%, 08/01/2048 | 135 | 129 |
|  4.00%, 09/01/2048 | 13 | 12 |
|  4.00%, 09/01/2048 | 48 | 46 |
|  4.00%, 09/01/2048 | 82 | 79 |
|  4.00%, 09/01/2048 | 8324 | 8043 |
|  4.00%, 11/01/2048 | 19 | 18 |
|  4.00%, 11/01/2048 | 151 | 145 |
|  4.00%, 12/01/2048 | 50 | 48 |
|  4.00%, 12/01/2048 | 106 | 102 |
|  4.00%, 01/01/2049 | 2318 | 2241 |
|  4.00%, 02/01/2049 | 1870 | 1805 |
|  4.00%, 03/01/2049 | 260 | 249 |
|  4.00%, 08/01/2049 | 66 | 63 |
|  4.00%, 10/01/2049 | 61 | 59 |
|  4.00%, 11/01/2049 | 263 | 253 |
|  4.00%, 12/01/2049 | 328 | 314 |
|  4.00%, 12/01/2049 | 407 | 390 |
|  4.00%, 03/01/2050 | 3598 | 3444 |
|  4.00%, 05/01/2050 | 494 | 472 |
|  4.00%, 08/01/2050 | 604 | 576 |
|  4.00%, 08/01/2050 | 46907 | 44799 |
|  4.00%, 11/01/2050 | 46 | 44 |
|  4.00%, 01/01/2051 | 160 | 152 |
|  4.00%, 03/01/2051 | 906 | 867 |
|  4.00%, 05/01/2052 | 3071 | 2902 |
|  4.00%, 06/01/2052 | 15672 | 14845 |
|  4.00%, 07/01/2052 | 18816 | 17752 |
|  4.00%, 08/01/2052 | 18668 | 17644 |
|  4.00%, 09/01/2052 | 18710 | 17697 |
|  4.00%, 10/01/2052 | 68622 | 64862 |
|  4.00%, 01/01/2053 | 18178 | 17177 |
|  4.00%, 01/01/2053 | 23009 | 21746 |
|  4.50%, 11/01/2035 | 88 | 88 |
|  4.50%, 05/01/2041 | 1771 | 1771 |
|  4.50%, 06/01/2045 | 117 | 116 |
|  4.50%, 06/01/2045 | 18950 | 18855 |
|  4.50%, 02/01/2046 | 627 | 623 |
|  4.50%, 05/01/2048 | 1409 | 1388 |
|  4.50%, 05/01/2048 | 3441 | 3391 |
|  4.50%, 08/01/2048 | 2350 | 2308 |
|  4.50%, 12/01/2048 | 997 | 983 |
|  4.50%, 07/01/2052 | 5960 | 5809 |
|  4.50%, 09/01/2052 | 5215 | 5082 |
|  4.50%, 10/01/2052 | 43698 | 42578 |
|  4.50%, 10/01/2052 | 48635 | 47428 |
|  4.50%, 11/01/2052 | 30174 | 29397 |
|  4.50%, 12/01/2052 | 29562 | 28865 |
|  4.50%, 02/01/2053 | 4420 | 4318 |
|  4.50%, 02/01/2053 | 9160 | 8924 |
|  4.50%, 03/01/2053 | 10905 | 10612 |
|  4.50%, 07/01/2053 | 20183 | 19644 |
|  4.50%, 08/01/2053 | 76728 | 74634 |
|  4.50%, 03/01/2054 | 13142 | 12787 |
|  4.50%, 12/01/2054 | 226576 | 219828 |
|  4.50%, 01/01/2055 | 27863 | 27173 |
|  4.50%, 01/01/2055 | 109197 | 106757 |
|  4.50%, 01/01/2055 | 189003 | 183375 |
|  4.50%, 01/01/2055 | 278274 | 269986 |
|  4.50%, 02/01/2055 | 37384 | 36271 |
|  4.50%, 03/01/2055 | 21014 | 20459 |
|  4.50%, 07/01/2055 | 12602 | 12301 |
|  4.50%, 07/01/2055 | 15040 | 14684 |
|  5.00%, 04/01/2053 | 28679 | 28574 |
|  5.00%, 08/01/2053 | 45422 | 45222 |
|  5.00%, 10/01/2053 | 679 | 675 |
|  5.00%, 11/01/2053 | 77621 | 77278 |
|  5.00%, 05/01/2054 | 790 | 784 |
|  5.00%, 06/01/2054 | 41111 | 40830 |
|  5.00%, 08/01/2054 | 135 | 134 |
|  5.09% (30-day Average SOFR + 2.18%, 2.18% Floor, 10.09% Cap), 06/01/2055(2) | 29641 | 29853 |
|  5.50%, 12/01/2039 | 99 | 103 |
|  5.50%, 06/01/2041 | 95 | 99 |
|  5.50%, 02/01/2042 | 386 | 400 |

---

------

---

| | | |
|:---|:---|:---|
|  5.50%, 10/01/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188 |
|  5.50%, 12/01/2052 | 313 | 317 |
|  5.50%, 12/01/2052 | 575 | 581 |
|  5.50%, 01/01/2053 | 88 | 90 |
|  5.50%, 01/01/2053 | 501 | 507 |
|  5.50%, 02/01/2053 | 944 | 956 |
|  5.50%, 02/01/2053 | 2029 | 2052 |
|  5.50%, 02/01/2053 | 2566 | 2597 |
|  5.50%, 02/01/2053 | 8622 | 8733 |
|  5.50%, 03/01/2053 | 270 | 272 |
|  5.50%, 03/01/2053 | 1340 | 1359 |
|  5.50%, 03/01/2053 | 2440 | 2471 |
|  5.50%, 04/01/2053 | 827 | 837 |
|  5.50%, 05/01/2053 | 3498 | 3543 |
|  5.50%, 05/01/2053 | 48973 | 49581 |
|  5.50%, 06/01/2053 | 193 | 195 |
|  5.50%, 06/01/2053 | 54271 | 54917 |
|  5.50%, 07/01/2053 | 1150 | 1163 |
|  5.50%, 07/01/2053 | 3396 | 3437 |
|  5.50%, 09/01/2053 | 382 | 386 |
|  5.50%, 10/01/2053 | 11641 | 11772 |
|  5.50%, 11/01/2053 | 1207 | 1222 |
|  5.50%, 02/01/2054 | 1849 | 1873 |
|  5.50%, 02/01/2054 | 3907 | 3947 |
|  5.50%, 03/01/2054 | 1143 | 1154 |
|  6.00%, 09/01/2029 | 2279 | 2327 |
|  6.00%, 12/01/2052 | 63 | 65 |
|  6.00%, 12/01/2052 | 23277 | 23877 |
|  6.00%, 02/01/2053 | 49 | 50 |
|  6.00%, 03/01/2053 | 4064 | 4171 |
|  6.00%, 04/01/2053 | 7073 | 7260 |
|  6.00%, 06/01/2053 | 113 | 116 |
|  6.00%, 07/01/2053 | 2953 | 3021 |
|  6.00%, 08/01/2053 | 125 | 128 |
|  6.00%, 09/01/2053 | 100 | 103 |
|  6.00%, 09/01/2053 | 201 | 206 |
|  6.00%, 10/01/2053 | 20889 | 21393 |
|  6.00%, 12/01/2053 | 10495 | 10748 |
|  6.00%, 01/01/2054 | 49 | 50 |
|  6.00%, 02/01/2054 | 998 | 1022 |
|  6.00%, 03/01/2054 | 1328 | 1359 |
|  6.00%, 04/01/2054 | 91 | 93 |
|  6.00%, 05/01/2054 | 89 | 91 |
|  6.00%, 05/01/2054 | 134 | 137 |
|  6.00%, 06/01/2054 | 43830 | 44802 |
|  6.00%, 07/01/2054 | 36393 | 37204 |
|  6.00%, 09/01/2054 | 33 | 34 |
|  6.00%, 09/01/2054 | 36 | 36 |
|  6.00%, 09/01/2054 | 901 | 922 |
|  6.00%, 10/01/2054 | 282 | 289 |
|  6.50%, 02/01/2053 | 15290 | 16107 |
|  6.50%, 04/01/2053 | 10798 | 11325 |
|  6.50%, 05/01/2053 | 5344 | 5581 |
|  6.50%, 09/01/2053 | 286 | 297 |
|  6.50%, 09/01/2053 | 9027 | 9353 |
|  6.50%, 10/01/2053 | 204 | 212 |
|  6.50%, 10/01/2053 | 899 | 931 |
|  6.50%, 10/01/2053 | 2854 | 3005 |
|  6.50%, 10/01/2053 | 3412 | 3529 |
|  6.50%, 10/01/2053 | 10347 | 10863 |
|  6.50%, 11/01/2053 | 58 | 60 |
|  6.50%, 11/01/2053 | 4381 | 4540 |
|  6.50%, 11/01/2053 | 4725 | 4946 |
|  6.50%, 11/01/2053 | 35910 | 37572 |
|  6.50%, 11/01/2053 | 43465 | 44932 |
|  6.50%, 12/01/2053 | 87 | 90 |
|  6.50%, 12/01/2053 | 139 | 144 |
|  6.50%, 12/01/2053 | 5616 | 5813 |
|  6.50%, 12/01/2053 | 6998 | 7235 |
|  6.50%, 01/01/2054 | 40270 | 41637 |
|  6.50%, 02/01/2054 | 127 | 132 |
|  6.50%, 03/01/2054 | 3307 | 3418 |
|  6.50%, 03/01/2054 | 4982 | 5214 |
|  6.50%, 06/01/2054 | 6083 | 6377 |
|  6.50%, 07/01/2054 | 5701 | 5967 |

---

------

---

| | | |
|:---|:---|:---|
|  6.50%, 07/01/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22793 |
|  6.50%, 08/01/2054 | 1169 | 1213 |
|  6.50%, 08/01/2054 | 8085 | 8460 |
|  6.50%, 09/01/2054 | 794 | 824 |
|  6.50%, 09/01/2054 | 1007 | 1045 |
|  6.50%, 12/01/2054 | 560 | 583 |
|  6.50%, 02/01/2055 | 1687 | 1752 |
|  6.50%, 02/01/2055 | 13556 | 14175 |
|  6.50%, 03/01/2055 | 7021 | 7405 |
|  6.50%, 03/01/2055 | 7972 | 8438 |
|  6.50%, 04/01/2055 | 2894 | 3004 |
|  6.50%, 04/01/2055 | 40119 | 42090 |
|  6.50%, 04/01/2055 | 47222 | 49558 |
|  6.50%, 06/01/2055 | 1707 | 1772 |
|  6.50%, 06/01/2055 | 11524 | 12090 |
|  6.50%, 07/01/2055 | 11014 | 11633 |
|  6.50%, 07/01/2055 | 16749 | 17640 |
|  6.50%, 08/01/2055 | 1948 | 2062 |
|  6.50%, 08/01/2055 | 12164 | 12818 |
|  6.50%, 08/01/2055 | 20920 | 21907 |
|  6.50%, 09/01/2055 | 5977 | 6304 |
|  6.50%, 09/01/2055 | 9111 | 9601 |
|  6.50%, 09/01/2055 | 9075 | 9605 |
|  6.50%, 09/01/2055 | 11289 | 11924 |
|  6.50%, 09/01/2055 | 15775 | 16556 |
|  7.00%, 03/01/2045 | 300 | 314 |
|  7.00%, 03/01/2055 | 1527 | 1610 |
|  7.00%, 03/01/2055 | 1679 | 1760 |
|  7.00%, 04/01/2055 | 5479 | 5778 |
|  7.00%, 04/01/2055 | 15110 | 15810 |
|  7.00%, 05/01/2055 | 2074 | 2169 |
|  7.00%, 05/01/2055 | 2842 | 2979 |
|  Fannie Mae REMICS |  |  |
|  2.00%, 04/25/2043, Series 2013-55, Class AK | 10776 | 9325 |
|  3.00%, 03/25/2043, Series 2013-21, Class EZ | 11606 | 10660 |
|  3.00%, 02/25/2048, Series 2018-7, Class CD | 13313 | 12176 |
|  3.00%, 09/25/2049, Series 2019-52, Class PA | 269 | 245 |
|  3.50%, 03/25/2042, Series 2012-20, Class ZT | 1618 | 1541 |
|  3.50%, 09/25/2043, Series 2013-93, Class ZV | 10920 | 10304 |
|  3.50%, 06/25/2047, Series 2018-38, Class PA | 1914 | 1882 |
|  3.50%, 12/25/2047, Series 2017-100, Class ZJ | 2064 | 1861 |
|  3.50%, 06/25/2048, Series 2018-44, Class PZ | 11899 | 11103 |
|  3.50%, 12/25/2058, Series 2018-91, Class BE | 6939 | 6315 |
|  4.00%, 05/25/2047, Series 2018-86, Class JA | 438 | 436 |
|  4.97% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 01/25/2050, Series 2019-79, Class FA(2) | 1621 | 1583 |
|  5.25% (30-day Average SOFR + 0.90%, 0.90% Floor), 12/25/2050, Series 2024-10, Class AF(2) | 2476 | 2469 |
|  5.26% (30-day Average SOFR + 0.90%, 0.90% Floor, 8.00% Cap), 10/25/2054, Series 2024-90, Class EF(2) | 42566 | 42638 |
|  5.27% (30-day Average SOFR + 0.90%, 0.90% Floor, 8.00% Cap), 10/25/2055, Series 2025-89, Class FP(2) | 37858 | 37837 |
|  5.40%, 11/25/2050, Series 2025-76, Class DT | 15936 | 15801 |
|  Freddie Mac Gold Pool |  |  |
|  3.00%, 02/01/2038 | 866 | 818 |
|  3.00%, 04/01/2046 | 47 | 43 |
|  3.00%, 06/01/2046 | 1736 | 1572 |
|  3.00%, 08/01/2046 | 2160 | 1955 |
|  3.00%, 09/01/2046 | 6512 | 5892 |
|  3.00%, 10/01/2046 | 2112 | 1911 |
|  3.00%, 11/01/2046 | 2354 | 2130 |
|  3.00%, 12/01/2046 | 1622 | 1467 |
|  3.00%, 01/01/2047 | 2941 | 2661 |
|  3.00%, 02/01/2047 | 2934 | 2655 |
|  3.00%, 03/01/2047 | 1746 | 1579 |
|  3.50%, 07/01/2043 | 126 | 119 |
|  3.50%, 10/01/2045 | 3747 | 3527 |
|  3.50%, 06/01/2046 | 1513 | 1416 |
|  3.50%, 08/01/2046 | 2358 | 2222 |
|  3.50%, 08/01/2046 | 6856 | 6424 |
|  3.50%, 11/01/2046 | 566 | 529 |
|  3.50%, 02/01/2047 | 282 | 263 |
|  3.50%, 04/01/2047 | 1094 | 1023 |
|  3.50%, 09/01/2047 | 3762 | 3515 |
|  3.50%, 10/01/2047 | 828 | 771 |
|  3.50%, 11/01/2047 | 564 | 526 |
|  3.50%, 11/01/2047 | 931 | 868 |
|  3.50%, 12/01/2047 | 12362 | 11586 |
|  3.50%, 01/01/2048 | 668 | 622 |

---

------

---

| | | |
|:---|:---|:---|
|  3.50%, 01/01/2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8011 |
|  3.50%, 02/01/2048 | 589 | 548 |
|  4.00%, 01/01/2045 | 635 | 617 |
|  4.00%, 12/01/2045 | 1294 | 1253 |
|  4.00%, 03/01/2048 | 3027 | 2917 |
|  4.00%, 07/01/2048 | 3256 | 3137 |
|  4.00%, 11/01/2048 | 12725 | 12261 |
|  4.50%, 05/01/2044 | 105 | 105 |
|  4.50%, 06/01/2045 | 274 | 274 |
|  4.50%, 02/01/2046 | 297 | 297 |
|  4.50%, 05/01/2046 | 306 | 306 |
|  4.50%, 06/01/2046 | 314 | 313 |
|  4.50%, 02/01/2047 | 246 | 246 |
|  4.50%, 12/01/2047 | 839 | 829 |
|  4.50%, 10/01/2048 | 1920 | 1896 |
|  5.00%, 07/01/2048 | 383 | 388 |
|  5.00%, 08/01/2048 | 184 | 186 |
|  5.00%, 09/01/2048 | 119 | 121 |
|  5.00%, 10/01/2048 | 531 | 536 |
|  5.00%, 11/01/2048 | 747 | 754 |
|  5.50%, 08/01/2041 | 2152 | 2232 |
|  8.00%, 04/01/2032 | 64 | 67 |
|  Freddie Mac Multifamily Structured Pass-Through Certificates |  |  |
|  0.74%, 01/25/2031, Series KLU1, Class X1(3) | 132811 | 1564 |
|  1.05%, 04/25/2034, Series K-1512, Class X1(3) | 18613 | 969 |
|  4.22%, 10/25/2046, Series Q010, Class APT3(3) | 158 | 157 |
|  7.04%, 12/25/2047, Series Q010, Class APT2(3) | 43 | 43 |
|  Freddie Mac Non Gold Pool |  |  |
|  5.06% (30-day Average SOFR + 2.17%, 2.17% Floor, 10.06% Cap), 09/01/2053(2) | 27964 | 28198 |
|  Freddie Mac Pool |  |  |
|  2.00%, 09/01/2040 | 7746 | 6724 |
|  2.00%, 10/01/2040 | 6168 | 5418 |
|  2.00%, 02/01/2051 | 32366 | 26318 |
|  2.00%, 04/01/2051 | 67779 | 55066 |
|  2.00%, 04/01/2052 | 31875 | 25750 |
|  2.00%, 05/01/2052 | 37409 | 30302 |
|  2.00%, 06/01/2052 | 29281 | 23709 |
|  2.50%, 01/01/2035 | 8748 | 8315 |
|  2.50%, 01/01/2052 | 31268 | 26452 |
|  2.50%, 02/01/2052 | 66286 | 56049 |
|  2.50%, 03/01/2052 | 93753 | 80092 |
|  2.50%, 04/01/2052 | 110091 | 93206 |
|  2.50%, 05/01/2052 | 26030 | 22145 |
|  2.50%, 05/01/2052 | 41686 | 35176 |
|  2.50%, 06/01/2052 | 19864 | 16796 |
|  3.00%, 09/01/2046 | 5535 | 5002 |
|  3.00%, 01/01/2050 | 20995 | 18865 |
|  3.00%, 02/01/2050 | 2710 | 2347 |
|  3.00%, 02/01/2050 | 5903 | 5301 |
|  3.00%, 07/01/2050 | 18409 | 16468 |
|  3.00%, 01/01/2052 | 42 | 37 |
|  3.00%, 02/01/2052 | 67 | 59 |
|  3.00%, 03/01/2052 | 769 | 677 |
|  3.00%, 03/01/2052 | 55988 | 49299 |
|  3.00%, 04/01/2052 | 42 | 37 |
|  3.00%, 04/01/2052 | 412 | 363 |
|  3.00%, 04/01/2052 | 739 | 650 |
|  3.00%, 04/01/2052 | 787 | 693 |
|  3.00%, 04/01/2052 | 841 | 741 |
|  3.00%, 04/01/2052 | 25961 | 22855 |
|  3.00%, 05/01/2052 | 28 | 24 |
|  3.00%, 05/01/2052 | 825 | 726 |
|  3.00%, 05/01/2052 | 1254 | 1103 |
|  3.00%, 05/01/2052 | 190580 | 167776 |
|  3.00%, 06/01/2052 | 29 | 26 |
|  3.00%, 06/01/2052 | 255 | 224 |
|  3.00%, 06/01/2052 | 903 | 794 |
|  3.00%, 06/01/2052 | 1053 | 926 |
|  3.00%, 06/01/2052 | 1196 | 1053 |
|  3.00%, 06/01/2052 | 11596 | 10200 |
|  3.00%, 06/01/2052 | 358350 | 315126 |
|  3.00%, 07/01/2052 | 38 | 34 |
|  3.00%, 07/01/2052 | 838 | 739 |
|  3.00%, 07/01/2052 | 1658 | 1461 |
|  3.00%, 07/01/2052 | 3097 | 2724 |

---

------

---

| | | |
|:---|:---|:---|
|  3.00%, 07/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197866 |
|  3.00%, 08/01/2052 | 5625 | 4944 |
|  3.00%, 01/01/2053 | 50581 | 44457 |
|  3.50%, 06/01/2042 | 23 | 22 |
|  3.50%, 06/01/2046 | 231 | 217 |
|  3.50%, 12/01/2047 | 119 | 111 |
|  3.50%, 01/01/2050 | 334 | 311 |
|  3.50%, 05/01/2052 | 179 | 164 |
|  3.50%, 06/01/2052 | 45474 | 41589 |
|  3.50%, 07/01/2052 | 160430 | 146834 |
|  3.50%, 11/01/2052 | 43659 | 39952 |
|  3.50%, 08/01/2053 | 23192 | 21225 |
|  4.00%, 08/01/2038 | 238 | 234 |
|  4.00%, 11/01/2042 | 240 | 235 |
|  4.00%, 05/01/2047 | 139 | 134 |
|  4.00%, 04/01/2048 | 153 | 147 |
|  4.00%, 07/01/2048 | 8 | 7 |
|  4.00%, 07/01/2048 | 178 | 171 |
|  4.00%, 07/01/2048 | 406 | 391 |
|  4.00%, 11/01/2048 | 223 | 214 |
|  4.00%, 12/01/2048 | 203 | 195 |
|  4.00%, 03/01/2050 | 58 | 55 |
|  4.00%, 03/01/2050 | 115 | 110 |
|  4.00%, 05/01/2050 | 30 | 28 |
|  4.00%, 05/01/2050 | 54 | 52 |
|  4.00%, 06/01/2050 | 67 | 64 |
|  4.00%, 06/01/2050 | 435 | 414 |
|  4.00%, 05/01/2051 | 158 | 149 |
|  4.00%, 09/01/2051 | 54 | 51 |
|  4.00%, 07/01/2052 | 7056 | 6670 |
|  4.00%, 08/01/2052 | 31253 | 29533 |
|  4.00%, 09/01/2052 | 18332 | 17314 |
|  4.00%, 09/01/2052 | 29391 | 27800 |
|  4.00%, 10/01/2052 | 87213 | 82386 |
|  4.00%, 11/01/2052 | 33783 | 31913 |
|  4.00%, 02/01/2053 | 11623 | 10968 |
|  4.50%, 07/01/2052 | 17814 | 17343 |
|  4.50%, 08/01/2052 | 74305 | 72496 |
|  4.50%, 09/01/2052 | 22226 | 21675 |
|  4.50%, 10/01/2052 | 28432 | 27706 |
|  4.50%, 11/01/2052 | 2522 | 2457 |
|  4.50%, 01/01/2053 | 33598 | 32730 |
|  4.50%, 07/01/2053 | 50623 | 49221 |
|  4.50%, 08/01/2053 | 11912 | 11587 |
|  4.50%, 10/01/2053 | 35286 | 34388 |
|  4.50%, 01/01/2054 | 10639 | 10349 |
|  4.50%, 11/01/2054 | 211535 | 205236 |
|  4.50%, 12/01/2054 | 49235 | 48025 |
|  4.50%, 01/01/2055 | 21057 | 20430 |
|  4.50%, 02/01/2055 | 12597 | 12295 |
|  4.50%, 04/01/2055 | 144741 | 140431 |
|  4.50%, 05/01/2055 | 10070 | 9840 |
|  5.00%, 03/01/2042 | 117 | 122 |
|  5.00%, 03/01/2044 | 156 | 159 |
|  5.00%, 10/01/2052 | 44941 | 44789 |
|  5.00%, 04/01/2053 | 4542 | 4523 |
|  5.00%, 06/01/2053 | 33973 | 33840 |
|  5.00%, 08/01/2053 | 537 | 535 |
|  5.00%, 11/01/2053 | 2757 | 2742 |
|  5.00%, 12/01/2053 | 32223 | 32039 |
|  5.00%, 06/01/2054 | 2232 | 2214 |
|  5.50%, 08/01/2026(14) | 0 | 0 |
|  5.50%, 09/01/2052 | 462 | 468 |
|  5.50%, 01/01/2053 | 415 | 420 |
|  5.50%, 01/01/2053 | 14816 | 15008 |
|  5.50%, 02/01/2053 | 533 | 539 |
|  5.50%, 02/01/2053 | 1137 | 1153 |
|  5.50%, 03/01/2053 | 34 | 35 |
|  5.50%, 03/01/2053 | 4384 | 4440 |
|  5.50%, 04/01/2053 | 12717 | 12873 |
|  5.50%, 05/01/2053 | 915 | 927 |
|  5.50%, 06/01/2053 | 151389 | 153146 |
|  5.50%, 07/01/2053 | 783 | 793 |
|  5.50%, 07/01/2053 | 1832 | 1852 |
|  5.50%, 07/01/2053 | 10070 | 10205 |

---

------

---

| | | |
|:---|:---|:---|
|  5.50%, 07/01/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15852 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16040 |
|  5.50%, 11/01/2053 | 130103 | 131596 |
|  5.50%, 12/01/2053 | 5258 | 5314 |
|  6.00%, 01/01/2053 | 7579 | 7778 |
|  6.00%, 03/01/2053 | 62 | 63 |
|  6.00%, 04/01/2053 | 3628 | 3727 |
|  6.00%, 06/01/2053 | 271 | 278 |
|  6.00%, 08/01/2053 | 3883 | 3977 |
|  6.00%, 09/01/2053 | 28 | 29 |
|  6.00%, 10/01/2053 | 32267 | 33045 |
|  6.00%, 12/01/2053 | 83 | 85 |
|  6.00%, 02/01/2054 | 3125 | 3196 |
|  6.00%, 03/01/2054 | 83202 | 85133 |
|  6.00%, 06/01/2054 | 29 | 30 |
|  6.00%, 06/01/2054 | 31228 | 31923 |
|  6.00%, 07/01/2054 | 240 | 246 |
|  6.00%, 07/01/2054 | 50633 | 51799 |
|  6.00%, 08/01/2054 | 3043 | 3111 |
|  6.50%, 09/01/2053 | 752 | 787 |
|  6.50%, 10/01/2053 | 1220 | 1262 |
|  6.50%, 11/01/2053 | 50 | 52 |
|  6.50%, 11/01/2053 | 393 | 407 |
|  6.50%, 11/01/2053 | 6498 | 6802 |
|  6.50%, 11/01/2053 | 17742 | 18568 |
|  6.50%, 12/01/2053 | 231 | 240 |
|  6.50%, 12/01/2053 | 13333 | 13802 |
|  6.50%, 12/01/2053 | 16056 | 16654 |
|  6.50%, 01/01/2054 | 6958 | 7284 |
|  6.50%, 02/01/2054 | 3163 | 3270 |
|  6.50%, 02/01/2054 | 7822 | 8191 |
|  6.50%, 03/01/2054 | 1243 | 1284 |
|  6.50%, 03/01/2054 | 1762 | 1824 |
|  6.50%, 03/01/2054 | 15379 | 16135 |
|  6.50%, 04/01/2054 | 1401 | 1469 |
|  6.50%, 07/01/2054 | 7866 | 8234 |
|  6.50%, 08/01/2054 | 12720 | 13288 |
|  6.50%, 10/01/2054 | 10944 | 11452 |
|  6.50%, 11/01/2054 | 683 | 708 |
|  6.50%, 11/01/2054 | 7556 | 7911 |
|  6.50%, 12/01/2054 | 420 | 438 |
|  6.50%, 12/01/2054 | 584 | 608 |
|  6.50%, 12/01/2054 | 994 | 1032 |
|  6.50%, 01/01/2055 | 30391 | 31948 |
|  6.50%, 02/01/2055 | 846 | 880 |
|  6.50%, 06/01/2055 | 11420 | 12025 |
|  6.50%, 08/01/2055 | 648 | 686 |
|  6.50%, 08/01/2055 | 1470 | 1556 |
|  6.50%, 08/01/2055 | 17247 | 18116 |
|  6.50%, 08/01/2055 | 19851 | 20823 |
|  6.50%, 09/01/2055 | 6498 | 6863 |
|  6.50%, 09/01/2055 | 6743 | 7136 |
|  6.50%, 09/01/2055 | 7200 | 7593 |
|  7.00%, 02/01/2055 | 808 | 848 |
|  7.00%, 02/01/2055 | 838 | 877 |
|  7.00%, 02/01/2055 | 1353 | 1426 |
|  7.00%, 02/01/2055 | 1592 | 1669 |
|  7.00%, 02/01/2055 | 1787 | 1871 |
|  7.00%, 02/01/2055 | 1896 | 1998 |
|  7.00%, 02/01/2055 | 2099 | 2209 |
|  7.00%, 03/01/2055 | 92 | 97 |
|  7.00%, 03/01/2055 | 466 | 489 |
|  7.00%, 03/01/2055 | 1071 | 1124 |
|  7.00%, 03/01/2055 | 1215 | 1282 |
|  7.00%, 03/01/2055 | 1494 | 1570 |
|  7.00%, 03/01/2055 | 1518 | 1593 |
|  7.00%, 03/01/2055 | 1551 | 1637 |
|  7.00%, 03/01/2055 | 2300 | 2423 |
|  7.00%, 03/01/2055 | 2392 | 2509 |
|  7.00%, 04/01/2055 | 16108 | 16963 |
|  7.00%, 05/01/2055 | 13709 | 14382 |
|  Freddie Mac REMICS |  |  |
|  3.00%, 02/15/2047, Series 4655, Class CZ | 9975 | 8795 |
|  3.00%, 01/15/2049, Series 4896, Class DA | 495 | 441 |
|  3.00%, 04/15/2049, Series 4879, Class BC | 1769 | 1592 |
|  3.50%, 05/15/2042, Series 4047, Class CX | 24215 | 22860 |

---

------

---

| | | |
|:---|:---|:---|
|  3.50%, 07/15/2044, Series 4366, Class BZ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23043 |
|  3.50%, 12/15/2047, Series 4748, Class WZ | 6653 | 6164 |
|  4.00%, 01/15/2048, Series 4750, Class Z | 11340 | 10578 |
|  5.26% (30-day Average SOFR + 0.90%, 0.90% Floor, 8.00% Cap), 09/25/2055, Series 5572, Class FA(2) | 190597 | 190457 |
|  5.28% (30-day Average SOFR + 0.90%, 0.90% Floor, 8.00% Cap), 10/25/2055, Series 5592, Class FE(2) | 46072 | 45130 |
|  5.66% (30-day Average SOFR + 1.30%, 1.30% Floor, 6.50% Cap), 11/25/2054, Series 5473, Class BF(2) | 8850 | 8893 |
|  Freddie Mac STACR REMIC Trust 2021-DNA6 |  |  |
|  5.86% (30-day Average SOFR + 1.50%), 10/25/2041, Series 2021-DNA6, Class M2(1)(2) | 15707 | 15749 |
|  Freddie Mac STACR REMIC Trust 2022-DNA7 |  |  |
|  9.36% (30-day Average SOFR + 5.00%), 03/25/2052, Series 2022-DNA7, Class M1B(1)(2) | 9000 | 9683 |
|  Freddie Mac STACR REMIC Trust 2023-DNA2 |  |  |
|  6.45% (30-day Average SOFR + 2.10%), 04/25/2043, Series 2023-DNA2, Class M1A(1)(2) | 2420 | 2453 |
|  Freddie Mac Strips |  |  |
|  3.00%, 09/15/2044, Series 337, Class 300 | 29130 | 26786 |
|  Freddie Mac Whole Loan Securities Trust |  |  |
|  3.65%, 12/25/2046, Series 2017-SC01, Class M1(1)(3) | 438 | 432 |
|  GCAT 2019-RPL1 Trust |  |  |
|  2.65%, 10/25/2068, Series 2019-RPL1, Class A1(1)(3) | 915 | 891 |
|  GCAT 2025-INV2 Trust |  |  |
|  6.00%, 05/25/2055, Series 2025-INV2, Class A1(1)(3) | 20803 | 21087 |
|  GFH 2025-IND Mortgage Trust |  |  |
|  5.15%, 06/15/2033, Series 2025-IND, Class A(1) | 15565 | 15734 |
|  Ginnie Mae |  |  |
|  1.05%, 01/16/2061, Series 2021-17, Class IO(3) | 11979 | 955 |
|  1.25%, 01/16/2061, Series 2021-31, Class B | 9264 | 6726 |
|  1.29%, 03/16/2063, Series 2021-36, Class IO(3) | 56831 | 4708 |
|  1.40%, 06/16/2063, Series 2021-21, Class AH | 8525 | 6595 |
|  1.50%, 06/16/2063, Series 2021-2, Class AH | 12541 | 9299 |
|  2.50%, 10/01/2055(13) | 173100 | 149001 |
|  3.00%, 11/16/2044, Series 2015-8, Class LZ | 1688 | 1535 |
|  3.00%, 07/20/2049, Series 2019-90, Class HE | 127 | 114 |
|  3.00%, 09/20/2049, Series 2019-119, Class JE | 972 | 872 |
|  3.00%, 11/01/2055(13) | 9000 | 8034 |
|  3.50%, 08/20/2048, Series 2018-115, Class DE | 1848 | 1715 |
|  3.50%, 09/20/2048, Series 2018-124, Class NW | 1337 | 1250 |
|  3.50%, 10/01/2055(13) | 176300 | 160718 |
|  3.50%, 11/01/2055(13) | 1200 | 1094 |
|  4.00%, 10/01/2055(13) | 164875 | 154999 |
|  4.00%, 11/01/2055(13) | 4200 | 3948 |
|  4.50%, 10/01/2055(13) | 75625 | 73326 |
|  4.97% (1 Month Term SOFR + 0.61%, 0.50% Floor), 06/20/2069, Series 2020-H04, Class FP(2) | 474 | 474 |
|  4.99% (1 Month Term SOFR + 0.63%, 0.52% Floor, 11.00% Cap), 10/20/2065, Series 2015-H26, Class FA(2) | 961 | 961 |
|  5.00%, 10/01/2055(13) | 191700 | 190668 |
|  5.09% (30-day Average SOFR + 0.70%, 0.70% Floor, 10.50% Cap), 02/20/2074, Series 2024-H04, Class FA(2) | 1021 | 1017 |
|  5.13% (1 Month Term SOFR + 0.77%, 0.66% Floor, 7.50% Cap), 12/20/2065, Series 2015-H33, Class FA(2) | 317 | 317 |
|  5.49% (30-day Average SOFR + 1.10%, 1.10% Floor, 6.50% Cap), 04/20/2054, Series 2024-64, Class FD(2) | 10388 | 10395 |
|  5.50%, 10/01/2055(13) | 202400 | 203906 |
|  5.50%, 11/01/2055(13) | 95000 | 95640 |
|  5.54% (30-day Average SOFR + 1.15%, 1.15% Floor, 6.50% Cap), 06/20/2054, Series 2024-97, Class FW(2) | 3123 | 3129 |
|  5.69% (30-day Average SOFR + 1.30%, 1.30% Floor, 6.50% Cap), 02/20/2054, Series 2024-30, Class DF(2) | 2922 | 2935 |
|  6.00%, 11/01/2052(13) | 85200 | 86643 |
|  6.00%, 10/01/2055(13) | 377800 | 384227 |
|  6.50%, 10/01/2055(13) | 2000 | 2054 |
|  6.50%, 11/01/2055(13) | 15000 | 15404 |
|  Ginnie Mae I Pool |  |  |
|  4.50%, 05/15/2041 | 181 | 177 |
|  5.00%, 09/15/2041 | 85 | 89 |
|  5.00%, 07/15/2044 | 52 | 52 |
|  7.50%, 08/15/2033 | 28 | 29 |
|  Ginnie Mae II Pool |  |  |
|  2.50%, 12/20/2051 | 6533 | 5627 |
|  3.00%, 05/20/2046 | 2330 | 2114 |
|  3.00%, 10/20/2046 | 590 | 534 |
|  3.00%, 12/20/2046 | 1451 | 1313 |
|  3.00%, 03/20/2047 | 389 | 352 |
|  3.00%, 09/20/2047 | 3837 | 3474 |
|  3.00%, 11/20/2047 | 1338 | 1209 |
|  3.00%, 01/20/2048 | 1718 | 1556 |
|  3.00%, 10/20/2049 | 2220 | 1958 |
|  3.00%, 01/20/2052 | 702 | 627 |
|  3.00%, 03/20/2052 | 2627 | 2346 |
|  3.00%, 04/20/2052 | 7915 | 7068 |
|  3.50%, 03/20/2046 | 467 | 434 |
|  3.50%, 04/20/2046 | 173 | 161 |
|  3.50%, 06/20/2046 | 663 | 617 |

---

------

---

| | | |
|:---|:---|:---|
|  3.50%, 12/20/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1152 |
|  3.50%, 01/20/2047 | 1512 | 1403 |
|  3.50%, 04/20/2047 | 667 | 614 |
|  3.50%, 05/20/2047 | 88 | 81 |
|  3.50%, 06/20/2047 | 5219 | 4820 |
|  3.50%, 08/20/2047 | 1350 | 1254 |
|  3.50%, 09/20/2047 | 3406 | 3150 |
|  3.50%, 10/20/2047 | 270 | 251 |
|  3.50%, 11/20/2047 | 4677 | 4341 |
|  3.50%, 01/20/2048 | 2128 | 1975 |
|  3.50%, 06/20/2049 | 180 | 162 |
|  3.50%, 07/20/2049 | 1050 | 946 |
|  3.50%, 11/20/2052 | 538 | 492 |
|  4.00%, 09/20/2047 | 1011 | 967 |
|  4.00%, 11/20/2047 | 706 | 676 |
|  4.00%, 12/20/2047 | 684 | 654 |
|  4.00%, 01/20/2048 | 928 | 886 |
|  4.00%, 08/20/2048 | 1011 | 966 |
|  4.00%, 09/20/2048 | 769 | 736 |
|  4.00%, 10/20/2048 | 300 | 287 |
|  4.50%, 05/20/2047 | 1537 | 1523 |
|  4.50%, 06/20/2047 | 2124 | 2108 |
|  4.50%, 08/20/2048 | 2469 | 2443 |
|  4.50%, 09/20/2048 | 271 | 268 |
|  4.50%, 10/20/2052 | 47568 | 46468 |
|  4.50%, 10/20/2054 | 58228 | 56503 |
|  4.50%, 11/20/2054 | 35847 | 34785 |
|  5.00%, 12/20/2044 | 99 | 102 |
|  5.00%, 06/20/2047 | 1021 | 1040 |
|  5.00%, 09/20/2047 | 583 | 593 |
|  5.00%, 10/20/2048 | 789 | 801 |
|  6.00%, 02/20/2055 | 1382 | 1401 |
|  Grifonas Finance No 1 Plc |  |  |
|  2.34% (6 Month €STR + 0.28%), 08/28/2039, Series 1, Class A(2) | 1494 | 1699 |
|  GS Mortgage Securities Corp. Trust 2012-BWTR |  |  |
|  2.95%, 11/05/2034, Series 2012-BWTR, Class A(1) | $3945 | 3382 |
|  GS Mortgage Securities Corp. Trust 2012-TMSQ |  |  |
|  3.84%, 04/10/2031, Series 2013-G1, Class B(1)(3) | 1422 | 1400 |
|  GS Mortgage Securities Corp. Trust 2013-PEMB |  |  |
|  3.67%, 03/05/2033, Series 2013-PEMB, Class D(1)(3) | 5150 | 1017 |
|  3.67%, 03/05/2033, Series 2013-PEMB, Class A(1)(3) | 4610 | 3895 |
|  GS Mortgage-Backed Securities Corp. Trust 2021-NQM1 |  |  |
|  1.02%, 07/25/2061, Series 2021-NQM1, Class A1(1)(3) | 10433 | 9431 |
|  GS Mortgage-Backed Securities Trust 2024-RPL5 |  |  |
|  0.00%, 07/25/2064, Series 2024-RPL5, Class SA(1) | 34 | 33 |
|  3.64%, 07/25/2064, Series 2024-RPL5, Class PT(1)(3) | 109176 | 93703 |
|  GS Mortgage-Backed Securities Trust 2024-RPL6 |  |  |
|  0.00%, 01/25/2064, Series 2024-RPL6, Class SA(1) | 54 | 53 |
|  3.19%, 01/25/2064, Series 2024-RPL6, Class PT(1)(3) | 103992 | 87023 |
|  GS Mortgage-Backed Securities Trust 2024-RPL7 |  |  |
|  0.00%, 07/25/2064, Series 2024-RPL7, Class SA(1) | 135 | 132 |
|  3.99%, 07/25/2064, Series 2024-RPL7, Class PT(1)(3) | 106582 | 95628 |
|  HarborView Mortgage Loan Trust 2005-9 |  |  |
|  5.15% (1 Month Term SOFR + 1.01%, 0.90% Floor, 11.00% Cap), 06/20/2035, Series 2005-9, Class 2A1C(2) | 3606 | 3417 |
|  HarborView Mortgage Loan Trust 2006-10 |  |  |
|  4.87% (1 Month Term SOFR + 0.51%, 0.40% Floor), 11/19/2036, Series 2006-10, Class 1A1A(2) | 6248 | 4969 |
|  HarborView Mortgage Loan Trust 2006-12 |  |  |
|  4.66% (1 Month Term SOFR + 0.52%, 0.41% Floor), 12/19/2036, Series 2006-12, Class 1A1A(2) | 22530 | 17811 |
|  HarborView Mortgage Loan Trust 2006-7 |  |  |
|  4.65% (1 Month Term SOFR + 0.51%, 0.40% Floor), 09/19/2046, Series 2006-7, Class 2A1A(2) | 1790 | 1576 |
|  HarborView Mortgage Loan Trust 2007-6 |  |  |
|  4.45% (1 Month Term SOFR + 0.31%, 10.50% Cap), 08/19/2037, Series 2007-6, Class 1A1A(2) | 5100 | 4350 |
|  Hilton USA Trust |  |  |
|  5.89% (1 Month Term SOFR + 1.74%, 1.74% Floor), 07/15/2042, Series 2025-NVIL, Class A(1)(2) | 12300 | 12338 |
|  Homes 2024-Nqm2 Trust |  |  |
|  5.72%, 10/25/2069, Series 2024-NQM2, Class A1(1)(5) | 26629 | 26882 |
|  HOMES 2025-NQM1 Trust |  |  |
|  5.55%, 01/25/2070, Series 2025-NQM1, Class A1(1)(5) | 31912 | 32141 |
|  HSI Asset Securitization Corp. Trust 2005-NC1 |  |  |
|  5.23% (1 Month Term SOFR + 1.07%, 0.96% Floor), 07/25/2035, Series 2005-NC1, Class M3(2) | 4448 | 4290 |
|  Hudson Yards 2025-SPRL Mortgage Trust |  |  |
|  5.95%, 01/13/2040, Series 2025-SPRL, Class B(1)(3) | 10439 | 10813 |
|  Hudsons Bay Simon JV Trust 2015-HBS |  |  |
|  3.91%, 08/05/2034, Series 2015-HB7, Class A7(1) | 103 | 103 |
|  4.15%, 08/05/2034, Series 2015-HB10, Class A10(1) | 3540 | 3536 |

---

------

---

| | | |
|:---|:---|:---|
|  Impac CMB Trust Series 2004-7 |  |  |
|  4.91% (1 Month Term SOFR + 0.75%, 11.25% Cap), 11/25/2034, Series 2004-7, Class 2A(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168 |
|  IndyMac INDX Mortgage Loan Trust 2006-AR19 |  |  |
|  4.05%, 08/25/2036, Series 2006-AR19, Class 5A2(3) | 12059 | 8687 |
|  IndyMac INDX Mortgage Loan Trust 2007-AR15 |  |  |
|  4.25%, 08/25/2037, Series 2007-AR15, Class 1A1(3) | 2832 | 1964 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 |  |  |
|  3.69%, 12/15/2047, Series 2012-LC9, Class D(1)(3) | 215 | 204 |
|  3.69%, 12/15/2047, Series 2012-LC9, Class C(1)(3) | 2187 | 2121 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT |  |  |
|  5.35%, 07/05/2033, Series 2018-WPT, Class DFX(1) | 10060 | 5432 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2019-OSB |  |  |
|  3.40%, 06/05/2039, Series 2019-OSB, Class A(1) | 8013 | 7569 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2021-1440 |  |  |
|  5.57% (1 Month Term SOFR + 1.41%, 1.30% Floor), 03/15/2036, Series 2021-1440, Class A(1)(2) | 5000 | 4605 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2021-HTL5 |  |  |
|  6.38% (1 Month Term SOFR + 2.23%, 1.97% Floor), 11/15/2038, Series 2021-HTL5, Class C(1)(2) | 8700 | 8697 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC |  |  |
|  5.82% (1 Month Term SOFR + 1.66%, 1.30% Floor), 04/15/2038, Series 2021-MHC, Class C(1)(2) | 1000 | 1000 |
|  6.22% (1 Month Term SOFR + 2.06%, 1.70% Floor), 04/15/2038, Series 2021-MHC, Class D(1)(2) | 2800 | 2803 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2023-CCDC |  |  |
|  7.24%, 10/05/2040, Series 2023-CCDC, Class A(1) | 5800 | 6138 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS |  |  |
|  5.75% (1 Month Term SOFR + 1.60%, 1.60% Floor), 01/15/2042, Series 2025-BMS, Class A(1)(2) | 5700 | 5689 |
|  6.15% (1 Month Term SOFR + 2.00%, 2.00% Floor), 01/15/2042, Series 2025-BMS, Class B(1)(2) | 3500 | 3491 |
|  JP Morgan Mortgage Trust 2024-10 |  |  |
|  5.61% (30-day Average SOFR + 1.25%, 7.50% Cap), 03/25/2055, Series 2024-10, Class A11(1)(2) | 12068 | 12043 |
|  JP Morgan Mortgage Trust 2024-9 |  |  |
|  5.71% (30-day Average SOFR + 1.35%, 7.50% Cap), 02/25/2055, Series 2024-9, Class A11(1)(2) | 8847 | 8865 |
|  JP Morgan Mortgage Trust Series 2024-CES2 |  |  |
|  0.00%, 02/25/2055, Series 2024-CES2, Class PT(1)(3) | 88304 | 95745 |
|  JP Morgan Mortgage Trust Series 2025-NQM2 |  |  |
|  5.92%, 09/25/2065, Series 2025-NQM2, Class A3(1)(5) | 8582 | 8639 |
|  JP Morgan Seasoned Mortgage Trust 2010-1 |  |  |
|  0.00%, 03/25/2050, Series 2010-1, Class B(1)(3) | 3630 | 3184 |
|  Kinbane 2022-RPL 1 DAC |  |  |
|  3.87% (1 Month €STR + 0.85%), 09/25/2062, Series 2022-RPL1A, Class A(1)(2) | 9892 | 11624 |
|  Legacy Mortgage Asset Trust 2021-GS2 |  |  |
|  5.75%, 04/25/2061, Series 2021-GS2, Class A1(1)(5) | $3191 | 3188 |
|  Legacy Mortgage Asset Trust 2021-GS3 |  |  |
|  5.75%, 07/25/2061, Series 2021-GS3, Class A1(1)(5) | 6806 | 6806 |
|  Legacy Mortgage Asset Trust 2021-GS4 |  |  |
|  5.65%, 11/25/2060, Series 2021-GS4, Class A1(1)(5) | 7491 | 7495 |
|  Legacy Mortgage Asset Trust 2021-GS5 |  |  |
|  5.25%, 07/25/2067, Series 2021-GS5, Class A1(1)(5) | 5332 | 5332 |
|  Lehman XS Trust Series 2005-5N |  |  |
|  4.63% (1 Month Term SOFR + 0.47%, 0.36% Floor), 11/25/2035, Series 2005-5N, Class 3A2(2) | 9084 | 8404 |
|  LEX 2024-BBG Mortgage Trust |  |  |
|  5.04%, 10/13/2033, Series 2024-BBG, Class A(1)(3) | 3200 | 3219 |
|  Life 2021-BMR Mortgage Trust |  |  |
|  6.61% (1 Month Term SOFR + 2.46%, 2.35% Floor), 03/15/2038, Series 2021-BMR, Class F(1)(2) | 3660 | 3617 |
|  Ludgate Funding Plc |  |  |
|  4.71% (Sterling Overnight Index Average + 0.72%), 01/01/2061, Series 2008-W1X, Class A1(2) | 242 | 323 |
|  Lugo Funding DAC |  |  |
|  3.03% (3 Month €STR + 1.00%), 05/26/2066, Series 2024-1A, Class A(1)(2) | 12421 | 14519 |
|  MAD Commercial Mortgage Trust 2025-11MD |  |  |
|  5.63%, 10/15/2042, Series 2025-11MD, Class C(1)(3) | $8000 | 8030 |
|  Mansard Mortgages 2007-1 Plc |  |  |
|  4.37% (Sterling Overnight Index Average + 0.30%), 04/15/2047, Series 2007-1X, Class A2(2) | 2312 | 3088 |
|  4.49% (Sterling Overnight Index Average + 0.42%), 04/15/2049, Series 2007-1X, Class M1(2) | 3222 | 4146 |
|  Merrill Lynch Alternative Note Asset Trust Series 2007-A3 |  |  |
|  4.69% (1 Month Term SOFR + 0.53%, 0.42% Floor), 04/25/2037, Series 2007-A3, Class A1(2) | $26492 | 4405 |
|  Merrill Lynch Mortgage Investors Trust Series MLCC 2004-HB1 |  |  |
|  3.69%, 04/25/2029, Series 2004-HB1, Class A3(3) | 148 | 127 |
|  Metlife Securitization Trust 2018-1 |  |  |
|  3.75%, 03/25/2057, Series 2018-1A, Class A(1)(3) | 3227 | 3150 |
|  MF1 2020-FL4 Ltd. |  |  |
|  5.96% (1 Month Term SOFR + 1.81%, 1.70% Floor), 12/15/2035, Series 2020-FL4, Class A(1)(2) | 4297 | 4298 |
|  MF1 2021-FL6 Ltd. |  |  |
|  5.35% (1 Month Term SOFR + 1.21%, 1.10% Floor), 07/16/2036, Series 2021-FL6, Class A(1)(2) | 856 | 856 |
|  MF1 2021-FL7 Ltd. |  |  |
|  5.33% (1 Month Term SOFR + 1.19%, 1.08% Floor), 10/16/2036, Series 2021-FL7, Class A(1)(2) | 6371 | 6368 |
|  MF1 2025-FL19 LLC |  |  |
|  6.48% (1 Month Term SOFR + 2.34%, 2.34% Floor), 05/18/2042, Series 2025-FL19, Class B(1)(2) | 15200 | 15230 |

---

------

---

| | | |
|:---|:---|:---|
|  MF1 Multifamily Housing Mortgage Loan Trust |  |  |
|  5.46% (1 Month Term SOFR + 1.31%, 1.31% Floor), 07/15/2036, Series 2021-FL5, Class AS(1)(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7842 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7826 |
|  MFA 2021-RPL1 Trust |  |  |
|  2.85%, 07/25/2060, Series 2021-RPL1, Class M2(1)(3) | 1200 | 1005 |
|  MFA 2022-NQM3 Trust |  |  |
|  5.57%, 09/25/2067, Series 2022-NQM3, Class A1(1)(5) | 12420 | 12377 |
|  MFA 2022-RPL1 Trust |  |  |
|  3.30%, 08/25/2061, Series 2022-RPL1, Class A1(1)(3) | 21429 | 20176 |
|  MHC Commercial Mortgage Trust 2021-MHC |  |  |
|  5.62% (1 Month Term SOFR + 1.47%, 1.35% Floor), 04/15/2038, Series 2021-MHC, Class C(1)(2) | 2800 | 2800 |
|  MHC Trust 2021-MHC2 |  |  |
|  6.21% (1 Month Term SOFR + 2.06%, 1.95% Floor), 05/15/2038, Series 2021-MHC2, Class E(1)(2) | 1640 | 1643 |
|  6.66% (1 Month Term SOFR + 2.51%, 2.40% Floor), 05/15/2038, Series 2021-MHC2, Class F(1)(2) | 2400 | 2402 |
|  Mill City Mortgage Loan Trust 2018-1 |  |  |
|  3.25%, 05/25/2062, Series 2018-1, Class A1(1)(3) | 89 | 88 |
|  Mill City Mortgage Loan Trust 2018-2 |  |  |
|  3.75%, 05/25/2058, Series 2018-2, Class M1(1)(3) | 440 | 434 |
|  Mill City Mortgage Loan Trust 2018-3 |  |  |
|  3.50%, 08/25/2058, Series 2018-3, Class A1(1)(3) | 420 | 415 |
|  Mill City Mortgage Loan Trust 2019-1 |  |  |
|  3.50%, 10/25/2069, Series 2019-1, Class M1(1)(3) | 1188 | 1131 |
|  Mill City Mortgage Loan Trust 2019-GS1 |  |  |
|  2.75%, 07/25/2059, Series 2019-GS1, Class A1(1)(3) | 1085 | 1063 |
|  3.25%, 07/25/2059, Series 2019-GS1, Class M2(1)(3) | 1115 | 1018 |
|  Mill City Mortgage Loan Trust 2019-GS2 |  |  |
|  2.75%, 08/25/2059, Series 2019-GS2, Class A1(1)(3) | 3239 | 3150 |
|  Mill City Mortgage Loan Trust 2021-NMR1 |  |  |
|  2.50%, 11/25/2060, Series 2021-NMR1, Class M2(1)(3) | 1000 | 882 |
|  Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 |  |  |
|  4.21%, 08/15/2046, Series 2013-C11, Class B(3) | 1563 | 942 |
|  Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 |  |  |
|  4.86%, 10/15/2046, Series 2013-C12, Class C(3) | 197 | 187 |
|  Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 |  |  |
|  2.86%, 09/15/2049, Series 2016-C30, Class A5 | 1087 | 1069 |
|  Morgan Stanley Capital I Trust 2018-H4 |  |  |
|  4.31%, 12/15/2051, Series 2018-H4, Class A4 | 1361 | 1346 |
|  Morgan Stanley Capital I Trust 2021-230P |  |  |
|  6.06% (1 Month Term SOFR + 1.91%, 1.80% Floor), 12/15/2038, Series 2021-230P, Class C(1)(2) | 9974 | 9026 |
|  MRCD 2019-MARK Mortgage Trust |  |  |
|  2.72%, 12/15/2036, Series 2019-PARK, Class D(1) | 3000 | 2195 |
|  MSBAM Commercial Mortgage Securities Trust 2012-CKSV |  |  |
|  3.28%, 10/15/2030, Series 2012-CKSV, Class A2(1) | 1079 | 1028 |
|  MTN Commercial Mortgage Trust 2022-LPFL |  |  |
|  5.56% (1 Month Term SOFR + 1.40%, 1.40% Floor), 03/15/2039, Series 2022-LPFL, Class A(1)(2) | 14320 | 14316 |
|  New Residential Mortgage Loan Trust 2019-RPL3 |  |  |
|  2.75%, 07/25/2059, Series 2019-RPL3, Class A1(1)(3) | 11150 | 10768 |
|  New Residential Mortgage Loan Trust 2020-NQM |  |  |
|  3.89%, 05/24/2060, Series 2020-NQM2, Class M1(1)(3) | 8812 | 7993 |
|  New Residential Mortgage Loan Trust 2023-NQM1 |  |  |
|  6.86%, 10/25/2063, Series 2023-NQM1, Class A1A(1)(5) | 26806 | 27180 |
|  New Residential Mortgage Loan Trust 2024-NQM2 |  |  |
|  5.12%, 09/25/2064, Series 2024-NQM2, Class A1(1)(3) | 22707 | 22739 |
|  New Residential Mortgage Loan Trust 2024-NQM3 |  |  |
|  5.47%, 11/25/2064, Series 2024-NQM3, Class A1(1)(5) | 27491 | 27769 |
|  New Residential Mortgage Loan Trust 2024-RPL1 |  |  |
|  3.80%, 01/25/2064, Series 2024-RPL1, Class A(1)(3) | 13584 | 12941 |
|  New Residential Mortgage Loan Trust 2024-RTL1 |  |  |
|  6.66%, 03/25/2039, Series 2024-RTL1, Class A1(1)(5) | 8965 | 9033 |
|  Newgate Funding Plc |  |  |
|  4.28% (Sterling Overnight Index Average + 0.29%), 12/01/2050, Series 2006-2, Class A3A(2) | 2917 | 3908 |
|  NLT 2021-INV3 Trust |  |  |
|  0.00%, 11/25/2056, Series 2021-INV3, Class PT(1)(3) | $15560 | 14764 |
|  NLT 2023-1 Trust |  |  |
|  3.20%, 10/25/2062, Series 2023-1, Class A1(1)(3) | 7353 | 6698 |
|  NYC Commercial Mortgage Trust 2025-1155 |  |  |
|  5.83%, 06/10/2042, Series 2025-1155, Class A(1) | 12089 | 12151 |
|  NYMT Loan Trust 2022-CP1 |  |  |
|  3.21%, 07/25/2061, Series 2022-CP1, Class M1(1) | 700 | 614 |
|  NYMT Loan Trust 2024-INV1 |  |  |
|  5.38%, 06/25/2069, Series 2024-INV1, Class A1(1)(3) | 4033 | 4049 |
|  NYMT Loan Trust Series 2024-BPL2 |  |  |
|  6.51%, 05/25/2039, Series 2024-BPL2, Class A1(1)(5) | 8405 | 8491 |
|  NYMT Loan Trust Series 2024-BPL3 |  |  |
|  5.27%, 09/25/2039, Series 2024-BPL3, Class A1(1)(5) | 4895 | 4901 |
|  NYO Commercial Mortgage Trust 2021-1290 |  |  |
|  5.36% (1 Month Term SOFR + 1.21%, 1.10% Floor), 11/15/2038, Series 2021-1290, Class A(1)(2) | 10900 | 10859 |

---

------

---

| | | |
|:---|:---|:---|
|  OBX 2018-EXP1 Trust |  |  |
|  4.00%, 04/25/2048, Series 2018-EXP1, Class 1A3(1)(3) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
|  OBX 2019-EXP2 Trust |  |  |
|  4.00%, 06/25/2059, Series 2019-EXP2, Class 1A3(1)(3) | 175 | 166 |
|  OBX 2019-EXP3 Trust |  |  |
|  3.50%, 10/25/2059, Series 2019-EXP3, Class 1A8(1)(3) | 105 | 96 |
|  OBX 2020-EXP1 Trust |  |  |
|  5.02% (1 Month Term SOFR + 0.86%), 02/25/2060, Series 2020-EXP1, Class 2A1(1)(2) | 118 | 116 |
|  OBX 2021-NQM3 Trust |  |  |
|  1.05%, 07/25/2061, Series 2021-NQM3, Class A1(1)(3) | 3124 | 2573 |
|  OBX 2022-NQM2 Trust |  |  |
|  2.98%, 01/25/2062, Series 2022-NQM2, Class A1(1)(3) | 33367 | 31986 |
|  OBX 2022-NQM7 Trust |  |  |
|  5.11%, 08/25/2062, Series 2022-NQM7, Class A1(1)(5) | 3162 | 3158 |
|  OBX 2023-NQM3 Trust |  |  |
|  5.95%, 02/25/2063, Series 2023-NQM3, Class A1(1)(5) | 16557 | 16591 |
|  OBX 2023-NQM5 Trust |  |  |
|  6.57%, 06/25/2063, Series 2023-NQM5, Class A1A(1)(5) | 7123 | 7175 |
|  OBX 2023-NQM8 Trust |  |  |
|  7.05%, 09/25/2063, Series 2023-NQM8, Class A1(1)(5) | 5265 | 5341 |
|  ONE 2021-PARK Mortgage Trust |  |  |
|  5.36% (1 Month Term SOFR + 1.21%, 1.10% Floor), 03/15/2036, Series 2021-PARK, Class C(1)(2) | 2175 | 2074 |
|  One Bryant Park Trust 2019-OBP |  |  |
|  2.52%, 09/15/2054, Series 2019-OBP, Class A(1) | 7390 | 6806 |
|  One Market Plaza Trust 2017-1MKT |  |  |
|  3.61%, 02/10/2032, Series 2017-1MKT, Class A(1) | 7017 | 6799 |
|  One New York Plaza Trust 2020-1NYP |  |  |
|  5.22% (1 Month Term SOFR + 1.06%, 0.95% Floor), 01/15/2036, Series 2020-1NYP, Class A(1)(2) | 19192 | 18885 |
|  PGA Trust 2024-RSR2 |  |  |
|  6.04% (1 Month Term SOFR + 1.89%, 1.89% Floor), 06/15/2039, Series 2024-RSR2, Class A(1)(2) | 21248 | 21248 |
|  PMT Loan Trust 2024-INV1 |  |  |
|  5.50%, 10/25/2059, Series 2024-INV1, Class A3(1)(3) | 5015 | 5048 |
|  PRET 2024-NPL8 LLC |  |  |
|  5.96%, 11/25/2054, Series 2024-NPL8, Class A1(1)(5) | 7552 | 7560 |
|  PRKCM 2022-AFC1 Trust |  |  |
|  4.10%, 04/25/2057, Series 2022-AFC1, Class A1A(1)(3) | 51185 | 50915 |
|  PRKCM 2024-AFC1 Trust |  |  |
|  6.33%, 03/25/2059, Series 2024-AFC1, Class A1(1)(5) | 3855 | 3901 |
|  PRPM 2022-NQM1 Trust |  |  |
|  5.50%, 08/25/2067, Series 2022-NQM1, Class A1(1)(5) | 14144 | 14096 |
|  PRPM 2023-RCF1 LLC |  |  |
|  4.00%, 06/25/2053, Series 2023-RCF1, Class A1(1)(5) | 4814 | 4764 |
|  PRPM 2023-RCF2 LLC |  |  |
|  4.00%, 11/25/2053, Series 2023-RCF2, Class A1(1)(5) | 592 | 585 |
|  PRPM 2024-5 LLC |  |  |
|  5.69%, 09/25/2029, Series 2024-5, Class A1(1)(5) | 1636 | 1637 |
|  PRPM 2024-7 LLC |  |  |
|  5.87%, 11/25/2029, Series 2024-7, Class A1(1)(5) | 3882 | 3883 |
|  PRPM 2024-NQM1 Trust |  |  |
|  6.27%, 12/25/2068, Series 2024-NQM1, Class A1(1)(5) | 1636 | 1654 |
|  PRPM 2024-NQM2 Trust |  |  |
|  6.33%, 06/25/2069, Series 2024-NQM2, Class A1(1)(5) | 1602 | 1638 |
|  PRPM 2024-NQM3 |  |  |
|  5.23%, 08/25/2069, Series 2024-NQM3, Class A1(1)(5) | 4975 | 4985 |
|  PRPM 2024-RCF1 LLC |  |  |
|  4.00%, 01/25/2054, Series 2024-RCF1, Class A1(1)(5) | 1258 | 1240 |
|  PRPM 2024-RCF2 LLC |  |  |
|  3.75%, 03/25/2054, Series 2024-RCF2, Class A1(1)(5) | 4621 | 4526 |
|  PRPM 2024-RCF6 LLC |  |  |
|  4.00%, 10/25/2064, Series 2024-RCF6, Class A1(1)(5) | 1816 | 1781 |
|  PRPM 2025-2 LLC |  |  |
|  6.47%, 05/25/2030, Series 2025-2, Class A1(1)(5) | 2735 | 2745 |
|  PRPM 2025-7 LLC |  |  |
|  5.50%, 08/25/2030, Series 2025-7, Class A1(1)(5) | 11957 | 11975 |
|  PRPM 2025-RCF1 LLC |  |  |
|  4.50%, 02/25/2055, Series 2025-RCF1, Class A1(1)(5) | 4079 | 4050 |
|  PRPM 2025-RCF4 LLC |  |  |
|  4.50%, 08/25/2055, Series 2025-RCF4, Class A1(1)(5) | 3703 | 3666 |
|  PRPM 2025-RPL3 LLC |  |  |
|  3.25%, 04/25/2055, Series 2025-RPL3, Class A1(1)(5) | 26328 | 25366 |
|  PRPM 2025-RPL4 LLC |  |  |
|  3.00%, 05/25/2055, Series 2025-RPL4, Class A1(1)(5) | 29412 | 27832 |
|  RALI Series 2006-QS9 Trust |  |  |
|  6.00%, 07/25/2036, Series 2006-QS9, Class 1A3 | 1874 | 1507 |

---

------

---

| | | |
|:---|:---|:---|
|  RALI Series 2007-QH8 Trust |  |  |
|  5.14%, 10/25/2037, Series 2007-QH8, Class A(3) | 671 | 536 |
|  RALI Series 2007-QS2 Trust |  |  |
|  6.25%, 01/25/2037, Series 2007-QS2, Class A4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8778 |
|  RCO X Mortgage LLC 2025-1 |  |  |
|  5.88%, 01/25/2030, Series 2025-1, Class A1(1)(5) | 14762 | 14775 |
|  Redwood Funding Trust 2023-1 |  |  |
|  7.50%, 07/25/2059, Series 2023-1, Class A(1)(5) | 3244 | 3232 |
|  Roc Mortgage Trust 2024-RTL1 |  |  |
|  5.59%, 10/25/2039, Series 2024-RTL1, Class A1(1)(5) | 11670 | 11735 |
|  ROCK Trust 2024-CNTR |  |  |
|  5.93%, 11/13/2041, Series 2024-CNTR, Class B(1) | 5309 | 5487 |
|  6.47%, 11/13/2041, Series 2024-CNTR, Class C(1) | 3174 | 3297 |
|  SCOTT Trust 2023-SFS |  |  |
|  5.91%, 03/10/2040, Series 2023-SFS, Class A(1) | 9025 | 9281 |
|  Sequoia Mortgage Trust 2004-9 |  |  |
|  4.98% (6 Month Term SOFR + 1.15%, 0.72% Floor, 11.50% Cap), 10/20/2034, Series 2004-9, Class A2(2) | 580 | 522 |
|  Sequoia Mortgage Trust 2017-CH1 |  |  |
|  4.00%, 08/25/2047, Series 2017-CH1, Class A1(1)(3) | 54 | 51 |
|  Sequoia Mortgage Trust 2017-CH2 |  |  |
|  4.00%, 12/25/2047, Series 2017-CH2, Class A1(1)(3) | 103 | 96 |
|  4.00%, 12/25/2047, Series 2017-CH2, Class A19(1)(3) | 107 | 100 |
|  Sequoia Mortgage Trust 2018-CH1 |  |  |
|  3.50%, 03/25/2048, Series 2018-CH1, Class A2(1)(3) | 30 | 27 |
|  Sequoia Mortgage Trust 2018-CH2 |  |  |
|  4.00%, 06/25/2048, Series 2018-CH2, Class A21(1)(3) | 95 | 89 |
|  Sequoia Mortgage Trust 2018-CH3 |  |  |
|  4.00%, 08/25/2048, Series 2018-CH3, Class A2(1)(3) | 10 | 10 |
|  4.50%, 08/25/2048, Series 2018-CH3, Class A19(1)(3) | 13 | 13 |
|  4.50%, 08/25/2048, Series 2018-CH3, Class A13(1)(3) | 26 | 26 |
|  Sequoia Mortgage Trust 2025-2 |  |  |
|  5.50%, 03/25/2055, Series 2025-2, Class A5(1)(3) | 20575 | 20666 |
|  Sequoia Mortgage Trust 2025-4 |  |  |
|  5.50%, 04/25/2055, Series 2025-4, Class A5(1)(3) | 4276 | 4295 |
|  Sequoia Mortgage Trust 2025-6 |  |  |
|  5.50%, 07/25/2055, Series 2025-6, Class A5(1)(3) | 16746 | 16857 |
|  Sequoia Mortgage Trust 2025-HYB1 |  |  |
|  5.07%, 10/25/2055, Series 2025-HYB1, Class A1A(1)(3) | 5100 | 5105 |
|  SFO Commercial Mortgage Trust 2021-555 |  |  |
|  5.41% (1 Month Term SOFR + 1.26%, 1.15% Floor), 05/15/2038, Series 2021-555, Class A(1)(2) | 4900 | 4863 |
|  6.06% (1 Month Term SOFR + 1.91%, 1.80% Floor), 05/15/2038, Series 2021-555, Class C(1)(2) | 6550 | 6480 |
|  SMRT 2022-MINI |  |  |
|  5.15% (1 Month Term SOFR + 1.00%, 1.00% Floor), 01/15/2039, Series 2022-MINI, Class A(1)(2) | 5200 | 5194 |
|  6.10% (1 Month Term SOFR + 1.95%, 1.95% Floor), 01/15/2039, Series 2022-MINI, Class D(1)(2) | 1120 | 1114 |
|  Stratton Mortgage Funding 2024-1 Plc |  |  |
|  5.14% (Sterling Overnight Index Average + 1.15%), 06/20/2060, Series 2024-1A, Class A(1)(2) | 30640 | 41264 |
|  5.74% (Sterling Overnight Index Average + 1.75%), 06/20/2060, Series 2024-1A, Class B(1)(2) | 19600 | 26383 |
|  STWD 2021-LIH Mortgage Trust |  |  |
|  6.22% (1 Month Term SOFR + 2.07%, 1.96% Floor), 11/15/2036, Series 2021-LIH, Class C(1)(2) | $16200 | 16149 |
|  7.17% (1 Month Term SOFR + 3.02%, 2.90% Floor), 11/15/2036, Series 2021-LIH, Class E(1)(2) | 6877 | 6868 |
|  TCO Commercial Mortgage Trust 2024-DPM |  |  |
|  5.39% (1 Month Term SOFR + 1.24%, 1.24% Floor), 12/15/2039, Series 2024-DPM, Class A(1)(2) | 4100 | 4105 |
|  Towd Point Mortgage Funding 2024 - Granite 6 Plc |  |  |
|  4.98% (Sterling Overnight Index Average + 0.93%), 07/20/2053, Series 2024-GR6A, Class A1(1)(2) | 24874 | 33529 |
|  Towd Point Mortgage Trust 2015-5 |  |  |
|  3.98%, 05/25/2055, Series 2015-5, Class B2(1)(3) | $10000 | 9785 |
|  Towd Point Mortgage Trust 2017-3 |  |  |
|  3.00%, 07/25/2057, Series 2017-3, Class A2(1)(3) | 243 | 239 |
|  3.86%, 07/25/2057, Series 2017-3, Class B2(1)(3) | 2900 | 2618 |
|  Towd Point Mortgage Trust 2017-4 |  |  |
|  3.25%, 06/25/2057, Series 2017-4, Class M2(1)(3) | 3873 | 3426 |
|  Towd Point Mortgage Trust 2018-3 |  |  |
|  3.75%, 05/25/2058, Series 2018-3, Class A1(1)(3) | 548 | 539 |
|  Towd Point Mortgage Trust 2018-5 |  |  |
|  3.25%, 07/25/2058, Series 2018-5, Class M1(1)(3) | 2250 | 1927 |
|  3.25%, 07/25/2058, Series 2018-5, Class A1(1)(3) | 6031 | 5812 |
|  Towd Point Mortgage Trust 2019-1 |  |  |
|  3.75%, 03/25/2058, Series 2019-1, Class A1(1)(3) | 1215 | 1184 |
|  Towd Point Mortgage Trust 2019-2 |  |  |
|  3.75%, 12/25/2058, Series 2019-2, Class M1(1)(3) | 9810 | 8529 |
|  Towd Point Mortgage Trust 2019-4 |  |  |
|  2.90%, 10/25/2059, Series 2019-4, Class A1(1)(3) | 34464 | 33119 |
|  3.50%, 10/25/2059, Series 2019-4, Class M1(1)(3) | 1155 | 1014 |
|  Towd Point Mortgage Trust 2021-SJ2 |  |  |
|  2.25%, 12/25/2061, Series 2021-SJ2, Class A1A(1)(3) | 13784 | 13417 |

---

------

---

| | | |
|:---|:---|:---|
|  Towd Point Mortgage Trust 2022-SJ1 |  |  |
|  4.50%, 03/25/2062, Series 2022-SJ1, Class M1(1)(3) | 21089 | 20425 |
|  Towd Point Mortgage Trust 2024-3 |  |  |
|  5.04%, 07/25/2065, Series 2024-3, Class A1A(1)(3) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6548 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6621 |
|  Towd Point Mortgage Trust 2024-4 |  |  |
|  4.54%, 10/27/2064, Series 2024-4, Class A1A(1)(3) | 16179 | 16208 |
|  Tower Bridge Funding 2024-2 Plc |  |  |
|  4.87% (Sterling Overnight Index Average + 0.88%), 05/20/2066, Series 2024-2A, Class A(1)(2) | 3773 | 5090 |
|  Trinity Square 2021-1 Plc |  |  |
|  4.89% (Sterling Overnight Index Average + 0.90%), 07/15/2059, Series 2021-1A, Class AR(1)(2) | 1609 | 2170 |
|  TRTX 2025-FL6 Issuer Ltd. |  |  |
|  5.67% (1 Month Term SOFR + 1.54%, 1.54% Floor), 09/18/2042, Series 2025-FL6, Class A(1)(2) | $8472 | 8501 |
|  TVC Mortgage Trust 2024-RRTL1 |  |  |
|  5.55%, 07/25/2039, Series 2024-RRTL1, Class A1(1)(5) | 12455 | 12477 |
|  Uropa Securities Plc |  |  |
|  2.15% (3 Month €STR + 0.20%), 10/10/2040, Series 2007-1, Class A3B(2) | 686 | 799 |
|  Valley Funding Plc |  |  |
|  0.00%, 05/16/2066, Series 1A, Class RC(1) | 9 | 239 |
|  0.00%, 05/16/2066, Series 1A, Class R(1) | 539 | 675 |
|  0.00%, 05/16/2066, Series 1A, Class Z(1) | 7993 | 8633 |
|  4.99% (Sterling Overnight Index Average + 1.00%), 05/16/2066, Series 1A, Class A(1)(2) | 48839 | 65756 |
|  5.49% (Sterling Overnight Index Average + 1.50%), 05/16/2066, Series 1A, Class B(1)(2) | 5135 | 6922 |
|  5.99% (Sterling Overnight Index Average + 2.00%), 05/16/2066, Series 1A, Class C(1)(2) | 5358 | 7220 |
|  6.99% (Sterling Overnight Index Average + 3.00%), 05/16/2066, Series 1A, Class D(1)(2) | 2768 | 3730 |
|  7.99% (Sterling Overnight Index Average + 4.00%), 05/16/2066, Series 1A, Class E(1)(2) | 1786 | 2408 |
|  9.49% (Sterling Overnight Index Average + 5.50%), 05/16/2066, Series 1A, Class F(1)(2) | 982 | 1324 |
|  VASA Trust 2021-VASA |  |  |
|  5.52% (1 Month Term SOFR + 1.36%, 1.25% Floor), 07/15/2039, Series 2021-VASA, Class B(1)(2) | $14000 | 13455 |
|  6.02% (1 Month Term SOFR + 1.86%, 1.75% Floor), 07/15/2039, Series 2021-VASA, Class C(1)(2) | 12000 | 10992 |
|  Verus Securitization Trust 2021-3 |  |  |
|  1.05%, 06/25/2066, Series 2021-3, Class A1(1)(3) | 6277 | 5521 |
|  Verus Securitization Trust 2021-5 |  |  |
|  1.01%, 09/25/2066, Series 2021-5, Class A1(1)(3) | 18241 | 15884 |
|  Verus Securitization Trust 2021-7 |  |  |
|  1.83%, 10/25/2066, Series 2021-7, Class A1(1)(5) | 7779 | 7108 |
|  Verus Securitization Trust 2022-2 |  |  |
|  4.26%, 02/25/2067, Series 2022-2, Class A2(1)(5) | 23036 | 22000 |
|  4.26%, 02/25/2067, Series 2022-2, Class A1(1)(5) | 43179 | 41534 |
|  Verus Securitization Trust 2022-3 |  |  |
|  4.13%, 02/25/2067, Series 2022-3, Class A1(1)(5) | 16950 | 16316 |
|  Verus Securitization Trust 2023-5 |  |  |
|  6.48%, 06/25/2068, Series 2023-5, Class A1(1)(5) | 3132 | 3153 |
|  Verus Securitization Trust 2023-7 |  |  |
|  7.07%, 10/25/2068, Series 2023-7, Class A1(1)(5) | 10590 | 10757 |
|  Verus Securitization Trust 2024-3 |  |  |
|  6.34%, 04/25/2069, Series 2024-3, Class A1(1)(5) | 4453 | 4515 |
|  Verus Securitization Trust 2024-8 |  |  |
|  5.36%, 10/25/2069, Series 2024-8, Class A1(1)(3) | 3820 | 3840 |
|  Verus Securitization Trust 2024-INV1 |  |  |
|  6.12%, 03/25/2069, Series 2024-INV1, Class A1(1)(5) | 10905 | 11032 |
|  Verus Securitization Trust 2024-R1 |  |  |
|  5.22%, 09/25/2069, Series 2024-R1, Class A1(1)(3) | 5531 | 5533 |
|  VTR Commercial Mortgage Trust 2025-STEM |  |  |
|  6.06%, 10/13/2041, Series 2025-STEM, Class C(1)(3) | 13945 | 13926 |
|  WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust |  |  |
|  4.91% (1 Month Term SOFR + 0.75%, 0.64% Floor, 10.50% Cap), 08/25/2045, Series 2005-AR11, Class A1A(2) | 914 | 910 |
|  WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust |  |  |
|  4.85% (1 Month Term SOFR + 0.69%, 0.58% Floor, 10.50% Cap), 10/25/2045, Series 2005-AR13, Class A1A1(2) | 1257 | 1243 |
|  WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust |  |  |
|  4.79% (1 Month Term SOFR + 0.63%, 0.52% Floor, 10.50% Cap), 11/25/2045, Series 2005-AR15, Class A1A1(2) | 2402 | 2322 |
|  WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust |  |  |
|  4.93% (1 Month Term SOFR + 0.77%, 0.66% Floor, 10.50% Cap), 01/25/2045, Series 2005-AR2, Class 1A1A(2) | 2519 | 2551 |
|  WaMu Mortgage Pass-Through Certificates Series 2006-AR1 Trust |  |  |
|  5.22% (12 Month U.S. Treasury Average + 1.07%, 1.07% Floor), 01/25/2046, Series 2006-AR1, Class 2A1A(2) | 15446 | 14820 |
|  WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust |  |  |
|  4.90% (12 Month U.S. Treasury Average + 0.75%, 0.75% Floor), 06/25/2047, Series 2007-OA5, Class 1A(2) | 7096 | 5949 |
|  Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust |  |  |
|  5.50%, 04/25/2037, Series 2007-2, Class 2A1 | 3823 | 3765 |
|  Wells Fargo Commercial Mortgage Trust 2013-LC12 |  |  |
|  3.91%, 07/15/2046, Series 2013-LC12, Class B(3) | 68 | 66 |
|  Wells Fargo Commercial Mortgage Trust 2016-C36 |  |  |
|  3.42%, 11/15/2059, Series 2016-C36, Class AS | 4341 | 4245 |
|  Wells Fargo Commercial Mortgage Trust 2020-C55 |  |  |
|  2.73%, 02/15/2053, Series 2020-C55, Class A5 | 5200 | 4846 |

---

------

---

| | | |
|:---|:---|:---|
|  Wells Fargo Commercial Mortgage Trust 2024-SVEN |  |  |
|  6.47%, 06/10/2037, Series 2024-SVEN, Class B(1)(3) | 11010 | 11417 |
|  WFRBS Commercial Mortgage Trust 2013-C15 |  |  |
|  4.28%, 08/15/2046, Series 2013-C15, Class B(3) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1419 |
|  WFRBS Commercial Mortgage Trust 2014-C20 |  |  |
|  4.38%, 05/15/2047, Series 2014-C20, Class B | 1515 | 1358 |
|  **Total Mortgage-Backed Obligations (Cost: $19,971,817)** |  | **19793267** |
|  **Total Bonds & Notes (Cost: $46,552,373)** | **Total Bonds & Notes (Cost: $46,552,373)** | **46310500** |
|  **BANK LOANS – 1.01%** |  |  |
|  1011778 BC ULC |  |  |
|  5.91% (CME Term SOFR + 1.75%), 09/20/2030(2) | 1475 | 1469 |
|  ABG Intermediate Holdings 2 LLC |  |  |
|  6.41% (CME Term SOFR + 2.25%), 12/21/2028(2) | 1167 | 1163 |
|  Abilene DC 4 LLC |  |  |
|  (CME Term SOFR + 2.25%), 06/09/2028(15)(19) | 33752 | 33752 |
|  Abilene DC 5 LLC |  |  |
|  (CME Term SOFR + 2.25%), 06/09/2028(15)(19) | 33324 | 33324 |
|  Abilene DC 7 LLC |  |  |
|  (CME Term SOFR + 2.25%), 06/09/2028(15)(19) | 34125 | 34125 |
|  ADMI Corp. |  |  |
|  (CME Term SOFR + 3.38%), 12/23/2027(15) | 1201 | 1130 |
|  Advantage Sales & Marketing, Inc. |  |  |
|  8.80% (CME Term SOFR + 4.25%), 10/28/2027(2) | 1435 | 1278 |
|  AI Mansart Bidco S.C.S. |  |  |
|  9.12% (CME Term SOFR + 5.25%), 09/01/2028(2)(18)(19) | 370 | 363 |
|  Albion Financing 3 Sarl |  |  |
|  (CME Term SOFR + 3.00%), 05/21/2031(15) | 1496 | 1499 |
|  Alpha Generation LLC |  |  |
|  6.16% (CME Term SOFR + 2.00%), 09/30/2031(2) | 2611 | 2606 |
|  Altice Financing SA |  |  |
|  9.32% (CME Term SOFR + 5.00%), 10/31/2027(2) | 636 | 533 |
|  Altice France SA |  |  |
|  7.53% (€STR + 5.50%), 08/15/2028(2) | 99 | 109 |
|  9.82% (CME Term SOFR + 5.50%), 08/15/2028(2) | $4059 | 3917 |
|  AmSurg LLC |  |  |
|  12.23% (CME Term SOFR + 7.88%), 07/20/2026(2)(19) | 2697 | 2697 |
|  12.23% (CME Term SOFR + 7.88%), 11/03/2028(2)(19) | 9697 | 9987 |
|  AmWINS Group, Inc. |  |  |
|  6.25% (CME Term SOFR + 2.25%), 01/30/2032(2) | 1468 | 1467 |
|  Arches Buyer, Inc. |  |  |
|  7.51% (CME Term SOFR + 3.25%), 12/06/2027(2) | 250 | 250 |
|  Artera Services LLC |  |  |
|  8.50% (CME Term SOFR + 4.50%), 02/15/2031(2) | 1112 | 990 |
|  Asurion LLC |  |  |
|  9.53% (CME Term SOFR + 5.25%), 01/20/2029(2) | 976 | 932 |
|  Athena Health Group, Inc. |  |  |
|  6.91% (CME Term SOFR + 2.75%), 02/15/2029(2) | 914 | 912 |
|  Avolon TLB Borrower 1 LLC |  |  |
|  5.89% (CME Term SOFR + 1.75%), 06/22/2030(2) | 5581 | 5582 |
|  Bach Finance Ltd. |  |  |
|  (CME Term SOFR + 2.75%), 01/09/2032(15) | 1106 | 1108 |
|  Balcan Innovations, Inc. |  |  |
|  9.06% (CME Term SOFR + 4.75%), 10/20/2031(2) | 932 | 876 |
|  Barracuda Parent LLC |  |  |
|  8.81% (CME Term SOFR + 4.50%), 08/15/2029(2) | 713 | 596 |
|  Bausch + Lomb Corp. |  |  |
|  8.17% (CME Term SOFR + 4.00%), 09/29/2028(2) | 710 | 709 |
|  BCPE Empire Holdings, Inc. |  |  |
|  7.41% (CME Term SOFR + 3.25%), 12/11/2030(2) | 328 | 327 |
|  BCPE North Star U.S. Holdco 2, Inc. |  |  |
|  8.28% (CME Term SOFR + 4.00%), 06/09/2028(2) | 1531 | 1528 |
|  Blackhawk Network Holdings, Inc. |  |  |
|  8.16% (CME Term SOFR + 4.00%), 03/12/2029(2) | 1397 | 1401 |
|  Boost Newco Borrower LLC |  |  |
|  6.00% (CME Term SOFR + 2.00%), 01/31/2031(2) | 1427 | 1427 |
|  C&S Wholesale Grocers LLC |  |  |
|  (CME Term SOFR + 5.00%), 09/20/2030(15) | 2396 | 2336 |
|  Calpine Corp. |  |  |
|  5.91% (CME Term SOFR + 1.75%), 01/31/2031(2) | 2946 | 2943 |
|  5.91% (CME Term SOFR + 1.75%), 02/15/2032(2) | 2222 | 2220 |
|  Cast & Crew LLC |  |  |
|  7.91% (CME Term SOFR + 3.75%), 12/29/2028(2) | 544 | 490 |
|  Castle U.S. Holding Corp. |  |  |
|  9.20% (CME Term SOFR + 5.00%), 04/29/2030(2) | 108 | 109 |

---

------

---

| | | |
|:---|:---|:---|
|  Celsius, Inc. |  |  |
|  7.29% (CME Term SOFR + 3.00%), 04/01/2032(2) | &nbsp;&nbsp;&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;1209 |
|  Charter Communications Operating LLC |  |  |
|  6.54% (CME Term SOFR + 2.25%), 12/15/2031(2) | 2593 | 2592 |
|  Chemours Co. |  |  |
|  7.16% (CME Term SOFR + 3.00%), 08/18/2028(2) | 1217 | 1214 |
|  Cleanova U.S. Holdings LLC |  |  |
|  8.81% (CME Term SOFR + 4.75%), 06/14/2032(2) | 764 | 761 |
|  Cornerstone Generation LLC |  |  |
|  7.48% (CME Term SOFR + 3.25%), 08/11/2032(2) | 571 | 574 |
|  Cotiviti, Inc. |  |  |
|  7.03% (CME Term SOFR + 2.75%), 03/26/2032(2) | 774 | 759 |
|  CPI Buyer LLC |  |  |
|  8.29% (CME Term SOFR + 4.00%), 05/27/2032(2) | 1133 | 1116 |
|  Dave & Buster's, Inc. |  |  |
|  7.56% (CME Term SOFR + 3.25%), 11/01/2031(2) | 1523 | 1403 |
|  Delivery Hero SE |  |  |
|  9.23% (CME Term SOFR + 5.00%), 12/12/2029(2) | 2689 | 2716 |
|  DraftKings, Inc. |  |  |
|  6.00% (CME Term SOFR + 1.75%), 03/04/2032(2) | 1493 | 1491 |
|  DTI Holdco, Inc. |  |  |
|  8.16% (CME Term SOFR + 4.00%), 04/26/2029(2) | 2009 | 1781 |
|  EagleView Technology Corp. |  |  |
|  9.50% (CME Term SOFR + 5.50%), 08/14/2028(2) | 2922 | 2865 |
|  Edgewater Generation LLC |  |  |
|  7.16% (CME Term SOFR + 3.00%), 08/01/2030(2) | 511 | 512 |
|  Elanco Animal Health, Inc. |  |  |
|  6.13% (CME Term SOFR + 1.75%), 08/01/2027(2) | 2492 | 2489 |
|  Element Materials Technology Group U.S. Holdings, Inc. |  |  |
|  7.68% (CME Term SOFR + 3.68%), 07/06/2029(2) | 845 | 849 |
|  Entain Plc |  |  |
|  6.25% (CME Term SOFR + 2.25%), 07/31/2032(2) | 3413 | 3406 |
|  Envalior Finance GmbH |  |  |
|  7.53% (€STR + 5.50%), 03/29/2030(2) | 4100 | 4513 |
|  9.81% (CME Term SOFR + 5.50%), 03/29/2030(2) | $7997 | 7318 |
|  EOC Borrower LLC |  |  |
|  7.91% (CME Term SOFR + 3.75%), 03/24/2028(2) | 2286 | 2283 |
|  Finastra USA, Inc. |  |  |
|  11.29% (CME Term SOFR + 7.25%), 09/13/2029(2) | 700 | 701 |
|  First Brands Group LLC |  |  |
|  (CME Term SOFR + 5.00%), 03/30/2027(15) | 500 | 176 |
|  First Eagle Holdings, Inc. |  |  |
|  7.71% (CME Term SOFR + 3.50%), 08/16/2032(2) | 752 | 744 |
|  Flutter Entertainment Plc |  |  |
|  6.00% (CME Term SOFR + 2.00%), 06/04/2032(2) | 1765 | 1761 |
|  Frontier Communications Holdings LLC |  |  |
|  6.65% (CME Term SOFR + 2.50%), 07/01/2031(2) | 679 | 678 |
|  Genesys Cloud Services Holdings I LLC |  |  |
|  6.66% (CME Term SOFR + 2.50%), 01/30/2032(2) | 822 | 816 |
|  GIH Borrower LLC |  |  |
|  6.50% (CME Term SOFR + 2.50%), 11/26/2031(2) | 638 | 639 |
|  HDI Aerospace Intermediate Holding III Corp. |  |  |
|  8.83% (CME Term SOFR + 4.50%), 02/11/2032(2) | 1438 | 1439 |
|  Healthpeak OP LLC |  |  |
|  5.08% (CME Term SOFR + 0.85%), 03/01/2029(2) | 6901 | 6728 |
|  5.10% (CME Term SOFR + 0.84%), 02/22/2027(2) | 3419 | 3377 |
|  5.10% (CME Term SOFR + 0.84%), 08/20/2027(2) | 3419 | 3377 |
|  Heartland Dental LLC |  |  |
|  7.91% (CME Term SOFR + 3.75%), 08/25/2032(2) | 2169 | 2164 |
|  Hilton Domestic Operating Co., Inc. |  |  |
|  5.91% (CME Term SOFR + 1.75%), 11/08/2030(2) | 6280 | 6284 |
|  Hilton Garden Inn Waikiki |  |  |
|  7.45% (CME Term SOFR + 3.30%), 05/31/2029(2)(18)(19) | 5100 | 5082 |
|  HP PHRG Borrower LLC |  |  |
|  (CME Term SOFR + 4.00%), 02/20/2032(15) | 1223 | 1218 |
|  Hunterstown Generation LLC |  |  |
|  7.59% (CME Term SOFR + 3.50%), 11/06/2031(2) | 654 | 655 |
|  Ingenovis Health, Inc. |  |  |
|  8.55% (CME Term SOFR + 4.25%), 03/06/2028(2) | 1268 | 393 |
|  8.71% (CME Term SOFR + 4.25%), 03/06/2028(2) | 617 | 191 |
|  Invitation Homes OP LP |  |  |
|  5.13% (CME Term SOFR + 0.85%), 09/09/2028(2) | 10003 | 9978 |
|  Iqvia, Inc. |  |  |
|  5.75% (CME Term SOFR + 1.75%), 01/02/2031(2) | 2102 | 2111 |
|  Jane Street Group LLC |  |  |
|  6.20% (CME Term SOFR + 2.00%), 12/15/2031(2) | 1762 | 1747 |

---

------

---

| | | |
|:---|:---|:---|
|  Jazz Pharmaceuticals, Inc. |  |  |
|  6.41% (CME Term SOFR + 2.25%), 05/05/2028(2) | 1402 | 1402 |
|  Kelso Industries LLC |  |  |
|  9.91% (CME Term SOFR + 5.75%), 12/30/2029(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1241 |
|  KFC Holding Co. |  |  |
|  6.00% (CME Term SOFR + 1.75%), 03/15/2028(2) | 1116 | 1119 |
|  Lealand Finance Co. BV |  |  |
|  5.28% (CME Term SOFR + 1.00%), 12/30/2027(2) | 721 | 480 |
|  7.28% (CME Term SOFR + 3.00%), 06/30/2027(2) | 149 | 119 |
|  LSF12 Crown U.S. Commercial Bidco LLC |  |  |
|  (CME Term SOFR + 3.50%), 12/02/2031(15) | 668 | 668 |
|  Magnite, Inc. |  |  |
|  7.16% (CME Term SOFR + 3.00%), 02/06/2031(2) | 1640 | 1641 |
|  Mativ Holdings, Inc. |  |  |
|  6.76% (CME Term SOFR + 2.50%), 05/06/2027(2) | 764 | 757 |
|  McAfee Corp. |  |  |
|  7.22% (CME Term SOFR + 3.00%), 03/01/2029(2) | 300 | 286 |
|  Mediapro |  |  |
|  7.75% (€STR + 5.75%), 08/14/2029(2) | 8100 | 9510 |
|  Mercury Aggregator LP |  |  |
|  (FIXED + 19.00%), 02/03/2026(15)(19) | $602 | 156 |
|  (FIXED + 13.50%), 02/03/2026(15)(19) | 1097 | 285 |
|  MH Sub I LLC |  |  |
|  8.25% (CME Term SOFR + 4.25%), 05/03/2028(2) | 1420 | 1364 |
|  8.41% (CME Term SOFR + 4.25%), 12/31/2031(2) | 1870 | 1718 |
|  Modena Buyer LLC |  |  |
|  8.81% (CME Term SOFR + 4.50%), 07/01/2031(2) | 464 | 457 |
|  ModivCare, Inc. |  |  |
|  (CME Term SOFR + 8.75%), 07/01/2031(15) | 4480 | 2016 |
|  11.14% (CME Term SOFR + 7.00%), 02/22/2026(2) | 1122 | 1089 |
|  13.78% (CME Term SOFR + 9.50%), 01/12/2026(2) | 2305 | 980 |
|  Naked Juice LLC |  |  |
|  5.10% (CME Term SOFR + 6.00%), 01/24/2030(2)(4) | 343 | 140 |
|  7.35% (CME Term SOFR + 3.25%), 01/24/2029(2) | 3001 | 2256 |
|  9.50% (CME Term SOFR + 5.50%), 01/24/2029(2) | 6704 | 6737 |
|  Opal U.S. LLC |  |  |
|  7.25% (CME Term SOFR + 3.25%), 04/28/2032(2) | 1182 | 1184 |
|  Oregon Tool Lux LP |  |  |
|  9.54% (CME Term SOFR + 5.35%), 10/15/2029(2) | 57 | 58 |
|  Oregon Tool, Inc. |  |  |
|  8.45% (CME Term SOFR + 4.00%), 10/15/2029(2) | 1958 | 1515 |
|  Osmosis Buyer Ltd. |  |  |
|  7.28% (CME Term SOFR + 3.00%), 07/31/2028(2) | 664 | 665 |
|  Peer Holding III BV |  |  |
|  (CME Term SOFR + 2.25%), 09/27/2032(15) | 2324 | 2324 |
|  6.50% (CME Term SOFR + 2.50%), 07/01/2031(2) | 2511 | 2511 |
|  Pelican Products, Inc. |  |  |
|  8.51% (CME Term SOFR + 4.25%), 12/29/2028(2) | 1688 | 1430 |
|  Peraton Corp. |  |  |
|  8.01% (CME Term SOFR + 3.75%), 02/01/2028(2) | 1972 | 1660 |
|  Plano Holdco, Inc. |  |  |
|  7.50% (CME Term SOFR + 3.50%), 10/02/2031(2) | 448 | 437 |
|  Poseidon Bidco SAS |  |  |
|  7.00% (€STR + 5.00%), 03/13/2030(2) | 15000 | 7950 |
|  Potomac Energy Center LLC |  |  |
|  7.32% (CME Term SOFR + 3.00%), 08/05/2032(2) | $732 | 735 |
|  Primo Brands Corp. |  |  |
|  6.25% (CME Term SOFR + 2.25%), 03/31/2028(2) | 313 | 313 |
|  QuidelOrtho Corp. |  |  |
|  8.00% (CME Term SOFR + 4.00%), 08/20/2032(2) | 1972 | 1960 |
|  Red Ventures LLC |  |  |
|  6.91% (CME Term SOFR + 2.75%), 03/04/2030(2) | 1444 | 1358 |
|  Renaissance Holding Corp. |  |  |
|  8.16% (CME Term SOFR + 4.00%), 04/05/2030(2) | 2558 | 2209 |
|  Republic of Panama |  |  |
|  4.10% (€STR + 1.75%), 03/05/2027(2)(19) | 28600 | 33577 |
|  Research Now Group LLC |  |  |
|  9.46% (CME Term SOFR + 5.00%), 07/15/2028(2) | $365 | 364 |
|  Ryan LLC |  |  |
|  7.66% (CME Term SOFR + 3.50%), 11/14/2030(2) | 694 | 695 |
|  Sabre GLBL, Inc. |  |  |
|  9.26% (CME Term SOFR + 5.00%), 06/30/2028(2) | 292 | 273 |
|  10.26% (CME Term SOFR + 6.00%), 11/15/2029(2) | 597 | 561 |
|  Showtime Acquisition LLC |  |  |
|  8.95% (CME Term SOFR + 4.75%), 08/16/2031(2) | 1747 | 1749 |

---

------

---

| | | |
|:---|:---|:---|
|  SkyMiles IP Ltd. |  |  |
|  (CME Term SOFR + 1.50%), 10/20/2028(15) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2364 |
|  South Field Energy LLC |  |  |
|  7.00% (CME Term SOFR + 3.00%), 08/29/2031(2) | 47 | 47 |
|  7.00% (CME Term SOFR + 3.00%), 08/29/2031(2) | 730 | 730 |
|  Star Parent, Inc. |  |  |
|  8.00% (CME Term SOFR + 4.00%), 09/27/2030(2) | 508 | 508 |
|  Station Casinos LLC |  |  |
|  6.16% (CME Term SOFR + 2.00%), 03/14/2031(2) | 626 | 626 |
|  Stubhub Holdco Sub LLC |  |  |
|  8.91% (CME Term SOFR + 4.75%), 03/15/2030(2) | 358 | 354 |
|  SVF II Finco LP |  |  |
|  7.48% (CME Term SOFR + 3.65%), 04/25/2029(2)(19) | 2730 | 2730 |
|  7.48% (CME Term SOFR + 3.65%), 04/25/2029(2)(19) | 21331 | 21331 |
|  Syniverse Holdings LLC |  |  |
|  11.00% (CME Term SOFR + 7.00%), 05/13/2027(2) | 282 | 274 |
|  Tacala Investment Corp. |  |  |
|  (CME Term SOFR + 3.00%), 01/31/2031(15) | 2476 | 2485 |
|  TCP Sunbelt Acquisition Co. |  |  |
|  8.45% (CME Term SOFR + 4.25%), 10/24/2031(2) | 1191 | 1192 |
|  Technimark Holdings LLC |  |  |
|  7.39% (CME Term SOFR + 3.25%), 04/14/2031(2) | 1845 | 1842 |
|  TransDigm, Inc. |  |  |
|  6.25% (CME Term SOFR + 2.25%), 03/22/2030(2) | 2548 | 2545 |
|  6.50% (CME Term SOFR + 2.50%), 02/28/2031(2) | 36377 | 36352 |
|  6.50% (CME Term SOFR + 2.50%), 08/19/2032(2) | 2182 | 2180 |
|  TripAdvisor, Inc. |  |  |
|  6.91% (CME Term SOFR + 2.75%), 07/08/2031(2) | 1113 | 1086 |
|  TruGreen Ltd. |  |  |
|  8.26% (CME Term SOFR + 4.00%), 11/02/2027(2) | 1853 | 1816 |
|  U.S. Renal Care, Inc. |  |  |
|  9.28% (CME Term SOFR + 5.00%), 06/28/2028(2) | 936 | 891 |
|  United Natural Foods, Inc. |  |  |
|  8.91% (CME Term SOFR + 4.75%), 05/01/2031(2) | 1316 | 1320 |
|  Virgin Media Bristol LLC |  |  |
|  6.76% (CME Term SOFR + 2.50%), 01/31/2028(2) | 269 | 269 |
|  Vistra Operations Co. LLC |  |  |
|  5.91% (CME Term SOFR + 1.75%), 12/20/2030(2) | 2788 | 2791 |
|  Voyager Parent LLC |  |  |
|  8.75% (CME Term SOFR + 4.75%), 07/01/2032(2) | 2335 | 2338 |
|  WEC U.S. Holdings Ltd. |  |  |
|  6.53% (CME Term SOFR + 2.25%), 01/27/2031(2) | 1165 | 1165 |
|  X Corp. |  |  |
|  9.50% (FIXED + 9.50%), 10/26/2029(2) | 1292 | 1295 |
|  10.96% (CME Term SOFR + 6.50%), 10/26/2029(2) | 1464 | 1435 |
|  Xerox Corp. |  |  |
|  8.10% (CME Term SOFR + 4.00%), 11/19/2029(2) | 1827 | 1692 |
|  Zayo Group Holdings, Inc. |  |  |
|  7.77% (CME Term SOFR + 3.50%), 03/11/2030(2) | 2384 | 2310 |
|  Ziggo Financing Partnership |  |  |
|  6.76% (CME Term SOFR + 2.50%), 04/30/2028(2) | 704 | 702 |
|  **Total Bank Loans (Cost: $445,195)** | **Total Bank Loans (Cost: $445,195)** | **436884** |
|  | **Shares**<br>**(000s)** | **Value**<br>**(000s)** |
|  **COMMON STOCKS – 0.02%** |  |  |
|  **Communications – 0.01%** |  |  |
|  Clear Channel Outdoor Holdings, Inc. - Class A(7) | 2065 | $3262 |
|  iHeartMedia, Inc. - Class A(7) | 499 | 1432 |
|  iHeartMedia, Inc. - Class B(7)(19) | 365 | 944 |
|  Intelsat SA(7)(14)(19) | 447 |  |
|  Total Communications | Total Communications | 5638 |
|  **Consumer, Non-cyclical – 0.00%(9)** |  |  |
|  XBP Global Holdings, Inc.(7) | 17 | 14 |
|  Total Consumer, Non-cyclical | Total Consumer, Non-cyclical | 14 |
|  **Financials – 0.00%(9)** |  |  |
|  Uniti Group, Inc.(7)(19) | 11 | 62 |
|  Total Financials | Total Financials | 62 |
|  **Healthcare – 0.01%** |  |  |
|  AmSurg Corp.(7)(18)(19) | 91 | 4103 |
|  Total Healthcare | Total Healthcare | 4103 |
|  **Total Common Stocks (Cost: $39,054)** | **Total Common Stocks (Cost: $39,054)** | **9817** |
|  **CONVERTIBLE PREFERRED STOCKS – 0.02%** |  |  |
|  **Industrials – 0.02%** |  |  |
|  Boeing Co., 6.00% | 111 | 7745 |
|  Total Industrials | Total Industrials | 7745 |
|  **Total Convertible Preferred Stocks (Cost: $5,536)** | **Total Convertible Preferred Stocks (Cost: $5,536)** | **7745** |

---

------

---

| | | |
|:---|:---|:---|
|  **PREFERRED STOCKS – 0.00%(9)** |  |  |
|  **Financials – 0.00%(9)** |  |  |
|  Uniti Group, Inc., 0.00%(7)(14)(19) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
|  Total Financials | Total Financials | 72 |
|  **Total Preferred Stocks (Cost: $72)** | **Total Preferred Stocks (Cost: $72)** | **72** |
|  **RIGHTS – 0.00%(9)** |  |  |
|  **Technology – 0.00%(9)** |  |  |
|  SES SA, expires 12/31/2049(7)(19) | 159 | 1832 |
|  Total Technology | Total Technology | 1832 |
|  **Total Rights (Cost: $0)** | **Total Rights (Cost: $0)** | **1832** |
|  **WARRANTS – 0.00%(9)** |  |  |
|  **Financials – 0.00%(9)** |  |  |
|  Uniti Group, Inc., expires 08/01/2035(7)(19) | 2 | 12 |
|  Total Financials | Total Financials | 12 |
|  **Total Warrants (Cost: $13)** | **Total Warrants (Cost: $13)** | **12** |
|  **SHORT-TERM INVESTMENTS – 10.28%** |  |  |
|  **Money Market Funds – 2.48%** |  |  |
|  Fidelity Institutional Money Market Government Portfolio - Class I, 4.08%(16) | 1071857 | 1071857 |
|  **Total Money Market Funds (Cost: $1,071,857)** |  | **1071857** |
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **Convertible Securities – 0.00%(9)** |  |  |
|  Shimao Group Holdings Ltd., 0.00%, 07/21/2026(1) | $21100 | 1161 |
|  **Total Convertible Securities (Cost: $5,217)** |  | **1161** |
|  **Government Related – 0.46%** |  |  |
|  Federal Home Loan Bank Discount Notes, 0.00%, 11/07/2025 | 100000 | 99596 |
|  Freddie Mac Discount Notes, 0.00%, 11/10/2025 | 100000 | 99564 |
|  **Total Government Related (Cost: $199,114)** |  | **199160** |
|  **Corporate Bonds – 0.01%** |  |  |
|  **Financials – 0.01%** |  |  |
|  Kona Spc Ltd |  |  |
|  5.72% (1 Year €STR + 3.55%), 09/15/2026(1)(2) | 1900 | 2241 |
|  Total Financials | Total Financials | 2241 |
|  **Total Corporate Bonds (Cost: $2,220)** |  | **2241** |
|  **Commercial Paper – 0.30%** |  |  |
|  Alimentation Couche-Tard, Inc., 0.00%, 10/01/2025(1) | 12700 | 12698 |
|  Alimentation Couche-Tard, Inc., 0.00%, 10/03/2025(1) | 2600 | 2599 |
|  Canadian Natural Resources Ltd., 0.00%, 10/22/2025(1) | 22100 | 22039 |
|  Canadian Natural Resources Ltd., 0.00%, 10/24/2025(1) | 1100 | 1097 |
|  Dominion Energy, Inc., 0.00%, 10/03/2025(1) | 3500 | 3499 |
|  Glencore Funding LLC, 0.00%, 10/16/2025(1) | 7400 | 7386 |
|  Oracle Corp., 0.00%, 11/19/2025(1) | 50200 | 49904 |
|  Oracle Corp., 0.00%, 01/16/2026(1) | 16200 | 16000 |
|  Targa Resources Corp., 0.00%, 10/17/2025(1) | 13600 | 13570 |
|  **Total Commercial Paper (Cost: $128,799)** |  | **128792** |
|  **Repurchase Agreements – 4.77%** |  |  |
|  Australia and New Zealand Banking Group, 4.20% dated 09/30/2025, due 10/02/2025, repurchase price $200,047 (collateralized by U.S. Treasury Bond, value $203,546, 4.75%, 05/15/2055) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 |
|  Australia and New Zealand Banking Group, 4.27% dated 09/30/2025, due 10/01/2025, repurchase price $200,024 (collateralized by U.S. Treasury Bond, value $203,546, 4.75%, 05/15/2055) | 200000 | 200000 |
|  Bank of America Securities, Inc., 4.22% dated 09/30/2025, due 10/01/2025, repurchase price $1,361,960 (collateralized by U.S. Treasury Note, value $1,389,672, 1.50-4.00%, 01/31/2027-07/31/2029) | 1361800 | 1361800 |
|  Bank of America Securities, Inc., 4.26% dated 09/30/2025, due 10/14/2025, repurchase price $50,059 (collateralized by U.S. Treasury Note, value $50,945, 4.25%, 02/28/2029) | 50000 | 50000 |
|  Bank of America Securities, Inc., 4.29% dated 09/30/2025, due 10/01/2025, repurchase price $246,329 (collateralized by U.S. Treasury Note, value $251,363, 4.00%, 07/31/2029) | 246300 | 246300 |
|  **Total Repurchase Agreements (Cost: $2,058,100)** |  | **2058100** |
|  **U.S. Treasury Bills – 2.06%** |  |  |
|  U.S. Treasury Bill, 0.00%, 10/07/2025 | 175000 | 174881 |
|  U.S. Treasury Bill, 0.00%, 10/16/2025 | 150000 | 149747 |
|  U.S. Treasury Bill, 0.00%, 10/21/2025(12) | 303 | 302 |
|  U.S. Treasury Bill, 0.00%, 11/04/2025(12) | 15 | 15 |
|  U.S. Treasury Bill, 0.00%, 11/12/2025(12) | 1000 | 995 |
|  U.S. Treasury Bill, 0.00%, 11/18/2025 | 200000 | 198936 |
|  U.S. Treasury Bill, 0.00%, 12/18/2025 | 2500 | 2479 |
|  U.S. Treasury Bill, 0.00%, 01/13/2026 | 250000 | 247238 |
|  U.S. Treasury Bill, 0.00%, 01/29/2026 | 35245 | 34800 |
|  U.S. Treasury Bill, 0.00%, 02/26/2026 | 78380 | 77175 |
|  **Total U.S. Treasury Bills (Cost: $886,393)** |  | **886568** |

---

------

---

| | | |
|:---|:---|:---|
|  **Time Deposits – 0.20%** |  |  |
|  ANZ, Hong Kong, 2.60% due 10/01/2025 | 3165 | 2094 |
|  ANZ, London, 3.59% due 10/01/2025 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19467 |
|  Brown Brothers Harriman, -0.60% due 10/01/2025 | 117 | 147 |
|  Brown Brothers Harriman, 1.07% due 10/01/2025 | 6 | 1 |
|  Brown Brothers Harriman, 1.74% due 10/01/2025 | 1307 | 758 |
|  Brown Brothers Harriman, 2.89% due 10/01/2025(14) | 3 | 0 |
|  Brown Brothers Harriman, 5.13% due 10/01/2025 | 5930 | 343 |
|  Citibank, London, 1.04% due 10/01/2025 | 3906 | 4586 |
|  Citibank, London, 3.17% due 10/01/2025 | 2751 | 3701 |
|  Citibank, New York, 3.59% due 10/01/2025 | $39032 | 39032 |
|  HSBC, Hong Kong, 2.39% due 10/02/2025 | 441 | 57 |
|  Royal Bank of Canada, Toronto, 1.58% due 10/01/2025 | 1 | 1 |
|  Skandinaviska Enskilda Banken AB, Stockholm, 3.59% due 10/01/2025 | $18132 | 18132 |
|  Sumitomo, Tokyo, 0.12% due 10/01/2025 | 11384 | 77 |
|  **Total Time Deposits (Cost: $88,396)** |  | **88396** |
|  **Total Short-Term Investments (Cost: $4,440,096)** | **Total Short-Term Investments (Cost: $4,440,096)** | **4436275** |
| **TOTAL INVESTMENTS IN SECURITIES – 118.67%<br>(Cost: $51,482,339)** |  | **51203137** |
|  **TBA SALE COMMITMENTS – (0.74)%** |  |  |
|  **Mortgage-Backed Obligations – (0.74)%** |  |  |
|  Fannie Mae |  |  |
|  2.50%, 10/01/2052(17) | (35825) | (30177) |
|  3.00%, 11/01/2055(17) | (221350) | (194415) |
|  4.00%, 10/01/2055(17) | (38000) | (35810) |
|  5.00%, 10/01/2055(17) | (4375) | (4339) |
|  6.00%, 10/01/2055(17) | (53150) | (54297) |
|  **Total Mortgage-Backed Obligations (Proceeds Received: $(321244))** | **Total Mortgage-Backed Obligations (Proceeds Received: $(321244))** | **(319038)** |
|  **Total TBA Sale Commitments (Proceeds Received: $(321244))** | **Total TBA Sale Commitments (Proceeds Received: $(321244))** | **(319038)** |
|  **LIABILITIES IN EXCESS OF OTHER ASSETS – (17.93)%** |  | **(7738026)** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**43146073** |

---

Percentages are stated as a percent of net assets.

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

---

| | |
|:---|:---|
| REIT | Real Estate Investment Trust |
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| JPY | Japanese Yen |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Sol |
| SEK | Swedish Krona |
| TRY | Turkish Lira |
| UYU | Uruguayan Peso |
| ZAR | South African Rand |

---

(1) Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of
1933. The value of these securities totals $11,425,935, which represents 26.48% of total net assets.

(2) Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of
September 30, 2025.

(3) Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in
effect as of September 30, 2025.

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

(5) Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the
following periods. The rate reported is the rate in effect as of September 30, 2025.

(6) Security in default as of September 30, 2025. The value of these securities totals $12,440, which
represents 0.03% of total net assets.

(7) Non-income producing security.

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

(9) Amount calculated is less than 0.005%.

(10) Inflation protected security. The value of these securities totals $984,951, which represents 2.28% of total
net assets.

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

(12) All or a portion of the security assigned as collateral for certain futures and swap contracts. The value of
these pledged issues totals $167,656, which represents 0.39% of total net assets.

(13) Delayed delivery purchase commitment security. The value of these securities totals $7,128,296, which
represents 16.52% of total net assets.

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

(15) All or a portion of this position represents an unsettled loan commitment as of September 30, 2025. Certain
details associated with this unsettled purchase may not be known prior to settlement date.

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

(17) Delayed delivery sale commitment security. The value of these securities totals $(319,038), which represents
(0.74)% of total net assets.

(18) Security that is restricted at September 30, 2025. The value of these securities totals $331,932, which
represents 0.77% of total net assets.

(19) Security that is categorized as Level 3 per the Trust's fair value hierarchy. The value of these
securities totals $247,141, which represents 0.57% of total net assets.

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

------

**Open Futures Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts**<br>**Purchased** | **Reference Entity** | **Expiration Date** | **Notional**<br>**Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| 669 | Australian 3 Year Bond Future | Dec. 2025 | 71744 | $47296 | $(177) |
| 4666 | Australian 10 Year Bond Future | Dec. 2025 | 530744 | 349972 | (1221) |
| 7442 | Long Gilt Future | Dec. 2025 | 675346 | 909194 | 921 |
| 15956 | U.S. 2 Year Note Future | Dec. 2025 | $3323211 | $3325206 | $1995 |
| 7951 | U.S. 5 Year Note Future | Dec. 2025 | 867658 | 868212 | 554 |
| 9874 | U.S. 10 Year Note Future | Dec. 2025 | 1114577 | 1110825 | (3752) |
| 697 | U.S. Long Bond Future | Dec. 2025 | 79518 | 81266 | 1748 |
| 23501 | U.S. Ultra 10 Year Note Future | Dec. 2025 | 2678817 | 2704451 | 25634 |
| 9826 | U.S. Ultra Bond Future | Dec. 2025 | 1147985 | 1179733 | 31748 |
|  |  |  |  |  | 57450 |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts**<br>**Sold** | **Reference Entity** | **Expiration Date** | **Notional**<br>**Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| (196) | Australian 3 Year Bond Future | Dec. 2025 | (21015) | $(13857) | $49 |
| (1427) | Australian 10 Year Bond Future | Dec. 2025 | (162129) | (107032) | 249 |
| (115) | Euro-Bobl Future | Dec. 2025 | (13533) | (15906) | (18) |
| (1659) | Euro-Bund Future | Dec. 2025 | (212512) | (250422) | (922) |
| (99) | Euro-Buxl 30 Year Bond Future | Dec. 2025 | (11189) | (13306) | (169) |
| (123) | Euro-Schatz Future | Dec. 2025 | (13168) | (15449) | 12 |
| (70) | Long Gilt Future | Dec. 2025 | (6349) | (8552) | (13) |
| (7844) | U.S. Ultra 10 Year Note Future | Dec. 2025 | $(892897) | $(902673) | $(9776) |
|  |  |  |  |  | (10588) |
|  |  |  |  |  | $**46862** |

---

------

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Settlement**<br>**Date** | **Counterparty** | **Unrealized**<br>**Appreciation/**<br>**(Depreciation)** |
| AUD | 2723 | USD | 1783 | 10/02/25 | Bank of America | $19 |
| AUD | 1679 | USD | 1110 | 10/02/25 | BNP Paribas | 1 |
| AUD | 90 | USD | 59 | 10/10/25 | Goldman Sachs(1) | 0 |
| AUD | 168 | USD | 111 | 11/04/25 | BNP Paribas(1) | 0 |
| AUD | 341 | USD | 223 | 11/04/25 | Wells Fargo Bank | 3 |
| BRL | 19000 | USD | 3466 | 10/02/25 | BNP Paribas | 104 |
| BRL | 30400 | USD | 5565 | 10/02/25 | BNP Paribas | 148 |
| BRL | 27600 | USD | 5121 | 10/02/25 | BNP Paribas | 65 |
| BRL | 19000 | USD | 3429 | 10/02/25 | BNP Paribas | 141 |
| BRL | 55600 | USD | 10151 | 10/02/25 | Goldman Sachs | 296 |
| BRL | 22300 | USD | 4180 | 10/02/25 | Goldman Sachs | 9 |
| BRL | 96400 | USD | 18099 | 10/02/25 | Goldman Sachs | 14 |
| BRL | 75100 | USD | 13553 | 10/02/25 | Goldman Sachs | 558 |
| BRL | 75100 | USD | 13598 | 10/02/25 | Goldman Sachs | 513 |
| BRL | 156219 | USD | 27705 | 10/02/25 | Goldman Sachs | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1648 |
| BRL | 46922 | USD | 8321 | 10/02/25 | Goldman Sachs | 495 |
| BRL | 98686 | USD | 18043 | 10/02/25 | J.P. Morgan | 500 |
| BRL | 274855 | USD | 50868 | 11/04/25 | J.P. Morgan | 339 |
| CAD | 6599 | USD | 4737 | 10/02/25 | J.P. Morgan | 5 |
| EUR | 883 | USD | 1031 | 10/02/25 | Bank of America | 6 |
| EUR | 1627 | USD | 1901 | 10/02/25 | Morgan Stanley | 9 |
| EUR | 229397 | USD | 268005 | 10/02/25 | Wells Fargo Bank | 1319 |
| EUR | 17130 | USD | 20072 | 10/10/25 | Goldman Sachs | 49 |
| EUR | 4861 | USD | 5701 | 10/10/25 | Goldman Sachs | 9 |
| EUR | 18826 | USD | 22105 | 10/10/25 | Goldman Sachs | 8 |
| EUR | 5179 | USD | 6051 | 10/10/25 | Goldman Sachs | 33 |
| GBP | 4429 | USD | 5943 | 10/02/25 | J.P. Morgan | 14 |
| GBP | 1019 | USD | 1370 | 10/02/25 | J.P. Morgan | 1 |
| GBP | 187905 | USD | 252706 | 10/02/25 | Wells Fargo Bank | 8 |
| IDR | 979844 | USD | 58 | 12/17/25 | BNP Paribas(1) | 0 |
| JPY | 3116357 | USD | 20879 | 11/04/25 | Bank of America | 273 |
| JPY | 3610406 | USD | 24384 | 11/04/25 | BNP Paribas | 121 |
| JPY | 193 | USD | 1 | 11/04/25 | J.P. Morgan(1) | 0 |
| JPY | 4226921 | USD | 28412 | 11/04/25 | Morgan Stanley | 277 |
| JPY | 3084127 | USD | 20915 | 11/04/25 | Morgan Stanley | 18 |
| KWD | 77 | USD | 252 | 05/18/26 | BNP Paribas | 1 |
| KWD | 158 | USD | 517 | 05/21/26 | BNP Paribas | 3 |
| KWD | 262 | USD | 860 | 05/28/26 | BNP Paribas | 2 |
| KWD | 77 | USD | 253 | 06/02/26 | BNP Paribas | 1 |
| KWD | 77 | USD | 253 | 06/10/26 | BNP Paribas | 1 |
| KWD | 93 | USD | 303 | 06/10/26 | BNP Paribas | 1 |
| KWD | 231 | USD | 757 | 06/15/26 | BNP Paribas | 3 |
| KWD | 79 | USD | 260 | 06/17/26 | BNP Paribas | 2 |
| KWD | 80 | USD | 260 | 06/30/26 | BNP Paribas | 2 |
| KWD | 159 | USD | 519 | 07/07/26 | BNP Paribas | 2 |
| KWD | 249 | USD | 815 | 07/13/26 | BNP Paribas | 4 |
| MXN | 9758 | USD | 531 | 10/16/25 | BNP Paribas | 1 |
| MXN | 28913 | USD | 1517 | 12/17/25 | Bank of America | 49 |
| MXN | 42188 | USD | 2262 | 12/17/25 | Bank of America | 22 |
| MXN | 271492 | USD | 14501 | 12/17/25 | Bank of America | 202 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| MXN | 10444.0 | USD | 564.0 | 12/17/25 | Bank of America | 2 |
| MXN | 135870.0 | USD | 7220.0 | 12/17/25 | Bank of America | 138 |
| MXN | 23970.0 | USD | 1271.0 | 12/17/25 | BNP Paribas | 28 |
| MXN | 43547.0 | USD | 2316.0 | 12/17/25 | Goldman Sachs | 43 |
| MXN | 102095.0 | USD | 5481.0 | 12/17/25 | J.P. Morgan | 48 |
| MXN | 45158.0 | USD | 2438.0 | 12/17/25 | Morgan Stanley | 8 |
| MXN | 92596.0 | USD | 4989.0 | 12/17/25 | Morgan Stanley | 25 |
| NOK | 1461.0 | USD | 146.0 | 10/02/25 | Morgan Stanley(1) | 0 |
| NZD | 312.0 | USD | 179.0 | 10/02/25 | Bank of America | 1 |
| TRY | 132629.0 | USD | 3107.0 | 10/07/25 | J.P. Morgan | 71 |
| TRY | 1423778.0 | USD | 33338.0 | 10/09/25 | BNP Paribas | 727 |
| TRY | 102369.0 | USD | 2398.0 | 10/09/25 | J.P. Morgan | 51 |
| TRY | 109687.0 | USD | 2568.0 | 10/09/25 | J.P. Morgan | 56 |
| TRY | 62915.0 | USD | 1426.0 | 11/13/25 | BNP Paribas | 34 |
| TRY | 2338948.0 | USD | 53490.0 | 11/18/25 | Bank of America | 598 |
| TRY | 533824.0 | USD | 12280.0 | 11/18/25 | BNP Paribas | 64 |
| USD | 237.0 | NZD | 403.0 | 10/02/25 | Deutsche Bank | 3 |
| USD | 119291.0 | BRL | 634460.0 | 10/02/25 | Goldman Sachs | 82 |
| USD | 6014.0 | CAD | 8311.0 | 10/02/25 | J.P. Morgan | 42 |
| USD | 2971.0 | EUR | 2530.0 | 10/02/25 | J.P. Morgan | 1 |
| USD | 18591.0 | GBP | 13674.0 | 10/02/25 | J.P. Morgan | 201 |
| USD | 258395.0 | GBP | 191351.0 | 10/02/25 | J.P. Morgan | 1046 |
| USD | 13662.0 | EUR | 11536.0 | 10/02/25 | Morgan Stanley | 118 |
| USD | 73068.0 | EUR | 62021.0 | 10/10/25 | Bank of America | 217 |
| USD | 203825.0 | EUR | 173004.0 | 10/10/25 | Bank of America | 608 |
| USD | 4852.0 | GBP | 3571.0 | 10/10/25 | Citibank | 49 |
| USD | 12092.0 | AUD | 18094.0 | 10/10/25 | Goldman Sachs | 118 |
| USD | 18456.0 | AUD | 27693.0 | 10/10/25 | Goldman Sachs | 129 |
| USD | 12683.0 | AUD | 19158.0 | 10/10/25 | Goldman Sachs | 4 |
| USD | 2595.0 | AUD | 3897.0 | 10/10/25 | Goldman Sachs | 16 |
| USD | 5843.0 | EUR | 4953.0 | 10/10/25 | Goldman Sachs | 25 |
| USD | 2182.0 | EUR | 1844.0 | 10/10/25 | Goldman Sachs | 16 |
| USD | 4142.0 | EUR | 3498.0 | 10/10/25 | Goldman Sachs | 33 |
| USD | 1276.0 | GBP | 941.0 | 10/10/25 | Goldman Sachs | 10 |
| USD | 3233.0 | GBP | 2391.0 | 10/10/25 | Goldman Sachs | 17 |
| USD | 58.0 | IDR | 970943.0 | 10/15/25 | Goldman Sachs(1) | 0 |
| USD | 5.0 | INR | 411.0 | 10/17/25 | Deutsche Bank(1) | 0 |
| USD | 8.0 | INR | 747.0 | 10/17/25 | Deutsche Bank(1) | 0 |
| USD | 37493.0 | TWD | 1118125.0 | 10/20/25 | BNP Paribas | 753 |
| USD | 10207.0 | TWD | 303554.0 | 10/20/25 | BNP Paribas | 233 |
| USD | 3756.0 | ZAR | 65082.0 | 11/20/25 | Goldman Sachs | 1 |
| USD | 5426.0 | TWD | 162415.0 | 12/15/25 | Morgan Stanley | 64 |
| USD | 30864.0 | BRL | 171500.0 | 04/02/26 | Goldman Sachs | 29 |
| USD | 950.0 | KWD | 276.0 | 05/03/29 | BNP Paribas | 35 |
| USD | 13930.0 | KWD | 4052.0 | 05/07/29 | BNP Paribas | 519 |
| USD | 1980.0 | KWD | 576.0 | 07/02/29 | BNP Paribas | 74 |
| USD | 4475.0 | KWD | 1299.0 | 05/09/30 | BNP Paribas | 154 |
| USD | 6718.0 | KWD | 1951.0 | 05/13/30 | BNP Paribas | 230 |
|  |  |  |  |  | **Total Unrealized Appreciation** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14020 |
| AUD | 3150.0 | USD | 2085.0 | 10/02/25 | Bank of America | (1) |
| AUD | 2253.0 | USD | 1498.0 | 10/02/25 | Morgan Stanley | (8) |
| BRL | 229167.0 | USD | 43088.0 | 10/02/25 | BNP Paribas | (30) |
| BRL | 160400.0 | USD | 30156.0 | 10/02/25 | Goldman Sachs | (18) |
| BRL | 405344.0 | USD | 76213.0 | 10/02/25 | J.P. Morgan | (52) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| BRL | 7163 | USD | 1337 | 11/04/25 | BNP Paribas | (3) |
| BRL | 22254.0 | USD | 4088.0 | 01/05/26 | Goldman Sachs | (2) |
| CAD | 1718.0 | USD | 1249.0 | 10/02/25 | J.P. Morgan | (14) |
| EUR | 1918.0 | USD | 2265.0 | 10/02/25 | J.P. Morgan | (13) |
| EUR | 8390.0 | USD | 9964.0 | 10/10/25 | Goldman Sachs | (109) |
| EUR | 2986.0 | USD | 3510.0 | 10/10/25 | Goldman Sachs | (2) |
| EUR | 6951.0 | USD | 8166.0 | 10/10/25 | Goldman Sachs | (2) |
| EUR | 5067.0 | USD | 5976.0 | 10/10/25 | Goldman Sachs | (24) |
| EUR | 7281.0 | USD | 8593.0 | 10/10/25 | Goldman Sachs | (41) |
| EUR | 1552.0 | USD | 1832.0 | 10/10/25 | Goldman Sachs | (8) |
| EUR | 1360.0 | USD | 1601.0 | 11/04/25 | J.P. Morgan | (1) |
| GBP | 1359.0 | USD | 1854.0 | 10/02/25 | Goldman Sachs | (26) |
| GBP | 5699.0 | USD | 7700.0 | 10/02/25 | J.P. Morgan | (35) |
| GBP | 962.0 | USD | 1313.0 | 10/02/25 | J.P. Morgan | (19) |
| GBP | 2339.0 | USD | 3179.0 | 10/02/25 | Morgan Stanley | (33) |
| GBP | 1313.0 | USD | 1770.0 | 10/02/25 | Morgan Stanley | (4) |
| IDR | 855277.0 | USD | 52.0 | 10/15/25 | BNP Paribas(1) | (0) |
| IDR | 517736.0 | USD | 31.0 | 10/15/25 | BNP Paribas(1) | (0) |
| IDR | 1137433.0 | USD | 69.0 | 10/15/25 | BNP Paribas | (2) |
| IDR | 532582.0 | USD | 32.0 | 10/15/25 | Goldman Sachs(1) | (0) |
| IDR | 900059.0 | USD | 55.0 | 10/15/25 | J.P. Morgan | (1) |
| IDR | 973271.0 | USD | 58.0 | 12/17/25 | Goldman Sachs(1) | (0) |
| INR | 1371.0 | USD | 16.0 | 10/17/25 | Bank of America(1) | (0) |
| INR | 1396.0 | USD | 16.0 | 10/17/25 | Deutsche Bank(1) | (0) |
| INR | 2076.0 | USD | 23.0 | 10/17/25 | Deutsche Bank(1) | (0) |
| INR | 856.0 | USD | 10.0 | 10/17/25 | Goldman Sachs(1) | (0) |
| INR | 4058.0 | USD | 46.0 | 10/17/25 | Morgan Stanley(1) | (0) |
| INR | 748.0 | USD | 8.0 | 11/19/25 | Deutsche Bank(1) | (0) |
| INR | 412.0 | USD | 5.0 | 11/19/25 | Deutsche Bank(1) | (0) |
| JPY | 5971955.0 | USD | 40703.0 | 10/02/25 | Bank of America | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(320) |
| JPY | 3877760.0 | USD | 26279.0 | 10/02/25 | Morgan Stanley | (58) |
| JPY | 4238771.0 | USD | 28929.0 | 10/02/25 | Morgan Stanley | (266) |
| KRW | 32706.0 | USD | 24.0 | 10/22/25 | Deutsche Bank(1) | (0) |
| KRW | 56608.0 | USD | 41.0 | 10/22/25 | J.P. Morgan(1) | (0) |
| KWD | 153.0 | USD | 503.0 | 05/04/26 | BNP Paribas(1) | (0) |
| KWD | 229.0 | USD | 755.0 | 05/05/26 | BNP Paribas(1) | (0) |
| KWD | 153.0 | USD | 506.0 | 06/10/27 | BNP Paribas | (1) |
| KWD | 153.0 | USD | 506.0 | 06/10/27 | BNP Paribas(1) | (0) |
| TWD | 484.0 | USD | 16.0 | 10/20/25 | Goldman Sachs(1) | (0) |
| TWD | 163479.0 | USD | 5426.0 | 10/20/25 | Morgan Stanley | (54) |
| USD | 4429.0 | AUD | 6790.0 | 10/02/25 | Bank of America | (64) |
| USD | 20879.0 | JPY | 3127184.0 | 10/02/25 | Bank of America | (268) |
| USD | 1638.0 | AUD | 2506.0 | 10/02/25 | BNP Paribas | (21) |
| USD | 111.0 | AUD | 168.0 | 10/02/25 | BNP Paribas(1) | (0) |
| USD | 18897.0 | BRL | 122300.0 | 10/02/25 | BNP Paribas | (4082) |
| USD | 31484.0 | BRL | 202867.0 | 10/02/25 | BNP Paribas | (6633) |
| USD | 24384.0 | JPY | 3622988.0 | 10/02/25 | BNP Paribas | (115) |
| USD | 4916.0 | BRL | 31800.0 | 10/02/25 | Goldman Sachs | (1059) |
| USD | 4088.0 | BRL | 21781.0 | 10/02/25 | Goldman Sachs | (4) |
| USD | 132.0 | NOK | 1330.0 | 10/02/25 | Goldman Sachs | (1) |
| USD | 32.0 | BRL | 177.0 | 10/02/25 | J.P. Morgan | (1) |
| USD | 50868.0 | BRL | 272754.0 | 10/02/25 | J.P. Morgan | (380) |
| USD | 35724.0 | BRL | 231100.0 | 10/02/25 | J.P. Morgan | (7697) |
| USD | 257016.0 | EUR | 219759.0 | 10/02/25 | J.P. Morgan | (992) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| USD | 4473 | AUD | 6848 | 10/02/25 | Morgan Stanley | (58) |
| USD | 28412 | JPY | 4241604.0 | 10/02/25 | Morgan Stanley | (270) |
| USD | 24 | NOK | 238.0 | 10/02/25 | Morgan Stanley(1) | (0) |
| USD | 223 | AUD | 341.0 | 10/02/25 | Wells Fargo Bank | (3) |
| USD | 1534 | EUR | 1310.0 | 10/10/25 | Bank of America | (5) |
| USD | 59 | AUD | 90.0 | 10/10/25 | Citibank(1) | (0) |
| USD | 2781 | AUD | 4255.0 | 10/10/25 | Citibank | (35) |
| USD | 4871 | AUD | 7570.0 | 10/10/25 | Citibank | (139) |
| USD | 11601 | GBP | 8697.0 | 10/10/25 | Citibank | (96) |
| USD | 13691 | AUD | 20743.0 | 10/10/25 | Goldman Sachs | (36) |
| USD | 6332 | AUD | 9600.0 | 10/10/25 | Goldman Sachs | (21) |
| USD | 16332 | AUD | 24971.0 | 10/10/25 | Goldman Sachs | (193) |
| USD | 6669 | AUD | 10339.0 | 10/10/25 | Goldman Sachs | (173) |
| USD | 3646 | EUR | 3120.0 | 10/10/25 | Goldman Sachs | (19) |
| USD | 2697 | EUR | 2310.0 | 10/10/25 | Goldman Sachs | (17) |
| USD | 1029 | EUR | 876.0 | 10/10/25 | Goldman Sachs(1) | (0) |
| USD | 945 | EUR | 807.0 | 10/10/25 | Goldman Sachs | (3) |
| USD | 2254 | GBP | 1679.0 | 10/10/25 | Goldman Sachs | (4) |
| USD | 9000 | GBP | 6796.0 | 10/10/25 | Goldman Sachs | (140) |
| USD | 3916 | GBP | 2916.0 | 10/10/25 | Goldman Sachs | (6) |
| USD | 58 | IDR | 977034.0 | 10/15/25 | BNP Paribas(1) | (0) |
| USD | 12098 | MXN | 228170.0 | 10/20/25 | Goldman Sachs | (336) |
| USD | 30000 | PEN | 107325.0 | 10/22/25 | Deutsche Bank | (894) |
| USD | 180 | NZD | 312.0 | 11/04/25 | Bank of America | (1) |
| USD | 4528 | AUD | 6848.0 | 11/04/25 | BNP Paribas | (6) |
| USD | 11 | NOK | 106.0 | 11/04/25 | Goldman Sachs(1) | (0) |
| USD | 4737 | CAD | 6589.0 | 11/04/25 | J.P. Morgan | (6) |
| USD | 146 | NOK | 1461.0 | 11/04/25 | Morgan Stanley(1) | (0) |
| USD | 268543 | EUR | 229397.0 | 11/04/25 | Wells Fargo Bank | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1347) |
| USD | 252751 | GBP | 187905.0 | 11/04/25 | Wells Fargo Bank | (7) |
| USD | 19269 | ZAR | 335688.0 | 11/20/25 | Deutsche Bank | (100) |
| USD | 9567 | ZAR | 168378.0 | 11/20/25 | Deutsche Bank | (148) |
| USD | 1615 | ZAR | 28219.0 | 11/20/25 | Goldman Sachs | (13) |
| USD | 16076 | ZAR | 279999.0 | 11/20/25 | J.P. Morgan | (79) |
| USD | 9004 | ZAR | 158835.0 | 11/20/25 | J.P. Morgan | (161) |
| USD | 6213 | PEN | 22605.0 | 12/03/25 | Bank of America | (287) |
| USD | 9225 | PEN | 32976.0 | 12/17/25 | Deutsche Bank | (253) |
| USD | 9217 | PEN | 32976.0 | 12/17/25 | Deutsche Bank | (261) |
| USD | 43338 | PEN | 152913.0 | 12/17/25 | Goldman Sachs | (615) |
| USD | 3666 | PEN | 13051.0 | 01/08/26 | Deutsche Bank | (83) |
| USD | 45601 | PEN | 161361.0 | 03/18/26 | Goldman Sachs | (654) |
| USD | 5203 | BRL | 29300.0 | 04/02/26 | BNP Paribas | (65) |
| USD | 3545 | BRL | 20300.0 | 04/02/26 | BNP Paribas | (105) |
| USD | 3509 | BRL | 20300.0 | 04/02/26 | BNP Paribas | (141) |
| USD | 5696 | BRL | 32500.0 | 04/02/26 | BNP Paribas | (147) |
| USD | 10407 | BRL | 59500.0 | 04/02/26 | Goldman Sachs | (291) |
| USD | 18528 | BRL | 103100.0 | 04/02/26 | Goldman Sachs | (9) |
| USD | 4287 | BRL | 23900.0 | 04/02/26 | Goldman Sachs | (10) |
| USD | 16341 | BRL | 96300.0 | 04/02/26 | Goldman Sachs | (972) |
| USD | 13943 | BRL | 80400.0 | 04/02/26 | Goldman Sachs | (513) |
| USD | 13880 | BRL | 80300.0 | 04/02/26 | Goldman Sachs | (558) |
| USD | &nbsp;&nbsp;&nbsp;&nbsp;25816 | BRL | 153000.0 | 04/02/26 | J.P. Morgan | (1692) |
|  |  |  |  |  | **Total Unrealized Depreciation** | (33436) |
|  |  |  |  |  | **Net Unrealized Depreciation** | $**(19416)** |

---

------

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

---

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

---

------

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity** | **Fixed Annual**<br>**Rate Received**<br>**by Fund** | **Payment Frequency** | **Maturity**<br>**Date** | **Implied Credit<br>Spread at<br>September 30,<br>2025** | **Notional**<br>**Amount** | **Upfront**<br>**Premium**<br>**Paid/**<br>**(Received)** | **Unrealized<br>Appreciation/**<br>**(Depreciation)** | **Value** |
|  AT&T, Inc. | 1.00% | Quarterly | 6/20/2026 | 0.24% | $2700 | $1168 | $(1153) | $15 |
|  AT&T, Inc. | 1.00 | Quarterly | 6/20/2028 | 0.40 | 1300 | (7) | 28 | 21 |
|  Boeing Co. | 1.00 | Quarterly | 12/20/2030 | 0.65 | 4600 | 71 | 7 | 78 |
|  CDX.EM.34 | 1.00 | Quarterly | 12/20/2025 | 0.65 | 2852 | (184) | 188 | 4 |
|  CDX.EM.36 | 1.00 | Quarterly | 12/20/2026 | 0.66 | 25760 | (1) | 115 | 114 |
|  CDX.EM.38 | 1.00 | Quarterly | 12/20/2027 | 0.88 | 2400 | 27 | (20) | 7 |
|  CDX.EM.39 | 5.00 | Quarterly | 6/20/2028 | 0.96 | 800 | (363) | 364 | 1 |
|  CDX.EM.40 | 1.00 | Quarterly | 12/20/2028 | 1.06 | 3200 | (138) | 133 | (5) |
|  CDX.EM.41 | 1.00 | Quarterly | 6/20/2029 | 1.15 | 600 | (23) | 20 | (3) |
|  CDX.EM.42 | 1.00 | Quarterly | 12/20/2029 | 1.22 | 600 | (17) | 13 | (4) |
|  CDX.EM.43 | 1.00 | Quarterly | 6/20/2030 | 1.37 | 100 | (4) | 2 | (2) |
|  CDX.EM.44(1) | 1.00 | Quarterly | 12/20/2030 | 1.48 | 500 | (11) | 0 | (11) |
|  CDX.NA.HY.35 | 5.00 | Quarterly | 12/20/2025 | 1.19 | 480 | 38 | (33) | 5 |
|  CDX.NA.HY.39 | 5.00 | Quarterly | 12/20/2027 | 1.92 | 873 | (417) | 474 | 57 |
|  CDX.NA.HY.40 | 5.00 | Quarterly | 6/20/2028 | 2.17 | 1568 | 558 | (444) | 114 |
|  CDX.NA.HY.41 | 5.00 | Quarterly | 12/20/2028 | 2.35 | 495 | (2) | 42 | 40 |
|  CDX.NA.HY.43 | 5.00 | Quarterly | 12/20/2029 | 2.93 | 71800 | 4321 | 1199 | 5520 |
|  CDX.NA.HY.44 | 5.00 | Quarterly | 6/20/2030 | 3.02 | 141800 | 5916 | 5520 | 11436 |
|  CDX.NA.HY.45 | 5.00 | Quarterly | 12/20/2030 | 3.22 | 100700 | 7664 | 163 | 7827 |
|  Ford Motor Credit Co. LLC | 5.00 | Quarterly | 12/20/2025 | 0.43 | 600 | 23 | (16) | 7 |
|  Ford Motor Credit Co. LLC | 5.00 | Quarterly | 6/20/2026 | 0.50 | 9100 | (385) | 691 | 306 |
|  |  |  |  |  |  | $**18234** | $**7293** | $**25527** |

---

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

------

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference Entity** | **Fixed Annual Rate<br>Received by Fund** | **Payment**<br>**Frequency** | **Maturity**<br>**Date** | **Implied**<br>**Credit**<br>**Spread at**<br>**September 30,<br>2025** | **Notional**<br>**Amount** | **Upfront**<br>**Premium**<br>**Paid/**<br>**(Received)** | **Unrealized<br>Appreciation/<br>(Depreciation)** | **Value** |
|  BNP Paribas | Colombia Government International(1) | 1.00% | Quarterly | 12/20/2027 | 1.02% | $600 | $(53) | $53 | $(0) |
|  Goldman Sachs | Colombia Government International | 1.00 | Quarterly | 6/20/2027 | 0.93 | 1900 | 52 | (50) | 2 |
|  Goldman Sachs | Colombia Government International(1) | 1.00 | Quarterly | 12/20/2027 | 1.02 | 800 | (71) | 71 | (0) |
|  J.P. Morgan | Colombia Government International | 1.00 | Quarterly | 12/20/2026 | 0.77 | 1400 | (66) | 70 | 4 |
|  J.P. Morgan | Colombia Government International | 1.00 | Quarterly | 6/20/2027 | 0.93 | 400 | (15) | 16 | 1 |
|  Morgan Stanley | Colombia Government International | 1.00 | Quarterly | 6/20/2027 | 0.93 | 900 | 29 | (28) | 1 |
|  Morgan Stanley | Colombia Government International(1) | 1.00 | Quarterly | 12/20/2027 | 1.02 | 1000 | (89) | 89 | (0) |
|  Goldman Sachs | Mexico Government International | 1.00 | Quarterly | 12/20/2028 | 0.54 | 200 | (2) | 5 | 3 |
|  J.P. Morgan | Mexico Government International | 1.00 | Quarterly | 6/20/2026 | 0.21 | 100 | (1) | 2 | 1 |
|  Morgan Stanley | Mexico Government International | 1.00 | Quarterly | 12/20/2026 | 0.29 | 500 | 498 | (492) | 6 |
|  Morgan Stanley | Mexico Government International | 1.00 | Quarterly | 6/20/2027 | 0.36 | 400 | (4) | 8 | 4 |
|  Morgan Stanley | Mexico Government International | 1.00 | Quarterly | 6/20/2028 | 0.49 | 300 | (7) | 11 | 4 |
|  Morgan Stanley | Mexico Government International | 1.00 | Quarterly | 12/20/2028 | 0.54 | 1100 | (12) | 26 | 14 |
|  Deutsche Bank | Pemex | 4.75 | Quarterly | 7/6/2026 | N/A | 3353 |  | 54 | 54 |
|  Deutsche Bank | Pemex | 4.85 | Quarterly | 7/6/2026 | N/A | 6705 |  | 112 | 112 |
|  |  |  |  |  |  |  | $**259** | $**(53)** | $**206** |

---

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

------

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Fixed Annual Rate** | **Floating Rate Index** | **Floating Rate Paid**<br>**or Received** | **Payment Frequency** | **Maturity**<br>**Date** | **Notional**<br>**Amount** | **Upfront**<br>**Premium**<br>**Paid/<br>(Received)** | **Unrealized<br>Appreciation/<br>(Depreciation)** | **Value** |
| 0.50% | 6 Month EURIBOR | Received | Semi-Annual | 6/17/2050 | 9000 | $(187) | $4784 | $4597 |
| 0.83 | 6 Month EURIBOR | Received | Semi-Annual | 12/9/2052 | 158000 | 951 | 19620 | 20571 |
| 1.25 | 3 Month SOFR | Received | Quarterly | 12/16/2050 | $48900 | 4778 | 18594 | 23372 |
| 1.50 | 3 Month SOFR | Received | Quarterly | 6/17/2050 | 81200 | (14464) | 49584 | 35120 |
| 2.25 | 3 Month SOFR | Received | Quarterly | 3/12/2050 | 3200 | (10) | 1021 | 1011 |
| 2.75 | 1 Year SOFR | Received | Annual | 6/21/2053 | 91000 | 8330 | 10601 | 18931 |
| 3.00 | 6 Month EURIBOR | Paid | Semi-Annual | 3/18/2056 | 7876 | 41 | 115 | 156 |
| 3.15 | 1 Year SOFR | Received | Annual | 11/15/2053 | $172200 |  | 25236 | 25236 |
| 3.16 | 1 Year SOFR | Received | Annual | 11/15/2053 | 49800 |  | 7240 | 7240 |
| 3.17 | 1 Year SOFR | Received | Annual | 11/15/2053 | 108000 |  | 15436 | 15436 |
| 3.25 | 1 Year SOFR | Received | Annual | 12/20/2053 | 129000 | 6209 | 10382 | 16591 |
| 3.25 | 1 Year SOFR | Received | Annual | 3/19/2055 | 97500 | 14331 | (1990) | 12341 |
| 3.25 | 1 Year SOFR | Received | Annual | 3/19/2055 | 109700 | 15680 | (1795) | 13885 |
| 3.50 | 1 Year SOFR | Received | Annual | 6/20/2054 | 87200 | 6831 | 80 | 6911 |
| 3.50 | 1 Year SOFR | Received | Annual | 12/18/2054 | 133200 | (5736) | 16921 | 11185 |
| 3.50 | 1 Year SOFR | Received | Annual | 9/17/2055 | 74600 | 7421 | (1696) | 5725 |
| 3.75 | Sterling Overnight Index Average | Paid | Annual | 9/17/2030 | 195400 | (294) | (779) | (1073) |
| 3.75 | 1 Year SOFR | Received | Annual | 9/17/2032 | $230400 | (5735) | 1990 | (3745) |
| 3.75 | 1 Year SOFR | Paid | Annual | 12/17/2032 | 2050 | 40 | (6) | 34 |
| 3.75 | 1 Year SOFR | Received | Annual | 9/17/2035 | 147600 | (2569) | 1388 | (1181) |
| 3.93 | 1 Year SOFR | Received | Annual | 11/15/2053 | 160083 | (1261) | 1869 | 608 |
| 4.00 | Sterling Overnight Index Average | Received | Annual | 9/17/2035 | 14800 | 311 | (66) | 245 |
| 4.50 | 6 Month Australian Bank Bill | Paid | Semi-Annual | 6/18/2035 | 31900 | 607 | (170) | 437 |
| 4.50 | Sterling Overnight Index Average | Received | Annual | 9/17/2055 | 540 | 26 | (9) | 17 |
| 4.75 | 3 Month FRA New Zealand Bank Bill | Paid | Quarterly | 6/19/2029 | 41300 | 296 | 1559 | 1855 |
| 8.00 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/3/2031 | 36500 | 0 | 90 | 90 |
| 8.00 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/6/2031 | 36500 | (0) | 90 | 90 |
| 8.01 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/7/2031 | 35600 | (0) | 89 | 89 |
| 8.03 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/7/2031 | 35600 | (0) | 91 | 91 |
| 8.05 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/7/2031 | 35600 | (0) | 93 | 93 |
| 8.06 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/7/2031 | 35600 | (0) | 93 | 93 |
| 8.06 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/8/2031 | 108600 | (0) | 286 | 286 |
| 8.08 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/8/2031 | 50600 | (0) | 136 | 136 |
| 8.20 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/10/2031 | 181200 | (0) | 544 | 544 |
| 8.99 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 12/18/2029 | 54600 |  | 194 | 194 |
| 9.02 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 12/17/2029 | 73700 |  | 267 | 267 |
| 9.11 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 3/13/2030 | 285500 |  | 1121 | 1121 |
| 9.14 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 12/27/2029 | 105900 |  | 408 | 408 |
| 9.15 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 12/31/2029 | 102500 |  | 398 | 398 |
| 10.33 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/4/2027 | 429570 |  | (6452) | (6452) |
| 13.29 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/2/2029 | 144700 | (8) | (16) | (24) |
| 13.35 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/2/2029 | 288800 | 22 | 52 | 74 |
| 13.93 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/4/2027 | 221000 | 11 | (196) | (185) |
| 14.01 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/4/2027 | 157200 |  | (93) | (93) |
|  |  |  |  |  |  | $**35621** | $**177104** | $**212725** |

---

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

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

---

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

---

------

**REVERSE REPURCHASE AGREEMENTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Broker** | **Currency** | **Principal**<br>**Amount**<br>**(000)** | **Interest Rate** | **Maturity** | **Value at**<br>**June 30, 2025** |
|  Barclays Bank Plc Wholesale(1) | EUR | 305 | 1.65 | 6/17/2027 | $360 |
|  |  |  |  |  | $**360** |

---

(1) The reverse repurchase agreement matures on demand. Interest rate resets daily and the rate shown is the rate
in effect on September 30, 2025.

------

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

---

| | | | |
|:---|:---|:---|:---|
|  | **Overnight and<br>Continuous** | **Up to 30 Days** | **Total** |
|  Government Bonds - Other Government related | $372 | $– $– $– $| 372 |
|  Total | $372 | $– $– $– $| 372 |

---

------

**Bridge Builder Municipal Bond Fund** 

**Schedule of Investments** 

**September 30, 2025 (Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **MUNICIPAL BONDS – 97.80%** |  |  |
|  **Alabama – 4.65%** |  |  |
|  Alabama Federal Aid Highway Finance Authority |  |  |
|  5.00%, 09/01/2036 | $2500 | $2865 |
|  5.00%, 09/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984 |
|  Alabama Housing Finance Authority |  |  |
|  4.45%, 08/01/2045 | 3500 | 3448 |
|  5.75%, 10/01/2055 | 4500 | 4938 |
|  5.75%, 04/01/2056 | 6410 | 7100 |
|  Alabama Public School & College Authority |  |  |
|  5.00%, 11/01/2035 | 6400 | 6952 |
|  Alabama State University |  |  |
|  5.50%, 09/01/2045 | 2000 | 2147 |
|  Baldwin County Industrial Development Authority |  |  |
|  4.63%, 06/01/2055(1)(2) | 11350 | 11374 |
|  5.00%, 06/01/2055(1)(2) | 12050 | 12324 |
|  Bessemer Governmental Utility Services Corp. |  |  |
|  5.00%, 06/01/2039 | 3000 | 3062 |
|  Birmingham Airport Authority |  |  |
|  5.00%, 07/01/2028 | 700 | 747 |
|  5.00%, 07/01/2032 | 300 | 330 |
|  5.00%, 07/01/2034 | 800 | 869 |
|  Black Belt Energy Gas District |  |  |
|  3.24% (SIFMA Municipal Swap Index Yield + 0.35%), 10/01/2052(3) | 1955 | 1930 |
|  3.54% (SIFMA Municipal Swap Index Yield + 0.65%), 04/01/2053(3) | 22705 | 22249 |
|  4.00%, 12/01/2025 | 1270 | 1272 |
|  4.00%, 12/01/2049(1) | 22530 | 22605 |
|  4.00%, 07/01/2052(1) | 3570 | 3633 |
|  4.00%, 10/01/2052(1) | 35700 | 36129 |
|  4.00%, 12/01/2052(1) | 5930 | 6062 |
|  4.00%, 04/01/2053(1) | 8000 | 8155 |
|  5.00%, 06/01/2027 | 1585 | 1634 |
|  5.00%, 06/01/2028 | 2270 | 2374 |
|  5.00%, 09/01/2028 | 3000 | 3140 |
|  5.00%, 07/01/2030 | 3200 | 3452 |
|  5.00%, 07/01/2031 | 1035 | 1123 |
|  5.00%, 11/01/2034 | 2125 | 2310 |
|  5.00%, 10/01/2035 | 58400 | 60988 |
|  5.00%, 03/01/2055(1) | 15345 | 16733 |
|  5.00%, 12/01/2055(1) | 20000 | 21556 |
|  5.00%, 12/01/2055(1) | 36250 | 39701 |
|  5.25%, 06/01/2027 | 1300 | 1342 |
|  5.25%, 12/01/2027 | 1170 | 1220 |
|  5.25%, 06/01/2028 | 1540 | 1617 |
|  5.25%, 12/01/2028 | 1275 | 1350 |
|  5.25%, 12/01/2053(1) | 15080 | 16422 |
|  5.25%, 01/01/2054(1) | 8115 | 8718 |
|  5.25%, 05/01/2055(1) | 15925 | 17365 |
|  5.50%, 06/01/2049(1) | 6970 | 7470 |
|  5.50%, 11/01/2053(1) | 18190 | 19401 |
|  Chilton County Health Care Authority |  |  |
|  5.00%, 11/01/2035 | 1150 | 1151 |
|  City of Guntersville AL |  |  |
|  5.00%, 02/01/2038 | 260 | 286 |
|  City of Sheffield AL Water & Sewer Revenue |  |  |
|  4.00%, 10/01/2032 | 560 | 578 |
|  Clarke-Mobile Counties Gas District |  |  |
|  5.00%, 10/01/2032 | 1660 | 1868 |
|  5.00%, 10/01/2033 | 1740 | 1969 |
|  5.00%, 10/01/2034 | 1825 | 2065 |
|  County of Jefferson AL |  |  |
|  5.00%, 09/15/2032 | 1000 | 1023 |
|  County of Jefferson AL Sewer Revenue |  |  |
|  5.00%, 10/01/2028 | 2000 | 2135 |
|  5.00%, 10/01/2036 | 6000 | 6583 |
|  5.00%, 10/01/2037 | 6000 | 6525 |
|  5.00%, 10/01/2038 | 2980 | 3209 |
|  5.00%, 10/01/2039 | 4420 | 4723 |
|  5.25%, 10/01/2040 | 1600 | 1730 |

---

------

---

| | | |
|:---|:---|:---|
|  5.25%, 10/01/2049 | 4680 | 4827 |
|  5.50%, 10/01/2053 | 1725 | 1806 |
|  Energy Southeast A Cooperative District |  |  |
|  5.00%, 12/01/2027 | 250 | 259 |
|  5.00%, 06/01/2028 | 240 | 251 |
|  5.00%, 12/01/2029 | 1250 | 1333 |
|  5.00%, 12/01/2030 | 120 | 129 |
|  5.25%, 07/01/2054(1) | 27215 | 29819 |
|  5.50%, 11/01/2053(1) | 7500 | 8254 |
|  5.75%, 04/01/2054(1) | 3700 | 4146 |
|  Guntersville Water Works & Sewer Board |  |  |
|  5.00%, 08/01/2034 | 200 | 221 |
|  5.00%, 08/01/2035 | 200 | 219 |
|  5.00%, 08/01/2038 | 605 | 649 |
|  5.00%, 08/01/2039 | 500 | 533 |
|  Health Care Authority of the City of Huntsville |  |  |
|  5.00%, 06/01/2036 | 2600 | 2751 |
|  5.00%, 06/01/2037 | 5115 | 5386 |
|  5.00%, 06/01/2053(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13327 |
|  Homewood Educational Building Authority |  |  |
|  4.00%, 12/01/2038 | 1385 | 1287 |
|  5.25%, 10/01/2039 | 1220 | 1272 |
|  5.50%, 10/01/2049 | 1755 | 1783 |
|  5.50%, 10/01/2054 | 1420 | 1435 |
|  Jacksonville Public Educational Building Authority |  |  |
|  5.25%, 08/01/2049 | 4250 | 4390 |
|  Lower Alabama Gas District |  |  |
|  4.00%, 12/01/2050(1) | 12610 | 12636 |
|  Mobile County Board of School Commissioners |  |  |
|  5.00%, 03/01/2028 | 1030 | 1040 |
|  Montgomery County Public Facilities Authority |  |  |
|  4.00%, 03/01/2035 | 1000 | 992 |
|  Prichard Water Works & Sewer Board |  |  |
|  2.25%, 11/01/2027(4)(5) | 210 | 137 |
|  2.38%, 11/01/2028(4)(5) | 550 | 358 |
|  Southeast Alabama Gas Supply District |  |  |
|  5.00%, 06/01/2049(1) | 37735 | 40909 |
|  5.00%, 08/01/2054(1) | 37700 | 40841 |
|  Southeast Energy Authority A Cooperative District |  |  |
|  5.00%, 02/01/2029 | 885 | 936 |
|  5.00%, 08/01/2029 | 1125 | 1199 |
|  5.00%, 09/01/2035 | 30130 | 33158 |
|  5.00%, 11/01/2035 | 26240 | 27658 |
|  5.00%, 05/01/2053(1) | 13125 | 13773 |
|  5.00%, 01/01/2054(1) | 16825 | 17995 |
|  5.00%, 05/01/2055(1) | 18840 | 20346 |
|  5.00%, 10/01/2055(1) | 43975 | 47966 |
|  5.00%, 01/01/2056(1) | 28770 | 30374 |
|  5.25%, 11/01/2026 | 1520 | 1556 |
|  5.25%, 03/01/2055(1) | 24095 | 25757 |
|  5.50%, 01/01/2053(1) | 16020 | 17397 |
|  State of Alabama Docks Department |  |  |
|  5.00%, 10/01/2028 | 2000 | 2072 |
|  5.00%, 10/01/2029 | 3500 | 3618 |
|  5.00%, 10/01/2032 | 2500 | 2567 |
|  Town of Pike Road AL |  |  |
|  5.00%, 03/01/2048 | 7415 | 7637 |
|  Tuscaloosa County Industrial Development Authority |  |  |
|  5.25%, 05/01/2044(2) | 2250 | 2241 |
|  University of South Alabama |  |  |
|  5.00%, 11/01/2033 | 1000 | 1016 |
|  Total Alabama | Total Alabama | 860192 |
|  **Alaska – 0.25%** |  |  |
|  Alaska Housing Finance Corp. |  |  |
|  3.00%, 06/01/2051 | 835 | 823 |
|  5.00%, 12/01/2031 | 3500 | 3707 |
|  Alaska Municipal Bond Bank Authority |  |  |
|  5.00%, 12/01/2028 | 360 | 382 |
|  5.25%, 12/01/2035 | 1715 | 1887 |
|  5.25%, 12/01/2036 | 930 | 1015 |
|  5.25%, 12/01/2037 | 975 | 1054 |
|  5.50%, 12/01/2050 | 1000 | 1044 |

---

------

---

| | | |
|:---|:---|:---|
|  Alaska Railroad Corp. |  |  |
|  5.50%, 10/01/2030 | 700 | 772 |
|  5.50%, 10/01/2032 | 200 | 224 |
|  5.50%, 10/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1689 |
|  5.50%, 10/01/2035 | 1200 | 1349 |
|  5.50%, 10/01/2037 | 2050 | 2258 |
|  5.50%, 10/01/2039 | 1400 | 1524 |
|  5.50%, 10/01/2041 | 1775 | 1907 |
|  5.50%, 10/01/2042 | 2000 | 2126 |
|  5.50%, 10/01/2043 | 500 | 528 |
|  5.50%, 10/01/2044 | 3185 | 3342 |
|  5.50%, 10/01/2045 | 2100 | 2196 |
|  Borough of North Slope AK |  |  |
|  5.00%, 06/30/2026 | 500 | 509 |
|  Municipality of Anchorage AK |  |  |
|  4.00%, 09/01/2040 | 1500 | 1481 |
|  5.50%, 02/01/2035 | 2370 | 2709 |
|  5.50%, 02/01/2038 | 2795 | 3108 |
|  5.50%, 02/01/2043 | 3680 | 3937 |
|  5.50%, 02/01/2045 | 1405 | 1491 |
|  Northern Tobacco Securitization Corp. |  |  |
|  4.00%, 06/01/2050 | 800 | 773 |
|  4.00%, 06/01/2050 | 3145 | 2610 |
|  State of Alaska |  |  |
|  5.00%, 08/01/2035 | 1000 | 1160 |
|  University of Alaska |  |  |
|  5.00%, 10/01/2025 | 200 | 200 |
|  Total Alaska | Total Alaska | 45805 |
|  **Arizona – 1.35%** |  |  |
|  Arizona Board of Regents |  |  |
|  5.00%, 07/01/2042 | 500 | 501 |
|  Arizona Health Facilities Authority |  |  |
|  3.14% (SIFMA Municipal Swap Index Yield + 0.25%), 01/01/2046(3) | 200 | 200 |
|  3.14% (SIFMA Municipal Swap Index Yield + 0.25%), 01/01/2046(3) | 600 | 600 |
|  3.14% (SIFMA Municipal Swap Index Yield + 0.25%), 01/01/2046(3) | 2950 | 2929 |
|  Arizona Industrial Development Authority |  |  |
|  2.65%, 07/01/2026 | 85 | 84 |
|  3.00%, 12/15/2031(2) | 320 | 300 |
|  3.55%, 07/15/2029 | 695 | 683 |
|  3.63%, 05/20/2033 | 2207 | 2181 |
|  4.00%, 07/15/2027(2) | 125 | 125 |
|  5.00%, 02/01/2034 | 2585 | 2862 |
|  5.00%, 11/01/2035 | 1100 | 1139 |
|  5.00%, 11/01/2039 | 1000 | 1019 |
|  5.00%, 01/01/2042(1) | 16805 | 17157 |
|  5.00%, 10/01/2044(1) | 6120 | 6171 |
|  5.25%, 11/01/2053 | 5475 | 5556 |
|  Chandler Industrial Development Authority |  |  |
|  3.80%, 12/01/2035(1) | 13850 | 13965 |
|  4.00%, 06/01/2049(1) | 10245 | 10459 |
|  5.00%, 09/01/2042(1) | 1000 | 1017 |
|  5.00%, 09/01/2052(1) | 16210 | 16485 |
|  City of Buckeye AZ |  |  |
|  5.00%, 07/01/2039 | 1270 | 1410 |
|  City of Buckeye AZ Excise Tax Revenue |  |  |
|  5.00%, 07/01/2036 | 1350 | 1527 |
|  City of Mesa AZ |  |  |
|  5.00%, 07/01/2042 | 2720 | 2926 |
|  City of Mesa AZ Utility System Revenue |  |  |
|  5.00%, 07/01/2036 | 3900 | 4442 |
|  5.00%, 07/01/2037 | 4000 | 4509 |
|  City of Phoenix Civic Improvement Corp. |  |  |
|  5.00%, 07/01/2026 | 1675 | 1701 |
|  5.00%, 07/01/2027 | 3000 | 3109 |
|  5.00%, 07/01/2028 | 1070 | 1137 |
|  5.00%, 07/01/2028 | 4440 | 4702 |
|  5.00%, 07/01/2029 | 725 | 778 |
|  5.00%, 07/01/2030 | 1000 | 1080 |
|  5.00%, 07/01/2031 | 725 | 782 |
|  5.00%, 07/01/2032 | 120 | 129 |
|  5.00%, 07/01/2034 | 1650 | 1886 |
|  5.00%, 07/01/2035 | 1885 | 2134 |
|  5.00%, 07/01/2035 | 3000 | 3036 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 07/01/2036 | 3000 | 3081 |
|  5.00%, 07/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1537 |
|  Gilbert Water Resource Municipal Property Corp. |  |  |
|  5.00%, 07/15/2033 | 1920 | 2182 |
|  5.00%, 07/15/2034 | 1785 | 2011 |
|  Glendale Industrial Development Authority |  |  |
|  5.00%, 05/15/2056 | 1375 | 1163 |
|  Industrial Development Authority of the City of Phoenix Arizona |  |  |
|  3.35%, 12/01/2027 | 3840 | 3878 |
|  5.00%, 07/01/2033 | 415 | 429 |
|  5.00%, 07/01/2034 | 765 | 787 |
|  5.00%, 07/01/2036 | 1500 | 1500 |
|  5.00%, 07/01/2038 | 1295 | 1307 |
|  5.00%, 10/15/2044 | 5775 | 5977 |
|  5.13%, 02/01/2034 | 2505 | 2435 |
|  5.38%, 02/01/2041 | 3580 | 3260 |
|  Industrial Development Authority of the County of Yavapai |  |  |
|  4.25%, 03/01/2028 | 5000 | 5068 |
|  5.00%, 09/01/2034(2) | 1165 | 1165 |
|  Maricopa County & Phoenix Industrial Development Authorities |  |  |
|  5.75%, 03/01/2056 | 2750 | 3054 |
|  6.25%, 03/01/2055 | 5855 | 6558 |
|  Maricopa County Industrial Development Authority |  |  |
|  4.25%, 12/01/2031(1) | 10580 | 10674 |
|  5.00%, 12/01/2033 | 2230 | 2514 |
|  5.00%, 12/01/2034 | 1630 | 1835 |
|  5.00%, 12/01/2035 | 2495 | 2779 |
|  5.00%, 12/01/2036 | 1765 | 1945 |
|  5.00%, 12/01/2037 | 690 | 752 |
|  5.00%, 01/01/2038 | 4000 | 4066 |
|  5.00%, 12/01/2038 | 930 | 1002 |
|  5.00%, 09/01/2042 | 3205 | 3250 |
|  5.00%, 01/01/2046(1) | 3210 | 3254 |
|  5.00%, 01/01/2053(1) | 10000 | 10928 |
|  5.75%, 01/01/2036(2) | 1500 | 1411 |
|  6.00%, 01/01/2048(2) | 1155 | 984 |
|  Maricopa County Special Health Care District |  |  |
|  4.00%, 07/01/2035 | 805 | 828 |
|  5.00%, 07/01/2026 | 7000 | 7127 |
|  5.00%, 07/01/2033 | 6555 | 7295 |
|  5.00%, 07/01/2034 | 970 | 1020 |
|  Pima County Unified School District No 6 Marana |  |  |
|  5.00%, 07/01/2042 | 1100 | 1173 |
|  5.00%, 07/01/2043 | 860 | 909 |
|  Pinal County Industrial Development Authority |  |  |
|  5.50%, 10/01/2033(2) | 1000 | 1049 |
|  Salt River Project Agricultural Improvement & Power District |  |  |
|  4.00%, 01/01/2041 | 4680 | 4600 |
|  5.00%, 01/01/2033 | 1000 | 1049 |
|  5.00%, 01/01/2037 | 500 | 519 |
|  5.00%, 01/01/2038 | 3985 | 4049 |
|  Tucson Industrial Development Authority/Pima County Industrial Development Auth |  |  |
|  5.50%, 01/01/2056 | 3700 | 4063 |
|  Yuma Industrial Development Authority |  |  |
|  4.00%, 08/01/2049 | 1195 | 1081 |
|  5.00%, 08/01/2038 | 1250 | 1362 |
|  5.00%, 08/01/2040 | 875 | 935 |
|  5.25%, 08/01/2043 | 1045 | 1115 |
|  5.25%, 08/01/2044 | 420 | 445 |
|  5.25%, 08/01/2049 | 2105 | 2193 |
|  Total Arizona | Total Arizona | 250319 |
|  **Arkansas – 0.34%** |  |  |
|  Arkansas Development Finance Authority |  |  |
|  3.13%, 07/01/2036 | 180 | 128 |
|  4.00%, 07/01/2027 | 220 | 220 |
|  4.50%, 09/01/2049(2) | 11530 | 11041 |
|  5.00%, 02/01/2028 | 1000 | 1036 |
|  5.00%, 02/01/2030 | 530 | 561 |
|  5.00%, 02/01/2033 | 535 | 562 |
|  5.00%, 02/01/2035 | 650 | 671 |
|  5.00%, 02/01/2036 | 1000 | 1029 |
|  5.00%, 06/01/2050 | 3000 | 3151 |
|  5.70%, 05/01/2053 | 3175 | 3223 |
|  6.88%, 07/01/2048(2) | 7500 | 8062 |
|  7.38%, 07/01/2048(2) | 8400 | 9112 |

---

------

---

| | | |
|:---|:---|:---|
|  Bentonville School District No 6 |  |  |
|  2.00%, 06/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1086 |
|  2.00%, 06/01/2036 | 1320 | 1066 |
|  City of Centerton AR Sales & Use Tax Revenue |  |  |
|  4.00%, 11/01/2054 | 1625 | 1641 |
|  4.13%, 11/01/2049 | 1400 | 1348 |
|  City of Little Rock AR |  |  |
|  3.63%, 02/01/2045 | 2325 | 2299 |
|  City of Marion AR Sales & Use Tax Revenue |  |  |
|  4.75%, 11/01/2045 | 2250 | 2276 |
|  5.00%, 11/01/2034 | 745 | 820 |
|  5.00%, 11/01/2035 | 605 | 661 |
|  5.00%, 11/01/2036 | 855 | 925 |
|  City of Pine Bluff AR |  |  |
|  4.50%, 12/20/2029(2) | 3000 | 3001 |
|  County of Phillips AR Sales & Use Tax Revenue |  |  |
|  3.88%, 09/01/2043 | 415 | 378 |
|  County of Pulaski AR |  |  |
|  5.00%, 03/01/2040 | 500 | 530 |
|  5.00%, 03/01/2042 | 1225 | 1277 |
|  Gravette School District No 20 |  |  |
|  2.00%, 06/01/2038 | 1290 | 1000 |
|  Jacksonville North Pulaski County School District |  |  |
|  3.00%, 06/01/2038 | 1755 | 1560 |
|  Little Rock School District |  |  |
|  2.00%, 02/01/2036 | 4275 | 3465 |
|  Van Buren School District No 42 |  |  |
|  2.00%, 02/01/2037 | 1010 | 798 |
|  2.00%, 02/01/2038 | 1030 | 787 |
|  Total Arkansas | Total Arkansas | 63714 |
|  **California – 6.91%** |  |  |
|  Alameda Corridor Transportation Authority |  |  |
|  5.00%, 10/01/2036 | 1710 | 1738 |
|  Aromas-San Juan Unified School District |  |  |
|  0.00%, 08/01/2042 | 200 | 151 |
|  Bay Area Toll Authority |  |  |
|  2.95%, 04/01/2047(1) | 1070 | 1070 |
|  3.30% (SIFMA Municipal Swap Index Yield + 0.41%), 04/01/2056(3) | 15000 | 14512 |
|  3.34% (SIFMA Municipal Swap Index Yield + 0.45%), 04/01/2056(3) | 10000 | 9949 |
|  Burbank-Glendale-Pasadena Airport Authority Brick Campaign |  |  |
|  5.00%, 07/01/2033 | 5515 | 6117 |
|  5.00%, 07/01/2036 | 3100 | 3380 |
|  5.00%, 07/01/2037 | 1010 | 1091 |
|  5.25%, 07/01/2042 | 1550 | 1638 |
|  California Community Choice Financing Authority |  |  |
|  4.00%, 02/01/2052(1) | 1250 | 1281 |
|  5.00%, 11/01/2029 | 450 | 480 |
|  5.00%, 11/01/2030 | 650 | 701 |
|  5.00%, 07/01/2053(1) | 12010 | 12755 |
|  5.00%, 01/01/2055(1) | 62530 | 66215 |
|  5.00%, 02/01/2055(1) | 15000 | 16374 |
|  5.00%, 08/01/2055(1) | 31030 | 33452 |
|  5.00%, 10/01/2055(1) | 12500 | 13444 |
|  5.00%, 11/01/2055(1) | 20365 | 21561 |
|  5.00%, 12/01/2055(1) | 31040 | 33316 |
|  5.00%, 01/01/2056(1) | 3000 | 3347 |
|  5.00%, 01/01/2056(1) | 9930 | 10635 |
|  5.00%, 03/01/2056(1) | 14000 | 15352 |
|  5.25%, 01/01/2054(1) | 23680 | 25264 |
|  5.50%, 10/01/2054(1) | 4970 | 5443 |
|  California County Tobacco Securitization Agency |  |  |
|  4.00%, 06/01/2036 | 275 | 270 |
|  4.00%, 06/01/2037 | 275 | 268 |
|  5.00%, 06/01/2026 | 215 | 218 |
|  California Enterprise Development Authority |  |  |
|  3.50%, 08/01/2040 | 1925 | 1797 |
|  4.00%, 08/01/2040 | 4355 | 4327 |
|  California Health Facilities Financing Authority |  |  |
|  4.00%, 03/01/2033 | 6945 | 6945 |
|  4.00%, 04/01/2035 | 1930 | 1960 |
|  4.00%, 04/01/2045 | 2000 | 1831 |
|  5.00%, 08/15/2034 | 125 | 127 |
|  5.00%, 10/01/2039(1) | 1025 | 1067 |
|  5.00%, 11/15/2061(1) | 5100 | 5493 |

---

------

---

| | | |
|:---|:---|:---|
|  California Housing Finance Agency |  |  |
|  3.50%, 11/20/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7552 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7375 |
|  4.00%, 03/20/2033 | 429 | 438 |
|  4.38%, 09/20/2036 | 3112 | 3180 |
|  4.95%, 08/01/2044 | 3650 | 3781 |
|  California Infrastructure & Economic Development Bank |  |  |
|  1.20%, 12/01/2050(1) | 1250 | 1159 |
|  3.25%, 08/01/2029 | 1580 | 1605 |
|  5.00%, 07/01/2040 | 1000 | 1050 |
|  5.00%, 07/01/2041 | 4150 | 4309 |
|  5.00%, 07/01/2042 | 3800 | 3903 |
|  5.00%, 07/01/2043 | 2850 | 2903 |
|  5.00%, 07/01/2044 | 4000 | 4050 |
|  5.00%, 11/01/2044 | 555 | 559 |
|  5.25%, 07/01/2049 | 9200 | 9328 |
|  9.50%, 01/01/2065(1)(2) | 51350 | 47004 |
|  California Municipal Finance Authority |  |  |
|  0.00%, 02/20/2041(1) | 18837 | 17116 |
|  3.15%, 08/01/2059(1) | 3000 | 3014 |
|  3.88%, 03/01/2054(1) | 2915 | 2908 |
|  4.00%, 07/15/2029 | 6900 | 6943 |
|  4.13%, 10/01/2041(1) | 6000 | 5945 |
|  4.38%, 09/01/2053(1) | 1670 | 1746 |
|  5.00%, 08/15/2029 | 1000 | 1048 |
|  5.00%, 11/01/2033 | 765 | 828 |
|  5.00%, 08/15/2034 | 1065 | 1105 |
|  5.00%, 05/15/2042 | 1180 | 1193 |
|  5.00%, 05/15/2043 | 1530 | 1541 |
|  5.00%, 12/01/2044 | 420 | 439 |
|  5.13%, 11/01/2040(2) | 445 | 455 |
|  5.13%, 12/01/2040 | 1500 | 1516 |
|  5.25%, 11/01/2034 | 1000 | 1091 |
|  California Pollution Control Financing Authority |  |  |
|  4.25%, 12/01/2027 | 4500 | 4553 |
|  California Public Finance Authority |  |  |
|  6.50%, 06/01/2054(2) | 330 | 317 |
|  California School Finance Authority |  |  |
|  4.00%, 11/01/2031(2) | 500 | 501 |
|  4.00%, 11/01/2041(2) | 980 | 859 |
|  California State Public Works Board |  |  |
|  5.00%, 08/01/2033 | 1800 | 2025 |
|  5.00%, 04/01/2049 | 3045 | 3193 |
|  California Statewide Communities Development Authority |  |  |
|  1.75%, 09/01/2029 | 750 | 703 |
|  4.00%, 09/02/2029 | 300 | 304 |
|  4.00%, 09/02/2031 | 300 | 305 |
|  4.25%, 09/01/2067(1) | 2500 | 2560 |
|  4.75%, 09/02/2033 | 455 | 464 |
|  5.00%, 04/01/2038(1) | 3000 | 3288 |
|  5.00%, 04/01/2046(1) | 2150 | 2357 |
|  California Statewide Financing Authority |  |  |
|  6.00%, 05/01/2043 | 1015 | 1017 |
|  Castaic Lake Water Agency |  |  |
|  0.00%, 08/01/2028 | 2205 | 2062 |
|  Central Unified School District |  |  |
|  5.25%, 08/01/2050 | 1100 | 1153 |
|  5.25%, 08/01/2054 | 2250 | 2352 |
|  Central Valley Energy Authority |  |  |
|  5.00%, 12/01/2055(1) | 20695 | 22660 |
|  City of Beaumont CA |  |  |
|  5.00%, 09/01/2049 | 1000 | 1014 |
|  City of Los Angeles Department of Airports |  |  |
|  4.00%, 05/15/2035 | 685 | 692 |
|  4.00%, 05/15/2036 | 800 | 799 |
|  4.00%, 05/15/2037 | 850 | 844 |
|  4.00%, 05/15/2038 | 460 | 478 |
|  4.00%, 05/15/2038 | 750 | 743 |
|  4.00%, 05/15/2039 | 775 | 762 |
|  4.00%, 05/15/2039 | 11305 | 11108 |
|  4.00%, 05/15/2040 | 750 | 727 |
|  4.00%, 05/15/2041 | 800 | 763 |
|  4.00%, 05/15/2041 | 20190 | 19251 |
|  5.00%, 05/15/2026 | 520 | 527 |
|  5.00%, 05/15/2028 | 1150 | 1216 |
|  5.00%, 05/15/2030 | 7495 | 7852 |
|  5.00%, 05/15/2031 | 2325 | 2433 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 05/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1773 |
|  5.00%, 05/15/2034 | 130 | 142 |
|  5.00%, 05/15/2035 | 1510 | 1579 |
|  5.00%, 05/15/2035 | 9725 | 9983 |
|  5.00%, 05/15/2036 | 145 | 159 |
|  5.00%, 05/15/2036 | 1310 | 1319 |
|  5.00%, 05/15/2036 | 2515 | 2586 |
|  5.00%, 05/15/2036 | 2585 | 2772 |
|  5.00%, 05/15/2036 | 12320 | 13743 |
|  5.00%, 05/15/2037 | 2000 | 2120 |
|  5.00%, 05/15/2041 | 2255 | 2328 |
|  5.00%, 05/15/2041 | 9890 | 9923 |
|  5.00%, 05/15/2041 | 16000 | 17650 |
|  5.25%, 05/15/2042 | 4105 | 4403 |
|  5.25%, 05/15/2044 | 9350 | 9921 |
|  5.50%, 05/15/2036 | 3500 | 3870 |
|  City of Rancho Cordova CA |  |  |
|  5.00%, 09/01/2035 | 1155 | 1280 |
|  5.00%, 09/01/2036 | 1255 | 1378 |
|  5.00%, 09/01/2037 | 2705 | 2951 |
|  City of Rocklin CA |  |  |
|  4.00%, 09/01/2043 | 1500 | 1474 |
|  City of San Jose CA |  |  |
|  4.70%, 09/01/2040 | 1825 | 1895 |
|  City of San Mateo CA |  |  |
|  5.25%, 09/01/2035 | 2930 | 3311 |
|  City of West Sacramento CA Enhanced Infrastructure Financing District No 1 |  |  |
|  5.00%, 09/01/2045 | 1000 | 1049 |
|  Corona Community Facilities District |  |  |
|  5.00%, 09/01/2027 | 100 | 104 |
|  5.25%, 09/01/2034 | 185 | 201 |
|  County of Los Angeles CA Community Facilities District No 2021-01 |  |  |
|  5.00%, 09/01/2029 | 150 | 161 |
|  5.00%, 09/01/2031 | 225 | 245 |
|  5.00%, 09/01/2034 | 335 | 358 |
|  5.00%, 09/01/2036 | 560 | 594 |
|  County of Placer CA Community Facilities District |  |  |
|  4.00%, 09/01/2046 | 2450 | 2157 |
|  County of Sacramento CA Airport System Revenue |  |  |
|  5.00%, 07/01/2035 | 500 | 556 |
|  5.00%, 07/01/2038 | 1750 | 1882 |
|  5.00%, 07/01/2039 | 2375 | 2531 |
|  5.00%, 07/01/2040 | 2500 | 2636 |
|  County of San Diego CA |  |  |
|  5.00%, 11/01/2030 | 2330 | 2334 |
|  County of Santa Barbara CA |  |  |
|  5.00%, 12/01/2037 | 2000 | 2061 |
|  CSCDA Community Improvement Authority |  |  |
|  3.00%, 09/01/2056(2) | 6565 | 4406 |
|  East Bay Municipal Utility District Water System Revenue |  |  |
|  5.00%, 06/01/2038 | 2500 | 2781 |
|  Fontana Unified School District |  |  |
|  2.38%, 08/01/2044 | 1500 | 1008 |
|  Golden State Tobacco Securitization Corp. |  |  |
|  0.00%, 06/01/2066 | 45390 | 4815 |
|  Indian Wells Redevelopment Agency Successor Agency |  |  |
|  5.00%, 09/01/2033 | 2185 | 2233 |
|  Inglewood Unified School District |  |  |
|  5.50%, 08/01/2041 | 1800 | 2050 |
|  Los Angeles Community College District |  |  |
|  4.00%, 08/01/2036 | 10020 | 10062 |
|  5.00%, 08/01/2032 | 5000 | 5889 |
|  Los Angeles County Public Works Financing Authority |  |  |
|  5.00%, 12/01/2030 | 2520 | 2530 |
|  Los Angeles Department of Water & Power |  |  |
|  5.00%, 07/01/2027 | 260 | 267 |
|  5.00%, 07/01/2027 | 460 | 472 |
|  5.00%, 07/01/2027 | 1210 | 1259 |
|  5.00%, 07/01/2027 | 1455 | 1514 |
|  5.00%, 07/01/2027 | 2265 | 2358 |
|  5.00%, 07/01/2029 | 125 | 136 |
|  5.00%, 07/01/2029 | 130 | 140 |
|  5.00%, 07/01/2029 | 1295 | 1407 |
|  5.00%, 07/01/2029 | 1570 | 1705 |
|  5.00%, 07/01/2029 | 1895 | 2059 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 07/01/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 |
|  5.00%, 07/01/2029 | 3610 | 3827 |
|  5.00%, 07/01/2030 | 140 | 145 |
|  5.00%, 07/01/2030 | 240 | 266 |
|  5.00%, 07/01/2030 | 890 | 933 |
|  5.00%, 07/01/2031 | 330 | 363 |
|  5.00%, 07/01/2031 | 2660 | 2979 |
|  5.00%, 07/01/2032 | 200 | 206 |
|  5.00%, 07/01/2032 | 205 | 215 |
|  5.00%, 07/01/2032 | 265 | 276 |
|  5.00%, 07/01/2032 | 250 | 283 |
|  5.00%, 07/01/2032 | 790 | 838 |
|  5.00%, 07/01/2032 | 1010 | 1080 |
|  5.00%, 07/01/2032 | 1305 | 1311 |
|  5.00%, 07/01/2032 | 1840 | 1967 |
|  5.00%, 07/01/2032 | 2010 | 2276 |
|  5.00%, 07/01/2032 | 11770 | 13326 |
|  5.00%, 07/01/2033 | 365 | 389 |
|  5.00%, 07/01/2033 | 740 | 782 |
|  5.00%, 07/01/2033 | 1745 | 1825 |
|  5.00%, 07/01/2033 | 3425 | 3905 |
|  5.00%, 07/01/2033 | 5605 | 6391 |
|  5.00%, 07/01/2034 | 130 | 138 |
|  5.00%, 07/01/2034 | 630 | 662 |
|  5.00%, 07/01/2034 | 820 | 836 |
|  5.00%, 07/01/2034 | 1430 | 1639 |
|  5.00%, 07/01/2034 | 2000 | 2292 |
|  5.00%, 07/01/2034 | 2270 | 2404 |
|  5.00%, 07/01/2035 | 195 | 202 |
|  5.00%, 07/01/2035 | 215 | 216 |
|  5.00%, 07/01/2035 | 525 | 573 |
|  5.00%, 07/01/2035 | 1815 | 2048 |
|  5.00%, 07/01/2035 | 2375 | 2727 |
|  5.00%, 07/01/2036 | 185 | 198 |
|  5.00%, 07/01/2036 | 1000 | 1015 |
|  5.00%, 07/01/2036 | 1000 | 1131 |
|  5.00%, 07/01/2036 | 3445 | 3819 |
|  5.00%, 07/01/2037 | 160 | 165 |
|  5.00%, 07/01/2037 | 465 | 466 |
|  5.00%, 07/01/2037 | 1025 | 1131 |
|  5.00%, 07/01/2037 | 1105 | 1153 |
|  5.00%, 07/01/2037 | 2780 | 3052 |
|  5.00%, 07/01/2038 | 605 | 663 |
|  5.00%, 07/01/2038 | 1000 | 1108 |
|  5.00%, 07/01/2039 | 290 | 307 |
|  5.00%, 07/01/2039 | 775 | 826 |
|  5.00%, 07/01/2039 | 1610 | 1675 |
|  5.00%, 07/01/2040 | 820 | 821 |
|  5.00%, 07/01/2040 | 1000 | 1092 |
|  5.00%, 07/01/2040 | 1970 | 2069 |
|  5.00%, 07/01/2040 | 2465 | 2541 |
|  5.00%, 07/01/2042 | 1000 | 1073 |
|  5.00%, 07/01/2043 | 595 | 619 |
|  5.00%, 07/01/2043 | 1365 | 1434 |
|  5.00%, 07/01/2043 | 1750 | 1854 |
|  5.00%, 07/01/2044 | 510 | 533 |
|  5.00%, 07/01/2045 | 605 | 630 |
|  5.00%, 07/01/2047 | 4805 | 4828 |
|  5.00%, 07/01/2053 | 1000 | 1032 |
|  5.25%, 07/01/2045 | 2000 | 2143 |
|  Los Angeles Department of Water & Power Water System Revenue |  |  |
|  4.00%, 07/01/2027 | 360 | 368 |
|  5.00%, 07/01/2027 | 590 | 593 |
|  5.00%, 07/01/2028 | 5510 | 5656 |
|  5.00%, 07/01/2033 | 1730 | 1810 |
|  5.00%, 07/01/2037 | 3320 | 3579 |
|  5.00%, 07/01/2038 | 230 | 253 |
|  5.00%, 07/01/2038 | 390 | 391 |
|  5.00%, 07/01/2041 | 785 | 785 |
|  5.00%, 07/01/2043 | 600 | 625 |
|  5.00%, 07/01/2046 | 2950 | 2951 |
|  Los Angeles Unified School District |  |  |
|  4.00%, 07/01/2036 | 6190 | 6369 |
|  5.00%, 07/01/2033 | 5450 | 6454 |
|  5.25%, 07/01/2042 | 4000 | 4113 |
|  5.25%, 07/01/2042 | 9000 | 9263 |

---

------

---

| | | |
|:---|:---|:---|
|  Madera Unified School District |  |  |
|  4.00%, 08/01/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1202 |
|  Mount Diablo Unified School District |  |  |
|  4.00%, 08/01/2026 | 1225 | 1243 |
|  Napa Valley Community College District |  |  |
|  4.00%, 08/01/2033 | 2500 | 2506 |
|  Norman Y Mineta San Jose International Airport SJC |  |  |
|  5.00%, 03/01/2030 | 1700 | 1746 |
|  Northern California Energy Authority |  |  |
|  5.00%, 08/01/2027 | 1000 | 1037 |
|  5.00%, 08/01/2029 | 1600 | 1711 |
|  5.00%, 08/01/2030 | 2500 | 2680 |
|  Northern California Gas Authority No 1 |  |  |
|  3.77% (3 Month Term SOFR + 0.72%), 07/01/2027(3) | 1670 | 1669 |
|  Oakland Unified School District/Alameda County |  |  |
|  4.00%, 08/01/2046 | 2815 | 2707 |
|  Paradise Unified School District |  |  |
|  5.25%, 05/01/2048 | 2720 | 2743 |
|  Port of Oakland |  |  |
|  5.00%, 05/01/2026 | 5 | 5 |
|  5.00%, 05/01/2026 | 1165 | 1178 |
|  5.00%, 05/01/2028 | 20 | 21 |
|  5.00%, 05/01/2028 | 1855 | 1953 |
|  5.00%, 05/01/2029 | 5 | 5 |
|  5.00%, 05/01/2029 | 1870 | 2004 |
|  5.00%, 11/01/2029 | 1875 | 2027 |
|  Regents of the University of California Medical Center Pooled Revenue |  |  |
|  5.00%, 05/15/2039 | 15000 | 16321 |
|  Romoland School District |  |  |
|  5.00%, 09/01/2043 | 440 | 452 |
|  Sacramento City Financing Authority |  |  |
|  0.00%, 12/01/2029 | 1300 | 1156 |
|  5.00%, 12/01/2033 | 875 | 878 |
|  Sacramento City Unified School District |  |  |
|  5.50%, 08/01/2047 | 7210 | 7648 |
|  San Diego County Regional Airport Authority |  |  |
|  5.00%, 07/01/2030 | 205 | 223 |
|  5.00%, 07/01/2037 | 6000 | 6330 |
|  5.00%, 07/01/2038 | 6100 | 6392 |
|  5.00%, 07/01/2039 | 1315 | 1404 |
|  5.00%, 07/01/2040 | 1235 | 1307 |
|  5.25%, 07/01/2041 | 3000 | 3251 |
|  5.25%, 07/01/2050 | 500 | 523 |
|  San Francisco City & County Airport Comm-San Francisco International Airport |  |  |
|  5.00%, 05/01/2028 | 17500 | 18409 |
|  5.00%, 05/01/2033 | 40000 | 44373 |
|  5.00%, 05/01/2037 | 945 | 977 |
|  5.00%, 05/01/2037 | 5000 | 5242 |
|  5.00%, 05/01/2039 | 10315 | 10939 |
|  5.00%, 05/01/2041 | 1000 | 1002 |
|  5.25%, 05/01/2041 | 765 | 817 |
|  5.25%, 05/01/2042 | 5920 | 6267 |
|  5.25%, 05/01/2043 | 2090 | 2199 |
|  5.25%, 05/01/2044 | 2490 | 2607 |
|  San Joaquin Hills Transportation Corridor Agency |  |  |
|  5.25%, 01/15/2044 | 635 | 635 |
|  5.25%, 01/15/2049 | 1630 | 1631 |
|  San Joaquin Valley Clean Energy Authority |  |  |
|  5.00%, 07/01/2032 | 1150 | 1253 |
|  5.00%, 07/01/2033 | 1100 | 1202 |
|  5.00%, 07/01/2034 | 1000 | 1096 |
|  5.00%, 07/01/2035 | 1000 | 1111 |
|  5.50%, 01/01/2056(1) | 12840 | 14736 |
|  Santa Clara Unified School District |  |  |
|  3.25%, 07/01/2044 | 3750 | 3175 |
|  Southern California Public Power Authority |  |  |
|  5.00%, 07/01/2031 | 950 | 1064 |
|  5.00%, 07/01/2033 | 4500 | 5131 |
|  5.00%, 07/01/2035 | 1210 | 1357 |
|  5.00%, 07/01/2036 | 800 | 897 |
|  5.00%, 07/01/2039 | 735 | 802 |
|  5.00%, 07/01/2040 | 1600 | 1754 |
|  5.00%, 07/01/2043 | 1870 | 1969 |
|  5.00%, 07/01/2053(1) | 4500 | 4774 |

---

------

---

| | | |
|:---|:---|:---|
|  5.25%, 07/01/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849 |
|  5.25%, 07/01/2044 | 1200 | 1299 |
|  State of California |  |  |
|  4.00%, 10/01/2026 | 2740 | 2787 |
|  4.00%, 10/01/2033 | 2900 | 3080 |
|  4.00%, 11/01/2036 | 2735 | 2820 |
|  5.00%, 09/01/2026 | 2000 | 2049 |
|  5.00%, 08/01/2029 | 935 | 954 |
|  5.00%, 09/01/2029 | 370 | 378 |
|  5.00%, 11/01/2029 | 3170 | 3348 |
|  5.00%, 08/01/2030 | 3910 | 4094 |
|  5.00%, 04/01/2035 | 980 | 1037 |
|  5.00%, 09/01/2035 | 1365 | 1537 |
|  5.00%, 03/01/2036 | 7275 | 8434 |
|  5.00%, 03/01/2037 | 7830 | 8972 |
|  5.00%, 08/01/2037 | 30000 | 34003 |
|  5.00%, 10/01/2037 | 15000 | 16402 |
|  5.00%, 09/01/2041 | 7200 | 7692 |
|  5.00%, 09/01/2041 | 14000 | 15324 |
|  5.00%, 10/01/2041 | 19860 | 21132 |
|  5.00%, 09/01/2042 | 15000 | 16068 |
|  State of California Department of Water Resources |  |  |
|  5.00%, 12/01/2033 | 8530 | 9617 |
|  University of California |  |  |
|  5.00%, 05/15/2039 | 9975 | 11332 |
|  5.00%, 05/15/2039 | 20000 | 22225 |
|  5.00%, 05/15/2040 | 5000 | 5626 |
|  5.25%, 05/15/2040 | 5250 | 6023 |
|  Total California | Total California | 1277961 |
|  **Colorado – 2.56%** |  |  |
|  Adams & Arapahoe Counties Joint School District 28J Aurora |  |  |
|  5.25%, 12/01/2042 | 1000 | 1075 |
|  5.25%, 12/01/2044 | 3285 | 3495 |
|  Adams & Weld Counties School District No 27J Brighton |  |  |
|  5.00%, 12/01/2037 | 1100 | 1129 |
|  5.00%, 12/01/2038 | 1500 | 1536 |
|  Adams 12 Five Star Schools |  |  |
|  5.00%, 12/15/2028 | 2050 | 2108 |
|  Adams County School District No 14 |  |  |
|  5.50%, 12/01/2044 | 3120 | 3415 |
|  Arapahoe County School District No 5 Cherry Creek |  |  |
|  2.00%, 12/15/2026 | 1500 | 1483 |
|  2.30%, 12/15/2028 | 2500 | 2460 |
|  Arkansas River Power Authority |  |  |
|  5.00%, 10/01/2031 | 750 | 779 |
|  5.00%, 10/01/2032 | 2645 | 2739 |
|  5.00%, 10/01/2038 | 4665 | 4739 |
|  5.00%, 10/01/2043 | 5000 | 5024 |
|  Baseline Metropolitan District No 1 |  |  |
|  4.00%, 12/01/2046 | 705 | 658 |
|  4.25%, 12/01/2054 | 660 | 618 |
|  5.00%, 12/01/2028 | 580 | 618 |
|  5.00%, 12/01/2029 | 1500 | 1627 |
|  5.00%, 12/01/2031 | 1000 | 1105 |
|  5.00%, 12/01/2034 | 2690 | 2929 |
|  5.00%, 12/01/2036 | 1500 | 1619 |
|  5.00%, 12/01/2049 | 1625 | 1672 |
|  Brighton Crossing Metropolitan District No 4 |  |  |
|  5.00%, 12/01/2040 | 800 | 854 |
|  5.00%, 12/01/2041 | 1015 | 1072 |
|  Bromley Park Metropolitan District No 3 |  |  |
|  5.00%, 12/01/2031 | 465 | 510 |
|  5.00%, 12/01/2032 | 520 | 568 |
|  5.00%, 12/01/2033 | 255 | 277 |
|  5.00%, 12/01/2039 | 1500 | 1612 |
|  Canyons Metropolitan District No 5 |  |  |
|  5.00%, 12/01/2049 | 3820 | 3865 |
|  5.25%, 12/01/2059 | 750 | 773 |
|  Centennial Water & Sanitation District |  |  |
|  5.25%, 12/01/2048 | 1010 | 1035 |
|  City & County of Denver CO Airport System Revenue |  |  |
|  5.00%, 11/15/2027 | 8200 | 8577 |
|  5.00%, 12/01/2029 | 1130 | 1195 |
|  5.00%, 12/01/2031 | 4000 | 4209 |
|  5.00%, 11/15/2032 | 2175 | 2406 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 12/01/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13465 |
|  5.00%, 12/01/2037 | 7000 | 7190 |
|  5.00%, 12/01/2043 | 6000 | 6042 |
|  5.50%, 11/15/2031 | 6030 | 6881 |
|  5.50%, 11/15/2032 | 1660 | 1914 |
|  5.50%, 11/15/2033 | 1865 | 2135 |
|  5.50%, 11/15/2042 | 2760 | 2954 |
|  5.75%, 11/15/2034 | 960 | 1105 |
|  5.75%, 11/15/2035 | 890 | 1016 |
|  5.75%, 11/15/2040 | 5500 | 6055 |
|  5.75%, 11/15/2041 | 1300 | 1420 |
|  City & County of Denver CO Pledged Excise Tax Revenue |  |  |
|  5.00%, 08/01/2044 | 2685 | 2695 |
|  City of Brighton CO Water Activity Revenue |  |  |
|  5.00%, 06/01/2052 | 2585 | 2655 |
|  City of Colorado Springs CO Utilities System Revenue |  |  |
|  5.00%, 11/15/2039 | 4500 | 5045 |
|  5.25%, 11/15/2054 | 5000 | 5310 |
|  City of Westminster CO Water & Wastewater Utility Revenue |  |  |
|  5.00%, 12/01/2049 | 1450 | 1528 |
|  Colorado Bridge & Tunnel Enterprise |  |  |
|  5.00%, 12/01/2042 | 1300 | 1387 |
|  5.00%, 12/01/2044 | 1250 | 1313 |
|  5.25%, 12/01/2040 | 1235 | 1370 |
|  5.25%, 12/01/2041 | 1600 | 1755 |
|  5.25%, 12/01/2049 | 2340 | 2486 |
|  Colorado Educational & Cultural Facilities Authority |  |  |
|  4.00%, 06/01/2026 | 535 | 537 |
|  4.00%, 05/01/2036 | 75 | 73 |
|  5.00%, 06/01/2040 | 1120 | 1183 |
|  5.00%, 01/15/2044 | 1115 | 1157 |
|  5.00%, 06/01/2045 | 750 | 767 |
|  5.00%, 01/15/2049 | 2075 | 2135 |
|  Colorado Health Facilities Authority |  |  |
|  2.13%, 05/15/2028 | 650 | 630 |
|  3.50%, 05/15/2030 | 1400 | 1333 |
|  3.75%, 05/15/2064(1) | 9000 | 9000 |
|  4.00%, 08/01/2044 | 1520 | 1355 |
|  5.00%, 11/01/2026 | 1330 | 1363 |
|  5.00%, 08/01/2027 | 1000 | 1043 |
|  5.00%, 08/01/2028 | 1000 | 1063 |
|  5.00%, 05/15/2031 | 1000 | 1123 |
|  5.00%, 05/15/2032 | 1000 | 1134 |
|  5.00%, 05/15/2033 | 2500 | 2804 |
|  5.00%, 08/01/2034 | 405 | 427 |
|  5.00%, 11/15/2041 | 2500 | 2512 |
|  5.00%, 08/01/2044 | 6050 | 6102 |
|  5.00%, 08/01/2049(1) | 1330 | 1337 |
|  5.00%, 11/15/2049(1) | 2350 | 2406 |
|  5.00%, 05/15/2052 | 9990 | 10214 |
|  5.00%, 11/15/2057(1) | 23865 | 26661 |
|  5.00%, 11/15/2059(1) | 4980 | 5412 |
|  5.00%, 11/15/2059(1) | 5405 | 6037 |
|  5.00%, 11/15/2060(1) | 25395 | 27728 |
|  5.00%, 05/15/2062(1) | 3295 | 3355 |
|  5.00%, 05/15/2062(1) | 4415 | 4679 |
|  5.25%, 11/01/2038 | 1100 | 1185 |
|  5.25%, 11/01/2039 | 1000 | 1071 |
|  Colorado Housing & Finance Authority |  |  |
|  4.25%, 11/01/2049 | 190 | 192 |
|  4.25%, 11/01/2049 | 365 | 369 |
|  4.50%, 10/01/2045 | 2350 | 2364 |
|  5.75%, 11/01/2054 | 4000 | 4437 |
|  6.25%, 05/01/2055 | 4000 | 4508 |
|  Colorado Springs School District No 11 Facilities Corp. |  |  |
|  5.25%, 12/15/2048 | 2625 | 2755 |
|  Copperleaf Metropolitan District No 4 |  |  |
|  4.25%, 12/01/2045 | 2350 | 2234 |
|  Cottonwood Highlands Metropolitan District No 1 |  |  |
|  5.00%, 12/01/2035 | 215 | 231 |
|  5.00%, 12/01/2036 | 240 | 257 |
|  5.00%, 12/01/2037 | 200 | 213 |
|  5.00%, 12/01/2038 | 300 | 318 |
|  5.00%, 12/01/2039 | 250 | 263 |

---

------

---

| | | |
|:---|:---|:---|
|  Denver City & County School District No 1 |  |  |
|  5.00%, 12/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927 |
|  5.25%, 12/01/2037 | 3850 | 4440 |
|  5.25%, 12/01/2038 | 4285 | 4893 |
|  5.25%, 12/01/2039 | 5525 | 6259 |
|  5.25%, 12/01/2040 | 4000 | 4500 |
|  5.25%, 12/01/2042 | 6600 | 7285 |
|  5.50%, 12/01/2047 | 2000 | 2200 |
|  5.50%, 12/01/2049 | 3000 | 3288 |
|  Denver Convention Center Hotel Authority |  |  |
|  5.00%, 12/01/2030 | 1000 | 1017 |
|  Douglas County School District No Re-1 Douglas & Elbert Counties |  |  |
|  5.00%, 12/15/2042 | 12390 | 13362 |
|  Durango School District No 9-R |  |  |
|  5.25%, 11/01/2043 | 2500 | 2714 |
|  5.25%, 11/01/2044 | 1000 | 1080 |
|  5.25%, 11/01/2049 | 2500 | 2655 |
|  E-470 Public Highway Authority |  |  |
|  3.54% (SOFR + 0.75%), 09/01/2039(3) | 10735 | 10711 |
|  Eagle County Airport Terminal Corp. |  |  |
|  5.00%, 05/01/2041 | 2000 | 2001 |
|  El Paso County School District No 20 Academy |  |  |
|  5.25%, 12/15/2049 | 1680 | 1787 |
|  El Paso County School District No 28 Hanover |  |  |
|  5.00%, 12/01/2031 | 690 | 734 |
|  Fiddlers Business Improvement District |  |  |
|  5.00%, 12/01/2032(2) | 1190 | 1224 |
|  Fossil Ridge Metropolitan District No 3 |  |  |
|  5.00%, 12/01/2042 | 730 | 770 |
|  5.00%, 12/01/2045 | 1000 | 1039 |
|  Ground Water Management Subdistrict of Central Colorado Water Conservancy District |  |  |
|  4.00%, 12/01/2040 | 2735 | 2631 |
|  Gunnison County Housing Authority |  |  |
|  5.00%, 06/01/2035 | 920 | 1022 |
|  5.00%, 06/01/2038 | 2460 | 2658 |
|  5.00%, 06/01/2039 | 2635 | 2822 |
|  5.00%, 06/01/2040 | 510 | 542 |
|  5.00%, 06/01/2042 | 2050 | 2136 |
|  Hunters Overlook Metropolitan District No 5 |  |  |
|  4.25%, 12/01/2054 | 1250 | 1190 |
|  5.00%, 12/01/2044 | 1000 | 1038 |
|  5.00%, 12/01/2049 | 1250 | 1278 |
|  Lanterns Metropolitan District No 1 |  |  |
|  4.00%, 12/01/2039 | 1000 | 973 |
|  Mesa County Valley School District No 51 Grand Junction |  |  |
|  5.25%, 12/01/2042 | 3000 | 3304 |
|  Middle-Income Housing Authority |  |  |
|  4.50%, 07/01/2035 | 3000 | 3031 |
|  Mirabelle Metropolitan District No 2 |  |  |
|  4.38%, 12/01/2044 | 1000 | 951 |
|  5.00%, 12/01/2037 | 225 | 240 |
|  5.00%, 12/01/2039 | 705 | 741 |
|  5.00%, 12/01/2040 | 450 | 470 |
|  Morgan Hill Metropolitan District No 3 |  |  |
|  3.00%, 12/01/2031 | 490 | 430 |
|  Parterre Metropolitan District No 5 |  |  |
|  5.88%, 12/01/2045 | 1000 | 1036 |
|  Reata South Metropolitan District |  |  |
|  5.38%, 12/01/2037 | 1915 | 1936 |
|  Regional Transportation District |  |  |
|  4.00%, 01/15/2033 | 850 | 871 |
|  4.00%, 07/15/2033 | 270 | 278 |
|  4.00%, 07/15/2034 | 750 | 762 |
|  5.00%, 06/01/2031 | 1315 | 1426 |
|  5.00%, 07/15/2032 | 600 | 645 |
|  5.00%, 06/01/2039 | 2500 | 2776 |
|  Reunion Metropolitan District |  |  |
|  3.63%, 12/01/2044 | 1598 | 1150 |
|  Southlands Metropolitan District No 1 |  |  |
|  3.50%, 12/01/2027 | 400 | 396 |
|  State of Colorado |  |  |
|  4.00%, 12/15/2035 | 7400 | 7700 |
|  4.00%, 12/15/2037 | 1800 | 1810 |
|  5.00%, 03/15/2037 | 3000 | 3057 |
|  5.00%, 11/01/2053 | 1800 | 1869 |
|  5.25%, 03/15/2042 | 8000 | 8092 |

---

------

---

| | | |
|:---|:---|:---|
|  6.00%, 12/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5801 |
|  6.00%, 12/15/2040 | 3630 | 4163 |
|  6.00%, 12/15/2041 | 3370 | 3834 |
|  STC Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2036 | 1680 | 1805 |
|  5.00%, 12/01/2037 | 1145 | 1222 |
|  5.00%, 12/01/2038 | 5290 | 5599 |
|  Town of Castle Rock CO |  |  |
|  5.25%, 12/01/2044 | 1425 | 1537 |
|  5.25%, 12/01/2045 | 1125 | 1209 |
|  Town of Gypsum CO Sewer Revenue |  |  |
|  5.00%, 12/01/2054 | 2000 | 2063 |
|  University of Colorado |  |  |
|  2.00%, 06/01/2051(1) | 1310 | 1293 |
|  2.00%, 06/01/2051(1) | 1545 | 1545 |
|  5.00%, 06/01/2036 | 4820 | 5534 |
|  5.00%, 06/01/2047 | 500 | 508 |
|  Vail Home Partners Corp. |  |  |
|  5.75%, 10/01/2045(2) | 1045 | 1057 |
|  5.88%, 10/01/2055(2) | 1000 | 1010 |
|  6.00%, 10/01/2064(2) | 5290 | 5353 |
|  Vauxmont Metropolitan District |  |  |
|  5.00%, 12/01/2025 | 180 | 181 |
|  5.00%, 12/15/2025 | 85 | 85 |
|  5.00%, 12/01/2026 | 195 | 200 |
|  5.00%, 12/01/2027 | 205 | 215 |
|  5.00%, 12/01/2028 | 210 | 224 |
|  5.00%, 12/15/2028 | 130 | 134 |
|  5.00%, 12/01/2029 | 210 | 228 |
|  5.00%, 12/15/2029 | 5 | 5 |
|  5.00%, 12/15/2030 | 125 | 129 |
|  5.00%, 12/01/2031 | 230 | 249 |
|  5.00%, 12/01/2032 | 250 | 269 |
|  5.00%, 12/01/2035 | 100 | 106 |
|  VDW Metropolitan District No 2 |  |  |
|  4.00%, 12/01/2045 | 885 | 804 |
|  Waterstone Metropolitan District No 1 |  |  |
|  5.25%, 12/01/2040 | 500 | 538 |
|  5.25%, 12/01/2045 | 500 | 523 |
|  Weld County School District No RE-9 Ault-Highland |  |  |
|  5.25%, 12/01/2049 | 4500 | 4802 |
|  Total Colorado | Total Colorado | 472841 |
|  **Connecticut – 1.69%** |  |  |
|  City of Ansonia CT |  |  |
|  4.13%, 12/01/2034 | 1250 | 1295 |
|  City of Bridgeport CT |  |  |
|  4.00%, 09/01/2042 | 995 | 951 |
|  5.00%, 09/15/2029 | 2600 | 2840 |
|  5.00%, 09/15/2030 | 2250 | 2460 |
|  City of New Britain CT |  |  |
|  5.00%, 03/01/2027 | 1260 | 1302 |
|  5.00%, 03/01/2028 | 1490 | 1539 |
|  5.00%, 03/01/2033 | 1900 | 1955 |
|  City of New Haven CT |  |  |
|  4.00%, 08/01/2037 | 1000 | 1009 |
|  5.00%, 08/15/2029 | 2000 | 2039 |
|  5.00%, 08/15/2031 | 1000 | 1019 |
|  Connecticut Housing Finance Authority |  |  |
|  3.00%, 11/15/2050 | 3135 | 3098 |
|  3.00%, 05/15/2051 | 5195 | 5129 |
|  4.40%, 05/15/2066(1) | 6355 | 6362 |
|  5.00%, 05/15/2026 | 1290 | 1309 |
|  5.00%, 11/15/2026 | 600 | 616 |
|  5.00%, 05/15/2027 | 675 | 701 |
|  5.00%, 11/15/2027 | 550 | 578 |
|  5.00%, 05/15/2028 | 700 | 742 |
|  5.00%, 11/15/2028 | 750 | 803 |
|  5.00%, 05/15/2029 | 720 | 777 |
|  5.00%, 11/15/2029 | 1000 | 1089 |
|  6.00%, 11/15/2054 | 1995 | 2212 |
|  Connecticut State Health & Educational Facilities Authority |  |  |
|  2.95%, 07/01/2049(1) | 2445 | 2449 |
|  3.20%, 07/01/2037(1) | 5365 | 5377 |
|  4.00%, 07/01/2032 | 250 | 262 |
|  4.00%, 07/01/2033 | 265 | 275 |

---

------

---

| | | |
|:---|:---|:---|
|  4.00%, 07/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283 |
|  4.00%, 07/01/2035 | 250 | 255 |
|  4.00%, 07/01/2036 | 200 | 202 |
|  4.00%, 07/01/2046 | 880 | 783 |
|  5.00%, 11/01/2028 | 1245 | 1338 |
|  5.00%, 07/01/2029 | 150 | 162 |
|  5.00%, 07/01/2029(2) | 440 | 435 |
|  5.00%, 07/01/2029 | 1000 | 1066 |
|  5.00%, 07/01/2030 | 175 | 192 |
|  5.00%, 07/01/2031 | 250 | 278 |
|  5.00%, 07/01/2032 | 700 | 759 |
|  5.00%, 07/01/2032 | 2000 | 2144 |
|  5.00%, 07/01/2033 | 235 | 263 |
|  5.00%, 07/01/2033 | 600 | 648 |
|  5.00%, 07/01/2033 | 2730 | 2974 |
|  5.00%, 07/01/2034 | 320 | 355 |
|  5.00%, 07/01/2034 | 700 | 751 |
|  5.00%, 07/01/2037 | 390 | 423 |
|  5.00%, 07/01/2039(2) | 1500 | 1488 |
|  5.00%, 07/01/2039 | 3275 | 3503 |
|  5.00%, 07/01/2049(2) | 1550 | 1210 |
|  5.00%, 07/01/2049(1) | 14380 | 15429 |
|  5.00%, 07/01/2053(1) | 2625 | 2688 |
|  Connecticut State Higher Education Supplement Loan Authority |  |  |
|  5.00%, 11/15/2045(1) | 4500 | 4531 |
|  Metropolitan District |  |  |
|  4.00%, 09/01/2037 | 3980 | 4104 |
|  4.00%, 09/01/2038 | 3000 | 3066 |
|  New Canaan Housing Authority |  |  |
|  4.00%, 12/01/2034 | 1500 | 1531 |
|  Stamford Housing Authority |  |  |
|  4.25%, 10/01/2030 | 5000 | 5065 |
|  State of Connecticut |  |  |
|  3.00%, 01/15/2032 | 3030 | 3036 |
|  3.00%, 01/15/2039 | 1475 | 1304 |
|  4.00%, 01/15/2036 | 2605 | 2683 |
|  4.00%, 01/15/2039 | 2450 | 2475 |
|  4.00%, 01/15/2039 | 5000 | 5065 |
|  5.00%, 01/15/2026 | 850 | 856 |
|  5.00%, 04/15/2026 | 1500 | 1519 |
|  5.00%, 08/01/2026 | 2800 | 2856 |
|  5.00%, 08/01/2027 | 2315 | 2417 |
|  5.00%, 04/15/2030 | 565 | 613 |
|  5.00%, 04/15/2031 | 3000 | 3180 |
|  5.00%, 06/15/2032 | 500 | 572 |
|  5.00%, 09/15/2032 | 325 | 372 |
|  5.00%, 09/15/2033 | 4500 | 4781 |
|  5.00%, 11/15/2033 | 1830 | 2114 |
|  5.00%, 04/15/2034 | 645 | 690 |
|  5.00%, 04/15/2035 | 225 | 240 |
|  5.00%, 04/15/2035 | 4895 | 5121 |
|  5.00%, 06/15/2035 | 300 | 335 |
|  5.00%, 06/15/2035 | 2500 | 2620 |
|  5.00%, 09/15/2035 | 2000 | 2104 |
|  5.00%, 04/15/2036 | 2300 | 2438 |
|  5.00%, 11/15/2036 | 13250 | 15055 |
|  5.00%, 03/15/2037 | 1605 | 1824 |
|  5.00%, 03/15/2038 | 2000 | 2252 |
|  5.00%, 06/15/2038 | 560 | 581 |
|  5.00%, 06/15/2038 | 700 | 764 |
|  5.00%, 01/15/2040 | 8325 | 8730 |
|  5.00%, 01/15/2041 | 2050 | 2162 |
|  5.00%, 01/15/2042 | 8780 | 9291 |
|  5.00%, 03/15/2043 | 1700 | 1831 |
|  State of Connecticut Special Tax Revenue |  |  |
|  4.00%, 05/01/2038 | 830 | 840 |
|  4.00%, 05/01/2040 | 3265 | 3256 |
|  4.00%, 11/01/2040 | 4240 | 4237 |
|  5.00%, 07/01/2029 | 10000 | 10923 |
|  5.00%, 10/01/2031 | 6440 | 6893 |
|  5.00%, 05/01/2034 | 3400 | 3706 |
|  5.00%, 05/01/2034 | 8900 | 9861 |
|  5.00%, 07/01/2034 | 5000 | 5797 |
|  5.00%, 05/01/2035 | 2800 | 3083 |
|  5.00%, 07/01/2035 | 3180 | 3672 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 07/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363 |
|  5.00%, 01/01/2038 | 1500 | 1550 |
|  5.00%, 07/01/2038 | 6500 | 7136 |
|  5.00%, 07/01/2039 | 6000 | 6542 |
|  5.00%, 05/01/2041 | 5515 | 5843 |
|  5.00%, 07/01/2041 | 20250 | 22002 |
|  5.25%, 07/01/2040 | 3500 | 3845 |
|  5.25%, 07/01/2042 | 2500 | 2707 |
|  Town of Stratford CT |  |  |
|  4.00%, 01/01/2038 | 1920 | 1925 |
|  University of Connecticut |  |  |
|  5.00%, 11/01/2028 | 1290 | 1390 |
|  5.00%, 05/01/2042 | 5000 | 5300 |
|  5.25%, 11/15/2034 | 3705 | 3949 |
|  Waterbury Housing Authority |  |  |
|  4.50%, 02/01/2042 | 2490 | 2500 |
|  Total Connecticut | Total Connecticut | 312315 |
|  **Delaware – 0.32%** |  |  |
|  Delaware River & Bay Authority |  |  |
|  4.00%, 01/01/2042 | 185 | 181 |
|  5.00%, 01/01/2029 | 350 | 378 |
|  5.00%, 01/01/2032 | 500 | 570 |
|  5.00%, 01/01/2035 | 350 | 390 |
|  Delaware State Housing Authority |  |  |
|  5.50%, 07/01/2055 | 8150 | 8860 |
|  5.75%, 01/01/2055 | 7425 | 8082 |
|  5.75%, 01/01/2056 | 5970 | 6578 |
|  6.00%, 01/01/2055 | 3450 | 3801 |
|  6.00%, 01/01/2055 | 4340 | 4769 |
|  6.00%, 01/01/2056 | 4500 | 4975 |
|  6.00%, 01/01/2056 | 14170 | 15740 |
|  Delaware Transportation Authority |  |  |
|  5.00%, 09/01/2035 | 1000 | 1081 |
|  State of Delaware |  |  |
|  3.50%, 03/01/2033 | 1150 | 1152 |
|  5.00%, 02/01/2033 | 1000 | 1052 |
|  Town of Bridgeville DE |  |  |
|  5.25%, 07/01/2044(2) | 1680 | 1685 |
|  Total Delaware | Total Delaware | 59294 |
|  **District of Columbia – 1.48%** |  |  |
|  District of Columbia |  |  |
|  4.00%, 02/01/2037 | 2860 | 2915 |
|  5.00%, 06/01/2031 | 10500 | 10920 |
|  5.00%, 06/01/2034 | 2100 | 2171 |
|  5.00%, 04/01/2036 | 935 | 957 |
|  5.00%, 10/15/2036 | 5735 | 6072 |
|  5.00%, 01/01/2037 | 3000 | 3318 |
|  5.00%, 07/01/2037 | 2315 | 2356 |
|  5.00%, 07/01/2037 | 3300 | 3359 |
|  5.00%, 02/01/2041 | 5000 | 5245 |
|  5.00%, 06/01/2042 | 5485 | 5547 |
|  5.00%, 06/01/2043 | 1125 | 1146 |
|  District of Columbia Housing Finance Agency |  |  |
|  5.00%, 12/01/2026(1) | 3725 | 3736 |
|  5.00%, 03/01/2028 | 1500 | 1572 |
|  5.00%, 10/01/2041(1) | 5500 | 5555 |
|  District of Columbia Income Tax Revenue |  |  |
|  5.00%, 10/01/2029 | 5000 | 5493 |
|  5.00%, 12/01/2033 | 5270 | 6001 |
|  5.00%, 12/01/2037 | 3040 | 3333 |
|  5.00%, 06/01/2040 | 5285 | 5806 |
|  5.50%, 07/01/2047 | 12050 | 12856 |
|  District of Columbia Water & Sewer Authority |  |  |
|  3.00%, 10/01/2057(1) | 3715 | 3693 |
|  3.60%, 10/01/2054(1) | 5950 | 5950 |
|  Metropolitan Washington Airports Authority Aviation Revenue |  |  |
|  4.00%, 10/01/2037 | 570 | 564 |
|  4.00%, 10/01/2038 | 635 | 623 |
|  5.00%, 10/01/2025 | 5500 | 5500 |
|  5.00%, 10/01/2026 | 13500 | 13777 |
|  5.00%, 10/01/2027 | 500 | 522 |
|  5.00%, 10/01/2028 | 4150 | 4414 |
|  5.00%, 10/01/2028 | 24875 | 26456 |
|  5.00%, 10/01/2029 | 4155 | 4391 |
|  5.00%, 10/01/2029 | 5325 | 5747 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 10/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2774 |
|  5.00%, 10/01/2030 | 7500 | 8224 |
|  5.00%, 10/01/2031 | 3000 | 3048 |
|  5.00%, 10/01/2031 | 4305 | 4756 |
|  5.00%, 10/01/2032 | 1000 | 1112 |
|  5.00%, 10/01/2032 | 5000 | 5078 |
|  5.00%, 10/01/2032 | 11490 | 12585 |
|  5.00%, 10/01/2033 | 6230 | 6778 |
|  5.00%, 10/01/2034 | 1520 | 1644 |
|  5.00%, 10/01/2034 | 5100 | 5575 |
|  5.00%, 10/01/2034 | 9375 | 9732 |
|  5.00%, 10/01/2035 | 1350 | 1449 |
|  5.00%, 10/01/2036 | 1075 | 1146 |
|  5.00%, 10/01/2037 | 1000 | 1017 |
|  5.00%, 10/01/2038 | 1855 | 1964 |
|  5.00%, 10/01/2038 | 3500 | 3776 |
|  5.25%, 10/01/2039 | 7550 | 8329 |
|  5.25%, 10/01/2040 | 1500 | 1640 |
|  5.25%, 10/01/2041 | 3000 | 3246 |
|  5.50%, 10/01/2043 | 3250 | 3548 |
|  5.50%, 10/01/2044 | 1500 | 1628 |
|  Metropolitan Washington Airports Authority Dulles Toll Road Revenue |  |  |
|  0.00%, 10/01/2032 | 3145 | 2504 |
|  4.00%, 10/01/2038 | 415 | 409 |
|  5.00%, 10/01/2034 | 1500 | 1583 |
|  Washington Metropolitan Area Transit Authority |  |  |
|  5.00%, 07/01/2032 | 1255 | 1302 |
|  5.00%, 07/01/2036 | 1690 | 1739 |
|  Washington Metropolitan Area Transit Authority Dedicated Revenue |  |  |
|  5.00%, 07/15/2036 | 2550 | 2850 |
|  5.00%, 07/15/2037 | 2300 | 2491 |
|  5.00%, 07/15/2038 | 1785 | 1962 |
|  5.00%, 07/15/2039 | 1445 | 1574 |
|  5.00%, 07/15/2041 | 4950 | 5235 |
|  5.00%, 07/15/2045 | 2500 | 2575 |
|  Total District of Columbia | Total District of Columbia | 273268 |
|  **Florida – 4.58%** |  |  |
|  Alachua County School Board |  |  |
|  5.00%, 07/01/2027 | 1155 | 1203 |
|  Antillia Community Development District |  |  |
|  5.60%, 05/01/2044 | 710 | 715 |
|  Artisan Lakes East Community Development District |  |  |
|  2.75%, 05/01/2031 | 250 | 236 |
|  2.75%, 05/01/2031(2) | 270 | 255 |
|  Astonia Community Development District |  |  |
|  2.50%, 05/01/2026(2) | 65 | 64 |
|  3.00%, 05/01/2031(2) | 205 | 196 |
|  Ave Maria Stewardship Community District |  |  |
|  2.88%, 05/01/2027 | 610 | 604 |
|  4.00%, 05/01/2042 | 2500 | 2206 |
|  4.50%, 05/01/2033(2) | 570 | 582 |
|  Babcock Ranch Community Independent Special District |  |  |
|  2.38%, 05/01/2026 | 30 | 30 |
|  2.88%, 05/01/2031 | 250 | 237 |
|  5.00%, 05/01/2042 | 1920 | 1920 |
|  5.00%, 05/01/2044(2) | 1375 | 1350 |
|  5.00%, 05/01/2053 | 1440 | 1359 |
|  Berry Bay Community Development District |  |  |
|  2.63%, 05/01/2026 | 50 | 50 |
|  Brevard County Health Facilities Authority |  |  |
|  5.00%, 04/01/2037 | 2285 | 2497 |
|  5.00%, 04/01/2040 | 5000 | 5213 |
|  Brevard County Housing Finance Authority |  |  |
|  3.30%, 02/01/2028(1) | 1771 | 1781 |
|  4.45%, 01/01/2040 | 1795 | 1832 |
|  Capital Projects Finance Authority |  |  |
|  5.00%, 10/01/2025 | 1380 | 1380 |
|  5.00%, 10/01/2027 | 1750 | 1807 |
|  Capital Trust Agency, Inc. |  |  |
|  4.50%, 07/01/2029(2) | 900 | 900 |
|  5.00%, 12/15/2039 | 1270 | 1228 |
|  5.35%, 07/01/2029 | 170 | 170 |

---

------

---

| | | |
|:---|:---|:---|
|  Capital Trust Authority |  |  |
|  5.00%, 06/01/2039(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;979 |
|  Celebration Community Development District |  |  |
|  2.75%, 05/01/2031 | 120 | 115 |
|  Central Florida Expressway Authority |  |  |
|  4.00%, 07/01/2039 | 1525 | 1533 |
|  5.00%, 07/01/2026 | 1375 | 1401 |
|  5.00%, 07/01/2034 | 10000 | 11537 |
|  5.00%, 07/01/2035 | 5000 | 5301 |
|  CFM Community Development District |  |  |
|  2.88%, 05/01/2031 | 420 | 392 |
|  Charles Cove Community Development District |  |  |
|  3.00%, 05/01/2031 | 280 | 269 |
|  Charlotte County Industrial Development Authority |  |  |
|  5.88%, 10/01/2045 | 1000 | 1031 |
|  6.13%, 10/01/2055 | 2000 | 2062 |
|  City of Cape Coral FL Water & Sewer Revenue |  |  |
|  5.65%, 03/01/2054 | 4960 | 5282 |
|  City of Daytona Beach FL |  |  |
|  5.50%, 09/01/2054 | 6530 | 7021 |
|  City of Fort Lauderdale FL Water & Sewer Revenue |  |  |
|  4.00%, 03/01/2038 | 2400 | 2405 |
|  5.00%, 09/01/2040 | 1000 | 1092 |
|  5.50%, 09/01/2048 | 6310 | 6823 |
|  City of Gainesville FL Utilities System Revenue |  |  |
|  5.00%, 10/01/2044 | 3485 | 3560 |
|  City of Jacksonville FL |  |  |
|  5.00%, 10/01/2026 | 475 | 487 |
|  5.00%, 10/01/2027 | 380 | 400 |
|  5.00%, 08/15/2028 | 3045 | 3246 |
|  5.00%, 10/01/2028 | 755 | 813 |
|  5.00%, 08/15/2029 | 2500 | 2719 |
|  5.00%, 10/01/2029 | 655 | 720 |
|  5.00%, 08/15/2030 | 1700 | 1844 |
|  5.00%, 08/15/2031 | 2250 | 2432 |
|  5.00%, 08/15/2032 | 1200 | 1290 |
|  5.00%, 10/01/2032 | 565 | 646 |
|  5.00%, 08/15/2033 | 1200 | 1283 |
|  City of Miami Beach FL |  |  |
|  5.00%, 09/01/2045 | 1650 | 1651 |
|  City of Orlando FL |  |  |
|  5.00%, 10/01/2031 | 1120 | 1202 |
|  5.00%, 10/01/2032 | 1300 | 1329 |
|  5.00%, 10/01/2032 | 1680 | 1796 |
|  5.00%, 10/01/2035 | 1200 | 1269 |
|  5.00%, 11/01/2038 | 1005 | 1092 |
|  5.00%, 11/01/2039 | 4025 | 4335 |
|  5.00%, 11/01/2040 | 5000 | 5341 |
|  5.25%, 11/01/2041 | 1545 | 1664 |
|  5.25%, 11/01/2043 | 2000 | 2119 |
|  5.25%, 11/01/2044 | 2000 | 2106 |
|  5.25%, 11/01/2045 | 2800 | 2939 |
|  City of Orlando FL Reclamation System Revenue |  |  |
|  5.00%, 10/01/2040 | 4615 | 5062 |
|  5.00%, 10/01/2041 | 2500 | 2712 |
|  5.00%, 10/01/2042 | 2600 | 2794 |
|  City of Palmetto FL |  |  |
|  4.25%, 06/01/2027 | 115 | 116 |
|  5.00%, 06/01/2032 | 400 | 422 |
|  City Of South Miami Health Facilities Authority, Inc. |  |  |
|  5.00%, 08/15/2035 | 23410 | 26395 |
|  City of Tallahassee FL |  |  |
|  5.00%, 12/01/2026 | 1380 | 1384 |
|  City of Tallahassee FL Utility System Revenue |  |  |
|  5.00%, 10/01/2048 | 3065 | 3199 |
|  City of Tampa FL |  |  |
|  5.00%, 07/01/2037 | 1785 | 1802 |
|  5.25%, 05/01/2043 | 2000 | 2066 |
|  5.25%, 05/01/2046 | 2985 | 3049 |
|  Collier County Educational Facilities Authority |  |  |
|  5.50%, 06/01/2033 | 2625 | 2814 |
|  Collier County Industrial Development Authority |  |  |
|  5.00%, 10/01/2054(1) | 845 | 925 |
|  5.00%, 10/01/2054(1) | 1470 | 1575 |
|  Collier County Water-Sewer District |  |  |
|  4.00%, 07/01/2040 | 4095 | 4150 |

---

------

---

| | | |
|:---|:---|:---|
|  Cordova Palms Community Development District |  |  |
|  2.80%, 05/01/2031 | 145 | 137 |
|  4.50%, 05/01/2027 | 10 | 10 |
|  5.10%, 05/01/2032 | 170 | 178 |
|  5.30%, 05/01/2032 | 50 | 52 |
|  County of Brevard FL |  |  |
|  5.50%, 09/01/2048 | 6615 | 7158 |
|  County of Broward FL Airport System Revenue |  |  |
|  5.00%, 10/01/2026 | 1000 | 1020 |
|  5.00%, 10/01/2026 | 3665 | 3739 |
|  5.00%, 10/01/2027 | 1650 | 1720 |
|  5.00%, 10/01/2027 | 3500 | 3648 |
|  5.00%, 10/01/2028 | 1500 | 1592 |
|  5.00%, 10/01/2029 | 500 | 501 |
|  5.00%, 10/01/2029 | 1150 | 1239 |
|  5.00%, 10/01/2030 | 405 | 419 |
|  5.00%, 10/01/2031 | 1000 | 1001 |
|  5.00%, 10/01/2031 | 1525 | 1622 |
|  5.00%, 10/01/2033 | 2940 | 3097 |
|  5.00%, 10/01/2036 | 1500 | 1529 |
|  5.00%, 10/01/2038 | 2920 | 3003 |
|  5.00%, 10/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10427 |
|  County of Broward FL Port Facilities Revenue |  |  |
|  5.00%, 09/01/2030 | 310 | 337 |
|  5.00%, 09/01/2032 | 265 | 285 |
|  5.00%, 09/01/2035 | 2000 | 2082 |
|  5.00%, 09/01/2044 | 2845 | 2901 |
|  County of Broward FL Tourist Development Tax Revenue |  |  |
|  4.00%, 09/01/2039 | 4500 | 4535 |
|  County of Clay FL Sales Surtax Revenue |  |  |
|  5.00%, 10/01/2026 | 1170 | 1198 |
|  5.00%, 10/01/2030 | 1680 | 1835 |
|  5.00%, 10/01/2031 | 1375 | 1499 |
|  5.00%, 10/01/2035 | 1805 | 1923 |
|  County of Hillsborough FL Community Investment Tax Revenue |  |  |
|  5.00%, 11/01/2025 | 1800 | 1803 |
|  County of Lee FL Airport Revenue |  |  |
|  5.00%, 10/01/2034 | 4645 | 4994 |
|  5.00%, 10/01/2034 | 5265 | 5850 |
|  5.00%, 10/01/2035 | 2735 | 3008 |
|  5.00%, 10/01/2039 | 7240 | 7526 |
|  5.25%, 10/01/2038 | 4020 | 4396 |
|  5.25%, 10/01/2042 | 5500 | 5794 |
|  5.25%, 10/01/2043 | 4935 | 5203 |
|  County of Lee FL Solid Waste System Revenue |  |  |
|  5.00%, 10/01/2025 | 3045 | 3045 |
|  County of Miami-Dade FL |  |  |
|  0.00%, 10/01/2034 | 3000 | 2204 |
|  0.00%, 10/01/2035 | 4010 | 2800 |
|  5.00%, 10/01/2035 | 230 | 234 |
|  5.00%, 04/01/2046 | 5845 | 6061 |
|  County of Miami-Dade FL Aviation Revenue |  |  |
|  4.00%, 10/01/2034 | 1600 | 1640 |
|  4.00%, 10/01/2038 | 1900 | 1892 |
|  4.00%, 10/01/2040 | 1450 | 1408 |
|  5.00%, 10/01/2030 | 250 | 279 |
|  5.00%, 10/01/2032 | 50000 | 55575 |
|  5.00%, 10/01/2033 | 24150 | 26967 |
|  5.00%, 10/01/2035 | 1500 | 1658 |
|  5.00%, 10/01/2038 | 3890 | 3972 |
|  5.00%, 10/01/2040 | 1000 | 1010 |
|  County of Miami-Dade FL Transit System |  |  |
|  5.00%, 07/01/2044 | 5540 | 5731 |
|  5.00%, 07/01/2049 | 1825 | 1875 |
|  County of Miami-Dade FL Water & Sewer System Revenue |  |  |
|  3.00%, 10/01/2036 | 1600 | 1478 |
|  County of Miami-Dade Seaport Department |  |  |
|  4.00%, 10/01/2038 | 1000 | 1012 |
|  4.00%, 10/01/2041 | 10000 | 9829 |
|  County of Palm Beach FL Airport System Revenue |  |  |
|  5.00%, 10/01/2037 | 1000 | 1083 |
|  5.25%, 10/01/2040 | 140 | 150 |
|  5.25%, 10/01/2041 | 825 | 877 |
|  5.25%, 10/01/2043 | 1000 | 1047 |
|  County of Pasco FL |  |  |
|  5.25%, 09/01/2032 | 550 | 623 |
|  5.25%, 09/01/2033 | 750 | 852 |

---

------

---

| | | |
|:---|:---|:---|
|  5.25%, 09/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
|  5.25%, 09/01/2035 | 585 | 654 |
|  5.50%, 09/01/2037 | 1550 | 1728 |
|  5.50%, 09/01/2038 | 2820 | 3117 |
|  5.50%, 09/01/2039 | 500 | 549 |
|  5.50%, 09/01/2040 | 1250 | 1366 |
|  County of Pasco FL Second Local Option Fuel Tax Revenue |  |  |
|  5.00%, 10/01/2046 | 12065 | 12333 |
|  Creek Preserve Community Development District |  |  |
|  4.25%, 11/01/2030(2) | 685 | 695 |
|  Duval County Public Schools |  |  |
|  5.00%, 07/01/2032 | 5500 | 6045 |
|  5.00%, 07/01/2033 | 5860 | 6403 |
|  5.00%, 07/01/2034 | 8350 | 9065 |
|  5.00%, 07/01/2035 | 11000 | 11865 |
|  East Nassau Stewardship District |  |  |
|  3.00%, 05/01/2031 | 235 | 224 |
|  Elevation Pointe Community Development District |  |  |
|  4.13%, 05/01/2032 | 250 | 252 |
|  4.40%, 05/01/2032 | 1100 | 1120 |
|  Entrada Community Development District |  |  |
|  2.13%, 05/01/2026(2) | 100 | 99 |
|  Epperson North Community Development District |  |  |
|  2.50%, 05/01/2026 | 25 | 25 |
|  3.00%, 05/01/2031 | 140 | 134 |
|  3.10%, 11/01/2031 | 185 | 176 |
|  Escambia County Health Facilities Authority |  |  |
|  4.00%, 08/15/2045 | 1305 | 1144 |
|  Esplanade Lake Club Community Development District |  |  |
|  3.25%, 11/01/2025 | 100 | 100 |
|  Florida Department of Management Services |  |  |
|  3.00%, 11/01/2035 | 1810 | 1676 |
|  Florida Development Finance Corp. |  |  |
|  3.00%, 07/01/2031(2) | 270 | 260 |
|  3.00%, 06/01/2032 | 795 | 725 |
|  4.00%, 06/01/2026(2) | 110 | 110 |
|  4.00%, 12/15/2029(2) | 795 | 800 |
|  4.00%, 07/01/2031 | 170 | 171 |
|  4.38%, 10/01/2054(1)(2) | 1835 | 1852 |
|  5.00%, 05/01/2029(2) | 2915 | 2953 |
|  5.00%, 06/01/2031(2) | 140 | 147 |
|  5.00%, 06/15/2032 | 545 | 556 |
|  5.00%, 02/01/2033 | 1000 | 1069 |
|  5.00%, 06/01/2035(2) | 125 | 129 |
|  5.00%, 02/01/2037 | 1750 | 1823 |
|  5.00%, 06/15/2038 | 860 | 866 |
|  5.00%, 07/01/2044 | 2715 | 2670 |
|  5.00%, 08/01/2056(1) | 6185 | 6752 |
|  5.25%, 06/15/2029(2) | 700 | 703 |
|  Florida Higher Educational Facilities Financing Authority |  |  |
|  5.00%, 10/01/2029 | 1000 | 1063 |
|  5.00%, 10/01/2033 | 1000 | 1043 |
|  5.00%, 07/01/2035(2) | 4000 | 3987 |
|  Florida Housing Finance Corp. |  |  |
|  3.30%, 07/01/2058(1) | 4000 | 4021 |
|  3.50%, 11/01/2042(1) | 1000 | 1011 |
|  3.50%, 07/01/2051 | 1255 | 1254 |
|  6.25%, 07/01/2055 | 4835 | 5398 |
|  6.25%, 07/01/2056 | 1410 | 1582 |
|  Florida Municipal Power Agency |  |  |
|  3.00%, 10/01/2032 | 1000 | 987 |
|  5.00%, 10/01/2025 | 25 | 25 |
|  Fort Pierce Utilities Authority |  |  |
|  5.00%, 10/01/2031 | 200 | 223 |
|  5.00%, 10/01/2032 | 150 | 168 |
|  5.00%, 10/01/2033 | 200 | 223 |
|  5.00%, 10/01/2035 | 250 | 275 |
|  Greater Orlando Aviation Authority |  |  |
|  5.00%, 10/01/2034 | 3500 | 3917 |
|  5.00%, 10/01/2034 | 11000 | 11541 |
|  5.00%, 10/01/2035 | 580 | 641 |
|  5.00%, 10/01/2038 | 2820 | 3024 |
|  5.00%, 10/01/2038 | 5500 | 5660 |
|  5.00%, 10/01/2039 | 2950 | 3139 |
|  5.25%, 10/01/2040 | 2415 | 2611 |

---

------

---

| | | |
|:---|:---|:---|
|  5.25%, 10/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7206 |
|  5.25%, 10/01/2045 | 5020 | 5252 |
|  Highlands County Health Facilities Authority |  |  |
|  5.00%, 11/15/2059(1) | 4435 | 4954 |
|  Hillsborough County Aviation Authority |  |  |
|  5.00%, 10/01/2025 | 2300 | 2300 |
|  5.00%, 10/01/2033 | 465 | 490 |
|  5.00%, 10/01/2034 | 4495 | 5057 |
|  5.00%, 10/01/2035 | 1620 | 1804 |
|  5.00%, 10/01/2035 | 2275 | 2382 |
|  5.00%, 10/01/2036 | 1525 | 1682 |
|  5.00%, 10/01/2037 | 700 | 718 |
|  5.00%, 10/01/2037 | 1705 | 1862 |
|  5.00%, 10/01/2038 | 1875 | 2027 |
|  Hillsborough County Housing Finance Authority |  |  |
|  4.55%, 02/01/2042 | 3985 | 4007 |
|  5.00%, 12/01/2042 | 2650 | 2724 |
|  Hillsborough County Industrial Development Authority |  |  |
|  5.00%, 11/15/2034 | 20850 | 23932 |
|  Hillsborough County Port District |  |  |
|  5.00%, 06/01/2038 | 4715 | 4872 |
|  Hillsborough County School Board |  |  |
|  5.00%, 07/01/2029 | 1795 | 1945 |
|  Hilltop Point Community Development District |  |  |
|  5.00%, 05/01/2033 | 200 | 206 |
|  Hyde Park Community Development District No 1 |  |  |
|  3.25%, 05/01/2027 | 175 | 174 |
|  3.60%, 05/01/2032 | 505 | 493 |
|  JEA Electric System Revenue |  |  |
|  4.00%, 10/01/2038 | 8465 | 8495 |
|  4.00%, 10/01/2039 | 10550 | 10580 |
|  5.00%, 10/01/2026 | 1120 | 1147 |
|  5.00%, 10/01/2033 | 2130 | 2316 |
|  5.00%, 10/01/2034 | 1215 | 1312 |
|  JEA Water & Sewer System Revenue |  |  |
|  5.25%, 10/01/2049 | 6655 | 7126 |
|  Lakes of Sarasota Community Development District |  |  |
|  3.63%, 05/01/2031 | 130 | 130 |
|  3.88%, 05/01/2031 | 100 | 101 |
|  4.13%, 05/01/2031 | 795 | 808 |
|  Lakewood Ranch Stewardship District |  |  |
|  2.30%, 05/01/2026 | 45 | 45 |
|  2.63%, 05/01/2031 | 300 | 282 |
|  3.13%, 05/01/2030(2) | 310 | 304 |
|  3.13%, 05/01/2041 | 645 | 522 |
|  4.60%, 05/01/2035 | 440 | 446 |
|  5.30%, 05/01/2044 | 485 | 488 |
|  Laurel Road Community Development District |  |  |
|  3.00%, 05/01/2031 | 350 | 333 |
|  3.13%, 05/01/2031 | 495 | 474 |
|  Lee County Industrial Development Authority |  |  |
|  5.00%, 04/01/2033(1) | 5350 | 5355 |
|  5.00%, 04/01/2035 | 1555 | 1626 |
|  5.00%, 04/01/2037 | 2060 | 2134 |
|  5.00%, 11/15/2039 | 1850 | 1885 |
|  Lee County School Board |  |  |
|  5.00%, 08/01/2028 | 3275 | 3501 |
|  Live Oak Lake Community Development District |  |  |
|  3.80%, 05/01/2030 | 1745 | 1720 |
|  LT Ranch Community Development District |  |  |
|  5.50%, 05/01/2044 | 1000 | 1015 |
|  Meadow View at Twin Creeks Community Development District |  |  |
|  3.00%, 05/01/2031 | 310 | 296 |
|  Miami-Dade County Expressway Authority |  |  |
|  5.00%, 07/01/2030 | 1225 | 1241 |
|  Miami-Dade County Health Facilities Authority |  |  |
|  5.00%, 08/01/2026 | 155 | 157 |
|  5.00%, 08/01/2027 | 345 | 360 |
|  5.00%, 08/01/2028 | 400 | 415 |
|  5.00%, 08/01/2028 | 460 | 490 |
|  5.00%, 08/01/2029 | 480 | 498 |
|  5.00%, 08/01/2030 | 680 | 705 |
|  5.00%, 08/01/2030 | 1050 | 1156 |
|  5.00%, 08/01/2032 | 750 | 773 |
|  5.00%, 08/01/2037 | 1000 | 1016 |

---

------

---

| | | |
|:---|:---|:---|
|  Miami-Dade County Housing Finance Authority |  |  |
|  3.55%, 03/01/2029(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3051 |
|  4.88%, 03/01/2046 | 4000 | 3991 |
|  Mid-Bay Bridge Authority |  |  |
|  5.00%, 10/01/2031 | 6400 | 7131 |
|  5.00%, 10/01/2040 | 1375 | 1375 |
|  Middleton Community Development District A |  |  |
|  3.70%, 05/01/2029 | 1335 | 1339 |
|  Midtown Miami Community Development District |  |  |
|  5.00%, 05/01/2037 | 965 | 965 |
|  Mirada II Community Development District |  |  |
|  2.50%, 05/01/2026 | 105 | 103 |
|  North AR-1 Pasco Community Development District |  |  |
|  2.63%, 05/01/2026 | 50 | 50 |
|  Orange County Convention Center/Orlando |  |  |
|  5.00%, 10/01/2028 | 1485 | 1595 |
|  Orange County School Board |  |  |
|  5.00%, 08/01/2033 | 1740 | 1773 |
|  5.00%, 08/01/2034 | 3375 | 3440 |
|  Orlando Utilities Commission |  |  |
|  1.25%, 10/01/2046(1) | 1190 | 1083 |
|  5.00%, 10/01/2041 | 1725 | 1871 |
|  5.00%, 10/01/2042 | 1835 | 1972 |
|  Osceola County Housing Finance Authority |  |  |
|  3.40%, 04/01/2028(1) | 5345 | 5382 |
|  Palm Beach County Health Facilities Authority |  |  |
|  4.00%, 06/01/2026 | 115 | 115 |
|  4.00%, 06/01/2031 | 625 | 632 |
|  5.00%, 05/15/2028 | 1920 | 1921 |
|  Palm Beach County Housing Finance Authority |  |  |
|  5.00%, 02/01/2027(1) | 4285 | 4312 |
|  Palm Beach County School District |  |  |
|  5.00%, 08/01/2026 | 1065 | 1088 |
|  5.00%, 08/01/2026 | 3750 | 3829 |
|  5.00%, 08/01/2038 | 1280 | 1371 |
|  5.00%, 08/01/2039 | 2560 | 2728 |
|  5.25%, 08/01/2038 | 6500 | 7144 |
|  Palm Coast Park Community Development District |  |  |
|  4.63%, 05/01/2032 | 500 | 515 |
|  Pasco County School Board |  |  |
|  5.00%, 08/01/2033 | 1000 | 1096 |
|  Pine Isle Community Development District |  |  |
|  3.00%, 12/15/2031(2) | 100 | 98 |
|  Poitras East Community Development District |  |  |
|  4.00%, 05/01/2028 | 700 | 706 |
|  Preston Cove Community Development District |  |  |
|  3.60%, 05/01/2032 | 340 | 331 |
|  Putnam County Development Authority |  |  |
|  5.00%, 03/15/2042 | 2500 | 2540 |
|  Reunion East Community Development District |  |  |
|  2.40%, 05/01/2026 | 35 | 35 |
|  2.85%, 05/01/2031 | 640 | 608 |
|  Reunion West Community Development District |  |  |
|  3.00%, 05/01/2036 | 450 | 406 |
|  Ridge at Apopka Community Development District |  |  |
|  4.75%, 05/01/2027 | 110 | 111 |
|  River Hall Community Development District |  |  |
|  3.00%, 05/01/2031 | 250 | 239 |
|  Rivers Edge II Community Development District |  |  |
|  2.40%, 05/01/2026 | 100 | 99 |
|  3.00%, 05/01/2031 | 285 | 272 |
|  Rolling Hills Community Development District |  |  |
|  3.13%, 05/01/2027 | 100 | 99 |
|  3.65%, 05/01/2032 | 475 | 453 |
|  3.75%, 05/01/2042 | 485 | 409 |
|  Saltleaf Community Development District |  |  |
|  4.75%, 05/01/2031 | 420 | 430 |
|  Sawyers Landing Community Development District |  |  |
|  3.25%, 05/01/2026 | 200 | 199 |
|  Scenic Terrace South Community Development District |  |  |
|  4.50%, 05/01/2042 | 1000 | 929 |
|  School Board of Miami-Dade County |  |  |
|  5.00%, 02/01/2030 | 500 | 503 |

---

------

---

| | | |
|:---|:---|:---|
|  School District of Broward County |  |  |
|  5.00%, 07/01/2033 | 5000 | 5443 |
|  5.00%, 07/01/2038 | 6410 | 6904 |
|  5.00%, 07/01/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13033 |
|  Seminole Improvement District |  |  |
|  4.40%, 10/01/2027 | 150 | 151 |
|  5.00%, 10/01/2032 | 250 | 259 |
|  5.30%, 10/01/2037 | 500 | 516 |
|  Somerset Community Development District |  |  |
|  4.00%, 05/01/2032 | 570 | 570 |
|  Southeast Overtown Park West Community Redevelopment Agency |  |  |
|  5.00%, 03/01/2035 | 1720 | 1932 |
|  5.00%, 03/01/2038 | 1960 | 2117 |
|  Southern Groves Community Development District No 5 |  |  |
|  2.80%, 05/01/2031 | 200 | 194 |
|  4.55%, 05/01/2031 | 1035 | 1062 |
|  5.45%, 05/01/2044 | 1245 | 1278 |
|  St Johns County Industrial Development Authority |  |  |
|  4.00%, 12/15/2025 | 170 | 170 |
|  4.00%, 12/15/2026 | 185 | 184 |
|  4.00%, 12/15/2027 | 215 | 213 |
|  St Johns County School Board |  |  |
|  5.00%, 07/01/2029 | 1250 | 1357 |
|  5.00%, 07/01/2030 | 1500 | 1639 |
|  5.00%, 07/01/2031 | 1000 | 1090 |
|  St Lucie County School Board |  |  |
|  5.00%, 07/01/2040 | 1000 | 1071 |
|  State of Florida |  |  |
|  5.00%, 06/01/2026 | 12080 | 12278 |
|  State of Florida Department of Transportation Turnpike System Revenue |  |  |
|  3.00%, 07/01/2035 | 1530 | 1452 |
|  4.00%, 07/01/2039 | 3625 | 3680 |
|  5.00%, 07/01/2036 | 7370 | 8447 |
|  Stillwater Community Development District |  |  |
|  2.38%, 06/15/2026(2) | 65 | 64 |
|  3.50%, 06/15/2041(2) | 1000 | 830 |
|  Sunbridge Stewardship District |  |  |
|  5.20%, 05/01/2042 | 500 | 503 |
|  Tampa Bay Water |  |  |
|  5.00%, 10/01/2042 | 1875 | 1999 |
|  5.00%, 10/01/2043 | 2000 | 2120 |
|  5.00%, 10/01/2044 | 3345 | 3524 |
|  5.00%, 10/01/2049 | 5000 | 5227 |
|  Tampa-Hillsborough County Expressway Authority |  |  |
|  5.00%, 07/01/2048 | 5145 | 5197 |
|  Tolomato Community Development District |  |  |
|  2.80%, 05/01/2027 | 750 | 740 |
|  2.88%, 05/01/2027 | 70 | 69 |
|  3.00%, 05/01/2032 | 1500 | 1414 |
|  4.10%, 05/01/2031 | 685 | 691 |
|  Tradition Community Development District No 9 |  |  |
|  2.30%, 05/01/2026 | 100 | 99 |
|  2.70%, 05/01/2031 | 270 | 254 |
|  Two Lakes Community Development District |  |  |
|  5.00%, 05/01/2044 | 600 | 606 |
|  Two Rivers North Community Development District |  |  |
|  4.63%, 05/01/2027 | 55 | 55 |
|  4.88%, 05/01/2032 | 250 | 258 |
|  V-Dana Community Development District |  |  |
|  2.60%, 05/01/2026 | 35 | 35 |
|  3.13%, 05/01/2031 | 125 | 121 |
|  Verano No 3 Community Development District |  |  |
|  2.38%, 05/01/2026 | 20 | 20 |
|  3.00%, 05/01/2031 | 120 | 114 |
|  Viera Stewardship District |  |  |
|  2.30%, 05/01/2026 | 100 | 99 |
|  2.80%, 05/01/2031 | 465 | 437 |
|  4.60%, 05/01/2033 | 1670 | 1717 |
|  Village Community Development District No 13 |  |  |
|  2.55%, 05/01/2031 | 1175 | 1107 |
|  Village Community Development District No 14 |  |  |
|  5.13%, 05/01/2037 | 2820 | 2916 |
|  Village Community Development District No 15 |  |  |
|  4.00%, 05/01/2034(2) | 1030 | 1033 |
|  4.20%, 05/01/2039(2) | 1000 | 964 |
|  4.38%, 05/01/2033(2) | 485 | 500 |

---

------

---

| | | |
|:---|:---|:---|
|  Volusia County Educational Facility Authority |  |  |
|  5.00%, 06/01/2027 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 |
|  5.00%, 10/15/2031 | 300 | 312 |
|  Watergrass Community Development District II |  |  |
|  2.50%, 05/01/2031 | 310 | 288 |
|  West Villages Improvement District |  |  |
|  4.50%, 05/01/2031 | 435 | 442 |
|  5.38%, 05/01/2044 | 745 | 745 |
|  Westside Haines City Community Development District |  |  |
|  2.50%, 05/01/2026 | 30 | 30 |
|  3.00%, 05/01/2031 | 215 | 206 |
|  Wildwood Utility Dependent District |  |  |
|  5.50%, 10/01/2048 | 1910 | 2049 |
|  Windward at Lakewood Ranch Community Development District |  |  |
|  3.25%, 05/01/2027 | 100 | 98 |
|  3.63%, 05/01/2032 | 695 | 663 |
|  Wiregrass II Community Development District |  |  |
|  4.80%, 05/01/2032 | 240 | 247 |
|  Total Florida | Total Florida | 848305 |
|  **Georgia – 3.43%** |  |  |
|  Athens-Clarke County Unified Government Development Authority |  |  |
|  3.00%, 06/15/2038 | 925 | 826 |
|  3.00%, 06/15/2038 | 1350 | 1234 |
|  Atlanta Urban Redevelopment Agency |  |  |
|  2.38%, 07/01/2026(2) | 435 | 434 |
|  2.88%, 07/01/2031(2) | 2080 | 2025 |
|  Atlanta Urban Residential Finance Authority |  |  |
|  3.40%, 02/01/2029(1) | 2500 | 2532 |
|  3.45%, 02/01/2029(1) | 2850 | 2886 |
|  5.00%, 05/01/2028(1) | 6860 | 7093 |
|  Bartow County Development Authority |  |  |
|  3.95%, 12/01/2032(1) | 8030 | 8236 |
|  City of Atlanta GA Airport Passenger Facility Charge |  |  |
|  5.00%, 07/01/2033 | 2750 | 3076 |
|  City of Atlanta GA Department of Aviation |  |  |
|  4.00%, 07/01/2038 | 255 | 251 |
|  5.00%, 07/01/2026 | 580 | 589 |
|  5.00%, 07/01/2027 | 2635 | 2755 |
|  5.00%, 07/01/2032 | 250 | 275 |
|  5.00%, 07/01/2033 | 350 | 382 |
|  5.00%, 07/01/2033 | 2000 | 2210 |
|  5.00%, 07/01/2034 | 250 | 270 |
|  5.00%, 07/01/2034 | 1300 | 1423 |
|  5.00%, 07/01/2035 | 350 | 375 |
|  5.00%, 07/01/2035 | 3660 | 4044 |
|  5.00%, 07/01/2036 | 350 | 372 |
|  5.00%, 07/01/2036 | 3325 | 3638 |
|  5.00%, 07/01/2037 | 385 | 406 |
|  5.00%, 07/01/2037 | 2100 | 2276 |
|  5.00%, 07/01/2038 | 4250 | 4562 |
|  5.00%, 07/01/2040 | 4600 | 4866 |
|  5.25%, 07/01/2041 | 2385 | 2569 |
|  City of Atlanta GA Water & Wastewater Revenue |  |  |
|  5.00%, 11/01/2036 | 5500 | 6264 |
|  5.00%, 11/01/2040 | 9830 | 9851 |
|  Columbus Medical Center Hospital Authority |  |  |
|  5.00%, 07/01/2054(1) | 1630 | 1639 |
|  5.00%, 07/01/2054(1) | 2700 | 2877 |
|  Commerce School District |  |  |
|  6.00%, 08/01/2045 | 500 | 571 |
|  6.00%, 08/01/2050 | 500 | 565 |
|  County of DeKalb GA Water & Sewerage Revenue |  |  |
|  5.00%, 10/01/2041 | 7500 | 8158 |
|  Decatur Housing Authority |  |  |
|  3.60%, 08/01/2028(1) | 1150 | 1166 |
|  DeKalb County Housing Authority |  |  |
|  4.00%, 03/01/2034 | 1280 | 1276 |
|  4.13%, 12/01/2034 | 3500 | 3484 |
|  DeKalb Private Hospital Authority |  |  |
|  5.00%, 07/01/2027 | 1235 | 1288 |
|  Development Authority for Fulton County |  |  |
|  5.00%, 06/15/2044 | 580 | 594 |
|  Development Authority of Burke County |  |  |
|  3.30%, 12/01/2049(1) | 4050 | 4111 |
|  3.38%, 11/01/2053(1) | 2050 | 2062 |
|  3.60%, 01/01/2040(1) | 14000 | 14291 |

---

------

---

| | | |
|:---|:---|:---|
|  3.60%, 11/01/2045(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7105 |
|  3.80%, 10/01/2032(1) | 5555 | 5584 |
|  Development Authority of Monroe County |  |  |
|  3.88%, 10/01/2048(1) | 4815 | 4834 |
|  Douglas County Housing Authority |  |  |
|  5.10%, 02/01/2044 | 1000 | 1033 |
|  Gainesville & Hall County Hospital Authority |  |  |
|  5.00%, 02/15/2035 | 1910 | 1950 |
|  George L Smith II Congress Center Authority |  |  |
|  2.38%, 01/01/2031 | 1250 | 1167 |
|  4.00%, 01/01/2036 | 2000 | 2003 |
|  Georgia Housing & Finance Authority |  |  |
|  2.50%, 06/01/2050 | 3800 | 2632 |
|  2.95%, 12/01/2039 | 1000 | 849 |
|  4.80%, 12/01/2040 | 3500 | 3580 |
|  5.00%, 12/01/2042 | 775 | 806 |
|  Glynn-Brunswick Memorial Hospital Authority |  |  |
|  4.00%, 08/01/2036 | 2000 | 1904 |
|  4.00%, 08/01/2037 | 750 | 704 |
|  Gwinnett County School District |  |  |
|  5.00%, 02/01/2040 | 3210 | 3343 |
|  Homerville Housing Authority |  |  |
|  3.45%, 01/01/2028(1) | 1105 | 1113 |
|  Jackson County School District |  |  |
|  5.00%, 03/01/2036 | 2965 | 3413 |
|  Main Street Natural Gas, Inc. |  |  |
|  4.00%, 12/01/2029 | 1370 | 1407 |
|  4.00%, 03/01/2050(1) | 10805 | 10895 |
|  4.00%, 05/01/2052(1) | 26945 | 27603 |
|  4.00%, 07/01/2052(1) | 32165 | 32841 |
|  4.00%, 09/01/2052(1) | 11210 | 11499 |
|  4.49% (SOFR + 1.70%), 12/01/2053(3) | 42000 | 42383 |
|  5.00%, 12/01/2026 | 1000 | 1021 |
|  5.00%, 05/15/2027 | 1500 | 1541 |
|  5.00%, 12/01/2027 | 1500 | 1556 |
|  5.00%, 12/01/2028 | 1000 | 1052 |
|  5.00%, 12/01/2031 | 2100 | 2271 |
|  5.00%, 12/01/2032 | 4850 | 5248 |
|  5.00%, 12/01/2052(1) | 15375 | 16290 |
|  5.00%, 06/01/2053(1) | 17160 | 18282 |
|  5.00%, 07/01/2053(1) | 25980 | 27952 |
|  5.00%, 09/01/2053(1) | 27735 | 29753 |
|  5.00%, 12/01/2053(1) | 19735 | 21265 |
|  5.00%, 04/01/2054(1) | 18945 | 20506 |
|  5.00%, 05/01/2054(1) | 15030 | 16102 |
|  5.00%, 05/01/2054(1) | 34400 | 37234 |
|  5.00%, 12/01/2054(1) | 4790 | 5190 |
|  5.00%, 12/01/2054(1) | 22720 | 24739 |
|  5.00%, 05/01/2055(1) | 34490 | 37704 |
|  5.00%, 06/01/2055(1) | 17365 | 18891 |
|  5.00%, 12/01/2055(1) | 5000 | 5430 |
|  Metropolitan Atlanta Rapid Transit Authority |  |  |
|  5.00%, 07/01/2034 | 1000 | 1151 |
|  5.00%, 07/01/2035 | 525 | 599 |
|  5.00%, 07/01/2039 | 900 | 993 |
|  Municipal Electric Authority of Georgia |  |  |
|  4.00%, 01/01/2035 | 435 | 437 |
|  4.00%, 01/01/2035 | 1500 | 1524 |
|  4.00%, 01/01/2036 | 435 | 436 |
|  4.00%, 01/01/2037 | 860 | 855 |
|  4.00%, 01/01/2038 | 850 | 835 |
|  4.00%, 01/01/2039 | 850 | 828 |
|  4.00%, 01/01/2046 | 400 | 375 |
|  4.00%, 01/01/2051 | 1100 | 964 |
|  5.00%, 01/01/2026 | 300 | 302 |
|  5.00%, 01/01/2026 | 320 | 322 |
|  5.00%, 01/01/2027 | 300 | 309 |
|  5.00%, 01/01/2027 | 1500 | 1547 |
|  5.00%, 11/01/2027 | 200 | 210 |
|  5.00%, 01/01/2028 | 25 | 26 |
|  5.00%, 01/01/2028 | 500 | 520 |
|  5.00%, 01/01/2028 | 750 | 790 |
|  5.00%, 11/01/2028 | 275 | 295 |
|  5.00%, 11/01/2029 | 300 | 328 |
|  5.00%, 01/01/2031 | 685 | 732 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 01/01/2032 | 1025 | 1080 |
|  5.00%, 01/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1176 |
|  5.00%, 01/01/2036 | 1645 | 1829 |
|  5.00%, 01/01/2039 | 1600 | 1715 |
|  5.00%, 01/01/2039 | 3980 | 4076 |
|  5.00%, 01/01/2048 | 1455 | 1452 |
|  5.00%, 07/01/2048 | 1000 | 1019 |
|  5.25%, 01/01/2038 | 920 | 1028 |
|  5.25%, 01/01/2049 | 890 | 925 |
|  Paulding County Hospital Authority |  |  |
|  4.00%, 04/01/2041 | 1250 | 1186 |
|  4.00%, 04/01/2041 | 1975 | 1884 |
|  5.00%, 04/01/2033 | 250 | 279 |
|  5.00%, 04/01/2034 | 350 | 388 |
|  5.00%, 04/01/2035 | 200 | 220 |
|  5.00%, 04/01/2036 | 330 | 360 |
|  5.00%, 04/01/2037 | 300 | 325 |
|  5.00%, 04/01/2038 | 450 | 484 |
|  5.00%, 04/01/2039 | 725 | 774 |
|  5.00%, 04/01/2042 | 1875 | 1948 |
|  5.00%, 04/01/2043 | 8750 | 9030 |
|  Private Colleges & Universities Authority |  |  |
|  5.00%, 04/01/2028 | 400 | 421 |
|  5.00%, 04/01/2034 | 780 | 853 |
|  State of Georgia |  |  |
|  4.00%, 08/01/2034 | 6455 | 6727 |
|  Treutlen County School District |  |  |
|  5.00%, 10/01/2034 | 200 | 232 |
|  5.00%, 10/01/2035 | 355 | 413 |
|  5.00%, 10/01/2040 | 380 | 421 |
|  5.00%, 10/01/2045 | 870 | 923 |
|  5.00%, 10/01/2047 | 650 | 685 |
|  Total Georgia | Total Georgia | 634708 |
|  **Guam – 0.15%** |  |  |
|  Antonio B Won Pat International Airport Authority |  |  |
|  5.00%, 10/01/2032 | 500 | 534 |
|  5.25%, 10/01/2031 | 325 | 351 |
|  Guam Power Authority |  |  |
|  5.00%, 10/01/2037 | 1050 | 1142 |
|  5.00%, 10/01/2039 | 535 | 572 |
|  Territory of Guam |  |  |
|  4.00%, 01/01/2036 | 6405 | 6427 |
|  4.00%, 01/01/2042 | 5445 | 5058 |
|  5.00%, 12/01/2028 | 2500 | 2551 |
|  5.00%, 12/01/2030 | 1750 | 1784 |
|  5.00%, 11/15/2031 | 1185 | 1249 |
|  5.00%, 12/01/2034 | 2500 | 2533 |
|  5.00%, 01/01/2036 | 1500 | 1626 |
|  5.00%, 11/15/2039 | 600 | 602 |
|  5.25%, 01/01/2038 | 2000 | 2166 |
|  5.25%, 01/01/2040 | 1000 | 1066 |
|  Total Guam | Total Guam | 27661 |
|  **Hawaii – 0.24%** |  |  |
|  City & County Honolulu HI Wastewater System Revenue |  |  |
|  5.00%, 07/01/2036 | 1090 | 1258 |
|  5.00%, 07/01/2036 | 1930 | 1950 |
|  5.00%, 07/01/2037 | 1435 | 1639 |
|  City & County of Honolulu HI |  |  |
|  5.00%, 06/01/2027(1) | 3075 | 3115 |
|  5.00%, 11/01/2028 | 540 | 583 |
|  5.00%, 11/01/2029 | 1800 | 1982 |
|  5.00%, 07/01/2034 | 810 | 887 |
|  5.00%, 07/01/2035 | 1345 | 1465 |
|  County of Maui HI |  |  |
|  5.00%, 09/01/2037 | 8775 | 9952 |
|  Kauai County Community Facilities District |  |  |
|  4.00%, 05/15/2028 | 485 | 488 |
|  5.00%, 05/15/2031 | 375 | 397 |
|  State of Hawaii |  |  |
|  5.00%, 01/01/2030 | 2330 | 2517 |
|  5.00%, 01/01/2036 | 2000 | 2113 |
|  State of Hawaii Airports System Revenue |  |  |
|  5.00%, 07/01/2032 | 1235 | 1332 |
|  5.00%, 07/01/2033 | 1425 | 1480 |
|  5.00%, 07/01/2038 | 3525 | 3598 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 07/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4712 |
|  5.00%, 07/01/2043 | 3150 | 3271 |
|  State of Hawaii Harbor System Revenue |  |  |
|  4.00%, 07/01/2035 | 420 | 423 |
|  4.00%, 07/01/2036 | 545 | 554 |
|  University of Hawaii |  |  |
|  5.00%, 10/01/2029 | 1225 | 1344 |
|  Total Hawaii | Total Hawaii | 45060 |
|  **Idaho – 0.16%** |  |  |
|  Boise State University |  |  |
|  5.00%, 04/01/2048 | 1595 | 1649 |
|  Idaho Health Facilities Authority |  |  |
|  4.00%, 03/01/2034 | 400 | 416 |
|  4.00%, 03/01/2035 | 250 | 253 |
|  4.00%, 03/01/2039 | 700 | 672 |
|  4.00%, 03/01/2040 | 835 | 792 |
|  4.00%, 03/01/2041 | 850 | 797 |
|  5.00%, 03/01/2032 | 765 | 803 |
|  Idaho Housing & Finance Association |  |  |
|  4.00%, 07/15/2039 | 6500 | 6449 |
|  4.00%, 01/01/2050 | 85 | 86 |
|  5.00%, 08/15/2040 | 2380 | 2576 |
|  Idaho State Building Authority |  |  |
|  5.00%, 06/01/2034 | 5920 | 6890 |
|  5.00%, 09/01/2043 | 1500 | 1532 |
|  Southern Idaho Regional Solid Waste District |  |  |
|  4.00%, 03/01/2028 | 4500 | 4545 |
|  Spring Valley Community Infrastructure District No 1 |  |  |
|  3.75%, 09/01/2051(2) | 1921 | 1798 |
|  Total Idaho | Total Idaho | 29258 |
|  **Illinois – 6.84%** |  |  |
|  Aurora Public Library District |  |  |
|  4.00%, 12/01/2041 | 790 | 763 |
|  Boone Mchenry & Dekalb Counties Community Unit School District 100 |  |  |
|  5.00%, 01/01/2038 | 860 | 943 |
|  5.00%, 01/01/2039 | 1000 | 1085 |
|  5.00%, 01/01/2040 | 425 | 456 |
|  Champaign County Community Unit School District No 4 Champaign |  |  |
|  5.00%, 01/01/2034 | 1115 | 1156 |
|  Chicago Board of Education |  |  |
|  4.00%, 12/01/2037 | 3785 | 3422 |
|  4.00%, 12/01/2041 | 9980 | 8340 |
|  4.00%, 12/01/2047 | 6000 | 4580 |
|  5.00%, 12/01/2025 | 2500 | 2507 |
|  5.00%, 12/01/2026 | 3660 | 3709 |
|  5.00%, 12/01/2028 | 1270 | 1312 |
|  5.00%, 12/01/2029 | 540 | 562 |
|  5.00%, 12/01/2030 | 1140 | 1183 |
|  5.00%, 12/01/2030 | 2000 | 2075 |
|  5.00%, 12/01/2031 | 2185 | 2254 |
|  5.00%, 12/01/2031 | 3020 | 3065 |
|  5.00%, 12/01/2033 | 300 | 304 |
|  5.00%, 12/01/2033 | 3525 | 3525 |
|  5.00%, 12/01/2033 | 5845 | 5959 |
|  5.00%, 12/01/2035 | 2085 | 2155 |
|  5.00%, 12/01/2036 | 1165 | 1154 |
|  5.00%, 12/01/2037 | 7950 | 7914 |
|  5.00%, 12/01/2038 | 1250 | 1237 |
|  5.00%, 12/01/2039 | 5000 | 4915 |
|  5.00%, 12/01/2042 | 6025 | 5682 |
|  5.00%, 12/01/2046 | 1000 | 1000 |
|  5.00%, 12/01/2046 | 1200 | 1087 |
|  5.00%, 12/01/2046 | 8845 | 8013 |
|  5.00%, 12/01/2047 | 5295 | 4761 |
|  5.25%, 12/01/2035 | 2590 | 2594 |
|  5.25%, 12/01/2039 | 2000 | 1986 |
|  5.50%, 12/01/2030 | 1770 | 1909 |
|  6.50%, 12/01/2046 | 100 | 101 |
|  6.75%, 12/01/2030(2) | 1500 | 1584 |
|  7.00%, 12/01/2042(2) | 1000 | 1022 |
|  7.00%, 12/01/2044 | 8250 | 8252 |
|  7.00%, 12/01/2046(2) | 400 | 407 |
|  Chicago Midway International Airport |  |  |
|  5.00%, 01/01/2027 | 1800 | 1808 |
|  5.00%, 01/01/2029 | 4195 | 4441 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 01/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5322 |
|  5.00%, 01/01/2035 | 12500 | 14038 |
|  5.00%, 01/01/2039 | 3110 | 3255 |
|  5.50%, 01/01/2036 | 1000 | 1120 |
|  5.50%, 01/01/2037 | 500 | 556 |
|  5.50%, 01/01/2038 | 500 | 551 |
|  5.50%, 01/01/2039 | 1000 | 1094 |
|  5.50%, 01/01/2040 | 1000 | 1087 |
|  5.75%, 01/01/2041 | 1000 | 1094 |
|  5.75%, 01/01/2043 | 1250 | 1350 |
|  Chicago O'Hare International Airport |  |  |
|  4.00%, 01/01/2035 | 4060 | 4112 |
|  4.00%, 01/01/2036 | 2500 | 2532 |
|  4.00%, 01/01/2036 | 3285 | 3308 |
|  4.00%, 01/01/2037 | 2500 | 2524 |
|  5.00%, 01/01/2027 | 520 | 534 |
|  5.00%, 01/01/2028 | 1000 | 1023 |
|  5.00%, 01/01/2030 | 5280 | 5669 |
|  5.00%, 01/01/2031 | 660 | 674 |
|  5.00%, 01/01/2032 | 600 | 660 |
|  5.00%, 01/01/2033 | 345 | 346 |
|  5.00%, 01/01/2033 | 400 | 437 |
|  5.00%, 07/01/2033 | 550 | 567 |
|  5.00%, 01/01/2034 | 325 | 353 |
|  5.00%, 01/01/2034 | 2000 | 2220 |
|  5.00%, 01/01/2035 | 715 | 771 |
|  5.00%, 01/01/2035 | 3835 | 4260 |
|  5.00%, 01/01/2036 | 430 | 431 |
|  5.00%, 01/01/2036 | 750 | 803 |
|  5.00%, 01/01/2037 | 1675 | 1809 |
|  5.00%, 01/01/2037 | 2000 | 2022 |
|  5.00%, 01/01/2038 | 1785 | 1933 |
|  5.00%, 01/01/2043 | 3000 | 3153 |
|  5.00%, 07/01/2048 | 7450 | 7314 |
|  5.25%, 01/01/2040 | 2305 | 2478 |
|  5.25%, 01/01/2042 | 500 | 506 |
|  5.25%, 01/01/2042 | 2000 | 2125 |
|  5.25%, 01/01/2043 | 1415 | 1487 |
|  5.50%, 07/01/2036 | 3000 | 3351 |
|  5.50%, 07/01/2040 | 430 | 463 |
|  Chicago Park District |  |  |
|  5.00%, 01/01/2040 | 6405 | 6415 |
|  5.00%, 01/01/2044 | 5700 | 5821 |
|  5.25%, 01/01/2046 | 1610 | 1670 |
|  Chicago Transit Authority Capital Grant Receipts Revenue |  |  |
|  5.00%, 06/01/2026 | 8275 | 8380 |
|  5.00%, 06/01/2029 | 1500 | 1609 |
|  Chicago Transit Authority Sales Tax Receipts Fund |  |  |
|  5.00%, 12/01/2036 | 1500 | 1681 |
|  5.00%, 12/01/2042 | 5000 | 5219 |
|  5.00%, 12/01/2049 | 1475 | 1505 |
|  City of Calumet City IL |  |  |
|  4.50%, 03/01/2043 | 1945 | 1874 |
|  5.50%, 03/01/2030 | 755 | 826 |
|  5.50%, 03/01/2036 | 400 | 426 |
|  5.50%, 03/01/2038 | 555 | 584 |
|  City of Chicago Heights IL |  |  |
|  5.25%, 12/01/2034 | 2115 | 2224 |
|  City of Chicago IL |  |  |
|  5.00%, 11/01/2026(1) | 7476 | 7487 |
|  5.00%, 01/01/2027 | 2000 | 2034 |
|  5.00%, 01/01/2030 | 2000 | 2107 |
|  5.00%, 01/01/2030 | 2380 | 2508 |
|  5.00%, 01/01/2031 | 650 | 679 |
|  5.00%, 01/01/2031 | 2915 | 3096 |
|  5.00%, 01/01/2032 | 13095 | 13708 |
|  5.00%, 01/01/2034 | 1445 | 1495 |
|  5.00%, 01/01/2035 | 7540 | 7784 |
|  5.00%, 01/01/2044 | 12000 | 11301 |
|  5.50%, 01/01/2039 | 4400 | 4504 |
|  5.50%, 01/01/2040 | 9725 | 10176 |
|  5.50%, 01/01/2041 | 4000 | 4040 |
|  5.75%, 01/01/2034 | 2000 | 2041 |
|  6.00%, 01/01/2038 | 1910 | 1947 |
|  6.00%, 01/01/2046 | 3165 | 3425 |

---

------

---

| | | |
|:---|:---|:---|
|  City of Chicago IL Wastewater Transmission Revenue |  |  |
|  5.00%, 01/01/2032 | 2500 | 2807 |
|  5.00%, 01/01/2038 | 1775 | 1903 |
|  5.00%, 01/01/2039 | 2500 | 2658 |
|  City of Chicago IL Waterworks Revenue |  |  |
|  5.00%, 11/01/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12019 |
|  5.00%, 11/01/2038 | 1250 | 1329 |
|  5.00%, 11/01/2039 | 2000 | 2117 |
|  City of Joliet IL |  |  |
|  5.00%, 12/15/2037 | 1000 | 1079 |
|  5.00%, 12/15/2038 | 1090 | 1165 |
|  5.25%, 12/15/2039 | 730 | 786 |
|  5.50%, 12/15/2042 | 1305 | 1398 |
|  5.50%, 12/15/2044 | 3625 | 3860 |
|  City of Springfield IL Electric Revenue |  |  |
|  3.00%, 03/01/2038 | 14900 | 13474 |
|  5.00%, 03/01/2035 | 15000 | 16829 |
|  Community Unit School District Number 427 DeKalb and Kane Counties Illinois |  |  |
|  4.00%, 02/01/2037 | 535 | 539 |
|  Cook County Community College District No 508 |  |  |
|  5.00%, 12/01/2040 | 4215 | 4389 |
|  5.00%, 12/01/2043 | 1085 | 1104 |
|  Cook County Community Consolidated School District No 34 Glenview |  |  |
|  3.00%, 12/01/2036 | 925 | 848 |
|  Cook County Community Consolidated School District No 64 Park Ridge-Niles |  |  |
|  5.00%, 12/01/2049 | 3500 | 3600 |
|  Cook County Community School District No 152 1/2 Hazel Crest |  |  |
|  5.00%, 12/01/2041 | 695 | 734 |
|  5.00%, 12/01/2045 | 1285 | 1323 |
|  Cook County High School District No 203 New Trier Township |  |  |
|  2.00%, 12/15/2033 | 425 | 365 |
|  2.00%, 12/15/2034 | 440 | 365 |
|  Cook County High School District No 220 Reavis |  |  |
|  5.00%, 12/01/2032 | 1160 | 1225 |
|  County of Cook IL |  |  |
|  4.00%, 11/15/2026 | 555 | 564 |
|  4.00%, 11/15/2027 | 560 | 575 |
|  4.00%, 11/15/2028 | 280 | 290 |
|  5.00%, 11/15/2025 | 375 | 376 |
|  5.00%, 11/15/2026 | 750 | 770 |
|  5.00%, 11/15/2026 | 1450 | 1490 |
|  5.00%, 11/15/2029 | 1630 | 1783 |
|  County of Cook IL Sales Tax Revenue |  |  |
|  5.00%, 11/15/2032 | 175 | 198 |
|  5.00%, 11/15/2033 | 150 | 169 |
|  5.00%, 11/15/2035 | 315 | 349 |
|  5.00%, 11/15/2036 | 645 | 704 |
|  5.00%, 11/15/2036 | 1000 | 1092 |
|  5.00%, 11/15/2036 | 4500 | 4623 |
|  5.00%, 11/15/2038 | 890 | 953 |
|  5.00%, 11/15/2038 | 2370 | 2427 |
|  5.00%, 11/15/2040 | 1820 | 1919 |
|  5.25%, 11/15/2035 | 3000 | 3111 |
|  DeKalb Park District |  |  |
|  5.00%, 03/01/2036 | 455 | 503 |
|  5.00%, 03/01/2037 | 485 | 531 |
|  5.00%, 03/01/2038 | 410 | 445 |
|  5.00%, 03/01/2039 | 540 | 580 |
|  Elmhurst Park District |  |  |
|  5.00%, 12/15/2040 | 750 | 817 |
|  5.00%, 12/15/2041 | 1000 | 1076 |
|  5.00%, 12/15/2042 | 755 | 803 |
|  5.00%, 12/15/2043 | 1000 | 1056 |
|  Fayette & Montgomery Counties Community Unit School District No 203 Vandalia |  |  |
|  5.00%, 12/01/2034 | 1030 | 1153 |
|  5.00%, 12/01/2035 | 1000 | 1108 |
|  Henry & Whiteside Counties Community Unit School District No 228 Geneseo |  |  |
|  5.00%, 02/15/2029 | 75 | 80 |
|  5.00%, 02/15/2030 | 860 | 934 |
|  5.00%, 02/15/2031 | 230 | 253 |
|  Huntley Park District |  |  |
|  5.00%, 12/30/2037 | 525 | 568 |
|  5.00%, 12/30/2037 | 620 | 672 |
|  5.00%, 12/30/2038 | 660 | 710 |
|  5.00%, 12/30/2039 | 395 | 423 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 12/30/2039 | 595 | 638 |
|  5.00%, 12/30/2040 | 580 | 618 |
|  5.00%, 12/30/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1646 |
|  5.00%, 12/30/2044 | 865 | 898 |
|  Illinois Finance Authority |  |  |
|  3.00%, 07/01/2035 | 930 | 845 |
|  3.63%, 02/15/2032 | 355 | 360 |
|  4.00%, 10/15/2028 | 670 | 660 |
|  4.00%, 10/15/2029 | 1045 | 1023 |
|  4.00%, 01/01/2031 | 1665 | 1703 |
|  4.00%, 10/15/2031 | 1135 | 1093 |
|  4.00%, 12/01/2033 | 1210 | 1244 |
|  4.00%, 08/01/2034 | 2050 | 1974 |
|  4.00%, 08/01/2035 | 1625 | 1540 |
|  4.00%, 02/15/2036 | 160 | 160 |
|  4.00%, 05/15/2036 | 535 | 527 |
|  4.00%, 08/01/2037 | 1160 | 1072 |
|  4.00%, 07/15/2038 | 5750 | 5657 |
|  4.00%, 08/01/2038 | 1165 | 1057 |
|  4.00%, 07/15/2039 | 6280 | 6074 |
|  4.00%, 08/15/2039 | 9280 | 8929 |
|  4.00%, 02/15/2041 | 5 | 5 |
|  4.00%, 02/15/2041 | 5 | 5 |
|  4.00%, 08/15/2041 | 880 | 823 |
|  4.06% (SOFR + 1.15%), 11/01/2034(3) | 2000 | 1998 |
|  4.13%, 12/01/2050(1)(2) | 23605 | 23399 |
|  4.25%, 07/01/2041 | 3225 | 3230 |
|  4.80%, 12/01/2043(1)(2) | 4400 | 4516 |
|  4.80%, 12/01/2043(1)(2) | 10650 | 10932 |
|  5.00%, 02/15/2026 | 1345 | 1355 |
|  5.00%, 03/01/2028 | 15 | 15 |
|  5.00%, 05/15/2028 | 13620 | 14308 |
|  5.00%, 09/01/2028 | 500 | 512 |
|  5.00%, 10/01/2028 | 500 | 525 |
|  5.00%, 01/01/2029 | 1650 | 1701 |
|  5.00%, 02/15/2029 | 835 | 841 |
|  5.00%, 02/15/2029 | 1445 | 1488 |
|  5.00%, 12/01/2029 | 340 | 344 |
|  5.00%, 02/15/2030 | 1240 | 1277 |
|  5.00%, 05/15/2030 | 1180 | 1180 |
|  5.00%, 07/15/2030 | 710 | 746 |
|  5.00%, 08/15/2030 | 630 | 698 |
|  5.00%, 09/01/2030 | 430 | 442 |
|  5.00%, 11/01/2030 | 965 | 1005 |
|  5.00%, 01/01/2031 | 725 | 813 |
|  5.00%, 01/01/2031 | 3545 | 3655 |
|  5.00%, 05/15/2031 | 5000 | 5267 |
|  5.00%, 08/15/2031 | 1525 | 1678 |
|  5.00%, 05/15/2032 | 5745 | 6030 |
|  5.00%, 07/01/2032 | 300 | 321 |
|  5.00%, 07/01/2033 | 250 | 268 |
|  5.00%, 07/01/2033 | 10000 | 10738 |
|  5.00%, 09/01/2033 | 445 | 473 |
|  5.00%, 12/01/2033 | 700 | 706 |
|  5.00%, 01/01/2034 | 605 | 624 |
|  5.00%, 02/15/2034 | 300 | 310 |
|  5.00%, 02/15/2034 | 1470 | 1505 |
|  5.00%, 08/15/2034 | 1725 | 1889 |
|  5.00%, 08/15/2034 | 2500 | 2563 |
|  5.00%, 11/15/2034 | 3000 | 3001 |
|  5.00%, 07/01/2035 | 1130 | 1312 |
|  5.00%, 02/15/2036 | 1735 | 1769 |
|  5.00%, 09/01/2036 | 715 | 743 |
|  5.00%, 01/01/2037 | 2785 | 2944 |
|  5.00%, 05/15/2037 | 500 | 548 |
|  5.00%, 08/15/2037 | 1000 | 1021 |
|  5.00%, 09/01/2037 | 780 | 806 |
|  5.00%, 08/15/2038 | 1000 | 1075 |
|  5.00%, 09/01/2038 | 305 | 314 |
|  5.00%, 11/15/2038 | 3795 | 3796 |
|  5.00%, 05/15/2039 | 1100 | 1185 |
|  5.00%, 08/15/2039 | 1200 | 1277 |
|  5.00%, 08/15/2040 | 5000 | 5286 |
|  5.00%, 02/15/2041 | 1220 | 1234 |
|  5.00%, 07/01/2042 | 5200 | 5601 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 08/01/2042 | 120 | 120 |
|  5.00%, 01/01/2044 | 4145 | 4381 |
|  5.00%, 10/01/2044 | 800 | 811 |
|  5.00%, 08/01/2049 | 140 | 136 |
|  5.00%, 05/15/2050(1) | 2170 | 2193 |
|  5.00%, 08/15/2053(1) | 1120 | 1232 |
|  5.00%, 08/15/2054(1) | 7645 | 8429 |
|  5.00%, 08/15/2064(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3550 |
|  5.25%, 04/01/2040 | 550 | 601 |
|  5.50%, 10/01/2047 | 635 | 643 |
|  Illinois Housing Development Authority |  |  |
|  0.80%, 07/01/2026 | 1000 | 977 |
|  2.70%, 10/01/2034 | 700 | 635 |
|  2.90%, 08/01/2031 | 1210 | 1184 |
|  3.00%, 04/01/2051 | 2225 | 2198 |
|  3.15%, 02/01/2029(1) | 1500 | 1505 |
|  3.50%, 04/01/2052 | 3885 | 3882 |
|  3.75%, 04/01/2050 | 330 | 331 |
|  4.00%, 10/01/2049 | 1470 | 1480 |
|  4.25%, 04/01/2028 | 1000 | 1028 |
|  4.38%, 10/01/2041 | 3500 | 3523 |
|  4.50%, 10/01/2048 | 1760 | 1781 |
|  5.00%, 02/01/2027(1) | 6270 | 6310 |
|  5.00%, 11/01/2027(1) | 6173 | 6311 |
|  6.00%, 10/01/2055 | 15625 | 17404 |
|  6.25%, 10/01/2052 | 4615 | 4959 |
|  6.25%, 10/01/2055 | 5030 | 5715 |
|  Illinois Municipal Electric Agency |  |  |
|  5.00%, 02/01/2035 | 4750 | 5403 |
|  Illinois Sports Facilities Authority |  |  |
|  5.00%, 06/15/2030 | 950 | 997 |
|  5.25%, 06/15/2032 | 1735 | 1738 |
|  Illinois State Toll Highway Authority |  |  |
|  5.00%, 12/01/2031 | 235 | 236 |
|  5.00%, 12/01/2032 | 425 | 427 |
|  5.00%, 01/01/2034 | 1000 | 1013 |
|  5.00%, 01/01/2037 | 1260 | 1261 |
|  5.00%, 01/01/2038 | 25715 | 25722 |
|  5.00%, 01/01/2039 | 9125 | 9127 |
|  5.00%, 01/01/2040 | 7050 | 7065 |
|  5.00%, 01/01/2040 | 9900 | 9905 |
|  5.00%, 01/01/2041 | 2190 | 2294 |
|  5.00%, 01/01/2041 | 13710 | 13783 |
|  5.00%, 01/01/2042 | 6840 | 6957 |
|  5.00%, 01/01/2044 | 7270 | 7410 |
|  5.00%, 01/01/2045 | 1655 | 1707 |
|  Illinois State University |  |  |
|  3.00%, 04/01/2043 | 2430 | 2025 |
|  5.00%, 04/01/2032 | 1745 | 1827 |
|  Jackson Perry Etc Counties Community Unit School District No 176 Trico |  |  |
|  5.00%, 12/01/2028 | 420 | 446 |
|  5.00%, 12/01/2029 | 415 | 447 |
|  5.00%, 12/01/2030 | 360 | 393 |
|  5.00%, 12/01/2031 | 495 | 546 |
|  5.00%, 12/01/2032 | 865 | 948 |
|  Jefferson County School District No 82 Bethel |  |  |
|  4.10%, 12/01/2043 | 765 | 715 |
|  5.00%, 12/01/2036 | 255 | 275 |
|  5.00%, 12/01/2038 | 295 | 315 |
|  Jersey & Greene County Community Unit School District No 100 Jerseyville |  |  |
|  5.00%, 12/01/2027 | 1105 | 1109 |
|  Joliet Regional Port District |  |  |
|  5.00%, 12/30/2048 | 1500 | 1526 |
|  5.25%, 12/30/2037 | 1030 | 1130 |
|  Kane Cook & DuPage Counties School District No U-46 Elgin |  |  |
|  5.00%, 01/01/2029 | 400 | 430 |
|  5.00%, 01/01/2032 | 550 | 621 |
|  5.00%, 01/01/2033 | 550 | 625 |
|  5.00%, 01/01/2034 | 650 | 734 |
|  Kendall Kane & Will Counties Community Unit School District No 308 |  |  |
|  5.00%, 02/01/2036 | 3600 | 3615 |
|  La Grange Park Community Park District |  |  |
|  6.50%, 12/01/2042 | 925 | 1079 |
|  La Salle & Bureau Counties Township High School District No 120 LaSalle-Peru |  |  |
|  5.00%, 12/01/2033 | 2415 | 2723 |
|  5.00%, 12/01/2034 | 1685 | 1898 |

---

------

---

| | | |
|:---|:---|:---|
|  La Salle County Community Unit School District No 2 Serena |  |  |
|  5.25%, 12/01/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584 |
|  5.50%, 12/01/2040 | 2145 | 2336 |
|  Lake County Community Unit School District No 187 North Chicago |  |  |
|  5.00%, 01/01/2032 | 355 | 390 |
|  5.00%, 01/01/2033 | 325 | 358 |
|  5.00%, 01/01/2034 | 370 | 408 |
|  5.00%, 01/01/2035 | 300 | 327 |
|  5.00%, 01/01/2039 | 920 | 971 |
|  Lake County Community Unit School District No 60 Waukegan |  |  |
|  5.00%, 01/01/2026 | 1000 | 1002 |
|  5.00%, 01/01/2027 | 2100 | 2104 |
|  Lake County Consolidated High School District No 120 Mundelein |  |  |
|  5.50%, 12/01/2039 | 1000 | 1086 |
|  Lake County School District No 112 North Shore |  |  |
|  4.00%, 12/01/2042 | 2590 | 2559 |
|  Madison County Community Unit School District No 7 Edwardsville |  |  |
|  5.00%, 12/01/2032 | 595 | 663 |
|  5.00%, 12/01/2033 | 645 | 721 |
|  5.00%, 12/01/2034 | 690 | 771 |
|  Marshall Putnam & Bureau Counties Community Unit School District No 5 Henry |  |  |
|  5.00%, 12/01/2042 | 1270 | 1318 |
|  5.00%, 12/01/2044 | 440 | 451 |
|  5.00%, 12/01/2045 | 1080 | 1107 |
|  5.00%, 12/01/2046 | 250 | 256 |
|  McHenry & Lake Counties Community Consolidated School District No 26 |  |  |
|  4.00%, 02/01/2041 | 750 | 731 |
|  4.00%, 02/01/2042 | 645 | 618 |
|  McLean County Community Unit School District No 19 Ridgeview |  |  |
|  6.00%, 12/01/2045(1) | 5000 | 5016 |
|  Metropolitan Pier & Exposition Authority |  |  |
|  0.00%, 06/15/2028 | 15615 | 14344 |
|  0.00%, 06/15/2029 | 3470 | 3083 |
|  0.00%, 12/15/2029 | 3745 | 3287 |
|  0.00%, 12/15/2029 | 5665 | 4951 |
|  0.00%, 12/15/2030 | 11000 | 9272 |
|  0.00%, 12/15/2031 | 1015 | 822 |
|  0.00%, 06/15/2038 | 5305 | 3064 |
|  4.00%, 12/15/2042 | 1645 | 1510 |
|  5.00%, 12/15/2028 | 1000 | 1041 |
|  5.00%, 12/15/2028 | 2000 | 2081 |
|  5.00%, 12/15/2032 | 550 | 569 |
|  Metropolitan Water Reclamation District of Greater Chicago |  |  |
|  5.00%, 12/01/2031 | 1735 | 1771 |
|  5.25%, 12/01/2032 | 1800 | 2095 |
|  Monroe & St Clair Counties Community Unit School District No 4 Columbia |  |  |
|  5.50%, 07/01/2040 | 3000 | 3002 |
|  Morgan County School District No 117 Jacksonville |  |  |
|  5.00%, 01/01/2040 | 750 | 804 |
|  5.00%, 01/01/2047 | 1200 | 1232 |
|  Northeastern Illinois University |  |  |
|  5.75%, 07/01/2045 | 1000 | 1065 |
|  Northern Illinois University |  |  |
|  4.25%, 04/01/2044 | 3250 | 3000 |
|  5.00%, 04/01/2038 | 670 | 711 |
|  5.00%, 04/01/2039 | 750 | 789 |
|  5.50%, 04/01/2049 | 1500 | 1568 |
|  Peoria Metropolitan Airport Authority |  |  |
|  5.00%, 12/01/2026 | 1375 | 1414 |
|  Piatt Champaign & DeWitt Counties Community Unit School District No 25 |  |  |
|  5.00%, 11/01/2033 | 1000 | 1019 |
|  Regional Transportation Authority |  |  |
|  5.00%, 06/01/2034 | 1000 | 1010 |
|  5.75%, 06/01/2033 | 1000 | 1119 |
|  5.75%, 06/01/2034 | 3400 | 3882 |
|  Richland County Community Unit School District No 1 |  |  |
|  5.00%, 12/01/2035 | 2510 | 2789 |
|  Rock Island & Mercer Counties Community Unit School District No 300 |  |  |
|  5.00%, 12/01/2044 | 425 | 444 |
|  5.00%, 12/01/2045 | 500 | 521 |
|  Sales Tax Securitization Corp. |  |  |
|  5.00%, 01/01/2026 | 2000 | 2010 |
|  5.00%, 01/01/2029 | 1000 | 1070 |
|  5.00%, 01/01/2036 | 3285 | 3448 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 01/01/2037 | 1140 | 1201 |
|  5.00%, 01/01/2042 | 3000 | 3165 |
|  5.25%, 01/01/2043 | 1100 | 1124 |
|  5.50%, 01/01/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2120 |
|  Sangamon & Christian Counties Community Unit School District No 3A Rochester |  |  |
|  5.50%, 02/01/2040 | 805 | 870 |
|  5.50%, 02/01/2043 | 530 | 565 |
|  5.50%, 02/01/2047 | 530 | 560 |
|  Sangamon & Morgan Counties Community Unit School District No 16 New Berlin |  |  |
|  5.00%, 12/01/2040 | 2625 | 2762 |
|  Sangamon County School District No 186 Springfield |  |  |
|  5.50%, 06/01/2048 | 1000 | 1065 |
|  Sangamon Menard Etc Counties Community School District No 8 Pleasant Plains |  |  |
|  4.00%, 01/01/2041 | 1075 | 1046 |
|  Scott & Morgan Counties Community Unit School District No 1 Winchester |  |  |
|  5.00%, 12/01/2027 | 115 | 120 |
|  5.00%, 12/01/2029 | 100 | 108 |
|  5.00%, 12/01/2034 | 860 | 941 |
|  6.00%, 12/01/2038 | 360 | 414 |
|  6.00%, 12/01/2040 | 410 | 467 |
|  6.00%, 12/01/2042 | 925 | 1032 |
|  Southern Illinois University |  |  |
|  4.00%, 04/01/2040 | 500 | 476 |
|  5.25%, 02/15/2050 | 4000 | 4115 |
|  Southwestern Illinois Development Authority |  |  |
|  5.50%, 12/01/2038 | 6250 | 6824 |
|  5.50%, 12/01/2039 | 6350 | 6931 |
|  5.50%, 04/01/2044 | 5615 | 6032 |
|  5.50%, 04/01/2050 | 9000 | 9525 |
|  St Clair & Washington Counties Community Unit School District No 40 Marissa |  |  |
|  5.50%, 12/01/2045 | 1610 | 1711 |
|  St Clair County Community Unit School District No 187 Cahokia |  |  |
|  5.00%, 01/01/2028 | 200 | 210 |
|  5.00%, 01/01/2038 | 225 | 245 |
|  5.00%, 01/01/2041 | 425 | 449 |
|  5.00%, 01/01/2042 | 230 | 241 |
|  5.00%, 01/01/2044 | 250 | 259 |
|  5.00%, 01/01/2044 | 650 | 673 |
|  5.00%, 01/01/2049 | 600 | 614 |
|  St Clair County Public Building Commission |  |  |
|  5.25%, 12/01/2054 | 1020 | 1042 |
|  State of Illinois |  |  |
|  4.00%, 02/01/2030 | 3125 | 3164 |
|  4.00%, 03/01/2031 | 1500 | 1569 |
|  4.00%, 10/01/2032 | 1390 | 1425 |
|  4.00%, 03/01/2038 | 1125 | 1091 |
|  5.00%, 11/01/2025 | 1000 | 1002 |
|  5.00%, 10/01/2026 | 2270 | 2322 |
|  5.00%, 11/01/2026 | 2120 | 2172 |
|  5.00%, 03/01/2027 | 980 | 1012 |
|  5.00%, 11/01/2027 | 1675 | 1752 |
|  5.00%, 07/01/2028 | 2235 | 2371 |
|  5.00%, 11/01/2028 | 12940 | 13522 |
|  5.00%, 03/01/2029 | 2620 | 2813 |
|  5.00%, 05/01/2029 | 2820 | 3037 |
|  5.00%, 03/01/2030 | 1875 | 2047 |
|  5.00%, 03/01/2030 | 11310 | 12346 |
|  5.00%, 10/01/2030 | 5325 | 5864 |
|  5.00%, 03/01/2031 | 11350 | 12554 |
|  5.00%, 10/01/2031 | 1750 | 1916 |
|  5.00%, 10/01/2031 | 6500 | 6874 |
|  5.00%, 02/01/2032 | 4170 | 4646 |
|  5.00%, 01/01/2033 | 415 | 417 |
|  5.00%, 03/01/2033 | 1000 | 1091 |
|  5.00%, 03/01/2034 | 1000 | 1097 |
|  5.00%, 03/01/2034 | 9715 | 10521 |
|  5.00%, 03/01/2035 | 3670 | 3992 |
|  5.00%, 03/01/2035 | 23005 | 25024 |
|  5.00%, 05/01/2035 | 3860 | 4290 |
|  5.00%, 07/01/2035 | 2340 | 2548 |
|  5.00%, 03/01/2036 | 1000 | 1079 |
|  5.00%, 07/01/2036 | 11055 | 11925 |
|  5.00%, 05/01/2038 | 2915 | 3138 |
|  5.00%, 09/01/2038 | 30000 | 32185 |
|  5.25%, 12/01/2030 | 11685 | 12260 |

---

------

---

| | | |
|:---|:---|:---|
|  5.25%, 05/01/2043 | 625 | 658 |
|  5.25%, 05/01/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4875 |
|  5.25%, 05/01/2045 | 1950 | 2031 |
|  State of Illinois Sales Tax Revenue |  |  |
|  3.00%, 06/15/2034 | 1070 | 990 |
|  5.00%, 06/15/2026 | 500 | 507 |
|  5.00%, 06/15/2026 | 7890 | 8005 |
|  5.00%, 06/15/2027 | 1000 | 1036 |
|  5.00%, 06/15/2027 | 7930 | 8218 |
|  5.00%, 06/15/2028 | 7930 | 8387 |
|  5.00%, 06/15/2031 | 5935 | 6587 |
|  5.00%, 06/15/2032 | 4980 | 5577 |
|  5.00%, 06/15/2034 | 7190 | 8130 |
|  Staunton Community Unit School District No 6 |  |  |
|  5.00%, 12/01/2035 | 1260 | 1396 |
|  5.00%, 12/01/2036 | 1080 | 1187 |
|  5.00%, 12/01/2039 | 1680 | 1806 |
|  Taylorville Community Pleasure Driveway & Park District |  |  |
|  5.00%, 12/01/2041 | 440 | 463 |
|  5.00%, 12/01/2042 | 460 | 480 |
|  5.00%, 12/01/2043 | 385 | 399 |
|  5.00%, 12/01/2044 | 510 | 525 |
|  Tazewell County Community High School District No 308 Washington |  |  |
|  5.25%, 12/01/2033 | 1250 | 1366 |
|  University of Illinois |  |  |
|  5.00%, 10/01/2036 | 1350 | 1475 |
|  University of Illinois Auxiliary Facilities System |  |  |
|  5.00%, 04/01/2034 | 3000 | 3434 |
|  5.25%, 04/01/2040 | 5000 | 5502 |
|  5.25%, 04/01/2044 | 1155 | 1235 |
|  Village of Bellwood IL |  |  |
|  5.00%, 12/01/2032 | 2085 | 2327 |
|  Village of Bolingbrook IL |  |  |
|  4.00%, 03/01/2027 | 1000 | 1017 |
|  Village of Bourbonnais IL |  |  |
|  5.25%, 12/01/2042 | 2840 | 2986 |
|  Village of Bradley IL |  |  |
|  5.00%, 12/15/2041 | 1250 | 1317 |
|  5.00%, 12/15/2041 | 1445 | 1522 |
|  Village of Elk Grove Village IL |  |  |
|  5.00%, 01/01/2034 | 1000 | 1026 |
|  Village of New Lenox IL |  |  |
|  4.00%, 12/15/2043 | 740 | 699 |
|  Village of Westchester IL |  |  |
|  5.00%, 12/15/2043 | 1000 | 1043 |
|  West Chicago Park District |  |  |
|  6.00%, 12/01/2045 | 1260 | 1407 |
|  Will County Community High School District No 210 Lincoln-Way |  |  |
|  0.00%, 01/01/2029 | 400 | 360 |
|  0.00%, 01/01/2029 | 500 | 451 |
|  0.00%, 01/01/2031 | 300 | 252 |
|  Will County Community Unit School District No 201-U Crete-Monee |  |  |
|  4.00%, 01/15/2044 | 1000 | 938 |
|  4.00%, 01/15/2045 | 810 | 753 |
|  5.00%, 01/15/2033 | 425 | 473 |
|  5.00%, 01/15/2034 | 1060 | 1184 |
|  5.00%, 01/15/2035 | 675 | 749 |
|  Will County Community Unit School District No 365-U Valley View |  |  |
|  0.00%, 11/01/2025 | 1520 | 1516 |
|  0.00%, 11/01/2026 | 775 | 753 |
|  5.00%, 11/01/2026 | 1800 | 1848 |
|  Will County School District No 114 Manhattan |  |  |
|  5.00%, 01/01/2037 | 370 | 407 |
|  5.00%, 01/01/2038 | 355 | 387 |
|  5.25%, 01/01/2039 | 280 | 307 |
|  5.25%, 01/01/2041 | 1160 | 1259 |
|  5.50%, 01/01/2047 | 4880 | 5259 |
|  5.50%, 01/01/2049 | 1250 | 1330 |
|  5.50%, 09/01/2052 | 2215 | 2337 |
|  Will County School District No 86 Joliet |  |  |
|  5.00%, 01/01/2049 | 375 | 382 |
|  Yorkville-Bristol Sanitation District |  |  |
|  4.50%, 12/15/2053 | 1585 | 1538 |
|  5.00%, 12/15/2047 | 1000 | 1018 |
|  5.00%, 12/15/2050 | 1500 | 1521 |
|  Total Illinois |  | 1265919 |

---

------

---

| | | |
|:---|:---|:---|
|  **Indiana – 1.72%** |  |  |
|  Avon Community School Building Corp. |  |  |
|  3.00%, 01/15/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2956 |
|  5.25%, 07/15/2038 | 1000 | 1107 |
|  5.25%, 07/15/2039 | 1250 | 1372 |
|  5.50%, 07/15/2041 | 2000 | 2191 |
|  Bloomington Redevelopment District |  |  |
|  5.25%, 08/01/2036 | 1750 | 1857 |
|  Borden-Henryville Multi-School Building Corp. |  |  |
|  5.00%, 07/15/2043 | 700 | 722 |
|  Brownsburg 1999 School Building Corp. |  |  |
|  5.00%, 07/15/2041 | 2035 | 2175 |
|  5.50%, 07/15/2040 | 1960 | 2120 |
|  5.50%, 07/15/2042 | 6125 | 6539 |
|  Carmel Local Public Improvement Bond Bank |  |  |
|  3.00%, 07/15/2028 | 13655 | 13674 |
|  5.00%, 07/15/2032 | 2680 | 2718 |
|  Carmel Redevelopment Authority |  |  |
|  1.13%, 01/15/2044 | 2000 | 1085 |
|  City of Fort Wayne IN Waterworks Utility Revenue |  |  |
|  3.25%, 12/01/2028 | 400 | 400 |
|  City of La Porte IN Sewage Works Revenue |  |  |
|  3.75%, 09/01/2029 | 2500 | 2500 |
|  City of La Porte IN Waterworks Revenue |  |  |
|  3.50%, 07/01/2029 | 2500 | 2501 |
|  City of Mishawaka IN |  |  |
|  2.00%, 07/01/2038 | 1175 | 874 |
|  City of Valparaiso IN |  |  |
|  4.50%, 01/01/2034(2) | 1645 | 1696 |
|  4.88%, 01/01/2044(2) | 2750 | 2732 |
|  City of West Lafayette IN Sewer Revenue |  |  |
|  5.00%, 07/01/2044 | 1000 | 1039 |
|  City of Whiting IN |  |  |
|  4.40%, 03/01/2046(1) | 5245 | 5593 |
|  5.00%, 12/01/2044(1) | 3900 | 3952 |
|  Clark-Pleasant Community School Building Corp. |  |  |
|  5.00%, 07/15/2043 | 1250 | 1312 |
|  5.00%, 01/15/2044 | 1250 | 1305 |
|  County of St Joseph IN |  |  |
|  5.00%, 04/01/2033 | 1245 | 1326 |
|  Cowan Community Schools Building Corp. |  |  |
|  4.00%, 07/15/2040 | 545 | 541 |
|  4.00%, 07/15/2041 | 565 | 554 |
|  4.00%, 07/15/2042 | 585 | 566 |
|  Crothersville 2000 School Building Corp. |  |  |
|  5.00%, 01/15/2041 | 280 | 296 |
|  5.00%, 01/15/2042 | 785 | 823 |
|  5.00%, 01/15/2043 | 590 | 613 |
|  5.00%, 01/15/2044 | 425 | 440 |
|  5.00%, 01/15/2045 | 150 | 155 |
|  Duneland School Building Corp. |  |  |
|  3.00%, 01/15/2038 | 1255 | 1101 |
|  Freddie Mac Pool |  |  |
|  4.25%, 06/01/2041 | 2987 | 2884 |
|  Gary Chicago International Airport Authority |  |  |
|  5.00%, 02/01/2037 | 430 | 468 |
|  5.00%, 02/01/2038 | 350 | 377 |
|  5.00%, 02/01/2039 | 295 | 315 |
|  5.25%, 02/01/2042 | 750 | 797 |
|  Greater Clark Building Corp. |  |  |
|  5.00%, 07/15/2042 | 1065 | 1127 |
|  5.00%, 07/15/2043 | 1075 | 1129 |
|  5.00%, 01/15/2044 | 1600 | 1666 |
|  5.00%, 01/15/2045 | 700 | 729 |
|  6.00%, 07/15/2038 | 3025 | 3456 |
|  Griffith Multi-School Building Corp. |  |  |
|  5.00%, 07/15/2042 | 1000 | 1053 |
|  5.00%, 07/15/2043 | 1045 | 1091 |
|  Hamilton Southeastern Consolidated School Building Corp. |  |  |
|  5.00%, 07/15/2040 | 505 | 545 |
|  5.00%, 07/15/2041 | 715 | 764 |
|  5.00%, 07/15/2042 | 630 | 666 |
|  5.00%, 07/15/2043 | 1000 | 1050 |
|  5.00%, 01/15/2045 | 1590 | 1651 |

---

------

---

| | | |
|:---|:---|:---|
|  Indiana Finance Authority |  |  |
|  0.70%, 12/01/2046(1) | 8525 | 8473 |
|  0.75%, 12/01/2038(1) | 500 | 493 |
|  0.95%, 12/01/2038(1) | 900 | 888 |
|  3.75%, 03/01/2031(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1463 |
|  4.13%, 12/01/2026 | 2815 | 2820 |
|  4.25%, 03/01/2049 | 755 | 687 |
|  4.50%, 05/01/2035(1) | 1200 | 1214 |
|  5.00%, 05/01/2026 | 1100 | 1114 |
|  5.00%, 11/01/2026 | 1200 | 1229 |
|  5.00%, 05/01/2027 | 700 | 726 |
|  5.00%, 05/01/2029 | 685 | 743 |
|  5.00%, 07/01/2029 | 1195 | 1259 |
|  5.00%, 11/01/2029 | 2350 | 2459 |
|  5.00%, 09/01/2031 | 440 | 448 |
|  5.00%, 09/01/2036 | 1000 | 1013 |
|  5.00%, 02/01/2037 | 2000 | 2262 |
|  5.00%, 06/01/2040 | 2725 | 2776 |
|  5.00%, 03/01/2041 | 365 | 380 |
|  5.00%, 11/01/2041 | 3975 | 3977 |
|  5.00%, 03/01/2044 | 1200 | 1219 |
|  5.00%, 10/01/2054(1) | 4590 | 5068 |
|  5.00%, 10/01/2057(1) | 20565 | 22987 |
|  5.00%, 10/01/2059(1) | 19320 | 21831 |
|  5.00%, 10/01/2063(1) | 3500 | 3899 |
|  Indiana Housing & Community Development Authority |  |  |
|  3.00%, 07/01/2050 | 495 | 489 |
|  3.00%, 07/01/2051 | 520 | 515 |
|  3.50%, 01/01/2049 | 410 | 410 |
|  4.80%, 09/01/2041 | 4650 | 4773 |
|  5.00%, 01/01/2026 | 300 | 302 |
|  5.00%, 01/01/2026 | 600 | 603 |
|  5.00%, 07/01/2026 | 320 | 326 |
|  5.00%, 07/01/2026 | 400 | 407 |
|  5.00%, 10/01/2026(1) | 3445 | 3445 |
|  5.00%, 01/01/2027 | 300 | 309 |
|  5.00%, 01/01/2027 | 575 | 592 |
|  5.00%, 07/01/2027 | 300 | 312 |
|  5.00%, 07/01/2027 | 400 | 417 |
|  5.00%, 01/01/2028 | 600 | 631 |
|  5.00%, 07/01/2028 | 500 | 531 |
|  Indiana Municipal Power Agency |  |  |
|  5.00%, 01/01/2037 | 4500 | 4542 |
|  5.00%, 01/01/2043 | 8334 | 8829 |
|  Indianapolis Local Public Improvement Bond Bank |  |  |
|  4.00%, 01/01/2035 | 1725 | 1726 |
|  5.00%, 01/15/2028 | 500 | 529 |
|  5.00%, 01/01/2029 | 1000 | 1014 |
|  5.00%, 01/01/2031 | 1000 | 1013 |
|  5.00%, 01/01/2031 | 10735 | 11776 |
|  5.00%, 01/01/2032 | 2000 | 2208 |
|  5.00%, 01/01/2036 | 615 | 675 |
|  5.00%, 01/01/2038 | 1125 | 1217 |
|  5.00%, 01/01/2039 | 1250 | 1343 |
|  5.00%, 02/01/2053 | 3000 | 3079 |
|  5.25%, 01/01/2039 | 2000 | 2123 |
|  6.00%, 02/01/2048 | 8150 | 9058 |
|  IPS Multi-School Building Corp. |  |  |
|  5.25%, 07/15/2041 | 3450 | 3668 |
|  Lawrence Township School Building Corp. |  |  |
|  5.00%, 07/15/2038 | 2715 | 2976 |
|  Merrillville Redevelopment Authority |  |  |
|  5.00%, 07/15/2043 | 990 | 1024 |
|  5.00%, 07/15/2043 | 1000 | 1035 |
|  5.00%, 07/15/2045 | 750 | 771 |
|  5.00%, 07/15/2045 | 1000 | 1028 |
|  Monroe County Community School Corp. |  |  |
|  0.05%, 07/15/2034 | 995 | 727 |
|  0.05%, 01/15/2035 | 1000 | 712 |
|  Mount Vernon of Hancock County Multi-School Building Corp. |  |  |
|  5.50%, 07/15/2036 | 1000 | 1105 |
|  5.50%, 07/15/2038 | 1000 | 1094 |
|  Muncie Community School Corp. |  |  |
|  3.25%, 01/15/2026 | 1000 | 1000 |
|  Newburgh Chandler Public Library |  |  |
|  0.05%, 01/15/2036 | 280 | 187 |

---

------

---

| | | |
|:---|:---|:---|
|  Noblesville Redevelopment Authority |  |  |
|  5.50%, 01/15/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2140 |
|  North Putnam Middle School Building Corp. |  |  |
|  5.00%, 01/15/2044 | 370 | 386 |
|  Southwest Dubois County Multi-School Building Corp. |  |  |
|  5.00%, 07/15/2042 | 1260 | 1325 |
|  5.00%, 01/15/2044 | 365 | 381 |
|  Speedway Multi-School Building Corp. |  |  |
|  5.00%, 07/15/2042 | 1000 | 1049 |
|  Terre Haute Sanitary District |  |  |
|  5.00%, 07/01/2038 | 4445 | 4819 |
|  5.00%, 07/01/2039 | 2000 | 2152 |
|  5.00%, 07/01/2040 | 3000 | 3196 |
|  5.00%, 07/01/2041 | 1500 | 1583 |
|  Tri-Creek 2002 High School Building Corp. |  |  |
|  5.50%, 07/15/2041 | 3875 | 4227 |
|  5.50%, 07/15/2043 | 10130 | 10900 |
|  Warsaw Multi-School Building Corp. |  |  |
|  2.50%, 01/15/2036 | 1270 | 1110 |
|  Western Wayne School Building Corp. |  |  |
|  4.00%, 07/15/2041 | 600 | 588 |
|  Westfield-Washington Multi-School Building Corp. |  |  |
|  5.00%, 01/15/2028 | 390 | 393 |
|  5.00%, 01/15/2029 | 540 | 544 |
|  5.00%, 01/15/2030 | 700 | 705 |
|  5.00%, 01/15/2034 | 1000 | 1141 |
|  5.00%, 07/15/2035 | 1230 | 1397 |
|  5.00%, 07/15/2041 | 1000 | 1047 |
|  5.00%, 07/15/2042 | 500 | 519 |
|  5.00%, 07/15/2043 | 1350 | 1392 |
|  5.25%, 07/15/2038 | 2200 | 2460 |
|  5.25%, 07/15/2041 | 3450 | 3744 |
|  5.25%, 07/15/2043 | 8950 | 9561 |
|  5.25%, 01/15/2044 | 1000 | 1062 |
|  5.25%, 01/15/2044 | 1000 | 1062 |
|  Zionsville Community Schools Building Corp. |  |  |
|  5.00%, 07/15/2036 | 1185 | 1328 |
|  5.00%, 07/15/2037 | 720 | 798 |
|  Total Indiana | Total Indiana | 317561 |
|  **Iowa – 0.81%** |  |  |
|  Ames Community School District |  |  |
|  1.75%, 06/01/2034 | 3000 | 2502 |
|  City of Bondurant IA |  |  |
|  5.25%, 06/01/2039 | 2075 | 2233 |
|  5.25%, 06/01/2040 | 2265 | 2417 |
|  5.25%, 06/01/2041 | 2000 | 2113 |
|  City of Coralville IA |  |  |
|  4.00%, 06/01/2028 | 300 | 297 |
|  4.00%, 05/01/2030 | 605 | 605 |
|  5.00%, 05/01/2036 | 735 | 770 |
|  5.00%, 05/01/2038 | 1400 | 1450 |
|  5.00%, 05/01/2039 | 350 | 353 |
|  5.00%, 05/01/2040 | 2260 | 2317 |
|  5.00%, 05/01/2041 | 1650 | 1682 |
|  City of Davenport IA |  |  |
|  2.00%, 06/01/2036 | 1590 | 1288 |
|  City of Des Moines IA |  |  |
|  1.75%, 06/01/2038 | 1410 | 1000 |
|  City of Le Mars IA Water Revenue |  |  |
|  5.00%, 06/01/2045 | 1005 | 1041 |
|  City of Pella IA Local Option Sales & Services Tax Revenue |  |  |
|  5.00%, 06/01/2038 | 850 | 916 |
|  5.00%, 06/01/2039 | 1000 | 1070 |
|  5.00%, 06/01/2041 | 1970 | 2068 |
|  5.00%, 12/01/2043 | 3000 | 3097 |
|  College Community School District Infrastructure Sales Services & Use Tax |  |  |
|  4.13%, 06/01/2042 | 3170 | 3161 |
|  County of Polk IA |  |  |
|  3.00%, 06/01/2036 | 1410 | 1318 |
|  5.00%, 06/01/2039 | 4000 | 4211 |
|  5.25%, 06/01/2042 | 4210 | 4460 |
|  Iowa City Community School District |  |  |
|  2.25%, 06/01/2035 | 1000 | 824 |
|  2.50%, 06/01/2038 | 2000 | 1549 |

---

------

---

| | | |
|:---|:---|:---|
|  Iowa Finance Authority |  |  |
|  3.50%, 01/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4137 |
|  3.88%, 01/01/2042(1) | 4215 | 4208 |
|  4.00%, 05/15/2046 | 800 | 668 |
|  5.00%, 08/01/2034 | 5450 | 6343 |
|  5.00%, 08/01/2036 | 4545 | 5104 |
|  5.00%, 08/01/2037 | 2040 | 2271 |
|  6.00%, 11/01/2042(2) | 3500 | 3384 |
|  6.25%, 07/01/2054 | 7305 | 8080 |
|  7.25%, 05/15/2038 | 3400 | 3863 |
|  Iowa Student Loan Liquidity Corp. |  |  |
|  4.50%, 12/01/2045 | 2822 | 2845 |
|  5.00%, 12/01/2025 | 1000 | 1003 |
|  5.00%, 12/01/2025 | 1775 | 1781 |
|  5.00%, 12/01/2026 | 600 | 611 |
|  5.00%, 12/01/2026 | 600 | 611 |
|  5.00%, 12/01/2026 | 1100 | 1121 |
|  5.00%, 12/01/2027 | 900 | 931 |
|  5.00%, 12/01/2027 | 1120 | 1161 |
|  5.00%, 12/01/2028 | 1125 | 1183 |
|  5.00%, 12/01/2028 | 1440 | 1511 |
|  5.00%, 12/01/2028 | 1640 | 1725 |
|  5.00%, 12/01/2029 | 530 | 561 |
|  5.00%, 12/01/2029 | 1275 | 1350 |
|  5.00%, 12/01/2030 | 625 | 665 |
|  5.00%, 12/01/2030 | 1000 | 1064 |
|  5.00%, 12/01/2031 | 1330 | 1424 |
|  5.00%, 12/01/2032 | 1270 | 1372 |
|  5.00%, 12/01/2033 | 1000 | 1074 |
|  5.00%, 12/01/2033 | 1950 | 2101 |
|  5.00%, 12/01/2034 | 1100 | 1177 |
|  5.00%, 12/01/2034 | 1640 | 1752 |
|  PEFA, Inc. |  |  |
|  5.00%, 09/01/2049(1) | 19160 | 19496 |
|  State of Iowa Board of Regents |  |  |
|  4.25%, 09/01/2043 | 4495 | 4427 |
|  4.38%, 09/01/2045 | 5795 | 5727 |
|  Waterloo Community School District Infrastructure Sales Services & Use Tax |  |  |
|  5.00%, 07/01/2047 | 5030 | 5135 |
|  Waukee Community School District |  |  |
|  2.00%, 06/01/2036 | 4000 | 3230 |
|  2.13%, 06/01/2039 | 4440 | 3318 |
|  Total Iowa | Total Iowa | 149156 |
|  **Kansas – 0.50%** |  |  |
|  Butler County Unified School District No 375 Circle |  |  |
|  3.00%, 09/01/2033 | 1400 | 1377 |
|  Butler County Unified School District No 394 Rose Hill |  |  |
|  5.00%, 09/01/2040 | 1310 | 1397 |
|  City of Abilene KS |  |  |
|  3.38%, 03/01/2029 | 3000 | 3015 |
|  City of Garden City KS |  |  |
|  4.25%, 06/01/2033(2) | 600 | 594 |
|  City of Girard KS |  |  |
|  3.63%, 02/01/2027 | 1300 | 1307 |
|  City of Prairie Village KS |  |  |
|  3.13%, 04/01/2036 | 980 | 929 |
|  City of Wamego KS Electric Utility System Revenue |  |  |
|  5.25%, 09/01/2038 | 525 | 581 |
|  5.25%, 09/01/2039 | 1180 | 1294 |
|  5.25%, 09/01/2041 | 1000 | 1075 |
|  City of Wichita KS Water & Sewer Utility Revenue |  |  |
|  2.00%, 10/01/2036 | 2110 | 1676 |
|  County of Sumner KS |  |  |
|  3.00%, 10/01/2038 | 1040 | 892 |
|  Geary County Unified School District No 475 |  |  |
|  3.00%, 09/01/2039 | 1000 | 849 |
|  Johnson & Miami Counties Unified School District No 230 Spring Hills |  |  |
|  6.00%, 09/01/2041 | 1840 | 2139 |
|  6.00%, 09/01/2044 | 1000 | 1139 |
|  Kansas Development Finance Authority |  |  |
|  5.00%, 06/01/2043(1) | 9900 | 10128 |
|  5.00%, 09/01/2044 | 6460 | 6742 |
|  5.00%, 09/01/2045 | 7315 | 7613 |
|  5.00%, 11/15/2054(1) | 5000 | 5331 |

---

------

---

| | | |
|:---|:---|:---|
|  State of Kansas Department of Transportation |  |  |
|  5.00%, 09/01/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8259 |
|  5.00%, 09/01/2036 | 4605 | 5279 |
|  5.00%, 09/01/2037 | 6645 | 7514 |
|  5.00%, 09/01/2038 | 7700 | 8604 |
|  Wyandotte County Unified School District No 500 Kansas City |  |  |
|  5.00%, 09/01/2042 | 2240 | 2368 |
|  5.25%, 09/01/2055 | 6855 | 7154 |
|  Wyandotte County-Kansas City Unified Government Utility System Revenue |  |  |
|  3.00%, 09/01/2045 | 1240 | 927 |
|  5.00%, 09/01/2035 | 4315 | 4321 |
|  Total Kansas | Total Kansas | 92504 |
|  **Kentucky – 2.37%** |  |  |
|  City of Ashland KY |  |  |
|  5.00%, 02/01/2028 | 255 | 265 |
|  5.00%, 02/01/2032 | 395 | 412 |
|  5.00%, 02/01/2040 | 2665 | 2669 |
|  City of Henderson KY |  |  |
|  3.70%, 01/01/2032(2) | 7515 | 7560 |
|  4.45%, 01/01/2042(2) | 6920 | 6672 |
|  County of Carroll KY |  |  |
|  1.55%, 09/01/2042(1) | 10750 | 10526 |
|  1.75%, 10/01/2034(1) | 1045 | 1022 |
|  County of Meade KY |  |  |
|  4.05%, 07/01/2060(1) | 2040 | 2040 |
|  Erlanger-Elsmere Board of Education |  |  |
|  5.00%, 06/01/2042 | 1105 | 1164 |
|  5.00%, 06/01/2043 | 1000 | 1046 |
|  Kenton County Airport Board |  |  |
|  5.25%, 01/01/2037 | 5600 | 6210 |
|  5.25%, 01/01/2040 | 1500 | 1613 |
|  5.25%, 01/01/2044 | 2500 | 2613 |
|  Kentucky Bond Development Corp. |  |  |
|  5.00%, 09/01/2049 | 2700 | 2741 |
|  5.00%, 08/15/2055(1) | 11250 | 12637 |
|  Kentucky Economic Development Finance Authority |  |  |
|  5.00%, 08/01/2030 | 2160 | 2312 |
|  5.00%, 07/01/2033 | 1000 | 1001 |
|  5.00%, 01/01/2045 | 3680 | 3680 |
|  Kentucky Housing Corp. |  |  |
|  3.50%, 07/01/2028(1) | 4300 | 4335 |
|  6.25%, 07/01/2055 | 3000 | 3329 |
|  Kentucky Municipal Energy Agency |  |  |
|  5.00%, 01/01/2036 | 1000 | 1112 |
|  5.00%, 01/01/2037 | 2075 | 2289 |
|  5.00%, 01/01/2038 | 2105 | 2306 |
|  5.00%, 01/01/2040 | 1500 | 1607 |
|  5.00%, 01/01/2041 | 1000 | 1061 |
|  5.00%, 01/01/2045 | 1850 | 1929 |
|  Kentucky Public Energy Authority |  |  |
|  4.00%, 02/01/2050(1) | 27000 | 27610 |
|  4.00%, 12/01/2050(1) | 11445 | 11531 |
|  5.00%, 01/01/2055(1) | 73440 | 79571 |
|  5.00%, 05/01/2055(1) | 6305 | 6683 |
|  5.25%, 04/01/2054(1) | 20260 | 22201 |
|  5.25%, 06/01/2055(1) | 30575 | 32791 |
|  Kentucky State Property & Building Commission |  |  |
|  5.00%, 11/01/2026 | 1495 | 1536 |
|  5.00%, 11/01/2026 | 1830 | 1880 |
|  5.00%, 11/01/2026 | 36500 | 37499 |
|  5.00%, 04/01/2027 | 1000 | 1038 |
|  5.00%, 11/01/2027 | 2435 | 2497 |
|  5.00%, 11/01/2027 | 16000 | 16838 |
|  5.00%, 11/01/2028 | 16000 | 17214 |
|  5.00%, 05/01/2029 | 1000 | 1038 |
|  5.00%, 05/01/2029 | 1025 | 1090 |
|  5.00%, 11/01/2031 | 1685 | 1799 |
|  5.00%, 05/01/2032 | 270 | 285 |
|  5.00%, 04/01/2035 | 4000 | 4583 |
|  5.00%, 10/01/2037 | 2125 | 2356 |
|  5.00%, 04/01/2038 | 15140 | 16776 |
|  5.00%, 10/01/2038 | 3070 | 3370 |
|  5.00%, 11/01/2038 | 1000 | 1093 |
|  5.00%, 11/01/2039 | 1100 | 1193 |
|  5.00%, 10/01/2040 | 5120 | 5547 |
|  5.00%, 10/01/2041 | 4035 | 4336 |
|  5.00%, 04/01/2042 | 12515 | 13382 |

---

------

---

| | | |
|:---|:---|:---|
|  Kentucky Turnpike Authority |  |  |
|  5.00%, 07/01/2033 | 340 | 379 |
|  5.00%, 07/01/2035 | 500 | 550 |
|  Louisville & Jefferson County Metropolitan Sewer District |  |  |
|  5.00%, 05/15/2038 | 9835 | 10953 |
|  Louisville/Jefferson County Metropolitan Government |  |  |
|  4.00%, 04/01/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12992 |
|  5.00%, 10/01/2029 | 1000 | 1020 |
|  5.00%, 10/01/2030 | 2500 | 2548 |
|  5.00%, 10/01/2031 | 1000 | 1018 |
|  5.00%, 10/01/2037 | 1200 | 1254 |
|  5.00%, 10/01/2047(1) | 740 | 754 |
|  5.00%, 10/01/2047(1) | 2135 | 2297 |
|  Paducah Electric Plant Board |  |  |
|  5.00%, 10/01/2034 | 5700 | 5787 |
|  Total Kentucky | Total Kentucky | 439440 |
|  **Louisiana – 0.72%** |  |  |
|  City of Shreveport LA |  |  |
|  5.00%, 03/01/2035 | 340 | 377 |
|  5.00%, 03/01/2039 | 1015 | 1085 |
|  5.00%, 03/01/2049 | 3870 | 3922 |
|  5.00%, 03/01/2054 | 1250 | 1267 |
|  5.25%, 03/01/2036 | 335 | 374 |
|  5.25%, 03/01/2037 | 225 | 249 |
|  5.25%, 03/01/2038 | 400 | 439 |
|  5.25%, 03/01/2039 | 250 | 272 |
|  5.25%, 03/01/2040 | 690 | 741 |
|  5.25%, 03/01/2042 | 750 | 788 |
|  5.50%, 03/01/2045 | 860 | 907 |
|  Greater New Orleans Expressway Commission |  |  |
|  5.00%, 11/01/2036 | 1000 | 1002 |
|  5.00%, 11/01/2042 | 2440 | 2444 |
|  Jefferson Parish Consolidated Sewerage District No 1 |  |  |
|  4.00%, 02/01/2035 | 1330 | 1368 |
|  4.00%, 02/01/2036 | 750 | 764 |
|  4.00%, 02/01/2038 | 555 | 555 |
|  4.00%, 02/01/2039 | 1110 | 1091 |
|  4.00%, 02/01/2042 | 370 | 342 |
|  Jefferson Parish Consolidated Waterworks District No 2 |  |  |
|  4.00%, 02/01/2037 | 5000 | 5078 |
|  Juban Crossing Economic Development District |  |  |
|  5.00%, 09/15/2039 | 1100 | 1167 |
|  5.00%, 09/15/2040 | 1155 | 1209 |
|  5.00%, 09/15/2041 | 1210 | 1253 |
|  5.00%, 09/15/2042 | 1120 | 1149 |
|  5.00%, 09/15/2043 | 1335 | 1364 |
|  5.00%, 09/15/2044 | 1400 | 1424 |
|  Lake Charles Harbor & Terminal District |  |  |
|  5.00%, 01/01/2026 | 355 | 356 |
|  5.00%, 01/01/2027 | 440 | 449 |
|  5.00%, 01/01/2028 | 525 | 544 |
|  Louisiana Housing Corp. |  |  |
|  5.00%, 07/01/2026 | 5130 | 5204 |
|  6.25%, 06/01/2055 | 2000 | 2247 |
|  Louisiana Local Government Environmental Facilities & Community Development Auth |  |  |
|  4.25%, 11/15/2030(2) | 475 | 478 |
|  5.00%, 08/01/2027 | 935 | 968 |
|  5.00%, 10/01/2028 | 1045 | 1117 |
|  5.00%, 12/01/2034 | 780 | 856 |
|  5.00%, 08/15/2037 | 20000 | 20381 |
|  5.00%, 02/01/2040 | 2405 | 2583 |
|  Louisiana Public Facilities Authority |  |  |
|  5.00%, 12/15/2025 | 275 | 276 |
|  5.00%, 12/15/2026 | 300 | 308 |
|  5.00%, 10/01/2027 | 2000 | 2062 |
|  5.00%, 05/15/2030 | 10675 | 11558 |
|  5.00%, 12/15/2030 | 150 | 157 |
|  5.00%, 05/15/2031 | 1250 | 1286 |
|  5.00%, 12/15/2031 | 390 | 407 |
|  5.00%, 05/15/2032 | 1000 | 1027 |
|  5.00%, 05/15/2034 | 200 | 204 |
|  New Orleans Aviation Board |  |  |
|  5.00%, 01/01/2028 | 155 | 158 |
|  5.00%, 01/01/2030 | 275 | 281 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 01/01/2033 | 740 | 750 |
|  5.00%, 01/01/2034 | 170 | 172 |
|  5.00%, 01/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4014 |
|  5.00%, 01/01/2039 | 3785 | 3989 |
|  5.25%, 01/01/2040 | 3265 | 3511 |
|  Parish of East Baton Rouge Capital Improvements District |  |  |
|  5.00%, 08/01/2041 | 8115 | 8749 |
|  5.00%, 08/01/2046 | 4000 | 4183 |
|  Parish of St James LA |  |  |
|  6.10%, 12/01/2040(1)(2) | 1000 | 1082 |
|  Parish of St John the Baptist LA |  |  |
|  2.20%, 06/01/2037(1) | 2475 | 2463 |
|  3.30%, 06/01/2037(1) | 3935 | 3985 |
|  4.05%, 06/01/2037(1) | 5090 | 5134 |
|  Port New Orleans Board of Commissioners |  |  |
|  5.00%, 04/01/2035 | 1000 | 1016 |
|  Rapides Parish School District No 52 Pineville |  |  |
|  5.25%, 03/01/2039 | 280 | 307 |
|  5.25%, 03/01/2040 | 245 | 266 |
|  5.25%, 03/01/2045 | 1500 | 1573 |
|  St John Baptist Parish Law Enforcement District |  |  |
|  5.00%, 03/01/2040 | 425 | 453 |
|  5.25%, 03/01/2045 | 1000 | 1059 |
|  State of Louisiana |  |  |
|  5.00%, 03/01/2038 | 5000 | 5240 |
|  5.00%, 03/01/2040 | 500 | 526 |
|  West Baton Rouge Parish School Board |  |  |
|  5.25%, 03/01/2045 | 2000 | 2134 |
|  Total Louisiana | Total Louisiana | 134144 |
|  **Maine – 0.10%** |  |  |
|  Finance Authority of Maine |  |  |
|  4.63%, 12/01/2047(1)(2) | 1100 | 1083 |
|  Maine Health & Higher Educational Facilities Authority |  |  |
|  4.00%, 07/01/2041 | 1480 | 1216 |
|  5.00%, 07/01/2041 | 250 | 266 |
|  5.00%, 07/01/2043 | 300 | 315 |
|  5.00%, 07/01/2043 | 1190 | 1209 |
|  5.25%, 07/01/2042 | 5235 | 5630 |
|  Maine Turnpike Authority |  |  |
|  5.00%, 07/01/2030 | 600 | 665 |
|  5.00%, 07/01/2032 | 1035 | 1169 |
|  5.00%, 07/01/2033 | 1290 | 1467 |
|  5.00%, 07/01/2034 | 1745 | 1994 |
|  Town of York ME |  |  |
|  0.05%, 10/01/2025 | 760 | 760 |
|  0.05%, 10/01/2026 | 760 | 738 |
|  0.05%, 10/01/2027 | 755 | 712 |
|  0.05%, 10/01/2028 | 755 | 691 |
|  Total Maine | Total Maine | 17915 |
|  **Maryland – 1.28%** |  |  |
|  City of Baltimore MD |  |  |
|  4.00%, 07/01/2036 | 1460 | 1478 |
|  4.00%, 07/01/2037 | 1235 | 1245 |
|  4.00%, 07/01/2039 | 605 | 606 |
|  4.50%, 06/01/2033 | 150 | 153 |
|  5.00%, 07/01/2029 | 4770 | 4908 |
|  5.00%, 09/01/2030 | 3000 | 3060 |
|  5.00%, 09/01/2032 | 1000 | 1016 |
|  5.00%, 07/01/2039 | 17520 | 17771 |
|  5.00%, 07/01/2041 | 6090 | 6157 |
|  County of Anne Arundel MD |  |  |
|  5.00%, 10/01/2026 | 1085 | 1085 |
|  5.00%, 07/01/2039 | 1850 | 2015 |
|  County of Baltimore MD |  |  |
|  3.00%, 03/01/2037 | 1210 | 1133 |
|  County of Cecil MD |  |  |
|  2.50%, 08/01/2038 | 1335 | 1083 |
|  County of Frederick MD |  |  |
|  3.75%, 07/01/2039 | 500 | 454 |
|  County of Prince George's MD |  |  |
|  4.70%, 07/01/2026 | 355 | 356 |
|  5.00%, 07/01/2034 | 2000 | 2255 |
|  Maryland Community Development Administration |  |  |
|  3.10%, 03/01/2026 | 180 | 180 |
|  3.20%, 09/01/2028 | 2000 | 2000 |

---

------

---

| | | |
|:---|:---|:---|
|  3.25%, 03/01/2027 | 595 | 598 |
|  3.30%, 01/01/2029 | 1500 | 1521 |
|  3.50%, 03/01/2050 | 525 | 525 |
|  4.00%, 09/01/2049 | 480 | 486 |
|  5.00%, 09/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2069 |
|  5.75%, 09/01/2054 | 4510 | 4824 |
|  6.00%, 03/01/2053 | 3910 | 4191 |
|  Maryland Department of Housing & Community Development |  |  |
|  6.25%, 03/01/2056 | 1750 | 1981 |
|  Maryland Economic Development Corp. |  |  |
|  3.25%, 09/01/2030 | 965 | 940 |
|  4.00%, 09/01/2040 | 410 | 377 |
|  4.00%, 09/01/2050 | 1295 | 1074 |
|  5.00%, 06/01/2028 | 2000 | 2083 |
|  5.00%, 11/12/2028 | 7185 | 7251 |
|  5.00%, 06/30/2038 | 2800 | 2903 |
|  5.00%, 12/31/2039 | 2350 | 2413 |
|  5.00%, 06/30/2040 | 2795 | 2845 |
|  5.00%, 12/31/2040 | 3575 | 3638 |
|  5.00%, 06/30/2041 | 4860 | 4931 |
|  5.00%, 12/31/2041 | 3155 | 3201 |
|  5.00%, 06/30/2042 | 5000 | 5037 |
|  5.00%, 10/01/2045 | 1000 | 1018 |
|  5.38%, 07/01/2038 | 1215 | 1294 |
|  Maryland Health & Higher Educational Facilities Authority |  |  |
|  4.00%, 07/01/2042 | 120 | 111 |
|  4.25%, 07/01/2039 | 6075 | 6204 |
|  4.25%, 07/01/2040 | 3310 | 3339 |
|  5.00%, 07/01/2032 | 750 | 760 |
|  5.00%, 07/01/2036 | 2200 | 2473 |
|  5.00%, 07/01/2037 | 3010 | 3351 |
|  5.00%, 07/01/2038 | 2125 | 2141 |
|  5.00%, 07/01/2041 | 2100 | 2252 |
|  5.00%, 07/01/2042 | 6375 | 6764 |
|  5.00%, 07/01/2044 | 4000 | 4174 |
|  5.00%, 07/01/2045(1) | 2075 | 2124 |
|  5.00%, 07/01/2046 | 2000 | 2070 |
|  5.50%, 01/01/2029 | 1500 | 1541 |
|  5.50%, 01/01/2030 | 1750 | 1797 |
|  Maryland Stadium Authority |  |  |
|  5.00%, 05/01/2032 | 765 | 775 |
|  5.00%, 06/01/2038 | 1760 | 1900 |
|  5.00%, 05/01/2047 | 6725 | 6824 |
|  Maryland State Transportation Authority |  |  |
|  5.00%, 07/01/2034 | 1550 | 1691 |
|  Maryland State Transportation Authority Passenger Facility Charge Revenue |  |  |
|  3.00%, 06/01/2036 | 4500 | 4007 |
|  4.00%, 06/01/2029 | 1590 | 1590 |
|  Montgomery County Housing Opportunities Commission |  |  |
|  3.85%, 07/01/2034 | 4500 | 4609 |
|  State of Maryland |  |  |
|  3.00%, 08/01/2027 | 6490 | 6525 |
|  4.00%, 08/01/2035 | 1000 | 1044 |
|  5.00%, 06/01/2034 | 2115 | 2384 |
|  5.00%, 06/01/2037 | 6535 | 7191 |
|  5.00%, 06/01/2038 | 21500 | 24433 |
|  5.00%, 06/01/2039 | 6705 | 7465 |
|  State of Maryland Department of Transportation |  |  |
|  2.00%, 10/01/2034 | 1000 | 866 |
|  3.00%, 09/01/2032 | 5300 | 5293 |
|  4.00%, 10/01/2032 | 1400 | 1426 |
|  5.00%, 10/01/2026 | 11570 | 11870 |
|  5.00%, 12/01/2027 | 1205 | 1273 |
|  5.00%, 12/01/2028 | 1335 | 1443 |
|  5.00%, 08/01/2029 | 700 | 753 |
|  5.00%, 08/01/2035 | 1800 | 1984 |
|  Total Maryland | Total Maryland | 236602 |
|  **Massachusetts – 1.30%** |  |  |
|  City of Somerville MA |  |  |
|  2.00%, 10/15/2038 | 1680 | 1305 |
|  City of Waltham MA |  |  |
|  2.13%, 10/15/2039 | 660 | 518 |
|  Commonwealth of Massachusetts |  |  |
|  2.00%, 03/01/2037 | 4260 | 3478 |
|  2.00%, 03/01/2038 | 1240 | 981 |

---

------

---

| | | |
|:---|:---|:---|
|  4.00%, 11/01/2040 | 1075 | 1061 |
|  4.00%, 02/01/2042 | 6000 | 5784 |
|  5.00%, 07/01/2028 | 350 | 357 |
|  5.00%, 12/01/2030 | 1500 | 1545 |
|  5.00%, 07/01/2033 | 5500 | 5591 |
|  5.00%, 10/01/2033 | 4075 | 4665 |
|  5.00%, 07/01/2035 | 1500 | 1591 |
|  5.00%, 10/01/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11230 |
|  5.00%, 07/01/2036 | 7565 | 8754 |
|  5.00%, 07/01/2037 | 4670 | 4726 |
|  5.00%, 09/01/2038 | 2520 | 2620 |
|  5.00%, 05/01/2039 | 925 | 1015 |
|  5.00%, 05/01/2040 | 1250 | 1356 |
|  5.00%, 07/01/2040 | 5000 | 5004 |
|  5.00%, 01/01/2042 | 5710 | 6129 |
|  5.00%, 01/01/2054 | 2310 | 2398 |
|  5.25%, 09/01/2043 | 7500 | 7744 |
|  5.25%, 10/01/2047 | 2650 | 2799 |
|  5.25%, 10/01/2052 | 5185 | 5438 |
|  5.50%, 08/01/2030 | 1140 | 1285 |
|  Commonwealth of Massachusetts Transportation Fund Revenue |  |  |
|  5.00%, 06/01/2040 | 7435 | 7659 |
|  Massachusetts Bay Transportation Authority Sales Tax Revenue |  |  |
|  0.00%, 07/01/2031 | 4000 | 3344 |
|  0.00%, 07/01/2032 | 3950 | 3168 |
|  5.00%, 07/01/2037 | 12500 | 14083 |
|  5.00%, 07/01/2040 | 1400 | 1427 |
|  5.00%, 07/01/2041 | 4000 | 4304 |
|  5.25%, 07/01/2048 | 7500 | 7972 |
|  Massachusetts Clean Water Trust |  |  |
|  5.00%, 08/01/2031 | 1790 | 1914 |
|  5.00%, 02/01/2033 | 5000 | 5814 |
|  5.00%, 02/01/2034 | 2335 | 2730 |
|  Massachusetts Development Finance Agency |  |  |
|  5.00%, 10/01/2025 | 905 | 905 |
|  5.00%, 07/01/2026 | 1140 | 1154 |
|  5.00%, 10/01/2026 | 955 | 969 |
|  5.00%, 11/01/2026(1) | 5500 | 5508 |
|  5.00%, 01/01/2028 | 1105 | 1145 |
|  5.00%, 01/01/2030 | 520 | 552 |
|  5.00%, 01/01/2031 | 475 | 483 |
|  5.00%, 10/01/2031 | 3000 | 3005 |
|  5.00%, 01/01/2032 | 635 | 645 |
|  5.00%, 07/01/2032 | 1270 | 1305 |
|  5.00%, 01/01/2033 | 540 | 548 |
|  5.00%, 10/01/2033 | 750 | 756 |
|  5.00%, 01/01/2034 | 710 | 719 |
|  5.00%, 07/01/2034 | 500 | 509 |
|  5.00%, 07/01/2034 | 1650 | 1674 |
|  5.00%, 10/01/2034 | 835 | 840 |
|  5.00%, 10/01/2034 | 1900 | 1867 |
|  5.00%, 01/01/2035 | 745 | 753 |
|  5.00%, 07/01/2037 | 2235 | 2246 |
|  5.00%, 10/01/2039 | 2250 | 2421 |
|  5.00%, 10/01/2041 | 1450 | 1435 |
|  5.00%, 07/01/2043 | 1000 | 1030 |
|  5.00%, 07/01/2044 | 1250 | 1280 |
|  5.00%, 10/01/2048 | 1770 | 1856 |
|  5.25%, 09/01/2032 | 1405 | 1545 |
|  5.25%, 09/01/2034 | 1210 | 1330 |
|  5.25%, 09/01/2035 | 1280 | 1403 |
|  5.25%, 09/01/2037 | 610 | 656 |
|  5.25%, 09/01/2039 | 675 | 712 |
|  5.25%, 01/01/2041 | 605 | 623 |
|  5.25%, 01/01/2042 | 425 | 434 |
|  5.25%, 06/01/2043 | 1500 | 1583 |
|  5.25%, 01/01/2044 | 1020 | 1028 |
|  5.25%, 06/01/2045 | 1000 | 1046 |
|  5.50%, 07/15/2035(2) | 830 | 847 |
|  6.38%, 07/15/2045(2) | 2080 | 2108 |
|  Massachusetts Educational Financing Authority |  |  |
|  2.00%, 07/01/2037 | 3755 | 3084 |
|  5.00%, 07/01/2026 | 5000 | 5067 |
|  5.00%, 07/01/2027 | 1000 | 1030 |
|  5.00%, 07/01/2027 | 1500 | 1543 |

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| | | |
|:---|:---|:---|
|  5.00%, 07/01/2027 | 2350 | 2419 |
|  5.00%, 07/01/2028 | 1775 | 1854 |
|  5.00%, 07/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2611 |
|  5.00%, 07/01/2029 | 1600 | 1688 |
|  5.00%, 07/01/2030 | 1425 | 1524 |
|  Massachusetts Housing Finance Agency |  |  |
|  4.00%, 12/01/2027 | 3355 | 3381 |
|  4.35%, 12/01/2037 | 2405 | 2405 |
|  Massachusetts Port Authority |  |  |
|  5.00%, 07/01/2032 | 4220 | 4461 |
|  Massachusetts School Building Authority |  |  |
|  5.00%, 02/15/2037 | 5250 | 5964 |
|  5.00%, 08/15/2037 | 4500 | 4505 |
|  5.00%, 02/15/2038 | 7500 | 8440 |
|  5.25%, 02/15/2048 | 2000 | 2044 |
|  Massachusetts State College Building Authority |  |  |
|  2.13%, 05/01/2046 | 2100 | 1312 |
|  Total Massachusetts | Total Massachusetts | 240041 |
|  **Michigan – 2.58%** |  |  |
|  Advanced Technology Academy |  |  |
|  3.88%, 11/01/2029 | 1210 | 1199 |
|  Allen Park Public School District |  |  |
|  5.00%, 11/01/2037 | 920 | 1034 |
|  Ann Arbor School District |  |  |
|  5.00%, 05/01/2035 | 6610 | 7613 |
|  5.00%, 05/01/2036 | 1065 | 1219 |
|  Avondale School District |  |  |
|  5.00%, 11/01/2025 | 785 | 786 |
|  5.00%, 11/01/2026 | 765 | 784 |
|  Cadillac Area Public Schools |  |  |
|  5.00%, 05/01/2043 | 960 | 990 |
|  Calhoun County Hospital Finance Authority |  |  |
|  5.00%, 02/15/2028 | 750 | 762 |
|  Carman-Ainsworth Community Schools |  |  |
|  5.00%, 05/01/2046 | 2605 | 2725 |
|  5.00%, 05/01/2049 | 1500 | 1561 |
|  5.00%, 05/01/2052 | 1000 | 1036 |
|  Center Line Public Schools |  |  |
|  5.25%, 05/01/2048 | 3000 | 3169 |
|  Chelsea School District |  |  |
|  5.00%, 05/01/2042 | 1520 | 1607 |
|  5.00%, 05/01/2043 | 2400 | 2517 |
|  5.00%, 05/01/2044 | 2520 | 2626 |
|  5.00%, 05/01/2045 | 1040 | 1081 |
|  City of Detroit MI |  |  |
|  5.00%, 04/01/2034 | 750 | 806 |
|  5.00%, 04/01/2035 | 1400 | 1494 |
|  City of Grand Rapids MI |  |  |
|  5.00%, 04/01/2042 | 760 | 814 |
|  City of Lansing MI |  |  |
|  5.00%, 06/01/2041 | 4950 | 5256 |
|  City of Royal Oak MI |  |  |
|  5.00%, 04/01/2031 | 1045 | 1113 |
|  City of Wyoming MI Water Revenue |  |  |
|  5.00%, 12/01/2049 | 1045 | 1086 |
|  5.00%, 12/01/2050 | 350 | 362 |
|  County of Genesee MI Water Supply System Revenue |  |  |
|  5.00%, 11/01/2039 | 1000 | 1094 |
|  Detroit Downtown Development Authority |  |  |
|  5.00%, 07/01/2035 | 1810 | 2035 |
|  5.00%, 07/01/2040 | 1430 | 1535 |
|  Ferndale Public Schools |  |  |
|  5.00%, 05/01/2049 | 2795 | 2907 |
|  Four Lakes Special Assessment District |  |  |
|  5.00%, 06/01/2036 | 1575 | 1709 |
|  5.00%, 06/01/2038 | 2155 | 2303 |
|  5.00%, 06/01/2041 | 2115 | 2233 |
|  5.00%, 06/01/2043 | 2090 | 2179 |
|  Fraser Public School District |  |  |
|  5.00%, 05/01/2047 | 1350 | 1393 |
|  5.00%, 05/01/2050 | 4000 | 4090 |
|  Gerald R Ford International Airport Authority |  |  |
|  5.00%, 01/01/2040 | 1800 | 1892 |
|  5.00%, 01/01/2049 | 700 | 709 |

---

------

---

| | | |
|:---|:---|:---|
|  Grand Rapids Public Schools |  |  |
|  5.00%, 11/01/2037 | 1750 | 1830 |
|  5.00%, 11/01/2038 | 1000 | 1041 |
|  Great Lakes Water Authority Sewage Disposal System Revenue |  |  |
|  5.00%, 07/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3048 |
|  5.00%, 07/01/2034 | 355 | 400 |
|  Great Lakes Water Authority Water Supply System Revenue |  |  |
|  5.00%, 07/01/2032 | 215 | 246 |
|  5.00%, 07/01/2034 | 395 | 445 |
|  5.00%, 07/01/2036 | 4300 | 4352 |
|  5.00%, 07/01/2046 | 2625 | 2636 |
|  5.00%, 07/01/2046 | 3120 | 3130 |
|  5.25%, 07/01/2047 | 1285 | 1349 |
|  5.25%, 07/01/2053 | 1145 | 1201 |
|  Holly Area School District |  |  |
|  5.00%, 05/01/2044 | 485 | 514 |
|  5.00%, 05/01/2048 | 640 | 672 |
|  5.00%, 05/01/2052 | 1000 | 1041 |
|  Ida Public Schools |  |  |
|  5.00%, 05/01/2031 | 5500 | 5935 |
|  Ingham County Building Authority |  |  |
|  5.00%, 08/01/2041 | 1005 | 1085 |
|  5.00%, 08/01/2042 | 790 | 843 |
|  5.00%, 08/01/2043 | 850 | 900 |
|  5.00%, 08/01/2044 | 585 | 617 |
|  Karegnondi Water Authority |  |  |
|  5.00%, 11/01/2034 | 1430 | 1477 |
|  5.00%, 11/01/2041 | 2225 | 2258 |
|  L'Anse Creuse Public Schools |  |  |
|  5.00%, 05/01/2042 | 1000 | 1071 |
|  5.00%, 05/01/2045 | 1000 | 1054 |
|  Lansing Board of Water & Light |  |  |
|  2.00%, 07/01/2051(1) | 8585 | 8480 |
|  5.00%, 07/01/2037 | 4875 | 5151 |
|  5.00%, 07/01/2038 | 2620 | 2754 |
|  Lansing School District |  |  |
|  5.00%, 05/01/2044 | 850 | 885 |
|  5.00%, 05/01/2045 | 675 | 700 |
|  Lapeer Community Schools |  |  |
|  5.00%, 05/01/2039 | 2730 | 2867 |
|  Lincoln Park School District |  |  |
|  5.00%, 05/01/2042 | 425 | 450 |
|  5.00%, 05/01/2044 | 535 | 560 |
|  5.00%, 05/01/2047 | 910 | 944 |
|  5.00%, 05/01/2050 | 780 | 804 |
|  Michigan Finance Authority |  |  |
|  1.20%, 10/15/2030(1) | 1900 | 1809 |
|  1.20%, 10/15/2038(1) | 590 | 560 |
|  3.64% (SIFMA Municipal Swap Index Yield + 0.75%), 04/15/2047(3) | 1750 | 1745 |
|  3.75%, 12/01/2038 | 6600 | 6858 |
|  3.79% (SIFMA Municipal Swap Index Yield + 0.90%), 12/01/2039(3) | 13000 | 12999 |
|  3.88%, 12/01/2044(1)(2) | 9560 | 9569 |
|  4.00%, 12/01/2036 | 6060 | 6073 |
|  4.00%, 12/01/2036 | 17185 | 17056 |
|  5.00%, 11/01/2025 | 400 | 401 |
|  5.00%, 11/01/2026 | 500 | 513 |
|  5.00%, 12/01/2026 | 1190 | 1221 |
|  5.00%, 06/01/2027 | 3190 | 3289 |
|  5.00%, 11/01/2027 | 500 | 524 |
|  5.00%, 04/15/2030 | 4155 | 4589 |
|  5.00%, 06/01/2030 | 1725 | 1854 |
|  5.00%, 06/01/2031 | 2895 | 3112 |
|  5.00%, 04/15/2032 | 3165 | 3580 |
|  5.00%, 06/01/2032 | 280 | 299 |
|  5.00%, 04/15/2033 | 1935 | 2168 |
|  5.00%, 06/01/2033 | 510 | 540 |
|  5.00%, 04/15/2034 | 970 | 1081 |
|  5.00%, 11/15/2034 | 1495 | 1520 |
|  5.00%, 04/15/2035 | 555 | 612 |
|  5.00%, 04/15/2036 | 5000 | 5466 |
|  5.00%, 12/01/2037 | 6000 | 6165 |
|  5.00%, 12/01/2039 | 3000 | 3138 |
|  5.00%, 06/01/2040 | 2250 | 2281 |
|  5.00%, 12/01/2042 | 1775 | 1797 |
|  5.00%, 11/01/2043 | 4280 | 4352 |
|  5.00%, 12/01/2043(1) | 13000 | 13765 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 11/01/2044 | 4710 | 4711 |
|  5.00%, 11/15/2044(1) | 2035 | 2051 |
|  5.00%, 06/01/2049 | 455 | 448 |
|  Michigan State Building Authority |  |  |
|  3.00%, 10/15/2045 | 1950 | 1581 |
|  5.00%, 10/15/2033 | 1000 | 1021 |
|  5.00%, 04/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13387 |
|  5.00%, 04/15/2035 | 8000 | 8007 |
|  5.00%, 04/15/2036 | 1950 | 2067 |
|  5.00%, 04/15/2038 | 18400 | 18417 |
|  5.00%, 04/15/2041 | 1530 | 1549 |
|  Michigan State Hospital Finance Authority |  |  |
|  5.00%, 12/01/2025 | 700 | 702 |
|  5.00%, 12/01/2027 | 415 | 437 |
|  5.00%, 08/15/2055(1) | 5400 | 5929 |
|  Michigan State Housing Development Authority |  |  |
|  3.00%, 06/01/2052 | 1365 | 1349 |
|  3.50%, 12/01/2050 | 500 | 500 |
|  3.63%, 04/01/2042(1) | 7950 | 8002 |
|  4.65%, 06/01/2041 | 10000 | 10013 |
|  5.00%, 06/01/2053 | 2815 | 2940 |
|  5.50%, 06/01/2053 | 13695 | 14498 |
|  6.25%, 06/01/2055 | 6910 | 7620 |
|  6.25%, 12/01/2055 | 2000 | 2230 |
|  Michigan State University |  |  |
|  5.00%, 08/15/2034 | 1000 | 1156 |
|  5.00%, 08/15/2036 | 2210 | 2500 |
|  Michigan Strategic Fund |  |  |
|  4.25%, 12/31/2038 | 6500 | 6424 |
|  5.00%, 12/31/2025 | 2595 | 2603 |
|  5.00%, 06/30/2026 | 2800 | 2830 |
|  5.00%, 12/31/2026 | 355 | 362 |
|  5.00%, 06/30/2030 | 3830 | 4020 |
|  5.00%, 06/30/2032 | 150 | 156 |
|  Michigan Technological University |  |  |
|  5.00%, 10/01/2025 | 400 | 400 |
|  5.00%, 10/01/2026 | 270 | 277 |
|  5.00%, 10/01/2027 | 595 | 621 |
|  5.00%, 10/01/2028 | 890 | 949 |
|  5.00%, 10/01/2029 | 2000 | 2176 |
|  5.00%, 10/01/2030 | 355 | 393 |
|  Oakland University |  |  |
|  5.00%, 03/01/2041 | 2500 | 2501 |
|  Portage Public Schools |  |  |
|  5.00%, 11/01/2028 | 1000 | 1013 |
|  Saginaw Hospital Finance Authority |  |  |
|  5.00%, 07/01/2027 | 825 | 851 |
|  5.00%, 07/01/2028 | 435 | 457 |
|  Saline Area Schools |  |  |
|  5.00%, 05/01/2042 | 1115 | 1198 |
|  5.00%, 05/01/2044 | 1365 | 1449 |
|  State of Michigan Trunk Line Revenue |  |  |
|  4.00%, 11/15/2044 | 6000 | 5597 |
|  5.00%, 11/15/2035 | 6325 | 6999 |
|  5.00%, 11/15/2040 | 10000 | 10947 |
|  5.50%, 11/15/2044 | 13000 | 14198 |
|  Summit Academy North |  |  |
|  4.00%, 11/01/2031 | 785 | 758 |
|  Township of Grosse Ile MI |  |  |
|  5.00%, 04/01/2040 | 640 | 700 |
|  Trenton Public Schools School District |  |  |
|  5.00%, 05/01/2048 | 700 | 711 |
|  Troy School District |  |  |
|  5.00%, 05/01/2047 | 2000 | 2076 |
|  University of Michigan |  |  |
|  5.00%, 04/01/2033 | 560 | 640 |
|  Van Dyke Public Schools |  |  |
|  5.25%, 05/01/2045 | 3000 | 3086 |
|  5.50%, 05/01/2050 | 6365 | 6592 |
|  Walled Lake Consolidated School District |  |  |
|  5.00%, 05/01/2053 | 2250 | 2304 |
|  5.00%, 05/01/2055 | 1600 | 1633 |
|  Warren Woods Public Schools |  |  |
|  5.00%, 05/01/2031 | 1060 | 1097 |

---

------

---

| | | |
|:---|:---|:---|
|  Wayne County Airport Authority |  |  |
|  5.00%, 12/01/2025 | 600 | 602 |
|  5.00%, 12/01/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1003 |
|  5.00%, 12/01/2027 | 4055 | 4069 |
|  5.00%, 12/01/2032 | 1400 | 1401 |
|  5.00%, 12/01/2032 | 2000 | 2004 |
|  5.00%, 12/01/2040 | 1000 | 1000 |
|  5.00%, 12/01/2042 | 1250 | 1268 |
|  5.25%, 12/01/2036 | 350 | 393 |
|  5.25%, 12/01/2037 | 350 | 389 |
|  5.25%, 12/01/2038 | 450 | 494 |
|  5.25%, 12/01/2039 | 700 | 762 |
|  5.25%, 12/01/2040 | 1000 | 1081 |
|  5.25%, 12/01/2040 | 2990 | 3302 |
|  5.25%, 12/01/2040 | 3205 | 3540 |
|  5.50%, 12/01/2042 | 1000 | 1099 |
|  5.50%, 12/01/2042 | 1600 | 1724 |
|  5.50%, 12/01/2043 | 500 | 546 |
|  5.50%, 12/01/2044 | 500 | 542 |
|  5.50%, 12/01/2045 | 1015 | 1097 |
|  5.50%, 12/01/2048 | 3500 | 3686 |
|  Wayne State University |  |  |
|  5.00%, 11/15/2036 | 3090 | 3264 |
|  Wayne-Westland Community Schools |  |  |
|  5.00%, 11/01/2025 | 95 | 95 |
|  5.00%, 11/01/2026 | 1000 | 1025 |
|  5.00%, 11/01/2027 | 600 | 631 |
|  5.00%, 11/01/2029 | 585 | 633 |
|  Total Michigan | Total Michigan | 478178 |
|  **Minnesota – 0.69%** |  |  |
|  City of Independence MN |  |  |
|  4.00%, 07/01/2041 | 1500 | 1274 |
|  City of Maple Grove MN |  |  |
|  5.00%, 05/01/2031 | 500 | 509 |
|  5.00%, 05/01/2032 | 500 | 508 |
|  City of Minneapolis MN |  |  |
|  2.46%, 01/01/2038 | 2227 | 1817 |
|  5.00%, 11/15/2035 | 1645 | 1716 |
|  5.00%, 11/15/2052(1) | 1490 | 1574 |
|  City of Minneapolis MN/St Paul Housing & Redevelopment Authority |  |  |
|  5.00%, 08/15/2028 | 1500 | 1605 |
|  5.00%, 08/15/2029 | 1250 | 1365 |
|  5.00%, 08/15/2031 | 1650 | 1859 |
|  5.00%, 08/15/2032 | 1850 | 2102 |
|  City of Moorhead MN |  |  |
|  5.00%, 12/01/2025 | 205 | 205 |
|  City of Shakopee MN Senior Housing Revenue |  |  |
|  5.85%, 11/01/2058(1)(2) | 2280 | 2279 |
|  City of St Cloud MN |  |  |
|  5.00%, 05/01/2031 | 525 | 583 |
|  5.00%, 05/01/2032 | 550 | 617 |
|  5.00%, 05/01/2033 | 765 | 864 |
|  5.00%, 05/01/2034 | 750 | 850 |
|  5.00%, 05/01/2036 | 1650 | 1838 |
|  5.00%, 05/01/2037 | 2000 | 2205 |
|  County of Washington MN |  |  |
|  2.40%, 02/01/2029 | 2055 | 2019 |
|  2.50%, 02/01/2030 | 2320 | 2280 |
|  Duluth Economic Development Authority |  |  |
|  5.00%, 02/15/2033 | 500 | 520 |
|  5.00%, 02/15/2034 | 750 | 777 |
|  Edina Independent School District No 273 |  |  |
|  3.25%, 02/01/2037 | 7065 | 6892 |
|  Elk River Independent School District No 728 |  |  |
|  2.25%, 02/01/2037 | 6555 | 5361 |
|  Minneapolis Special School District No 1 |  |  |
|  4.00%, 02/01/2037 | 800 | 815 |
|  Minneapolis-St Paul Metropolitan Airports Commission |  |  |
|  5.00%, 01/01/2032 | 295 | 326 |
|  5.00%, 01/01/2033 | 2000 | 2220 |
|  5.00%, 01/01/2036 | 1335 | 1429 |
|  5.25%, 01/01/2042 | 5190 | 5511 |
|  Minnesota Health & Education Facilities Authority |  |  |
|  5.00%, 10/01/2053(1) | 1150 | 1223 |
|  Minnesota Housing Finance Agency |  |  |
|  2.35%, 01/01/2033 | 450 | 393 |

---

------

---

| | | |
|:---|:---|:---|
|  3.00%, 07/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 |
|  3.00%, 01/01/2052 | 1920 | 1896 |
|  5.00%, 08/01/2032 | 1400 | 1579 |
|  5.00%, 08/01/2033 | 770 | 865 |
|  5.00%, 08/01/2035 | 920 | 1026 |
|  6.00%, 07/01/2053 | 3805 | 4098 |
|  6.25%, 07/01/2054 | 775 | 843 |
|  6.25%, 01/01/2055 | 2615 | 2937 |
|  6.25%, 07/01/2055 | 7695 | 8723 |
|  6.25%, 07/01/2055 | 7895 | 8902 |
|  6.25%, 01/01/2056 | 2000 | 2233 |
|  Minnesota Office of Higher Education |  |  |
|  4.00%, 11/01/2037 | 990 | 993 |
|  St Peter Independent School District No 508 |  |  |
|  5.00%, 02/01/2040 | 1000 | 1058 |
|  State of Minnesota |  |  |
|  5.00%, 08/01/2034 | 2000 | 2030 |
|  5.00%, 08/01/2035 | 4000 | 4372 |
|  5.00%, 08/01/2037 | 10350 | 11782 |
|  5.00%, 06/01/2039 | 2325 | 2333 |
|  State of Minnesota Department of Iron Range Resources & Rehabilitation |  |  |
|  5.00%, 10/01/2037 | 2355 | 2642 |
|  5.00%, 10/01/2038 | 2740 | 3045 |
|  White Bear Lake Independent School District No 624 |  |  |
|  2.50%, 02/01/2039 | 5000 | 3890 |
|  2.50%, 02/01/2040 | 4500 | 3376 |
|  Willmar Independent School District No 347 |  |  |
|  3.00%, 02/01/2035 | 2700 | 2616 |
|  Woodbury Housing & Redevelopment Authority |  |  |
|  3.20%, 02/01/2046(1) | 1600 | 1609 |
|  Total Minnesota | Total Minnesota | 126818 |
|  **Mississippi – 0.23%** |  |  |
|  County of Hinds MS |  |  |
|  4.63%, 09/01/2054(2) | 4000 | 3589 |
|  Jackson State University Educational Building Corp. |  |  |
|  1.40%, 03/01/2034 | 2305 | 1966 |
|  Mississippi Development Bank |  |  |
|  4.00%, 10/01/2034(2) | 1825 | 1689 |
|  4.00%, 10/01/2041(2) | 1640 | 1332 |
|  5.00%, 09/01/2030 | 1000 | 1017 |
|  5.00%, 03/01/2035 | 400 | 437 |
|  5.00%, 03/01/2035 | 1250 | 1291 |
|  5.00%, 06/01/2039 | 1700 | 1816 |
|  5.00%, 12/01/2039(2) | 2340 | 2289 |
|  5.00%, 03/01/2045 | 2500 | 2548 |
|  5.25%, 06/01/2045 | 1075 | 1121 |
|  5.25%, 03/01/2050 | 1000 | 1037 |
|  5.25%, 03/01/2055 | 3000 | 3094 |
|  Mississippi Home Corp. |  |  |
|  2.10%, 12/01/2040 | 2110 | 1520 |
|  3.00%, 06/01/2050 | 2425 | 2393 |
|  4.55%, 04/01/2042 | 1300 | 1308 |
|  4.80%, 12/01/2049 | 2000 | 2026 |
|  5.00%, 12/01/2039 | 2770 | 2947 |
|  7.50%, 06/01/2044 | 650 | 783 |
|  7.50%, 06/01/2049 | 940 | 1134 |
|  Mississippi Hospital Equipment & Facilities Authority |  |  |
|  5.00%, 01/01/2029 | 910 | 963 |
|  5.00%, 01/01/2033 | 1750 | 1862 |
|  5.00%, 10/01/2036 | 1300 | 1357 |
|  5.00%, 10/01/2040(1) | 1215 | 1244 |
|  State of Mississippi |  |  |
|  5.00%, 10/01/2049 | 1000 | 1033 |
|  Total Mississippi | Total Mississippi | 41796 |
|  **Missouri – 1.40%** |  |  |
|  Cape Girardeau County Industrial Development Authority |  |  |
|  5.00%, 03/01/2032 | 1000 | 1026 |
|  City of Kansas City MO Sanitary Sewer System Revenue |  |  |
|  5.00%, 01/01/2026 | 285 | 287 |
|  5.00%, 01/01/2031 | 135 | 142 |
|  City of Nixa MO |  |  |
|  5.00%, 08/01/2036 | 635 | 699 |
|  5.00%, 08/01/2037 | 720 | 787 |
|  City of St Louis MO Airport Revenue |  |  |
|  5.00%, 07/01/2032 | 1570 | 1612 |
|  5.25%, 07/01/2049 | 4850 | 5124 |

---

------

---

| | | |
|:---|:---|:---|
|  County of Phelps MO |  |  |
|  5.00%, 12/01/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1796 |
|  5.00%, 12/01/2037 | 1735 | 1863 |
|  5.75%, 12/01/2045 | 1420 | 1522 |
|  de Soto School District No 73 |  |  |
|  5.00%, 03/01/2043 | 850 | 883 |
|  5.00%, 03/01/2044 | 300 | 311 |
|  Dexter School District No R-11 Stoddard |  |  |
|  5.00%, 03/01/2043 | 2600 | 2679 |
|  5.00%, 03/01/2045 | 2875 | 2918 |
|  East Buchanan County School District No C-1 |  |  |
|  5.00%, 04/15/2039 | 600 | 620 |
|  5.00%, 04/15/2040 | 1050 | 1081 |
|  5.00%, 04/15/2041 | 1600 | 1639 |
|  5.00%, 04/15/2042 | 1700 | 1735 |
|  Health & Educational Facilities Authority of the State of Missouri |  |  |
|  4.00%, 08/01/2029 | 480 | 480 |
|  4.00%, 07/01/2046 | 1790 | 1636 |
|  4.50%, 10/01/2030(2) | 500 | 500 |
|  5.00%, 02/15/2032 | 500 | 535 |
|  5.00%, 05/01/2032 | 530 | 534 |
|  5.00%, 09/01/2032 | 1145 | 1161 |
|  5.00%, 02/15/2033 | 500 | 530 |
|  5.00%, 05/01/2033 | 1115 | 1115 |
|  5.00%, 06/01/2033 | 1550 | 1711 |
|  5.00%, 11/15/2038 | 1160 | 1264 |
|  5.00%, 11/15/2039 | 1750 | 1889 |
|  5.00%, 11/15/2044 | 1250 | 1296 |
|  5.00%, 05/01/2052(1) | 12645 | 13382 |
|  5.00%, 06/01/2052 | 11600 | 12212 |
|  Industrial Development Authority of the City of St Louis Missouri |  |  |
|  3.15%, 04/01/2046(1) | 1000 | 1004 |
|  Jackson County Reorganized School District No 7 |  |  |
|  6.00%, 03/01/2043 | 1000 | 1145 |
|  6.00%, 03/01/2044 | 1500 | 1707 |
|  6.00%, 03/01/2045 | 1685 | 1910 |
|  Jasper County Reorganized School District No R-IX Carthage |  |  |
|  5.00%, 03/01/2043 | 825 | 865 |
|  5.00%, 03/01/2044 | 980 | 1021 |
|  5.00%, 03/01/2045 | 900 | 934 |
|  Jefferson City School District |  |  |
|  5.50%, 03/01/2043 | 9450 | 10172 |
|  Jefferson County School District No R-1 Northwest |  |  |
|  5.25%, 03/01/2040 | 2945 | 3142 |
|  5.25%, 03/01/2041 | 1505 | 1593 |
|  Jefferson County School District No R-VI Festus |  |  |
|  5.00%, 04/01/2051 | 2250 | 2294 |
|  Kansas City Industrial Development Authority |  |  |
|  5.00%, 03/01/2026 | 4395 | 4430 |
|  5.00%, 03/01/2028 | 3350 | 3515 |
|  5.00%, 03/01/2031 | 1045 | 1102 |
|  5.00%, 03/01/2033 | 1725 | 1805 |
|  Kansas City School District |  |  |
|  5.00%, 04/01/2038 | 5100 | 5582 |
|  Kearney Fire & Rescue Protection District |  |  |
|  6.00%, 03/01/2032 | 340 | 402 |
|  6.00%, 03/01/2033 | 435 | 522 |
|  6.00%, 03/01/2035 | 565 | 682 |
|  6.00%, 03/01/2036 | 515 | 617 |
|  6.00%, 03/01/2037 | 715 | 851 |
|  6.00%, 03/01/2038 | 810 | 959 |
|  Lees Summit Industrial Development Authority |  |  |
|  4.33%, 08/15/2047 | 1000 | 992 |
|  Liberty Public School District No 53 |  |  |
|  5.00%, 03/01/2039 | 1375 | 1478 |
|  5.00%, 03/01/2040 | 2290 | 2443 |
|  Lindbergh School District |  |  |
|  5.50%, 03/01/2038 | 2310 | 2587 |
|  Missouri Development Finance Board |  |  |
|  5.00%, 12/01/2036 | 570 | 623 |
|  5.00%, 12/01/2037 | 670 | 726 |
|  5.00%, 12/01/2038 | 600 | 646 |

---

------

---

| | | |
|:---|:---|:---|
|  Missouri Housing Development Commission |  |  |
|  3.25%, 05/01/2051 | 2100 | 2088 |
|  3.25%, 11/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 |
|  4.00%, 05/01/2050 | 145 | 146 |
|  5.00%, 11/01/2050 | 3735 | 3757 |
|  5.75%, 05/01/2056 | 12300 | 13483 |
|  6.00%, 05/01/2055 | 7850 | 8737 |
|  6.00%, 05/01/2055 | 8930 | 9907 |
|  6.00%, 05/01/2056 | 11000 | 12217 |
|  6.50%, 05/01/2054 | 1910 | 2146 |
|  Missouri State Environmental Improvement & Energy Resources Authority |  |  |
|  2.90%, 09/01/2033 | 2000 | 1851 |
|  4.05%, 05/01/2038(1) | 2225 | 2248 |
|  Nodaway County School District No R-II Maryville |  |  |
|  5.00%, 03/01/2043 | 2350 | 2441 |
|  5.00%, 03/01/2044 | 1750 | 1813 |
|  North Kansas City School District No 74 |  |  |
|  2.00%, 03/01/2038 | 1950 | 1476 |
|  5.25%, 03/01/2039 | 6000 | 6581 |
|  Orchard Farm R-V School District |  |  |
|  2.50%, 03/01/2029 | 1455 | 1425 |
|  5.25%, 04/01/2039 | 2330 | 2427 |
|  5.50%, 03/01/2043 | 2740 | 3028 |
|  5.50%, 03/01/2044 | 3000 | 3297 |
|  Osage County School District No R-III |  |  |
|  5.00%, 04/15/2044 | 600 | 615 |
|  Pattonville R-3 School District |  |  |
|  5.25%, 03/01/2042 | 1125 | 1199 |
|  5.50%, 03/01/2039 | 1120 | 1228 |
|  5.50%, 03/01/2040 | 1150 | 1256 |
|  Pettis County School District No 200 Sedalia |  |  |
|  5.00%, 04/15/2043 | 2300 | 2356 |
|  5.00%, 04/15/2044 | 2350 | 2403 |
|  5.00%, 04/15/2045 | 1000 | 1021 |
|  Platte County R-III School District |  |  |
|  6.25%, 03/01/2039 | 1645 | 1966 |
|  6.25%, 03/01/2041 | 1580 | 1852 |
|  Pleasant Hill R-III School District |  |  |
|  5.00%, 03/01/2044 | 2585 | 2642 |
|  5.00%, 03/01/2045 | 2700 | 2744 |
|  Springfield School District No R-12 |  |  |
|  5.00%, 03/01/2040 | 5780 | 6206 |
|  St Charles County School District No R-IV Wentzville |  |  |
|  1.88%, 03/01/2039 | 12110 | 9005 |
|  St Louis County Industrial Development Authority |  |  |
|  5.13%, 09/01/2048 | 590 | 572 |
|  5.50%, 09/01/2033 | 835 | 835 |
|  St Louis Municipal Finance Corp. |  |  |
|  0.00%, 07/15/2034 | 2000 | 1428 |
|  0.00%, 07/15/2035 | 220 | 149 |
|  Troy Reorganized School District No 3 Lincoln County |  |  |
|  5.00%, 03/01/2042 | 3000 | 3165 |
|  Union R-XI School District |  |  |
|  5.00%, 03/01/2043 | 1500 | 1569 |
|  Warren County School District No R-III |  |  |
|  5.00%, 03/01/2037 | 3000 | 3165 |
|  5.00%, 03/01/2043 | 1100 | 1135 |
|  Warrensburg School District No R-VI |  |  |
|  5.75%, 03/01/2044 | 1000 | 1108 |
|  5.75%, 03/01/2045 | 550 | 609 |
|  Warrenton Fire Protection District |  |  |
|  5.00%, 03/01/2035 | 220 | 242 |
|  5.00%, 03/01/2036 | 200 | 217 |
|  5.00%, 03/01/2037 | 240 | 258 |
|  5.00%, 03/01/2038 | 255 | 271 |
|  5.00%, 03/01/2039 | 255 | 270 |
|  5.50%, 03/01/2041 | 400 | 432 |
|  Waynesville R-VI School District |  |  |
|  5.00%, 04/15/2039 | 450 | 484 |
|  5.00%, 04/15/2040 | 1035 | 1105 |
|  5.00%, 04/15/2041 | 1135 | 1200 |
|  5.00%, 04/15/2042 | 825 | 865 |
|  5.00%, 04/15/2043 | 880 | 915 |
|  5.00%, 04/15/2045 | 1300 | 1336 |
|  Wright City Fire Protection District |  |  |
|  5.00%, 03/01/2038 | 300 | 329 |
|  5.00%, 03/01/2039 | 325 | 353 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 03/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375 |
|  5.00%, 03/01/2042 | 330 | 350 |
|  5.00%, 03/01/2043 | 240 | 253 |
|  5.00%, 03/01/2044 | 430 | 450 |
|  5.00%, 03/01/2045 | 375 | 391 |
|  Total Missouri | Total Missouri | 258850 |
|  **Montana – 0.14%** |  |  |
|  City of Forsyth MT |  |  |
|  3.88%, 07/01/2028 | 4500 | 4591 |
|  County of Gallatin MT |  |  |
|  4.00%, 10/15/2032(2) | 3350 | 2946 |
|  4.00%, 10/15/2036(2) | 1665 | 1356 |
|  4.00%, 10/15/2041(2) | 2595 | 1771 |
|  4.00%, 10/15/2046(2) | 1160 | 771 |
|  4.00%, 10/15/2051(2) | 950 | 617 |
|  Flathead County School District No 44 Whitefish |  |  |
|  5.25%, 07/01/2042 | 635 | 696 |
|  5.25%, 07/01/2043 | 545 | 592 |
|  5.25%, 07/01/2044 | 500 | 540 |
|  5.25%, 07/01/2045 | 520 | 559 |
|  Montana Board of Housing |  |  |
|  3.32%, 07/01/2046(1) | 1500 | 1510 |
|  4.00%, 06/01/2050 | 95 | 96 |
|  5.75%, 06/01/2055 | 4870 | 5296 |
|  Montana Facility Finance Authority |  |  |
|  4.00%, 01/01/2036 | 2230 | 2241 |
|  5.00%, 06/01/2036 | 700 | 725 |
|  5.00%, 02/15/2065(1) | 1060 | 1153 |
|  Total Montana | Total Montana | 25460 |
|  **Nebraska – 0.59%** |  |  |
|  Beatrice Area Solid Waste Agency |  |  |
|  4.00%, 03/15/2036 | 230 | 233 |
|  4.00%, 03/15/2038 | 265 | 265 |
|  4.00%, 03/15/2039 | 200 | 198 |
|  5.00%, 03/15/2033 | 135 | 151 |
|  Central Plains Energy Project |  |  |
|  5.00%, 05/01/2054(1) | 2795 | 2995 |
|  5.00%, 08/01/2055(1) | 32990 | 35667 |
|  City of Lincoln NE |  |  |
|  3.37%, 01/10/2048(1) | 2500 | 2523 |
|  City of Lincoln NE Electric System Revenue |  |  |
|  5.00%, 09/01/2027 | 1710 | 1771 |
|  City of Omaha NE |  |  |
|  3.00%, 04/15/2041 | 1100 | 930 |
|  County of Sarpy NE |  |  |
|  2.00%, 06/01/2038 | 2435 | 1839 |
|  Douglas County Hospital Authority No 3 |  |  |
|  5.00%, 11/01/2038 | 350 | 380 |
|  5.25%, 11/01/2043 | 340 | 359 |
|  5.25%, 11/01/2044 | 875 | 918 |
|  Nebraska Educational Health Cultural & Social Services Finance Authority |  |  |
|  4.00%, 01/01/2036 | 2495 | 2458 |
|  Nebraska Investment Finance Authority |  |  |
|  3.00%, 09/01/2045 | 1020 | 1006 |
|  3.50%, 09/01/2050 | 390 | 390 |
|  3.75%, 09/01/2049 | 215 | 215 |
|  4.00%, 09/01/2049 | 265 | 266 |
|  6.00%, 09/01/2054 | 8915 | 9940 |
|  Nebraska Public Power District |  |  |
|  5.00%, 01/01/2041 | 5000 | 5009 |
|  Nebraska State Colleges |  |  |
|  5.00%, 07/01/2043 | 1250 | 1314 |
|  North Platte Airport Authority |  |  |
|  4.25%, 12/15/2034 | 290 | 292 |
|  4.25%, 12/15/2036 | 595 | 590 |
|  4.38%, 12/15/2038 | 295 | 291 |
|  4.50%, 12/15/2040 | 265 | 258 |
|  4.63%, 12/15/2042 | 310 | 300 |
|  4.75%, 12/15/2044 | 295 | 273 |
|  5.00%, 12/15/2025 | 145 | 145 |
|  5.00%, 12/15/2026 | 220 | 224 |
|  5.00%, 12/15/2027 | 230 | 238 |
|  5.00%, 12/15/2029 | 255 | 270 |
|  5.00%, 12/15/2030 | 130 | 138 |

---

------

---

| | | |
|:---|:---|:---|
|  Omaha Airport Authority |  |  |
|  5.00%, 12/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
|  5.00%, 12/15/2032 | 900 | 999 |
|  5.00%, 12/15/2033 | 1500 | 1665 |
|  5.00%, 12/15/2034 | 1415 | 1572 |
|  5.00%, 12/15/2036 | 2100 | 2286 |
|  5.25%, 12/15/2039 | 1140 | 1233 |
|  Omaha Public Power District |  |  |
|  5.00%, 02/01/2033 | 1075 | 1217 |
|  5.50%, 02/01/2054 | 10000 | 10695 |
|  Omaha Public Power District Nebraska City Station Unit 2 |  |  |
|  5.00%, 02/01/2046 | 8855 | 8831 |
|  5.25%, 02/01/2042 | 4250 | 4254 |
|  Omaha School District |  |  |
|  1.75%, 12/15/2035 | 2170 | 1728 |
|  Sarpy County Hospital Authority No 1 |  |  |
|  3.00%, 05/15/2046 | 1000 | 786 |
|  Wayne County School District No 17 |  |  |
|  5.00%, 12/15/2043 | 1000 | 1026 |
|  Total Nebraska | Total Nebraska | 108428 |
|  **Nevada – 0.86%** |  |  |
|  Carson City NV |  |  |
|  5.00%, 09/01/2026 | 550 | 558 |
|  City of Las Vegas NV Special Improvement District No 816 |  |  |
|  2.75%, 06/01/2036 | 410 | 336 |
|  City of Las Vegas NV Special Improvement District No 818 |  |  |
|  5.00%, 12/01/2039 | 1000 | 1020 |
|  City of North Las Vegas NV |  |  |
|  6.00%, 06/01/2052(2) | 1265 | 1287 |
|  Clark County School District |  |  |
|  3.00%, 06/15/2043 | 19590 | 15646 |
|  5.00%, 06/15/2029 | 4080 | 4339 |
|  5.00%, 06/15/2033 | 410 | 449 |
|  5.00%, 06/15/2034 | 1555 | 1646 |
|  5.00%, 06/15/2034 | 2350 | 2469 |
|  5.00%, 06/15/2036 | 4000 | 4204 |
|  5.00%, 06/15/2038 | 15000 | 16768 |
|  County of Clark Department of Aviation |  |  |
|  5.00%, 07/01/2035 | 7000 | 7663 |
|  5.00%, 07/01/2036 | 2250 | 2445 |
|  County of Clark NV |  |  |
|  3.00%, 11/01/2035 | 1405 | 1330 |
|  4.00%, 07/01/2039 | 4500 | 4501 |
|  5.00%, 11/01/2028 | 3000 | 3071 |
|  5.00%, 06/01/2035 | 2070 | 2171 |
|  County of Humboldt NV |  |  |
|  3.55%, 10/01/2029 | 1055 | 1072 |
|  County of Washoe NV |  |  |
|  2.00%, 08/01/2034 | 745 | 645 |
|  3.63%, 03/01/2036(1) | 195 | 197 |
|  3.63%, 03/01/2036(1) | 3650 | 3688 |
|  4.13%, 03/01/2036(1) | 1160 | 1174 |
|  Henderson Local Improvement Districts |  |  |
|  3.00%, 09/01/2036 | 165 | 142 |
|  Las Vegas Convention & Visitors Authority |  |  |
|  5.00%, 07/01/2043 | 14035 | 14338 |
|  Las Vegas Valley Water District |  |  |
|  3.00%, 06/01/2033 | 2155 | 2126 |
|  5.00%, 06/01/2038 | 2495 | 2800 |
|  5.00%, 06/01/2039 | 40800 | 42647 |
|  5.00%, 06/01/2041 | 5000 | 5023 |
|  Nevada Housing Division |  |  |
|  4.00%, 10/01/2049 | 195 | 196 |
|  5.00%, 07/01/2028(1) | 2060 | 2135 |
|  Reno-Tahoe Airport Authority |  |  |
|  5.25%, 07/01/2042 | 1700 | 1784 |
|  State of Nevada |  |  |
|  3.00%, 05/01/2039 | 2655 | 2379 |
|  3.00%, 05/01/2043 | 3325 | 2736 |
|  State of Nevada Highway Improvement Revenue |  |  |
|  3.00%, 12/01/2039 | 2590 | 2302 |
|  3.00%, 12/01/2041 | 1675 | 1438 |
|  Tahoe-Douglas Visitors Authority |  |  |
|  4.00%, 07/01/2026 | 1540 | 1548 |
|  5.00%, 07/01/2033 | 845 | 899 |

---

------

---

| | | |
|:---|:---|:---|
|  Washoe County School District |  |  |
|  3.00%, 06/01/2038 | 1000 | 880 |
|  Total Nevada | Total Nevada | 160052 |
|  **New Hampshire – 1.07%** |  |  |
|  New Hampshire Business Finance Authority |  |  |
|  0.00%, 01/20/2041(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15831 |
|  0.00%, 10/01/2051(1) | 12413 | 11876 |
|  3.63%, 08/20/2039 | 8250 | 7719 |
|  3.88%, 01/20/2038 | 9831 | 9125 |
|  4.00%, 10/20/2036 | 3867 | 3710 |
|  4.00%, 08/15/2039 | 1100 | 1061 |
|  4.13%, 01/20/2034 | 2454 | 2467 |
|  4.18%, 11/20/2039(1) | 13396 | 13102 |
|  4.22%, 11/20/2042(1) | 39968 | 37916 |
|  4.25%, 07/01/2027 | 15000 | 15120 |
|  4.25%, 07/20/2041 | 5405 | 5246 |
|  4.38%, 09/20/2036 | 2632 | 2602 |
|  5.00%, 08/15/2029 | 750 | 804 |
|  5.00%, 12/01/2035 | 2965 | 3267 |
|  5.25%, 07/01/2041 | 1000 | 1042 |
|  5.25%, 06/01/2045 | 2230 | 2298 |
|  5.25%, 07/01/2049 | 4085 | 4142 |
|  5.88%, 12/15/2033(2) | 4998 | 5029 |
|  New Hampshire Health & Education Facilities Authority Act |  |  |
|  3.30%, 06/01/2038(1) | 4680 | 4707 |
|  4.00%, 10/01/2038 | 115 | 110 |
|  4.00%, 11/01/2044 | 4080 | 3895 |
|  5.00%, 08/01/2027 | 1575 | 1638 |
|  5.00%, 10/01/2028 | 1580 | 1609 |
|  5.00%, 07/01/2030 | 5325 | 5892 |
|  5.00%, 08/01/2030 | 305 | 320 |
|  5.00%, 11/01/2031 | 550 | 592 |
|  5.00%, 10/01/2032 | 2825 | 2863 |
|  5.00%, 11/01/2032 | 550 | 594 |
|  5.00%, 10/01/2033 | 4095 | 4145 |
|  5.00%, 11/01/2033 | 275 | 296 |
|  5.00%, 07/01/2035 | 5000 | 5005 |
|  5.50%, 11/01/2027 | 755 | 788 |
|  5.50%, 11/01/2030 | 1160 | 1265 |
|  New Hampshire Housing Finance Authority |  |  |
|  6.25%, 01/01/2055 | 2260 | 2474 |
|  6.50%, 01/01/2056 | 8945 | 10222 |
|  6.50%, 07/01/2056 | 8000 | 9113 |
|  Total New Hampshire | Total New Hampshire | 197885 |
|  **New Jersey – 3.43%** |  |  |
|  Camden County Improvement Authority |  |  |
|  6.00%, 06/15/2042 | 790 | 831 |
|  City of Hackensack NJ |  |  |
|  2.00%, 09/01/2038 | 500 | 378 |
|  County of Essex NJ |  |  |
|  2.00%, 08/15/2031 | 3265 | 3016 |
|  County of Mercer NJ |  |  |
|  2.00%, 02/15/2032 | 1180 | 1066 |
|  2.38%, 02/15/2030 | 2020 | 1947 |
|  Garden State Preservation Trust |  |  |
|  5.75%, 11/01/2028 | 2880 | 3022 |
|  Hudson County Improvement Authority |  |  |
|  4.00%, 01/01/2036 | 1125 | 1144 |
|  4.00%, 01/01/2037 | 855 | 866 |
|  5.00%, 10/01/2026 | 1500 | 1537 |
|  5.00%, 10/01/2027 | 1000 | 1051 |
|  Kinnelon School District |  |  |
|  2.00%, 02/01/2026 | 1090 | 1086 |
|  2.00%, 02/01/2027 | 1165 | 1149 |
|  2.00%, 02/01/2028 | 1235 | 1206 |
|  New Jersey Economic Development Authority |  |  |
|  2.20%, 10/01/2039(1) | 3900 | 3590 |
|  3.13%, 07/01/2029 | 445 | 439 |
|  3.75%, 11/01/2034(1) | 2480 | 2501 |
|  4.00%, 06/15/2035 | 500 | 509 |
|  4.00%, 06/15/2037 | 600 | 602 |
|  4.00%, 06/15/2038 | 600 | 596 |
|  4.00%, 06/15/2040 | 1000 | 969 |
|  5.00%, 03/01/2026 | 10150 | 10245 |
|  5.00%, 06/01/2026 | 900 | 913 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 06/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1087 |
|  5.00%, 06/15/2030 | 4000 | 4295 |
|  5.00%, 06/15/2033 | 1300 | 1482 |
|  5.00%, 06/15/2033 | 5000 | 5402 |
|  5.00%, 07/01/2033 | 2000 | 2038 |
|  5.00%, 11/01/2033 | 1500 | 1689 |
|  5.00%, 06/15/2034 | 1000 | 1074 |
|  5.00%, 06/15/2035 | 1595 | 1678 |
|  5.00%, 11/01/2035 | 1415 | 1563 |
|  5.00%, 06/01/2037 | 4000 | 4086 |
|  5.00%, 10/01/2037 | 3500 | 3543 |
|  5.00%, 10/01/2039(2) | 355 | 276 |
|  5.00%, 01/01/2040(2) | 531 | 372 |
|  5.25%, 09/01/2026(2) | 30000 | 30711 |
|  5.25%, 06/15/2036 | 1945 | 2213 |
|  5.50%, 06/15/2030 | 2000 | 2072 |
|  5.63%, 11/15/2030 | 750 | 751 |
|  New Jersey Educational Facilities Authority |  |  |
|  5.00%, 07/01/2064(1) | 22700 | 26089 |
|  New Jersey Health Care Facilities Financing Authority |  |  |
|  4.00%, 07/01/2038 | 1640 | 1577 |
|  4.00%, 07/01/2039 | 1705 | 1613 |
|  5.00%, 07/01/2028 | 155 | 158 |
|  5.00%, 09/15/2028 | 2030 | 2170 |
|  5.00%, 07/01/2029 | 26500 | 28881 |
|  5.00%, 09/15/2029 | 1645 | 1793 |
|  5.00%, 09/15/2031 | 985 | 1106 |
|  5.00%, 09/15/2033 | 1660 | 1889 |
|  5.00%, 09/15/2033 | 2785 | 3169 |
|  5.00%, 07/01/2034 | 23285 | 26714 |
|  5.00%, 07/01/2035 | 1415 | 1503 |
|  5.00%, 07/01/2036 | 1490 | 1572 |
|  5.00%, 07/01/2036 | 8000 | 9015 |
|  5.00%, 07/01/2037 | 1565 | 1641 |
|  5.00%, 07/01/2043 | 5515 | 5537 |
|  5.00%, 07/01/2045(1) | 3705 | 3767 |
|  New Jersey Higher Education Student Assistance Authority |  |  |
|  3.50%, 12/01/2031 | 1860 | 1862 |
|  4.25%, 12/01/2045 | 4500 | 4419 |
|  4.50%, 12/01/2045 | 16500 | 16710 |
|  5.00%, 12/01/2025 | 490 | 492 |
|  5.00%, 12/01/2025 | 535 | 537 |
|  5.00%, 12/01/2025 | 2600 | 2607 |
|  5.00%, 12/01/2026 | 1330 | 1354 |
|  5.00%, 12/01/2026 | 1550 | 1578 |
|  5.00%, 12/01/2026 | 5150 | 5244 |
|  5.00%, 12/01/2027 | 1455 | 1510 |
|  5.00%, 12/01/2027 | 1470 | 1526 |
|  5.00%, 12/01/2027 | 2965 | 3078 |
|  5.00%, 12/01/2029 | 1565 | 1659 |
|  5.00%, 12/01/2029 | 6570 | 6964 |
|  5.00%, 12/01/2030 | 4805 | 5173 |
|  5.00%, 12/01/2033 | 965 | 1046 |
|  New Jersey Housing & Mortgage Finance Agency |  |  |
|  3.38%, 11/01/2027 | 1750 | 1762 |
|  3.38%, 11/01/2027 | 3250 | 3267 |
|  3.55%, 04/01/2027 | 1690 | 1702 |
|  3.65%, 04/01/2028 | 1215 | 1220 |
|  3.80%, 10/01/2032 | 1785 | 1780 |
|  6.00%, 10/01/2055 | 3935 | 4257 |
|  6.50%, 04/01/2056 | 1000 | 1133 |
|  New Jersey Transportation Trust Fund Authority |  |  |
|  0.00%, 12/15/2026 | 2600 | 2514 |
|  0.00%, 12/15/2027 | 3260 | 3067 |
|  0.00%, 12/15/2028 | 1020 | 932 |
|  0.00%, 12/15/2029 | 2115 | 1879 |
|  0.00%, 12/15/2030 | 3850 | 3311 |
|  0.00%, 12/15/2030 | 4070 | 3493 |
|  0.00%, 12/15/2031 | 1985 | 1639 |
|  0.00%, 12/15/2031 | 6275 | 5189 |
|  0.00%, 12/15/2033 | 5150 | 3909 |
|  4.00%, 06/15/2034 | 1920 | 1978 |
|  4.00%, 06/15/2037 | 2000 | 2004 |
|  4.00%, 06/15/2039 | 2800 | 2766 |
|  4.00%, 06/15/2040 | 1820 | 1777 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2057 |
|  5.00%, 12/15/2028 | 5510 | 5928 |
|  5.00%, 06/15/2029 | 1200 | 1219 |
|  5.00%, 12/15/2029 | 820 | 900 |
|  5.00%, 06/15/2031 | 14900 | 15127 |
|  5.00%, 06/15/2032 | 1910 | 2165 |
|  5.00%, 06/15/2032 | 2725 | 2899 |
|  5.00%, 06/15/2032 | 7440 | 8297 |
|  5.00%, 12/15/2032 | 1940 | 2059 |
|  5.00%, 06/15/2033 | 5000 | 5702 |
|  5.00%, 06/15/2033 | 6385 | 7176 |
|  5.00%, 12/15/2033 | 595 | 641 |
|  5.00%, 12/15/2033 | 2200 | 2325 |
|  5.00%, 06/15/2034 | 1500 | 1682 |
|  5.00%, 06/15/2034 | 4040 | 4499 |
|  5.00%, 06/15/2034 | 4000 | 4573 |
|  5.00%, 06/15/2034 | 9000 | 10290 |
|  5.00%, 12/15/2034 | 650 | 684 |
|  5.00%, 06/15/2035 | 1280 | 1413 |
|  5.00%, 06/15/2036 | 1720 | 1932 |
|  5.00%, 06/15/2037 | 1470 | 1601 |
|  5.00%, 06/15/2037 | 2980 | 3229 |
|  5.00%, 06/15/2037 | 5000 | 5551 |
|  5.00%, 06/15/2038 | 4350 | 4742 |
|  5.00%, 06/15/2038 | 5000 | 5177 |
|  5.00%, 06/15/2038 | 5000 | 5427 |
|  5.00%, 06/15/2038 | 5500 | 6045 |
|  5.00%, 06/15/2038 | 12395 | 13627 |
|  5.00%, 06/15/2040 | 2040 | 2141 |
|  5.00%, 06/15/2041 | 4000 | 4262 |
|  5.00%, 06/15/2042 | 14135 | 15030 |
|  5.25%, 06/15/2036 | 2000 | 2232 |
|  5.25%, 06/15/2039 | 5000 | 5448 |
|  5.25%, 06/15/2041 | 5000 | 5377 |
|  5.25%, 06/15/2041 | 8255 | 9021 |
|  New Jersey Turnpike Authority |  |  |
|  4.00%, 01/01/2035 | 2035 | 2167 |
|  5.00%, 01/01/2028 | 2540 | 2611 |
|  5.00%, 01/01/2028 | 4895 | 5169 |
|  5.00%, 01/01/2030 | 4045 | 4453 |
|  5.00%, 01/01/2030 | 4945 | 5443 |
|  5.00%, 01/01/2032 | 9870 | 11192 |
|  5.00%, 01/01/2033 | 4070 | 4653 |
|  5.00%, 01/01/2033 | 14085 | 16101 |
|  5.00%, 01/01/2034 | 1825 | 2100 |
|  5.00%, 01/01/2034 | 2445 | 2813 |
|  5.00%, 01/01/2034 | 10040 | 11553 |
|  5.00%, 01/01/2035 | 1010 | 1167 |
|  5.00%, 01/01/2042 | 3995 | 4279 |
|  5.00%, 01/01/2042 | 10950 | 11619 |
|  5.00%, 01/01/2043 | 4195 | 4467 |
|  5.00%, 01/01/2045 | 12585 | 13300 |
|  Passaic County Improvement Authority |  |  |
|  4.13%, 07/01/2033 | 1000 | 1020 |
|  Sayreville School District |  |  |
|  4.00%, 01/15/2036 | 5530 | 5801 |
|  South Jersey Transportation Authority |  |  |
|  5.00%, 11/01/2027 | 500 | 526 |
|  5.00%, 11/01/2030 | 1000 | 1117 |
|  5.00%, 11/01/2031 | 1000 | 1132 |
|  State of New Jersey |  |  |
|  2.00%, 06/01/2034 | 1160 | 995 |
|  2.00%, 06/01/2036 | 1770 | 1429 |
|  4.00%, 06/01/2031 | 3145 | 3379 |
|  4.00%, 06/01/2032 | 470 | 506 |
|  5.00%, 06/01/2026 | 10305 | 10463 |
|  5.00%, 06/01/2040 | 2220 | 2332 |
|  Tobacco Settlement Financing Corp. |  |  |
|  5.00%, 06/01/2046 | 1905 | 1858 |
|  Toms River Board of Education |  |  |
|  3.00%, 07/15/2029 | 965 | 914 |
|  Township of Freehold NJ |  |  |
|  2.00%, 10/15/2032 | 1320 | 1188 |
|  2.00%, 10/15/2037 | 1290 | 1066 |

---

------

---

| | | |
|:---|:---|:---|
|  Township of Stafford NJ |  |  |
|  2.00%, 10/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1770 |
|  Total New Jersey | Total New Jersey | 635588 |
|  **New Mexico – 0.25%** |  |  |
|  Albuquerque Bernalillo County Water Utility Authority |  |  |
|  5.00%, 07/01/2027 | 2400 | 2442 |
|  5.00%, 07/01/2028 | 1700 | 1728 |
|  City of Farmington NM |  |  |
|  2.15%, 04/01/2033 | 3000 | 2590 |
|  3.88%, 06/01/2040(1) | 7000 | 7115 |
|  New Mexico Educational Assistance Foundation |  |  |
|  5.00%, 09/01/2026 | 1530 | 1551 |
|  5.00%, 09/01/2027 | 2130 | 2191 |
|  New Mexico Hospital Equipment Loan Council |  |  |
|  4.00%, 08/01/2036 | 1130 | 1121 |
|  New Mexico Mortgage Finance Authority |  |  |
|  3.00%, 07/01/2052 | 5505 | 5429 |
|  3.75%, 01/01/2050 | 310 | 311 |
|  4.25%, 07/01/2049 | 960 | 970 |
|  New Mexico Municipal Energy Acquisition Authority |  |  |
|  5.00%, 06/01/2054(1) | 15750 | 16959 |
|  Silver City Consolidated School District No 1 |  |  |
|  4.00%, 08/01/2040 | 740 | 700 |
|  5.00%, 08/01/2026 | 2500 | 2540 |
|  Total New Mexico | Total New Mexico | 45647 |
|  **New York – 9.30%** |  |  |
|  Albany County Airport Authority |  |  |
|  5.00%, 12/15/2043 | 1500 | 1524 |
|  Berne-Knox-Westerlo Central School District |  |  |
|  2.00%, 07/01/2031 | 1160 | 1060 |
|  Build NYC Resource Corp. |  |  |
|  5.50%, 07/01/2043 | 1230 | 1296 |
|  5.50%, 12/01/2051 | 1450 | 1526 |
|  Byron-Bergen Central School District |  |  |
|  2.00%, 06/15/2033 | 1140 | 995 |
|  City of Amsterdam NY |  |  |
|  4.75%, 03/04/2026 | 3758 | 3770 |
|  City of New York NY |  |  |
|  3.00%, 08/01/2036 | 2500 | 2323 |
|  3.55%, 10/01/2046(1) | 7600 | 7600 |
|  4.00%, 10/01/2035 | 905 | 918 |
|  4.00%, 08/01/2037 | 2500 | 2545 |
|  4.00%, 03/01/2040 | 2650 | 2624 |
|  4.00%, 08/01/2040 | 3305 | 3272 |
|  5.00%, 08/01/2026 | 2575 | 2628 |
|  5.00%, 09/01/2026 | 5000 | 5115 |
|  5.00%, 08/01/2027 | 5510 | 5771 |
|  5.00%, 09/01/2027 | 5000 | 5248 |
|  5.00%, 08/01/2028 | 400 | 403 |
|  5.00%, 08/01/2028 | 700 | 713 |
|  5.00%, 11/01/2032 | 2200 | 2419 |
|  5.00%, 08/01/2033 | 1000 | 1120 |
|  5.00%, 01/01/2034 | 1575 | 1675 |
|  5.00%, 08/01/2034 | 1690 | 1830 |
|  5.00%, 12/01/2034 | 5000 | 5093 |
|  5.00%, 05/01/2035 | 585 | 646 |
|  5.00%, 06/01/2035 | 10 | 10 |
|  5.00%, 02/01/2036 | 2505 | 2862 |
|  5.00%, 03/01/2038 | 2250 | 2379 |
|  5.00%, 04/01/2039 | 2655 | 2744 |
|  5.00%, 09/01/2039 | 2200 | 2366 |
|  5.00%, 08/01/2041 | 4000 | 4268 |
|  5.00%, 09/01/2044 | 3245 | 3438 |
|  5.00%, 08/01/2047 | 770 | 787 |
|  5.00%, 09/01/2047 | 4200 | 4381 |
|  5.25%, 09/01/2040 | 6500 | 7043 |
|  5.25%, 10/01/2040 | 2275 | 2467 |
|  5.25%, 09/01/2041 | 10355 | 11134 |
|  5.25%, 02/01/2045 | 3300 | 3556 |
|  5.25%, 03/01/2047 | 2165 | 2293 |
|  5.25%, 03/01/2049 | 1620 | 1711 |
|  Clinton County Capital Resource Corp. |  |  |
|  4.50%, 07/01/2040(2) | 1145 | 1156 |
|  5.00%, 07/01/2046(2) | 1000 | 1018 |
|  County of Nassau NY |  |  |
|  5.00%, 04/01/2038 | 4265 | 4417 |
|  5.00%, 04/01/2041 | 1500 | 1624 |

---

------

---

| | | |
|:---|:---|:---|
|  County of Suffolk NY |  |  |
|  4.00%, 02/01/2028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1865 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1937 |
|  5.00%, 10/01/2026 | 415 | 426 |
|  5.00%, 06/15/2029 | 985 | 1080 |
|  Empire State Development Corp. |  |  |
|  3.00%, 03/15/2048 | 1000 | 756 |
|  4.00%, 03/15/2038 | 12175 | 12259 |
|  4.00%, 03/15/2045 | 790 | 733 |
|  5.00%, 03/15/2036 | 2090 | 2246 |
|  5.00%, 03/15/2037 | 8135 | 8631 |
|  5.00%, 03/15/2038 | 1275 | 1321 |
|  Genesee County Funding Corp. |  |  |
|  5.00%, 12/01/2031 | 375 | 410 |
|  5.00%, 12/01/2032 | 460 | 504 |
|  5.00%, 12/01/2033 | 750 | 815 |
|  5.00%, 12/01/2034 | 700 | 755 |
|  5.00%, 12/01/2035 | 540 | 577 |
|  Hempstead Town Local Development Corp. |  |  |
|  5.53%, 02/01/2040 | 3500 | 3369 |
|  5.89%, 02/01/2032 | 1250 | 1267 |
|  6.24%, 02/01/2047 | 1000 | 981 |
|  6.47%, 02/01/2033 | 1000 | 1033 |
|  Hudson Yards Infrastructure Corp. |  |  |
|  4.00%, 02/15/2038 | 8720 | 8829 |
|  4.00%, 02/15/2044 | 18870 | 17710 |
|  4.00%, 02/15/2047 | 2230 | 2078 |
|  5.00%, 02/15/2032 | 2325 | 2399 |
|  5.00%, 02/15/2035 | 1700 | 1745 |
|  5.00%, 02/15/2042 | 2000 | 2030 |
|  5.00%, 02/15/2045 | 5000 | 5054 |
|  Long Island Power Authority |  |  |
|  1.50%, 09/01/2051(1) | 11725 | 11549 |
|  3.00%, 09/01/2049(1) | 9480 | 9393 |
|  5.00%, 09/01/2026 | 2000 | 2047 |
|  5.00%, 09/01/2031 | 2185 | 2225 |
|  5.00%, 09/01/2033 | 600 | 683 |
|  5.00%, 09/01/2034 | 650 | 734 |
|  5.00%, 09/01/2039 | 1750 | 1908 |
|  5.00%, 09/01/2040 | 1915 | 2074 |
|  5.00%, 09/01/2052(1) | 16450 | 16915 |
|  Metropolitan Transportation Authority |  |  |
|  0.00%, 11/15/2033 | 1600 | 1204 |
|  4.00%, 11/15/2045 | 5560 | 4977 |
|  4.00%, 11/15/2046 | 2545 | 2270 |
|  5.00%, 11/15/2025 | 1155 | 1158 |
|  5.00%, 11/15/2026 | 1600 | 1640 |
|  5.00%, 11/15/2026 | 2350 | 2409 |
|  5.00%, 11/15/2028 | 2970 | 3145 |
|  5.00%, 11/15/2028 | 4000 | 4274 |
|  5.00%, 11/15/2029 | 2220 | 2226 |
|  5.00%, 11/15/2030 | 730 | 772 |
|  5.00%, 11/15/2031 | 1055 | 1080 |
|  5.00%, 11/15/2033 | 1025 | 1028 |
|  5.00%, 11/15/2033 | 1715 | 1798 |
|  5.00%, 11/15/2033 | 3645 | 3821 |
|  5.00%, 11/15/2033 | 6000 | 6017 |
|  5.00%, 11/15/2034 | 7500 | 7829 |
|  5.00%, 11/15/2034 | 11735 | 12256 |
|  5.00%, 11/15/2035 | 1750 | 1755 |
|  5.00%, 11/15/2037 | 1500 | 1529 |
|  5.00%, 11/15/2038 | 7255 | 7575 |
|  5.00%, 11/15/2047 | 2715 | 2792 |
|  5.25%, 11/15/2049 | 4470 | 4675 |
|  Metropolitan Transportation Authority Dedicated Tax Fund |  |  |
|  5.00%, 11/15/2034 | 275 | 309 |
|  5.00%, 11/15/2036 | 820 | 835 |
|  MTA Hudson Rail Yards Trust Obligations |  |  |
|  5.00%, 11/15/2051 | 1500 | 1499 |
|  5.00%, 11/15/2056 | 4380 | 4337 |
|  New York City Health & Hospitals Corp. |  |  |
|  5.00%, 02/15/2037 | 3000 | 3386 |
|  New York City Housing Development Corp. |  |  |
|  0.90%, 11/01/2060(1) | 24505 | 24344 |
|  1.50%, 11/01/2041 | 3925 | 2842 |

---

------

---

| | | |
|:---|:---|:---|
|  2.25%, 11/01/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 |
|  2.40%, 08/01/2040 | 2430 | 1797 |
|  3.05%, 11/01/2032 | 2000 | 2000 |
|  3.40%, 11/01/2062(1) | 4380 | 4380 |
|  3.40%, 11/01/2064(1) | 3500 | 3530 |
|  3.63%, 11/01/2063(1) | 8310 | 8410 |
|  3.70%, 05/01/2064(1) | 14330 | 14565 |
|  3.75%, 05/01/2065(1) | 10225 | 10408 |
|  3.80%, 11/01/2063(1) | 1575 | 1598 |
|  4.30%, 11/01/2063(1) | 5675 | 5802 |
|  5.00%, 05/01/2026 | 110 | 111 |
|  5.00%, 05/01/2027 | 600 | 620 |
|  5.00%, 11/01/2027 | 855 | 894 |
|  5.00%, 05/01/2028 | 875 | 924 |
|  5.00%, 11/01/2028 | 600 | 638 |
|  5.00%, 05/01/2029 | 300 | 322 |
|  5.00%, 11/01/2029 | 875 | 945 |
|  5.00%, 11/01/2030 | 500 | 547 |
|  New York City Municipal Water Finance Authority |  |  |
|  4.00%, 06/15/2039 | 5000 | 5004 |
|  4.50%, 06/15/2032 | 19680 | 19886 |
|  5.00%, 06/15/2029 | 1100 | 1158 |
|  5.00%, 06/15/2035 | 9025 | 9046 |
|  5.00%, 06/15/2037 | 2185 | 2499 |
|  5.00%, 06/15/2037 | 5000 | 5686 |
|  5.00%, 06/15/2037 | 13000 | 13350 |
|  5.00%, 06/15/2038 | 3000 | 3078 |
|  5.00%, 06/15/2040 | 1130 | 1194 |
|  5.00%, 06/15/2040 | 2115 | 2222 |
|  5.00%, 06/15/2040 | 2200 | 2264 |
|  5.00%, 06/15/2040 | 5000 | 5145 |
|  5.00%, 06/15/2046 | 13000 | 13718 |
|  5.00%, 06/15/2049 | 3375 | 3426 |
|  5.50%, 06/15/2038 | 1795 | 2114 |
|  5.50%, 06/15/2039 | 6325 | 7344 |
|  New York City Transitional Finance Authority |  |  |
|  5.00%, 11/01/2034 | 6205 | 7166 |
|  5.00%, 11/01/2035 | 2260 | 2581 |
|  5.00%, 11/01/2035 | 5090 | 5847 |
|  5.00%, 11/01/2038 | 4000 | 4427 |
|  5.00%, 02/01/2041 | 4465 | 4823 |
|  5.00%, 05/01/2041 | 930 | 1007 |
|  5.00%, 05/01/2041 | 2000 | 2173 |
|  5.00%, 05/01/2041 | 6500 | 7062 |
|  5.00%, 02/01/2042 | 2120 | 2268 |
|  5.00%, 05/01/2042 | 4445 | 4778 |
|  5.00%, 05/01/2042 | 6000 | 6449 |
|  5.00%, 11/01/2042 | 10250 | 11052 |
|  5.00%, 05/01/2043 | 805 | 857 |
|  5.00%, 05/01/2043 | 5000 | 5304 |
|  5.00%, 05/01/2044 | 7315 | 7736 |
|  5.00%, 05/01/2046 | 7500 | 7842 |
|  5.00%, 11/01/2046 | 3000 | 3147 |
|  5.00%, 05/01/2048 | 1915 | 1995 |
|  5.25%, 11/01/2045 | 7590 | 8179 |
|  5.25%, 05/01/2048 | 2660 | 2827 |
|  5.25%, 05/01/2048 | 4000 | 4217 |
|  5.50%, 05/01/2041 | 8000 | 8894 |
|  5.50%, 05/01/2047 | 1750 | 1888 |
|  5.50%, 11/01/2049 | 3000 | 3259 |
|  New York City Transitional Finance Authority Building Aid Revenue |  |  |
|  5.00%, 07/15/2026 | 1995 | 2034 |
|  5.00%, 07/15/2027 | 1940 | 2030 |
|  5.00%, 07/15/2034 | 2500 | 2583 |
|  5.00%, 07/15/2034 | 5000 | 5262 |
|  5.00%, 07/15/2035 | 10000 | 10061 |
|  5.00%, 07/15/2036 | 3005 | 3143 |
|  5.00%, 07/15/2037 | 5000 | 5622 |
|  5.00%, 07/15/2037 | 10135 | 11401 |
|  5.00%, 07/15/2043 | 3240 | 3260 |
|  New York City Transitional Finance Authority Future Tax Secured Revenue |  |  |
|  3.00%, 11/01/2037 | 9000 | 8152 |
|  3.00%, 11/01/2039 | 1975 | 1730 |
|  4.00%, 05/01/2036 | 2000 | 2029 |
|  4.00%, 02/01/2038 | 9675 | 9714 |

---

------

---

| | | |
|:---|:---|:---|
|  4.00%, 05/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24439 |
|  4.00%, 05/01/2039 | 5000 | 4973 |
|  4.00%, 05/01/2043 | 785 | 738 |
|  5.00%, 05/01/2033 | 2535 | 2663 |
|  5.00%, 08/01/2034 | 700 | 736 |
|  5.00%, 11/01/2034 | 2300 | 2562 |
|  5.00%, 08/01/2035 | 1600 | 1679 |
|  5.00%, 05/01/2036 | 1750 | 1825 |
|  5.00%, 11/01/2036 | 350 | 386 |
|  5.00%, 11/01/2037 | 4165 | 4563 |
|  5.00%, 11/01/2038 | 2455 | 2457 |
|  5.00%, 02/01/2039 | 8000 | 8589 |
|  5.00%, 05/01/2039 | 1290 | 1346 |
|  5.00%, 05/01/2039 | 4430 | 4581 |
|  5.00%, 08/01/2039 | 7030 | 7561 |
|  5.00%, 02/01/2041 | 5000 | 5282 |
|  5.00%, 05/01/2042 | 4250 | 4315 |
|  5.00%, 08/01/2042 | 2750 | 2822 |
|  5.25%, 11/01/2037 | 4345 | 4826 |
|  5.25%, 11/01/2037 | 7000 | 7776 |
|  5.50%, 11/01/2045 | 6000 | 6451 |
|  New York Convention Center Development Corp. |  |  |
|  5.00%, 11/15/2033 | 3000 | 3006 |
|  5.00%, 11/15/2040 | 1085 | 1086 |
|  New York Energy Finance Development Corp. |  |  |
|  5.00%, 07/01/2056(1) | 24625 | 26305 |
|  New York Liberty Development Corp. |  |  |
|  2.50%, 11/15/2036 | 2600 | 2175 |
|  2.75%, 11/15/2041 | 14370 | 11265 |
|  4.00%, 02/15/2043 | 3550 | 3427 |
|  4.00%, 02/15/2043 | 4250 | 4103 |
|  5.00%, 11/15/2044(2) | 5690 | 5690 |
|  New York Power Authority |  |  |
|  5.00%, 11/15/2028 | 3000 | 3257 |
|  5.00%, 11/15/2037 | 1000 | 1126 |
|  5.25%, 11/15/2040 | 1000 | 1121 |
|  New York State Bridge Authority |  |  |
|  5.00%, 01/01/2035 | 565 | 616 |
|  5.00%, 01/01/2036 | 475 | 514 |
|  5.00%, 01/01/2037 | 535 | 574 |
|  New York State Dormitory Authority |  |  |
|  3.00%, 03/15/2041 | 3860 | 3229 |
|  4.00%, 03/15/2037 | 3030 | 3056 |
|  4.00%, 03/15/2038 | 5 | 5 |
|  4.00%, 03/15/2039 | 1200 | 1201 |
|  4.00%, 03/15/2040 | 4365 | 4305 |
|  4.00%, 03/15/2042 | 20445 | 19621 |
|  4.00%, 03/15/2043 | 5 | 5 |
|  4.00%, 03/15/2043 | 5 | 5 |
|  4.00%, 03/15/2043 | 3990 | 3830 |
|  4.00%, 03/15/2045 | 1150 | 1076 |
|  5.00%, 07/01/2027 | 200 | 202 |
|  5.00%, 10/01/2029 | 1750 | 1869 |
|  5.00%, 10/01/2030 | 1910 | 2002 |
|  5.00%, 03/15/2032 | 3000 | 3218 |
|  5.00%, 03/15/2033 | 2335 | 2637 |
|  5.00%, 03/15/2033 | 4000 | 4071 |
|  5.00%, 07/01/2034 | 410 | 394 |
|  5.00%, 10/01/2034 | 1375 | 1499 |
|  5.00%, 10/01/2034 | 3745 | 3937 |
|  5.00%, 03/15/2035 | 8525 | 8680 |
|  5.00%, 03/15/2036 | 3500 | 3866 |
|  5.00%, 03/15/2036 | 3600 | 4140 |
|  5.00%, 03/15/2036 | 4575 | 4953 |
|  5.00%, 07/01/2036 | 735 | 689 |
|  5.00%, 10/01/2036 | 2000 | 2199 |
|  5.00%, 07/15/2037 | 700 | 722 |
|  5.00%, 10/01/2037 | 1700 | 1800 |
|  5.00%, 10/01/2037 | 5000 | 5355 |
|  5.00%, 03/15/2038 | 3400 | 3827 |
|  5.00%, 07/01/2038 | 1225 | 1330 |
|  5.00%, 10/01/2038 | 1500 | 1618 |
|  5.00%, 10/01/2038 | 7200 | 7975 |
|  5.00%, 02/15/2039 | 2995 | 3054 |
|  5.00%, 07/01/2039 | 1445 | 1572 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 10/01/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1287 |
|  5.00%, 03/15/2040 | 5 | 6 |
|  5.00%, 03/15/2040 | 12995 | 14072 |
|  5.00%, 07/01/2040 | 3060 | 3270 |
|  5.00%, 03/15/2041 | 1065 | 1129 |
|  5.00%, 03/15/2041 | 1335 | 1376 |
|  5.00%, 03/15/2041 | 6720 | 6895 |
|  5.00%, 03/15/2041 | 7000 | 7620 |
|  5.00%, 03/15/2041 | 8615 | 9278 |
|  5.00%, 03/15/2042 | 11700 | 12606 |
|  5.00%, 03/15/2042 | 12085 | 12902 |
|  5.00%, 03/15/2042 | 15000 | 16113 |
|  5.00%, 07/01/2042 | 8500 | 8768 |
|  5.00%, 03/15/2043 | 5000 | 5354 |
|  5.00%, 03/15/2044 | 6070 | 6395 |
|  5.00%, 03/15/2045 | 4350 | 4431 |
|  5.00%, 03/15/2048 | 10000 | 10417 |
|  5.00%, 05/01/2048(1) | 1040 | 1042 |
|  5.25%, 07/01/2041 | 805 | 873 |
|  5.25%, 10/01/2041 | 1500 | 1602 |
|  5.25%, 07/01/2042 | 1000 | 1072 |
|  5.25%, 10/01/2042 | 1230 | 1300 |
|  5.25%, 10/01/2043 | 1625 | 1705 |
|  5.25%, 07/01/2044 | 500 | 526 |
|  5.25%, 07/01/2045 | 550 | 577 |
|  5.25%, 03/15/2052 | 2180 | 2295 |
|  5.50%, 07/01/2043 | 845 | 915 |
|  5.50%, 07/01/2044 | 1750 | 1890 |
|  5.50%, 07/01/2045 | 750 | 807 |
|  New York State Environmental Facilities Corp. |  |  |
|  5.00%, 06/15/2033 | 6000 | 6080 |
|  5.00%, 06/15/2036 | 5410 | 5571 |
|  5.25%, 06/15/2053 | 3765 | 4034 |
|  New York State Housing Finance Agency |  |  |
|  0.65%, 11/01/2056(1) | 1920 | 1915 |
|  0.75%, 11/01/2025 | 150 | 150 |
|  1.10%, 11/01/2061(1) | 11875 | 11453 |
|  2.50%, 11/01/2060(1) | 3595 | 3571 |
|  3.35%, 06/15/2054(1) | 3425 | 3440 |
|  3.45%, 06/15/2054(1) | 3000 | 3037 |
|  3.60%, 11/01/2044(1) | 2100 | 2132 |
|  3.60%, 11/01/2063(1) | 20000 | 20167 |
|  3.60%, 11/01/2064(1) | 7200 | 7276 |
|  3.80%, 11/01/2062(1) | 7985 | 7989 |
|  3.88%, 11/01/2063(1) | 1150 | 1153 |
|  New York State Thruway Authority |  |  |
|  4.00%, 03/15/2043 | 9000 | 8619 |
|  5.00%, 03/15/2034 | 2750 | 3106 |
|  5.00%, 03/15/2038 | 10260 | 11220 |
|  5.00%, 03/15/2042 | 5615 | 5936 |
|  New York Transportation Development Corp. |  |  |
|  4.00%, 10/01/2030 | 3860 | 3914 |
|  4.00%, 01/01/2036 | 2785 | 2680 |
|  4.00%, 12/01/2039 | 450 | 437 |
|  4.00%, 12/01/2040 | 500 | 481 |
|  4.00%, 12/01/2041 | 450 | 425 |
|  4.38%, 10/01/2045 | 10525 | 9687 |
|  5.00%, 12/01/2028 | 400 | 424 |
|  5.00%, 12/01/2028 | 1300 | 1387 |
|  5.00%, 01/01/2029 | 2080 | 2153 |
|  5.00%, 12/01/2029 | 300 | 326 |
|  5.00%, 12/01/2029 | 7000 | 7533 |
|  5.00%, 12/01/2030 | 250 | 276 |
|  5.00%, 12/01/2031 | 300 | 329 |
|  5.00%, 01/01/2032 | 1300 | 1336 |
|  5.00%, 12/01/2032 | 375 | 409 |
|  5.00%, 12/01/2032 | 2355 | 2574 |
|  5.00%, 01/01/2033 | 5500 | 5636 |
|  5.00%, 12/01/2033 | 985 | 1069 |
|  5.00%, 12/01/2033 | 3650 | 3947 |
|  5.00%, 12/01/2034 | 500 | 540 |
|  5.00%, 12/01/2034 | 1350 | 1424 |
|  5.00%, 12/01/2034 | 3990 | 4270 |
|  5.00%, 12/01/2035 | 500 | 536 |
|  5.00%, 12/01/2035 | 800 | 839 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 12/01/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2484 |
|  5.00%, 12/01/2036 | 550 | 586 |
|  5.00%, 12/01/2036 | 1360 | 1435 |
|  5.00%, 12/01/2037 | 600 | 636 |
|  5.00%, 12/01/2037 | 3625 | 3797 |
|  5.00%, 12/01/2038 | 500 | 526 |
|  5.00%, 12/01/2039 | 2420 | 2498 |
|  5.00%, 10/01/2040 | 4500 | 4547 |
|  5.00%, 07/01/2041 | 2300 | 2300 |
|  5.00%, 07/01/2046 | 42280 | 41861 |
|  5.25%, 06/30/2037 | 1500 | 1627 |
|  5.25%, 06/30/2038 | 3200 | 3441 |
|  5.25%, 06/30/2039 | 1400 | 1494 |
|  5.25%, 06/30/2040 | 1375 | 1437 |
|  5.25%, 06/30/2040 | 1710 | 1809 |
|  5.50%, 06/30/2039 | 2000 | 2108 |
|  6.00%, 04/01/2035 | 15335 | 16858 |
|  6.00%, 06/30/2043 | 3475 | 3852 |
|  6.00%, 06/30/2050 | 10000 | 10871 |
|  Niagara Area Development Corp. |  |  |
|  5.00%, 07/01/2052 | 1000 | 899 |
|  Niagara Frontier Transportation Authority |  |  |
|  5.00%, 04/01/2031 | 2350 | 2461 |
|  Oneida County Local Development Corp. |  |  |
|  5.00%, 12/01/2025 | 320 | 320 |
|  5.00%, 12/01/2027 | 1425 | 1437 |
|  5.00%, 12/01/2028 | 1000 | 1009 |
|  Onondaga Civic Development Corp. |  |  |
|  5.00%, 12/01/2033 | 1000 | 1095 |
|  5.00%, 12/01/2038 | 1000 | 1126 |
|  5.00%, 12/01/2040 | 305 | 338 |
|  5.00%, 12/01/2041 | 700 | 767 |
|  5.25%, 12/01/2042 | 1000 | 1109 |
|  Port Authority of New York & New Jersey |  |  |
|  2.00%, 10/01/2033 | 7070 | 5900 |
|  3.00%, 12/01/2032 | 5000 | 5033 |
|  4.00%, 07/15/2036 | 2180 | 2188 |
|  5.00%, 10/15/2028 | 9085 | 9093 |
|  5.00%, 07/15/2031 | 4000 | 4324 |
|  5.00%, 10/15/2031 | 5000 | 5004 |
|  5.00%, 09/15/2032 | 2925 | 3049 |
|  5.00%, 10/15/2033 | 6000 | 6154 |
|  5.00%, 11/15/2033 | 5660 | 5733 |
|  5.00%, 08/01/2034 | 7415 | 8052 |
|  5.00%, 10/15/2034 | 2475 | 2535 |
|  5.00%, 01/15/2035 | 150 | 170 |
|  5.00%, 01/15/2036 | 200 | 225 |
|  5.00%, 04/01/2036 | 4135 | 4174 |
|  5.00%, 11/15/2037 | 3125 | 3234 |
|  5.00%, 01/15/2039 | 360 | 381 |
|  5.00%, 01/15/2039 | 450 | 493 |
|  5.00%, 01/15/2040 | 500 | 542 |
|  5.00%, 01/15/2041 | 475 | 510 |
|  5.00%, 10/15/2041 | 3240 | 3243 |
|  5.00%, 11/15/2041 | 1550 | 1562 |
|  5.00%, 01/15/2043 | 2850 | 3072 |
|  5.25%, 08/01/2040 | 2000 | 2144 |
|  5.50%, 08/01/2041 | 11255 | 12178 |
|  Riverhead Industrial Development Agency |  |  |
|  4.00%, 08/01/2030 | 1170 | 1193 |
|  4.50%, 08/01/2035 | 970 | 996 |
|  Saratoga County Capital Resource Corp. |  |  |
|  4.88%, 07/01/2044 | 4905 | 5025 |
|  St Lawrence County Industrial Development Agency |  |  |
|  4.60%, 09/01/2042(1) | 3000 | 2909 |
|  5.00%, 07/01/2032 | 350 | 392 |
|  5.00%, 07/01/2034 | 350 | 383 |
|  5.00%, 07/01/2036 | 840 | 903 |
|  5.00%, 07/01/2037 | 880 | 938 |
|  State of New York Mortgage Agency Homeowner Mortgage Revenue |  |  |
|  2.20%, 10/01/2029 | 900 | 859 |
|  2.35%, 04/01/2031 | 1835 | 1729 |
|  3.25%, 10/01/2051 | 4660 | 4620 |
|  4.25%, 10/01/2047 | 900 | 906 |
|  Suffolk County Economic Development Corp. |  |  |
|  5.38%, 11/01/2054(2) | 1210 | 964 |

---

------

---

| | | |
|:---|:---|:---|
|  Town of Oyster Bay NY |  |  |
|  2.00%, 03/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1254 |
|  Town of Watertown NY |  |  |
|  5.25%, 04/09/2026 | 2000 | 2002 |
|  Triborough Bridge & Tunnel Authority |  |  |
|  2.00%, 05/15/2045(1) | 2425 | 2329 |
|  2.00%, 05/15/2045(1) | 6375 | 6145 |
|  4.00%, 11/15/2033 | 570 | 613 |
|  4.00%, 11/15/2034 | 115 | 122 |
|  4.00%, 05/15/2040 | 1250 | 1244 |
|  5.00%, 03/15/2027 | 22510 | 23330 |
|  5.00%, 02/01/2028 | 20000 | 21214 |
|  5.00%, 03/01/2028 | 9740 | 10316 |
|  5.00%, 11/15/2032 | 5920 | 6755 |
|  5.00%, 11/15/2033 | 6000 | 6641 |
|  5.00%, 11/15/2034 | 430 | 490 |
|  5.00%, 11/15/2034 | 4165 | 4410 |
|  5.00%, 11/15/2034 | 6250 | 7168 |
|  5.00%, 11/15/2035 | 3835 | 3944 |
|  5.00%, 11/15/2035 | 5000 | 5677 |
|  5.00%, 11/15/2036 | 5000 | 5622 |
|  5.00%, 11/15/2036 | 5865 | 6652 |
|  5.00%, 11/15/2036 | 7500 | 7697 |
|  5.00%, 11/15/2036 | 20000 | 22652 |
|  5.00%, 11/15/2037 | 4500 | 5105 |
|  5.00%, 11/15/2037 | 8920 | 9913 |
|  5.00%, 11/15/2038 | 1000 | 1003 |
|  5.00%, 11/15/2038 | 3905 | 4295 |
|  5.00%, 05/15/2039 | 5000 | 5363 |
|  5.00%, 11/15/2039 | 3000 | 3240 |
|  5.00%, 11/15/2040 | 1000 | 1084 |
|  5.00%, 05/15/2041 | 5075 | 5361 |
|  5.00%, 11/15/2042 | 1910 | 1970 |
|  5.00%, 11/15/2042 | 2900 | 3056 |
|  5.00%, 11/15/2042 | 4000 | 4317 |
|  5.00%, 11/15/2043(1) | 9000 | 9025 |
|  5.00%, 11/15/2049 | 1340 | 1371 |
|  5.00%, 05/15/2051(1) | 1900 | 1925 |
|  5.25%, 05/15/2041 | 1895 | 2039 |
|  5.25%, 05/15/2052 | 4870 | 5089 |
|  Triborough Bridge & Tunnel Authority Sales Tax Revenue |  |  |
|  5.00%, 05/15/2040 | 340 | 368 |
|  Utility Debt Securitization Authority |  |  |
|  5.00%, 12/15/2033 | 1000 | 1004 |
|  5.00%, 12/15/2040 | 5000 | 5148 |
|  5.00%, 12/15/2041 | 7800 | 8562 |
|  Webster Central School District |  |  |
|  2.00%, 06/15/2031 | 1105 | 1016 |
|  Total New York | Total New York | 1720987 |
|  **North Carolina – 1.06%** |  |  |
|  Charlotte-Mecklenburg Hospital Authority |  |  |
|  5.00%, 01/15/2050(1) | 1500 | 1600 |
|  City of Asheville NC |  |  |
|  5.00%, 04/01/2039 | 625 | 698 |
|  5.00%, 04/01/2040 | 1660 | 1831 |
|  5.00%, 04/01/2041 | 1000 | 1092 |
|  5.00%, 04/01/2042 | 1465 | 1584 |
|  5.00%, 04/01/2043 | 1525 | 1638 |
|  City of Charlotte NC |  |  |
|  4.00%, 06/01/2038 | 2450 | 2464 |
|  City of Charlotte NC Water & Sewer System Revenue |  |  |
|  5.00%, 07/01/2054 | 7065 | 7450 |
|  City of Greensboro NC |  |  |
|  2.00%, 04/01/2036 | 280 | 235 |
|  County of Alamance NC |  |  |
|  2.00%, 05/01/2034 | 1445 | 1272 |
|  2.00%, 05/01/2035 | 2000 | 1714 |
|  County of Forsyth NC |  |  |
|  1.63%, 03/01/2034 | 1010 | 843 |
|  County of Gaston NC |  |  |
|  5.00%, 03/01/2039 | 3625 | 4049 |
|  County of Johnston NC |  |  |
|  2.00%, 02/01/2034 | 1060 | 944 |
|  County of Moore NC |  |  |
|  2.00%, 06/01/2036 | 1385 | 1142 |

---

------

---

| | | |
|:---|:---|:---|
|  County of New Hanover NC |  |  |
|  5.00%, 10/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052 |
|  Cumberland County Industrial Facilities & Pollution Control Financing Authority |  |  |
|  3.75%, 12/01/2027(1) | 15740 | 15743 |
|  Greater Asheville Regional Airport Authority |  |  |
|  5.00%, 07/01/2035 | 1750 | 1890 |
|  5.00%, 07/01/2036 | 1505 | 1613 |
|  5.00%, 07/01/2037 | 1520 | 1629 |
|  5.00%, 07/01/2037 | 1780 | 1893 |
|  5.25%, 07/01/2038 | 1200 | 1284 |
|  5.25%, 07/01/2042 | 1100 | 1143 |
|  5.25%, 07/01/2043 | 2975 | 3088 |
|  Inlivian |  |  |
|  5.05%, 02/01/2043 | 2000 | 2080 |
|  Nash Health Care Systems |  |  |
|  5.00%, 02/01/2045 | 1000 | 1021 |
|  North Carolina Capital Facilities Finance Agency |  |  |
|  5.00%, 05/01/2031 | 1000 | 1091 |
|  North Carolina Housing Finance Agency |  |  |
|  3.20%, 07/01/2056(1) | 9870 | 9871 |
|  3.75%, 07/01/2052 | 2615 | 2629 |
|  4.00%, 01/01/2050 | 2175 | 2186 |
|  5.00%, 04/01/2029(1) | 3841 | 4043 |
|  5.50%, 01/01/2054 | 7515 | 8087 |
|  5.75%, 01/01/2054 | 9020 | 9645 |
|  6.00%, 07/01/2053 | 3855 | 4113 |
|  6.25%, 01/01/2055 | 3465 | 3878 |
|  6.25%, 01/01/2055 | 5250 | 5698 |
|  6.25%, 01/01/2055 | 7810 | 8503 |
|  6.25%, 07/01/2055 | 2690 | 2973 |
|  6.25%, 01/01/2056 | 3275 | 3693 |
|  6.50%, 01/01/2056 | 4695 | 5385 |
|  North Carolina Medical Care Commission |  |  |
|  2.55%, 06/01/2048(1) | 3955 | 3945 |
|  3.00%, 02/01/2033 | 845 | 814 |
|  4.00%, 09/01/2034 | 2205 | 2179 |
|  4.05%, 01/01/2030 | 810 | 811 |
|  4.25%, 09/01/2028 | 550 | 550 |
|  5.00%, 03/01/2028 | 155 | 159 |
|  5.00%, 10/01/2033 | 1000 | 1065 |
|  5.00%, 10/01/2036 | 245 | 253 |
|  5.00%, 06/01/2038 | 6400 | 7084 |
|  5.00%, 06/01/2055(1) | 4290 | 4693 |
|  North Carolina State Education Assistance Authority |  |  |
|  5.50%, 06/01/2029 | 1000 | 1071 |
|  5.50%, 06/01/2030 | 2390 | 2594 |
|  5.50%, 06/01/2033 | 3000 | 3312 |
|  North Carolina Turnpike Authority |  |  |
|  5.00%, 01/01/2028 | 1700 | 1779 |
|  5.00%, 01/01/2049 | 4030 | 4086 |
|  Raleigh Housing Authority |  |  |
|  5.00%, 08/01/2028(1) | 265 | 275 |
|  5.00%, 08/01/2028(1) | 350 | 363 |
|  5.00%, 09/01/2041(1) | 1780 | 1794 |
|  State of North Carolina |  |  |
|  2.00%, 06/01/2030 | 2005 | 1924 |
|  2.00%, 03/01/2036 | 2230 | 1849 |
|  5.00%, 05/01/2026 | 4750 | 4819 |
|  5.00%, 05/01/2027 | 7500 | 7806 |
|  5.00%, 03/01/2036 | 3350 | 3832 |
|  5.00%, 03/01/2037 | 4515 | 5105 |
|  Winston-Salem State University |  |  |
|  5.00%, 06/01/2034 | 900 | 909 |
|  Total North Carolina | Total North Carolina | 195858 |
|  **North Dakota – 0.35%** |  |  |
|  City of Grand Forks ND |  |  |
|  4.00%, 12/01/2037 | 675 | 657 |
|  4.00%, 12/01/2041 | 1830 | 1690 |
|  4.00%, 12/01/2046 | 1425 | 1243 |
|  5.00%, 12/01/2027 | 1110 | 1146 |
|  5.00%, 12/01/2028 | 1500 | 1569 |
|  5.00%, 12/01/2031 | 2650 | 2838 |
|  5.00%, 12/01/2034 | 725 | 800 |
|  5.00%, 12/01/2036 | 545 | 591 |
|  5.00%, 12/01/2038 | 500 | 532 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 12/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 |
|  5.00%, 12/01/2042 | 500 | 516 |
|  City of Horace ND |  |  |
|  4.50%, 05/01/2039 | 2600 | 2605 |
|  City of Mayville ND |  |  |
|  5.00%, 05/01/2033 | 1445 | 1510 |
|  5.25%, 05/01/2038 | 1000 | 1018 |
|  North Dakota Building Authority |  |  |
|  5.00%, 12/01/2038 | 2000 | 2127 |
|  North Dakota Housing Finance Agency |  |  |
|  3.00%, 07/01/2051 | 3505 | 3470 |
|  3.00%, 01/01/2052 | 975 | 964 |
|  3.25%, 01/01/2027 | 415 | 417 |
|  3.25%, 07/01/2027 | 1465 | 1475 |
|  3.30%, 07/01/2028 | 1580 | 1597 |
|  5.00%, 07/01/2042 | 2375 | 2514 |
|  5.75%, 01/01/2054 | 5980 | 6396 |
|  6.00%, 07/01/2055 | 3250 | 3626 |
|  6.25%, 01/01/2054 | 625 | 680 |
|  6.25%, 01/01/2055 | 1210 | 1355 |
|  North Dakota Public Finance Authority |  |  |
|  5.00%, 10/01/2032 | 4605 | 5308 |
|  5.00%, 10/01/2033 | 8765 | 10173 |
|  5.00%, 10/01/2042 | 2500 | 2683 |
|  Williston Basin School District No 7 |  |  |
|  4.13%, 08/01/2042 | 2340 | 2244 |
|  4.25%, 08/01/2044 | 2535 | 2422 |
|  Total North Dakota | Total North Dakota | 64691 |
|  **Ohio – 1.87%** |  |  |
|  Akron Bath Copley Joint Township Hospital District |  |  |
|  4.00%, 11/15/2037 | 700 | 709 |
|  4.00%, 11/15/2038 | 450 | 453 |
|  5.25%, 11/15/2031 | 530 | 542 |
|  5.25%, 11/15/2032 | 645 | 658 |
|  5.25%, 11/15/2033 | 1770 | 1804 |
|  5.25%, 11/15/2046 | 1255 | 1271 |
|  American Municipal Power, Inc. |  |  |
|  4.00%, 02/15/2036 | 1975 | 2001 |
|  4.00%, 02/15/2038 | 1985 | 1981 |
|  5.00%, 02/15/2035 | 3285 | 3569 |
|  Bedford City School District |  |  |
|  5.50%, 12/01/2050 | 6000 | 6356 |
|  5.50%, 12/01/2055 | 7750 | 8174 |
|  Buckeye Tobacco Settlement Financing Authority |  |  |
|  3.00%, 06/01/2048 | 4100 | 2901 |
|  5.00%, 06/01/2055 | 11865 | 10122 |
|  Chippewa Local School District |  |  |
|  5.00%, 12/01/2041 | 1170 | 1229 |
|  City of Cleveland OH Income Tax Revenue |  |  |
|  3.00%, 10/01/2036 | 500 | 461 |
|  3.00%, 10/01/2037 | 1000 | 901 |
|  City of Cuyahoga Falls OH |  |  |
|  5.00%, 10/29/2025 | 1955 | 1957 |
|  City of Martins Ferry OH |  |  |
|  4.25%, 12/16/2025(2) | 1150 | 1152 |
|  City of Norwood OH |  |  |
|  5.00%, 12/01/2035 | 750 | 778 |
|  5.00%, 12/01/2041 | 500 | 500 |
|  City of Upper Arlington OH |  |  |
|  5.75%, 12/01/2042 | 500 | 502 |
|  Clear Fork Valley Local School District |  |  |
|  3.00%, 12/01/2036 | 1855 | 1660 |
|  Clermont County Port Authority |  |  |
|  5.00%, 12/01/2029 | 750 | 752 |
|  5.00%, 12/01/2030 | 850 | 853 |
|  Cleveland Municipal School District |  |  |
|  5.00%, 12/01/2040 | 450 | 487 |
|  5.00%, 12/01/2041 | 700 | 750 |
|  5.00%, 12/01/2044 | 800 | 840 |
|  5.00%, 12/01/2045 | 575 | 602 |
|  5.00%, 12/01/2046 | 550 | 574 |
|  Columbus Regional Airport Authority |  |  |
|  5.00%, 01/01/2030 | 3000 | 3232 |
|  5.00%, 01/01/2031 | 4860 | 5302 |
|  5.00%, 01/01/2032 | 4485 | 4913 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 01/01/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4718 |
|  5.00%, 01/01/2034 | 3120 | 3430 |
|  5.00%, 01/01/2036 | 6985 | 7621 |
|  5.25%, 01/01/2041 | 1510 | 1602 |
|  5.25%, 01/01/2042 | 7750 | 8149 |
|  5.25%, 01/01/2043 | 15750 | 16455 |
|  Columbus-Franklin County Finance Authority |  |  |
|  2.70%, 11/15/2033 | 550 | 503 |
|  4.82%, 11/01/2043 | 1000 | 1040 |
|  5.00%, 12/01/2028(1) | 2100 | 2195 |
|  5.13%, 01/01/2044 | 2800 | 2875 |
|  County of Allen OH Hospital Facilities Revenue |  |  |
|  4.00%, 12/01/2040 | 2000 | 1931 |
|  5.00%, 12/01/2029 | 585 | 638 |
|  5.00%, 11/01/2041 | 7250 | 7746 |
|  County of Fayette OH |  |  |
|  5.25%, 12/01/2049 | 1500 | 1561 |
|  5.25%, 12/01/2054 | 4000 | 4144 |
|  County of Franklin OH |  |  |
|  5.00%, 11/01/2048 | 4350 | 4591 |
|  5.80%, 05/20/2044 | 1150 | 1156 |
|  County of Hamilton OH |  |  |
|  5.00%, 11/15/2049 | 2540 | 2694 |
|  County of Lake OH |  |  |
|  5.00%, 12/01/2046 | 1890 | 1924 |
|  County of Montgomery OH |  |  |
|  5.25%, 09/01/2044 | 500 | 520 |
|  5.25%, 09/01/2049 | 3500 | 3575 |
|  County of Muskingum OH |  |  |
|  5.00%, 02/15/2044 | 2480 | 2380 |
|  5.00%, 02/15/2048 | 1700 | 1599 |
|  County of Ross OH |  |  |
|  5.00%, 12/01/2039 | 1900 | 1948 |
|  County of Scioto OH |  |  |
|  5.00%, 02/15/2029 | 900 | 929 |
|  EHOVE Joint Vocational School District |  |  |
|  5.50%, 12/01/2055 | 2000 | 2093 |
|  Euclid City School District |  |  |
|  5.25%, 01/15/2044 | 3925 | 3930 |
|  Forest Hills Local School District |  |  |
|  5.00%, 12/01/2044 | 4725 | 4726 |
|  Franklin County Convention Facilities Authority |  |  |
|  5.00%, 12/01/2035 | 8000 | 9059 |
|  5.00%, 12/01/2036 | 8850 | 9908 |
|  5.00%, 12/01/2037 | 9000 | 9970 |
|  5.00%, 12/01/2038 | 2795 | 3063 |
|  Gahanna-Jefferson City School District |  |  |
|  5.50%, 12/01/2050 | 775 | 796 |
|  Lancaster Port Authority |  |  |
|  5.00%, 02/01/2055(1) | 3500 | 3759 |
|  Miami University/Oxford OH |  |  |
|  4.00%, 09/01/2036 | 1000 | 1018 |
|  5.00%, 09/01/2030 | 475 | 530 |
|  5.00%, 09/01/2034 | 700 | 709 |
|  North Olmsted City School District |  |  |
|  5.00%, 10/15/2048 | 1450 | 1489 |
|  Oberlin City School District |  |  |
|  5.00%, 11/01/2032 | 200 | 224 |
|  5.00%, 11/01/2033 | 405 | 457 |
|  5.00%, 11/01/2034 | 300 | 339 |
|  5.00%, 11/01/2035 | 405 | 458 |
|  5.00%, 11/01/2036 | 300 | 336 |
|  5.00%, 11/01/2037 | 300 | 332 |
|  5.00%, 11/01/2038 | 300 | 329 |
|  5.00%, 11/01/2039 | 300 | 325 |
|  Ohio Air Quality Development Authority |  |  |
|  2.88%, 02/01/2026 | 5000 | 4988 |
|  3.70%, 04/01/2028 | 5045 | 5051 |
|  3.75%, 01/15/2028(2) | 5975 | 6012 |
|  3.75%, 01/01/2029 | 11000 | 11032 |
|  4.00%, 09/01/2030(1) | 1500 | 1529 |
|  4.25%, 01/15/2038(2) | 1500 | 1490 |
|  4.25%, 11/01/2039(1) | 9985 | 10193 |
|  4.50%, 01/15/2048(2) | 2790 | 2552 |

---

------

---

| | | |
|:---|:---|:---|
|  Ohio Higher Educational Facility Commission |  |  |
|  5.00%, 01/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 |
|  5.00%, 01/01/2033 | 285 | 307 |
|  5.00%, 01/01/2034 | 515 | 552 |
|  5.25%, 01/01/2035 | 685 | 744 |
|  5.25%, 01/01/2036 | 500 | 539 |
|  5.25%, 01/01/2037 | 420 | 450 |
|  Ohio Housing Finance Agency |  |  |
|  3.37%, 03/01/2028(1) | 2700 | 2718 |
|  4.50%, 03/01/2050 | 90 | 91 |
|  5.00%, 09/01/2028 | 50 | 53 |
|  5.00%, 03/01/2029 | 50 | 54 |
|  5.00%, 09/01/2029 | 100 | 108 |
|  5.00%, 03/01/2030 | 100 | 109 |
|  5.00%, 09/01/2030 | 100 | 110 |
|  5.00%, 03/01/2031 | 100 | 110 |
|  5.00%, 09/01/2031 | 100 | 111 |
|  5.00%, 03/01/2032 | 75 | 83 |
|  5.00%, 09/01/2032 | 100 | 111 |
|  5.00%, 03/01/2033 | 150 | 167 |
|  5.00%, 09/01/2033 | 75 | 84 |
|  5.00%, 03/01/2052 | 735 | 764 |
|  6.25%, 03/01/2056 | 6165 | 6849 |
|  6.50%, 03/01/2056 | 2000 | 2279 |
|  7.50%, 03/01/2049 | 2000 | 2413 |
|  Ohio State University |  |  |
|  4.00%, 12/01/2040 | 8135 | 8095 |
|  Ohio Turnpike & Infrastructure Commission |  |  |
|  5.00%, 02/15/2039 | 1100 | 1200 |
|  Ohio Water Development Authority |  |  |
|  5.00%, 12/01/2031 | 600 | 685 |
|  5.00%, 06/01/2032 | 350 | 402 |
|  5.00%, 06/01/2033 | 350 | 401 |
|  5.00%, 12/01/2033 | 400 | 456 |
|  5.00%, 06/01/2034 | 300 | 341 |
|  5.00%, 12/01/2034 | 425 | 481 |
|  5.00%, 06/01/2035 | 500 | 563 |
|  5.00%, 12/01/2035 | 600 | 673 |
|  Ohio Water Development Authority Water Pollution Control Loan Fund |  |  |
|  5.00%, 12/01/2036 | 3000 | 3198 |
|  Port of Greater Cincinnati Development Authority |  |  |
|  3.75%, 12/01/2031(2) | 895 | 906 |
|  State of Ohio |  |  |
|  2.75%, 01/01/2052(1) | 2215 | 2205 |
|  3.90%, 01/15/2050(1) | 10500 | 10752 |
|  5.00%, 02/01/2028 | 1295 | 1373 |
|  5.00%, 03/01/2028 | 690 | 733 |
|  5.00%, 03/01/2028 | 860 | 914 |
|  5.00%, 03/15/2028 | 1725 | 1835 |
|  5.00%, 01/01/2030 | 1170 | 1232 |
|  5.00%, 12/01/2032 | 1510 | 1570 |
|  5.00%, 12/15/2032 | 1000 | 1111 |
|  5.00%, 12/15/2033 | 1000 | 1105 |
|  5.00%, 12/15/2034 | 1000 | 1098 |
|  5.00%, 10/01/2035 | 1410 | 1450 |
|  5.00%, 12/31/2035 | 1010 | 1010 |
|  5.00%, 10/01/2036 | 2895 | 3030 |
|  5.00%, 12/31/2039 | 4110 | 4102 |
|  5.00%, 03/01/2040 | 3200 | 3442 |
|  University of Akron |  |  |
|  4.00%, 01/01/2027 | 2780 | 2826 |
|  5.00%, 01/01/2034 | 2000 | 2017 |
|  5.00%, 01/01/2035 | 2500 | 2519 |
|  5.00%, 01/01/2037 | 6675 | 6710 |
|  5.00%, 01/01/2038 | 5225 | 5247 |
|  Warren County Port Authority |  |  |
|  4.00%, 12/01/2041 | 570 | 527 |
|  6.00%, 12/01/2042 | 1000 | 1068 |
|  Youngstown State University |  |  |
|  3.00%, 12/15/2033 | 730 | 702 |
|  Total Ohio | Total Ohio | 345647 |
|  **Oklahoma – 0.75%** |  |  |
|  Cache Educational Facilities Authority |  |  |
|  5.00%, 09/01/2034 | 1500 | 1645 |
|  Canadian County Educational Facilities Authority |  |  |
|  5.00%, 09/01/2026 | 330 | 337 |

---

------

---

| | | |
|:---|:---|:---|
|  Edmond Public Works Authority |  |  |
|  5.00%, 07/01/2037 | &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 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
|  5.00%, 07/01/2038 | 425 | 455 |
|  5.00%, 01/01/2039 | 450 | 480 |
|  Grady County School Finance Authority |  |  |
|  5.00%, 09/01/2028 | 375 | 396 |
|  5.00%, 09/01/2030 | 1235 | 1303 |
|  5.13%, 12/01/2038 | 955 | 1022 |
|  5.13%, 12/01/2039 | 510 | 541 |
|  5.13%, 12/01/2040 | 560 | 590 |
|  Grand River Dam Authority |  |  |
|  5.00%, 06/01/2038 | 2000 | 2179 |
|  Kingston Economic Development Authority |  |  |
|  5.00%, 08/20/2029 | 410 | 441 |
|  5.00%, 08/20/2030 | 305 | 334 |
|  5.00%, 08/20/2031 | 560 | 619 |
|  Lincoln County Educational Facilities Authority |  |  |
|  3.25%, 10/15/2034 | 4945 | 4775 |
|  McClain County Economic Development Authority |  |  |
|  5.25%, 09/01/2037 | 1000 | 1101 |
|  5.25%, 09/01/2038 | 1000 | 1092 |
|  5.25%, 09/01/2039 | 1000 | 1084 |
|  Mcintosh County Educational Facilities Authority |  |  |
|  5.00%, 09/01/2038 | 1320 | 1376 |
|  Muskogee Industrial Trust |  |  |
|  4.00%, 09/01/2029 | 3010 | 3055 |
|  Oklahoma Capitol Improvement Authority |  |  |
|  5.00%, 07/01/2035 | 750 | 870 |
|  5.00%, 07/01/2036 | 775 | 885 |
|  5.00%, 07/01/2037 | 1550 | 1749 |
|  5.00%, 07/01/2038 | 1000 | 1116 |
|  5.25%, 07/01/2050 | 1750 | 1871 |
|  Oklahoma City Airport Trust |  |  |
|  5.00%, 07/01/2026 | 2195 | 2228 |
|  5.00%, 07/01/2031 | 2820 | 2945 |
|  Oklahoma County Finance Authority |  |  |
|  5.00%, 10/01/2030 | 800 | 889 |
|  5.00%, 10/01/2031 | 1600 | 1799 |
|  5.00%, 09/01/2032 | 2870 | 3047 |
|  5.00%, 10/01/2038 | 1000 | 1105 |
|  5.00%, 10/01/2039 | 1150 | 1263 |
|  5.00%, 10/01/2040 | 1500 | 1629 |
|  Oklahoma Development Finance Authority |  |  |
|  5.00%, 08/01/2026 | 75 | 76 |
|  5.00%, 08/01/2030 | 1010 | 1058 |
|  Oklahoma Housing Finance Agency |  |  |
|  4.95%, 09/01/2045 | 560 | 575 |
|  6.25%, 09/01/2056 | 4495 | 5090 |
|  6.50%, 09/01/2054 | 450 | 505 |
|  6.50%, 03/01/2056 | 6405 | 7290 |
|  Oklahoma Industries Authority |  |  |
|  5.00%, 04/01/2028 | 5945 | 6299 |
|  5.00%, 04/01/2032 | 8900 | 9984 |
|  Oklahoma Turnpike Authority |  |  |
|  5.00%, 01/01/2027 | 3000 | 3097 |
|  5.00%, 01/01/2028 | 2905 | 3064 |
|  5.00%, 01/01/2039 | 4400 | 4899 |
|  5.00%, 01/01/2041 | 5450 | 5922 |
|  5.00%, 01/01/2042 | 4850 | 5213 |
|  5.00%, 01/01/2043 | 4300 | 4592 |
|  5.50%, 01/01/2053 | 7000 | 7409 |
|  5.50%, 01/01/2054 | 2500 | 2720 |
|  Oklahoma Water Resources Board |  |  |
|  3.00%, 10/01/2041 | 1545 | 1326 |
|  5.00%, 10/01/2038 | 565 | 614 |
|  5.00%, 10/01/2039 | 530 | 572 |
|  5.00%, 10/01/2051 | 3000 | 3105 |
|  Stillwater Utilities Authority |  |  |
|  5.00%, 10/01/2037 | 1000 | 1094 |
|  5.00%, 10/01/2038 | 675 | 735 |
|  5.00%, 10/01/2039 | 725 | 785 |
|  Tulsa County Home Finance Authority |  |  |
|  5.75%, 01/01/2056 | 3875 | 4290 |
|  Tulsa County Independent School District No 9 Union |  |  |
|  2.00%, 04/01/2027 | 2675 | 2632 |

---

------

---

| | | |
|:---|:---|:---|
|  Tulsa Municipal Airport Trust Trustees |  |  |
|  6.25%, 12/01/2035 | 9975 | 11408 |
|  Total Oklahoma |  | 139005 |
|  **Oregon – 1.24%** |  |  |
|  Astoria Hospital Facilities Authority |  |  |
|  5.00%, 08/01/2034 | 3130 | 3463 |
|  5.25%, 08/01/2037 | 1955 | 2130 |
|  5.25%, 08/01/2039 | 1100 | 1173 |
|  5.25%, 08/01/2040 | 1000 | 1055 |
|  City of Forest Grove OR |  |  |
|  5.00%, 05/01/2027 | 1195 | 1217 |
|  5.00%, 05/01/2029 | 1315 | 1372 |
|  City of Portland OR Sewer System Revenue |  |  |
|  5.00%, 12/01/2047 | 2000 | 2097 |
|  City of Redmond OR |  |  |
|  5.00%, 06/01/2035 | 795 | 871 |
|  5.00%, 06/01/2039 | 1000 | 1057 |
|  5.00%, 06/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1785 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872 |
|  5.25%, 06/01/2041 | 1250 | 1326 |
|  5.25%, 06/01/2044 | 2185 | 2273 |
|  5.50%, 06/01/2052 | 1000 | 1056 |
|  Clackamas County School District No 7J Lake Oswego |  |  |
|  5.00%, 06/01/2043 | 1000 | 1066 |
|  Coos County School District No 9 Coos Bay |  |  |
|  5.00%, 06/15/2043 | 1010 | 1031 |
|  County of Clackamas OR |  |  |
|  1.75%, 06/01/2038 | 1215 | 872 |
|  Curry Health District |  |  |
|  5.00%, 01/01/2032 | 815 | 891 |
|  5.00%, 01/01/2033 | 605 | 664 |
|  5.00%, 01/01/2034 | 900 | 990 |
|  5.00%, 01/01/2035 | 945 | 1039 |
|  Deschutes & Jefferson Counties School District No 2J Redmond |  |  |
|  5.00%, 06/15/2040 | 700 | 768 |
|  5.00%, 06/15/2041 | 700 | 760 |
|  5.00%, 06/15/2042 | 1245 | 1339 |
|  5.00%, 06/15/2043 | 2300 | 2457 |
|  5.00%, 06/15/2044 | 2000 | 2124 |
|  Deschutes County Administrative School District No 1 Bend-La Pine |  |  |
|  3.00%, 06/15/2029 | 3000 | 3013 |
|  Hillsboro School District No 1J |  |  |
|  5.00%, 06/15/2028 | 1525 | 1588 |
|  Medford Water Commission |  |  |
|  5.00%, 07/15/2054 | 1000 | 1038 |
|  Metro |  |  |
|  5.00%, 06/15/2042 | 5450 | 5502 |
|  Multnomah & Clackamas Counties School District No 10JT Gresham-Barlow |  |  |
|  0.00%, 06/15/2034 | 7150 | 4970 |
|  Multnomah-Clackamas Counties Centennial School District No 28JT |  |  |
|  5.00%, 06/15/2045 | 950 | 977 |
|  Oregon City School District No 62 |  |  |
|  0.00%, 06/15/2030 | 800 | 703 |
|  0.00%, 06/15/2031 | 1000 | 849 |
|  Oregon Health & Science University |  |  |
|  5.00%, 07/01/2038 | 1000 | 1006 |
|  5.00%, 07/01/2046(1) | 555 | 598 |
|  Oregon State Facilities Authority |  |  |
|  5.00%, 06/01/2030 | 5000 | 5456 |
|  5.00%, 10/01/2031 | 1085 | 1089 |
|  Oregon State Lottery |  |  |
|  5.00%, 04/01/2037 | 1000 | 1140 |
|  5.00%, 04/01/2039 | 1500 | 1672 |
|  5.25%, 04/01/2045 | 2000 | 2180 |
|  Pacific Communities Health District |  |  |
|  5.00%, 06/01/2032 | 1150 | 1165 |
|  Port of Morrow OR |  |  |
|  5.15%, 10/01/2026(2) | 20740 | 20741 |
|  Port of Portland OR Airport Revenue |  |  |
|  5.00%, 07/01/2028 | 1000 | 1057 |
|  5.00%, 07/01/2029 | 750 | 794 |
|  5.00%, 07/01/2031 | 1000 | 1021 |
|  5.00%, 07/01/2032 | 12930 | 14359 |
|  5.00%, 07/01/2033 | 1375 | 1446 |
|  5.00%, 07/01/2035 | 3240 | 3287 |
|  5.00%, 07/01/2036 | 2200 | 2387 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 07/01/2038 | 3250 | 3465 |
|  5.00%, 07/01/2038 | 4440 | 4789 |
|  5.00%, 07/01/2038 | 7075 | 7632 |
|  5.00%, 07/01/2039 | 4660 | 4986 |
|  5.00%, 07/01/2039 | 8790 | 9405 |
|  5.00%, 07/01/2045 | 2420 | 2454 |
|  5.25%, 07/01/2039 | 7000 | 7557 |
|  5.25%, 07/01/2042 | 2450 | 2596 |
|  5.25%, 07/01/2043 | 18730 | 19566 |
|  5.25%, 07/01/2044 | 7710 | 8077 |
|  5.50%, 07/01/2048 | 2835 | 2992 |
|  Salem Hospital Facility Authority |  |  |
|  4.00%, 05/15/2030 | 190 | 193 |
|  4.00%, 05/15/2041 | 1590 | 1486 |
|  State of Oregon |  |  |
|  5.00%, 05/01/2026 | 1780 | 1805 |
|  5.00%, 08/01/2036 | 890 | 1028 |
|  5.00%, 08/01/2037 | 710 | 812 |
|  5.00%, 08/01/2038 | 1290 | 1459 |
|  5.00%, 06/01/2039 | 3875 | 4340 |
|  5.00%, 06/01/2040 | 2500 | 2759 |
|  5.00%, 05/01/2041 | 3750 | 4078 |
|  5.25%, 05/01/2043 | 2385 | 2632 |
|  5.25%, 05/01/2044 | 2000 | 2197 |
|  5.25%, 06/01/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2734 |
|  6.25%, 06/01/2055 | 3750 | 4188 |
|  State of Oregon Department of Transportation |  |  |
|  5.00%, 11/15/2037 | 4500 | 4779 |
|  State of Oregon Housing & Community Services Department |  |  |
|  2.65%, 07/01/2039 | 980 | 838 |
|  6.50%, 07/01/2054 | 3420 | 3816 |
|  Washington & Clackamas Counties School District No 23J Tigard-Tualatin |  |  |
|  5.00%, 06/15/2039 | 1000 | 1112 |
|  Washington & Multnomah Counties School District No 48J Beaverton |  |  |
|  0.00%, 06/15/2037 | 2000 | 1260 |
|  0.00%, 06/15/2040 | 2750 | 1452 |
|  Total Oregon | Total Oregon | 229488 |
|  **Other Territory – 0.13%** |  |  |
|  FHLMC Multifamily VRD Certificates |  |  |
|  4.76%, 08/25/2041 | 21593 | 22183 |
|  Freddie Mac Multifamily ML Certificates |  |  |
|  0.00%, 07/25/2038(1) | 541 | 556 |
|  0.00%, 12/25/2038(1) | 1984 | 1751 |
|  Total Other Territory | Total Other Territory | 24490 |
|  **Pennsylvania – 3.47%** |  |  |
|  Adams County General Authority |  |  |
|  3.60%, 06/01/2029 | 700 | 698 |
|  Allegheny County Airport Authority |  |  |
|  4.00%, 01/01/2046 | 1000 | 888 |
|  5.00%, 01/01/2033 | 2200 | 2435 |
|  5.00%, 01/01/2033 | 6365 | 6841 |
|  5.00%, 01/01/2034 | 3415 | 3790 |
|  5.25%, 01/01/2038 | 1000 | 1079 |
|  Allegheny County Higher Education Building Authority |  |  |
|  4.00%, 03/01/2032 | 300 | 314 |
|  4.00%, 03/01/2033 | 300 | 310 |
|  Allegheny County Hospital Development Authority |  |  |
|  5.00%, 07/15/2033 | 3275 | 3470 |
|  Allegheny County Industrial Development Authority |  |  |
|  3.50%, 12/01/2031 | 810 | 389 |
|  4.00%, 12/01/2041 | 1720 | 826 |
|  4.25%, 12/01/2050 | 1915 | 919 |
|  Allegheny County Sanitary Authority |  |  |
|  5.00%, 12/01/2035 | 750 | 842 |
|  5.00%, 12/01/2036 | 625 | 694 |
|  5.00%, 12/01/2037 | 850 | 936 |
|  5.00%, 12/01/2038 | 1000 | 1092 |
|  5.00%, 12/01/2039 | 700 | 760 |
|  5.00%, 12/01/2045 | 2300 | 2303 |
|  Allentown City School District |  |  |
|  5.00%, 02/01/2032 | 470 | 500 |
|  5.00%, 06/01/2037 | 1300 | 1311 |
|  Allentown Commercial & Industrial Development Authority |  |  |
|  5.00%, 07/01/2032(2) | 1115 | 1173 |

---

------

---

| | | |
|:---|:---|:---|
|  Allentown Neighborhood Improvement Zone Development Authority |  |  |
|  5.00%, 05/01/2027(2) | 555 | 565 |
|  5.00%, 05/01/2028(2) | 750 | 772 |
|  5.00%, 05/01/2032(2) | 1055 | 1074 |
|  5.00%, 05/01/2042(2) | 5260 | 5287 |
|  6.00%, 05/01/2042(2) | 450 | 466 |
|  Bucks County Industrial Development Authority |  |  |
|  5.00%, 07/01/2033 | 640 | 684 |
|  5.00%, 07/01/2034 | 565 | 600 |
|  5.00%, 07/01/2035 | 435 | 459 |
|  5.00%, 07/01/2036 | 665 | 697 |
|  5.00%, 07/01/2037 | 1410 | 1468 |
|  5.00%, 07/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1510 |
|  5.00%, 07/01/2039 | 1510 | 1553 |
|  Capital Region Water Sewer Revenue |  |  |
|  5.00%, 07/15/2042 | 1250 | 1264 |
|  Catasauqua Area School District |  |  |
|  5.00%, 05/15/2045 | 1835 | 1908 |
|  Chester County Health & Education Facilities Authority |  |  |
|  5.00%, 10/01/2032 | 2540 | 2630 |
|  5.00%, 10/01/2033 | 1315 | 1358 |
|  Chester County Industrial Development Authority |  |  |
|  4.00%, 10/01/2039(2) | 1325 | 1214 |
|  5.00%, 10/15/2032(2) | 1215 | 1228 |
|  5.13%, 10/15/2037 | 1010 | 979 |
|  Chester County School Authority |  |  |
|  5.00%, 04/01/2041 | 600 | 636 |
|  5.00%, 04/01/2042 | 500 | 525 |
|  5.00%, 04/01/2043 | 425 | 444 |
|  5.00%, 04/01/2044 | 600 | 623 |
|  5.00%, 04/01/2045 | 900 | 934 |
|  City of Erie Higher Education Building Authority |  |  |
|  5.00%, 05/01/2026 | 255 | 257 |
|  5.00%, 05/01/2027 | 285 | 292 |
|  City of Philadelphia PA |  |  |
|  5.00%, 08/01/2027 | 1500 | 1567 |
|  5.00%, 02/01/2029 | 3175 | 3433 |
|  City of Philadelphia PA Airport Revenue |  |  |
|  4.00%, 07/01/2037 | 2085 | 2071 |
|  5.00%, 07/01/2026 | 1155 | 1176 |
|  5.00%, 07/01/2027 | 1520 | 1585 |
|  5.00%, 07/01/2029 | 230 | 247 |
|  5.00%, 07/01/2030 | 1000 | 1031 |
|  5.00%, 07/01/2031 | 2000 | 2057 |
|  5.00%, 07/01/2032 | 3100 | 3182 |
|  5.00%, 07/01/2033 | 1000 | 1024 |
|  5.00%, 07/01/2040 | 2500 | 2636 |
|  5.00%, 07/01/2042 | 6325 | 6354 |
|  5.25%, 07/01/2041 | 895 | 962 |
|  City of Philadelphia PA Water & Wastewater Revenue |  |  |
|  5.00%, 11/01/2026 | 1165 | 1195 |
|  5.00%, 11/01/2027 | 1540 | 1618 |
|  5.00%, 10/01/2043 | 2500 | 2553 |
|  City of Reading PA |  |  |
|  5.00%, 11/01/2027 | 2330 | 2442 |
|  Coatesville School District |  |  |
|  5.25%, 11/15/2037 | 13465 | 14286 |
|  Commonwealth Financing Authority |  |  |
|  4.00%, 06/01/2039 | 15000 | 14721 |
|  5.00%, 06/01/2027 | 1500 | 1555 |
|  5.00%, 06/01/2028 | 2555 | 2705 |
|  5.00%, 06/01/2031 | 1000 | 1054 |
|  Commonwealth of Pennsylvania |  |  |
|  3.00%, 05/15/2036 | 1045 | 959 |
|  3.20%, 03/01/2029 | 6335 | 6410 |
|  3.35%, 03/01/2030 | 9430 | 9571 |
|  3.50%, 03/01/2031 | 6220 | 6325 |
|  4.00%, 02/01/2032 | 2380 | 2389 |
|  5.00%, 08/15/2033 | 6000 | 6897 |
|  5.00%, 08/15/2035 | 10000 | 11487 |
|  5.00%, 08/15/2036 | 10000 | 11367 |
|  5.00%, 08/15/2039 | 4120 | 4536 |
|  5.00%, 07/01/2043 | 4000 | 4071 |
|  County of Allegheny PA |  |  |
|  5.00%, 11/01/2041 | 2295 | 2312 |

---

------

---

| | | |
|:---|:---|:---|
|  County of Lehigh PA |  |  |
|  5.00%, 07/01/2044 | 1000 | 1008 |
|  Cumberland County Municipal Authority |  |  |
|  4.00%, 01/01/2033 | 370 | 358 |
|  Cumberland Valley School District |  |  |
|  5.00%, 12/01/2040 | 250 | 265 |
|  5.00%, 12/01/2041 | 365 | 385 |
|  5.00%, 12/01/2042 | 340 | 357 |
|  5.00%, 12/01/2043 | 310 | 325 |
|  5.00%, 12/01/2046 | 635 | 658 |
|  5.00%, 12/01/2049 | 350 | 361 |
|  5.00%, 12/01/2053 | 1000 | 1029 |
|  Dauphin County General Authority |  |  |
|  5.00%, 10/15/2030(2) | 2000 | 1745 |
|  5.00%, 06/01/2034 | 2745 | 2773 |
|  5.00%, 06/01/2035 | 1145 | 1156 |
|  Delaware County Vocational & Technical School Authority |  |  |
|  4.00%, 11/01/2054 | 10000 | 9122 |
|  Delaware River Joint Toll Bridge Commission |  |  |
|  5.00%, 07/01/2044 | 760 | 779 |
|  Doylestown Hospital Authority |  |  |
|  5.00%, 07/01/2031(2) | 500 | 533 |
|  5.00%, 07/01/2049 | 130 | 140 |
|  5.00%, 07/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1193 |
|  Geisinger Authority |  |  |
|  5.00%, 02/15/2034 | 3655 | 3738 |
|  General Authority of Southcentral Pennsylvania |  |  |
|  5.00%, 06/01/2038 | 1970 | 2057 |
|  Hamburg Area School District |  |  |
|  3.00%, 04/01/2035 | 1400 | 1352 |
|  Haverford Township School District |  |  |
|  5.00%, 03/15/2044 | 500 | 523 |
|  Indiana County Industrial Development Authority |  |  |
|  5.00%, 05/01/2029 | 740 | 785 |
|  Jefferson County Hospital Authority PA |  |  |
|  4.50%, 01/15/2027(2) | 2000 | 2009 |
|  Lancaster School District |  |  |
|  5.00%, 06/01/2041 | 3500 | 3771 |
|  Monroe County Industrial Development Authority |  |  |
|  5.00%, 07/01/2033 | 810 | 821 |
|  Monroeville Finance Authority |  |  |
|  5.00%, 05/15/2034 | 640 | 718 |
|  Montgomery County Higher Education & Health Authority |  |  |
|  5.00%, 10/01/2028 | 1000 | 989 |
|  5.00%, 09/01/2031 | 1050 | 1108 |
|  5.00%, 09/01/2032 | 1000 | 1071 |
|  5.00%, 09/01/2033 | 305 | 326 |
|  5.00%, 10/01/2036 | 1320 | 1211 |
|  5.00%, 10/01/2040 | 1595 | 1368 |
|  Municipality of Penn Hills PA |  |  |
|  0.00%, 12/01/2030 | 365 | 304 |
|  Northampton County General Purpose Authority |  |  |
|  4.00%, 08/15/2042 | 17080 | 15923 |
|  5.00%, 08/15/2034 | 6100 | 6781 |
|  5.00%, 08/15/2036 | 455 | 459 |
|  Oxford Area School District |  |  |
|  5.25%, 09/01/2043 | 250 | 264 |
|  5.25%, 09/01/2044 | 250 | 263 |
|  Pennsylvania Economic Development Financing Authority |  |  |
|  3.80%, 06/01/2049(1) | 10135 | 10132 |
|  3.85%, 04/01/2034(1) | 1500 | 1500 |
|  3.85%, 08/01/2045(1) | 15750 | 15748 |
|  3.88%, 08/01/2038(1) | 10500 | 10500 |
|  4.00%, 06/01/2041(1) | 13065 | 13068 |
|  5.00%, 05/15/2031 | 7175 | 7917 |
|  5.00%, 05/15/2032 | 700 | 777 |
|  5.00%, 05/15/2032 | 850 | 943 |
|  5.00%, 05/15/2033 | 525 | 585 |
|  5.00%, 05/15/2033 | 550 | 613 |
|  5.00%, 05/15/2034 | 700 | 777 |
|  5.00%, 05/15/2034 | 750 | 833 |
|  5.00%, 08/01/2049 | 5900 | 6171 |
|  5.25%, 06/30/2036 | 3000 | 3221 |
|  5.25%, 07/01/2046 | 1535 | 1543 |
|  5.50%, 06/30/2037 | 5450 | 5875 |
|  5.50%, 06/30/2038 | 5450 | 5809 |

---

------

---

| | | |
|:---|:---|:---|
|  Pennsylvania Higher Education Assistance Agency |  |  |
|  4.75%, 06/01/2046 | 3500 | 3503 |
|  5.00%, 06/01/2029 | 1550 | 1635 |
|  5.00%, 06/01/2030 | 800 | 850 |
|  5.00%, 06/01/2030 | 4730 | 5032 |
|  5.00%, 06/01/2031 | 2600 | 2773 |
|  5.00%, 06/01/2031 | 4630 | 4933 |
|  5.00%, 06/01/2032 | 4000 | 4285 |
|  5.00%, 06/01/2033 | 1875 | 2009 |
|  5.00%, 06/01/2033 | 3910 | 4185 |
|  5.00%, 06/01/2034 | 3375 | 3570 |
|  Pennsylvania Higher Educational Facilities Authority |  |  |
|  5.00%, 08/15/2029 | 1600 | 1669 |
|  5.00%, 10/01/2034 | 1250 | 1252 |
|  5.00%, 08/15/2036 | 2320 | 2628 |
|  5.00%, 08/15/2037 | 1440 | 1476 |
|  5.00%, 08/15/2042 | 2750 | 2783 |
|  5.25%, 11/01/2048 | 1000 | 1051 |
|  Pennsylvania Housing Finance Agency |  |  |
|  2.60%, 04/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1083 |
|  3.00%, 10/01/2049 | 3265 | 3241 |
|  3.00%, 10/01/2051 | 4820 | 4732 |
|  3.50%, 04/01/2051 | 235 | 235 |
|  4.25%, 10/01/2052 | 4620 | 4687 |
|  4.90%, 06/01/2041 | 1250 | 1297 |
|  5.75%, 10/01/2053 | 3425 | 3636 |
|  6.00%, 10/01/2054 | 1990 | 2164 |
|  6.25%, 10/01/2053 | 11515 | 12511 |
|  6.25%, 10/01/2055 | 10000 | 11333 |
|  6.50%, 10/01/2055 | 15370 | 17634 |
|  Pennsylvania Turnpike Commission |  |  |
|  4.00%, 12/01/2038 | 360 | 363 |
|  5.00%, 06/01/2027 | 14000 | 14215 |
|  5.00%, 06/01/2028 | 2085 | 2115 |
|  5.00%, 12/01/2031 | 350 | 399 |
|  5.00%, 06/01/2032 | 2000 | 2070 |
|  5.00%, 12/01/2032 | 1295 | 1477 |
|  5.00%, 12/01/2033 | 375 | 427 |
|  5.00%, 12/01/2033 | 5250 | 5987 |
|  5.00%, 12/01/2034 | 300 | 339 |
|  5.00%, 12/01/2034 | 2155 | 2438 |
|  5.00%, 12/01/2035 | 500 | 561 |
|  5.00%, 12/01/2035 | 575 | 644 |
|  5.00%, 12/01/2035 | 1800 | 2070 |
|  5.00%, 12/01/2035 | 2000 | 2072 |
|  5.00%, 12/01/2035 | 2000 | 2300 |
|  5.00%, 12/01/2036 | 2835 | 3220 |
|  5.00%, 12/01/2037 | 450 | 489 |
|  5.00%, 12/01/2037 | 550 | 606 |
|  5.00%, 12/01/2037 | 2100 | 2369 |
|  5.00%, 12/01/2037 | 2825 | 3188 |
|  5.00%, 06/01/2039 | 3000 | 3030 |
|  5.00%, 12/01/2039 | 1000 | 1084 |
|  5.00%, 12/01/2040 | 5000 | 5009 |
|  5.00%, 12/01/2045(1) | 6000 | 6765 |
|  5.25%, 12/01/2047 | 4000 | 4195 |
|  Pennsylvania Turnpike Commission Oil Franchise Tax Revenue |  |  |
|  5.00%, 12/01/2038 | 1035 | 1075 |
|  5.25%, 12/01/2044 | 5300 | 5395 |
|  Pennsylvania Turnpike Commission Registration Fee Revenue |  |  |
|  3.74% (SIFMA Municipal Swap Index Yield + 0.85%), 07/15/2041(3) | 6925 | 6915 |
|  Philadelphia Authority for Industrial Development |  |  |
|  3.70%, 07/01/2054(1) | 2000 | 2000 |
|  4.50%, 06/15/2034(2) | 1385 | 1380 |
|  5.00%, 05/01/2030 | 760 | 772 |
|  5.00%, 05/01/2031 | 2275 | 2407 |
|  5.00%, 07/01/2033 | 2000 | 2068 |
|  Philadelphia Gas Works Co. |  |  |
|  4.00%, 08/01/2036 | 1000 | 1014 |
|  5.00%, 08/01/2028 | 625 | 668 |
|  5.00%, 08/01/2029 | 1000 | 1091 |
|  5.00%, 08/01/2032 | 1000 | 1101 |
|  5.00%, 08/01/2033 | 1250 | 1368 |
|  5.00%, 08/01/2034 | 1410 | 1538 |
|  5.00%, 08/01/2035 | 1000 | 1084 |
|  5.00%, 08/01/2036 | 1690 | 1821 |

---

------

---

| | | |
|:---|:---|:---|
|  Philadelphia Housing Authority |  |  |
|  5.00%, 03/01/2043 | 6000 | 6109 |
|  5.25%, 03/01/2038 | 3000 | 3280 |
|  5.25%, 03/01/2039 | 4830 | 5223 |
|  5.25%, 03/01/2040 | 4895 | 5252 |
|  5.25%, 03/01/2041 | 4000 | 4249 |
|  5.25%, 03/01/2043 | 2000 | 2090 |
|  Pittsburgh School District |  |  |
|  3.00%, 09/01/2039 | 3290 | 2858 |
|  Pittsburgh Water & Sewer Authority |  |  |
|  5.00%, 09/01/2036 | 400 | 424 |
|  5.00%, 09/01/2038 | 1000 | 1051 |
|  5.00%, 09/01/2046 | 2360 | 2457 |
|  Plum Boro School District |  |  |
|  5.00%, 05/15/2034 | 430 | 464 |
|  5.00%, 05/15/2040 | 995 | 1039 |
|  5.00%, 05/15/2044 | 1415 | 1456 |
|  5.00%, 05/15/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1517 |
|  Reading School District |  |  |
|  5.00%, 03/01/2036 | 1250 | 1277 |
|  Ridley School District |  |  |
|  5.00%, 11/15/2043 | 3055 | 3166 |
|  School District of Philadelphia |  |  |
|  5.00%, 09/01/2029 | 1500 | 1626 |
|  5.00%, 09/01/2030 | 3985 | 4046 |
|  5.00%, 09/01/2031 | 1000 | 1014 |
|  5.00%, 09/01/2031 | 1200 | 1268 |
|  5.00%, 09/01/2032 | 1200 | 1263 |
|  5.00%, 09/01/2032 | 2200 | 2366 |
|  5.00%, 09/01/2033 | 960 | 1032 |
|  5.00%, 09/01/2036 | 1000 | 1008 |
|  5.00%, 09/01/2036 | 2200 | 2286 |
|  5.00%, 09/01/2043 | 1690 | 1723 |
|  Scranton School District |  |  |
|  5.00%, 06/01/2033 | 530 | 563 |
|  5.00%, 06/01/2035 | 515 | 544 |
|  State Public School Building Authority |  |  |
|  5.00%, 06/01/2026 | 180 | 180 |
|  5.00%, 03/01/2031 | 810 | 873 |
|  5.00%, 06/01/2031 | 2500 | 2555 |
|  5.00%, 12/01/2032 | 725 | 746 |
|  5.00%, 12/01/2032 | 2335 | 2379 |
|  5.25%, 09/15/2030 | 990 | 1039 |
|  Steel Valley School District |  |  |
|  5.00%, 11/01/2041 | 885 | 927 |
|  Steelton-Highspire School District |  |  |
|  5.13%, 06/30/2026 | 3500 | 3512 |
|  Tulpehocken Area School District |  |  |
|  5.25%, 10/01/2041 | 4340 | 4583 |
|  Westmoreland County Municipal Authority |  |  |
|  5.00%, 08/15/2047 | 4000 | 4148 |
|  5.00%, 08/15/2049 | 1000 | 1032 |
|  Wilkes-Barre Area School District |  |  |
|  5.00%, 08/01/2036 | 2125 | 2166 |
|  York County School of Technology Authority |  |  |
|  5.00%, 02/15/2028 | 400 | 401 |
|  Total Pennsylvania |  | 641323 |
|  **Puerto Rico – 1.39%** |  |  |
|  Commonwealth of Puerto Rico |  |  |
|  0.00%, 11/01/2043(1) | 38397 | 25390 |
|  0.00%, 11/01/2051(1) | 43079 | 29078 |
|  4.00%, 07/01/2033 | 13272 | 13123 |
|  4.00%, 07/01/2035 | 4835 | 4715 |
|  4.00%, 07/01/2046 | 2560 | 2210 |
|  5.63%, 07/01/2027 | 17133 | 17734 |
|  5.63%, 07/01/2029 | 1552 | 1660 |
|  5.75%, 07/01/2031 | 11771 | 13044 |
|  GDB Debt Recovery Authority of Puerto Rico |  |  |
|  7.50%, 08/20/2040 | 6843 | 6649 |
|  Puerto Rico Commonwealth Aqueduct & Sewer Authority |  |  |
|  4.00%, 07/01/2042(2) | 2900 | 2603 |
|  4.00%, 07/01/2042(2) | 6000 | 5404 |
|  5.00%, 07/01/2028(2) | 2075 | 2131 |
|  5.00%, 07/01/2033(2) | 4540 | 4744 |
|  5.00%, 07/01/2035(2) | 5555 | 5722 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 07/01/2037(2) | 2425 | 2498 |
|  5.00%, 07/01/2037(2) | 3060 | 3165 |
|  5.00%, 07/01/2047(2) | 13525 | 13173 |
|  Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth |  |  |
|  4.00%, 07/01/2037 | 240 | 227 |
|  5.00%, 07/01/2032 | 250 | 268 |
|  Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue |  |  |
|  0.00%, 07/01/2027 | 1474 | 1394 |
|  0.00%, 07/01/2033 | 8101 | 6084 |
|  4.33%, 07/01/2040 | 57246 | 54771 |
|  4.55%, 07/01/2040 | 21604 | 21106 |
|  4.75%, 07/01/2053 | 3974 | 3735 |
|  5.00%, 07/01/2058 | 17365 | 16758 |
|  Total Puerto Rico |  | 257386 |
|  **Rhode Island – 0.68%** |  |  |
|  City of Pawtucket RI |  |  |
|  4.50%, 10/24/2025 | 3145 | 3147 |
|  Providence Redevelopment Agency |  |  |
|  5.00%, 04/01/2028 | 1200 | 1201 |
|  Rhode Island Commerce Corp. |  |  |
|  5.00%, 05/15/2036 | 10530 | 11837 |
|  Rhode Island Health & Educational Building Corp. |  |  |
|  5.00%, 09/01/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225 |
|  5.00%, 06/01/2033 | 650 | 734 |
|  5.00%, 05/15/2034 | 13705 | 15129 |
|  5.00%, 05/15/2035 | 480 | 526 |
|  5.00%, 05/15/2037 | 265 | 286 |
|  5.00%, 05/15/2038 | 320 | 342 |
|  5.00%, 05/15/2038 | 1710 | 1869 |
|  5.00%, 05/15/2040 | 265 | 277 |
|  5.00%, 05/15/2041 | 290 | 300 |
|  5.00%, 06/01/2041 | 1485 | 1564 |
|  5.00%, 05/15/2043 | 285 | 289 |
|  5.00%, 05/15/2044 | 200 | 202 |
|  5.25%, 05/15/2043 | 1520 | 1617 |
|  5.50%, 05/15/2039 | 1320 | 1456 |
|  5.50%, 05/15/2040 | 1205 | 1316 |
|  5.50%, 05/15/2041 | 1570 | 1701 |
|  5.50%, 05/15/2047 | 4130 | 4411 |
|  5.50%, 05/15/2049 | 1500 | 1623 |
|  Rhode Island Housing & Mortgage Finance Corp. |  |  |
|  2.13%, 10/01/2036 | 3350 | 2740 |
|  3.15%, 10/01/2031 | 765 | 754 |
|  3.30%, 04/01/2028 | 2000 | 2012 |
|  3.35%, 10/01/2055(1) | 1550 | 1556 |
|  3.50%, 10/01/2050 | 555 | 555 |
|  4.00%, 10/01/2049 | 205 | 206 |
|  5.00%, 10/01/2026 | 395 | 404 |
|  5.00%, 04/01/2027 | 215 | 222 |
|  5.00%, 10/01/2027 | 250 | 261 |
|  5.00%, 10/01/2027 | 520 | 544 |
|  5.00%, 04/01/2028 | 480 | 507 |
|  5.00%, 10/01/2028 | 275 | 293 |
|  5.00%, 10/01/2029 | 285 | 308 |
|  5.00%, 10/01/2041 | 4285 | 4514 |
|  5.25%, 10/01/2049 | 1700 | 1769 |
|  Rhode Island Student Loan Authority |  |  |
|  3.50%, 12/01/2034 | 245 | 239 |
|  4.13%, 12/01/2043 | 5000 | 4727 |
|  4.13%, 12/01/2043 | 6420 | 6120 |
|  5.00%, 12/01/2025 | 500 | 502 |
|  5.00%, 12/01/2026 | 750 | 764 |
|  5.00%, 12/01/2027 | 675 | 700 |
|  5.00%, 12/01/2027 | 1000 | 1037 |
|  5.00%, 12/01/2027 | 2000 | 2074 |
|  5.00%, 12/01/2028 | 910 | 959 |
|  5.00%, 12/01/2028 | 1150 | 1211 |
|  5.00%, 12/01/2028 | 1200 | 1264 |
|  5.00%, 12/01/2029 | 675 | 718 |
|  5.00%, 12/01/2029 | 1830 | 1945 |
|  5.00%, 12/01/2030 | 1645 | 1755 |
|  5.00%, 12/01/2032 | 1900 | 2039 |
|  5.00%, 12/01/2033 | 1775 | 1900 |
|  5.00%, 12/01/2044 | 9500 | 9507 |

---

------

---

| | | |
|:---|:---|:---|
|  State of Rhode Island |  |  |
|  4.13%, 08/01/2042 | 4350 | 4324 |
|  5.00%, 05/01/2036 | 4240 | 4859 |
|  5.00%, 05/01/2037 | 3865 | 4391 |
|  5.00%, 05/01/2038 | 5000 | 5629 |
|  Total Rhode Island |  | 125361 |
|  **South Carolina – 1.47%** |  |  |
|  Anderson County Detention Facilities Corp. |  |  |
|  5.00%, 10/01/2040 | 1985 | 2153 |
|  Beaufort County School District |  |  |
|  2.00%, 03/01/2034 | 1400 | 1225 |
|  Charleston Housing Authority |  |  |
|  4.50%, 09/01/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2004 |
|  5.00%, 12/01/2041 | 3000 | 3044 |
|  City of Charleston SC Waterworks & Sewer System Revenue |  |  |
|  5.00%, 01/01/2052 | 5150 | 5342 |
|  City of Goose Creek SC |  |  |
|  5.25%, 10/01/2045(2) | 1000 | 979 |
|  Greater Greenville Sanitation District |  |  |
|  4.25%, 03/01/2055 | 3600 | 3377 |
|  Patriots Energy Group Financing Agency |  |  |
|  4.70% (SOFR + 1.90%), 02/01/2054(3) | 5350 | 5532 |
|  5.25%, 02/01/2054(1) | 33700 | 36780 |
|  5.25%, 10/01/2054(1) | 9600 | 10459 |
|  Richland County School District No 2 |  |  |
|  3.00%, 03/01/2033 | 3000 | 2964 |
|  SCAGO Educational Facilities Corp. for Pickens School District |  |  |
|  5.00%, 12/01/2030 | 500 | 502 |
|  South Carolina Jobs-Economic Development Authority |  |  |
|  3.00%, 08/15/2038 | 2380 | 1954 |
|  4.00%, 11/01/2042 | 3025 | 2914 |
|  4.00%, 03/01/2062(1) | 6200 | 6255 |
|  5.00%, 11/01/2031 | 12000 | 13385 |
|  5.00%, 11/15/2031 | 600 | 639 |
|  5.00%, 11/01/2032 | 1700 | 1911 |
|  5.00%, 11/15/2032 | 960 | 1019 |
|  5.00%, 11/01/2033 | 2030 | 2293 |
|  5.00%, 11/15/2033 | 400 | 423 |
|  5.00%, 11/01/2034 | 19875 | 22447 |
|  5.00%, 04/01/2035 | 1280 | 1288 |
|  5.00%, 05/01/2038 | 2000 | 2058 |
|  5.00%, 11/01/2038 | 6350 | 6893 |
|  5.00%, 05/01/2043 | 5955 | 6033 |
|  5.25%, 11/15/2039 | 1000 | 1052 |
|  5.25%, 11/01/2040 | 8425 | 9168 |
|  5.25%, 11/01/2041 | 2500 | 2692 |
|  5.25%, 11/01/2042 | 2125 | 2303 |
|  5.50%, 11/15/2044 | 500 | 505 |
|  South Carolina Ports Authority |  |  |
|  5.00%, 07/01/2026 | 1940 | 1970 |
|  5.00%, 07/01/2027 | 3120 | 3223 |
|  5.00%, 07/01/2028 | 1100 | 1160 |
|  South Carolina Public Service Authority |  |  |
|  4.00%, 12/01/2037 | 4000 | 3997 |
|  4.13%, 12/01/2044 | 765 | 714 |
|  5.00%, 12/01/2031 | 2860 | 3155 |
|  5.00%, 12/01/2032 | 1500 | 1519 |
|  5.00%, 12/01/2032 | 2500 | 2533 |
|  5.00%, 12/01/2032 | 3670 | 4008 |
|  5.00%, 12/01/2034 | 1750 | 1985 |
|  5.00%, 12/01/2034 | 2355 | 2671 |
|  5.00%, 12/01/2035 | 1500 | 1526 |
|  5.00%, 12/01/2035 | 2000 | 2255 |
|  5.00%, 12/01/2035 | 4750 | 5328 |
|  5.00%, 12/01/2036 | 2000 | 2231 |
|  5.00%, 12/01/2039 | 1425 | 1544 |
|  5.00%, 12/01/2040 | 3925 | 4261 |
|  5.00%, 12/01/2041 | 1600 | 1610 |
|  5.00%, 12/01/2041 | 2965 | 3150 |
|  5.00%, 12/01/2042 | 1555 | 1656 |
|  5.00%, 12/01/2043 | 6000 | 6265 |
|  5.00%, 12/01/2046 | 7500 | 7744 |
|  5.00%, 12/01/2048 | 2000 | 2048 |
|  5.25%, 12/01/2038 | 10000 | 10928 |

---

------

---

| | | |
|:---|:---|:---|
|  South Carolina State Housing Finance & Development Authority |  |  |
|  3.75%, 01/01/2050 | 4075 | 4096 |
|  4.00%, 01/01/2050 | 370 | 374 |
|  4.00%, 07/01/2050 | 360 | 364 |
|  5.00%, 10/01/2026(1) | 4000 | 4000 |
|  5.00%, 01/01/2030 | 210 | 228 |
|  5.00%, 01/01/2030 | 595 | 647 |
|  5.00%, 07/01/2030 | 470 | 516 |
|  5.00%, 01/01/2031 | 480 | 529 |
|  5.00%, 07/01/2031 | 475 | 526 |
|  5.00%, 01/01/2032 | 500 | 554 |
|  5.00%, 07/01/2032 | 525 | 584 |
|  5.00%, 01/01/2033 | 485 | 539 |
|  6.50%, 07/01/2055 | 4915 | 5624 |
|  6.50%, 07/01/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7972 |
|  South Carolina Transportation Infrastructure Bank |  |  |
|  5.00%, 10/01/2025 | 305 | 305 |
|  5.00%, 10/01/2035 | 5325 | 5522 |
|  Spartanburg County School District No 4 |  |  |
|  5.25%, 03/01/2052 | 3295 | 3458 |
|  Total South Carolina |  | 272912 |
|  **South Dakota – 0.23%** |  |  |
|  Baltic School District No 49-1 |  |  |
|  5.50%, 12/01/2051 | 1000 | 1053 |
|  City of Watertown SD Sales Tax Revenue |  |  |
|  3.00%, 12/01/2030 | 1280 | 1277 |
|  South Dakota Health & Educational Facilities Authority |  |  |
|  5.00%, 09/01/2026 | 2000 | 2040 |
|  5.00%, 11/01/2029 | 800 | 801 |
|  5.00%, 11/01/2030 | 1000 | 1002 |
|  5.00%, 11/01/2051(1) | 17650 | 19436 |
|  South Dakota Housing Development Authority |  |  |
|  3.00%, 11/01/2051 | 720 | 713 |
|  4.00%, 11/01/2047 | 1350 | 1353 |
|  5.00%, 05/01/2053 | 810 | 840 |
|  6.25%, 05/01/2055 | 920 | 1000 |
|  6.25%, 11/01/2055 | 3735 | 4190 |
|  6.25%, 11/01/2056 | 1500 | 1678 |
|  6.50%, 11/01/2055 | 7035 | 8031 |
|  Total South Dakota |  | 43414 |
|  **Tennessee – 1.63%** |  |  |
|  Chattanooga Health Educational & Housing Facility Board |  |  |
|  5.00%, 08/01/2026 | 265 | 269 |
|  5.00%, 08/01/2044 | 1500 | 1513 |
|  5.25%, 12/01/2049 | 3905 | 4064 |
|  City of Cleveland TN |  |  |
|  2.00%, 12/01/2035 | 1020 | 831 |
|  City of Memphis TN |  |  |
|  5.00%, 04/01/2037 | 4520 | 5020 |
|  City of Memphis TN Memphis Light Gas & Water Division Electric System Revenue |  |  |
|  5.00%, 12/01/2054 | 1010 | 1053 |
|  City of Morristown TN |  |  |
|  3.00%, 06/01/2036 | 1295 | 1214 |
|  County of Knox TN |  |  |
|  2.80%, 06/01/2031 | 3000 | 2981 |
|  County of Shelby TN |  |  |
|  5.00%, 04/01/2043 | 4010 | 4276 |
|  Franklin Health & Educational Facilities Board |  |  |
|  3.60%, 11/01/2029(1) | 1500 | 1517 |
|  Hamilton County & Chattanooga Sports Authority |  |  |
|  5.50%, 12/01/2045 | 725 | 800 |
|  5.75%, 12/01/2050 | 1000 | 1109 |
|  Health Educational & Housing Facility Board of the City of Memphis |  |  |
|  3.25%, 11/01/2029(1) | 4000 | 4023 |
|  5.00%, 07/01/2027(1) | 4220 | 4284 |
|  5.00%, 07/01/2027(1) | 7157 | 7265 |
|  Knox County Health Educational & Housing Facility Board |  |  |
|  4.05%, 12/01/2027(1) | 5710 | 5786 |
|  4.63%, 12/01/2043 | 1850 | 1859 |
|  5.00%, 04/01/2027 | 1740 | 1778 |
|  5.00%, 12/01/2027(1) | 1603 | 1642 |
|  5.00%, 07/01/2032 | 275 | 305 |
|  5.00%, 07/01/2033 | 325 | 363 |
|  5.00%, 07/01/2036 | 500 | 544 |
|  5.00%, 07/01/2037 | 900 | 971 |
|  5.00%, 07/01/2038 | 1070 | 1144 |

---

------

---

| | | |
|:---|:---|:---|
|  Memphis-Shelby County Airport Authority |  |  |
|  5.00%, 07/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;536 |
|  Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd |  |  |
|  4.75%, 02/01/2048 | 469 | 461 |
|  5.00%, 10/01/2034 | 4310 | 5005 |
|  5.00%, 07/01/2035 | 2490 | 2512 |
|  5.10%, 07/01/2044 | 3500 | 3602 |
|  Metropolitan Government of Nashville & Davidson County TN |  |  |
|  1.75%, 01/01/2036 | 6820 | 5344 |
|  Metropolitan Government of Nashville & Davidson County TN Electric Revenue |  |  |
|  5.25%, 05/15/2049 | 1480 | 1583 |
|  Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue |  |  |
|  5.00%, 07/01/2037 | 5000 | 5620 |
|  5.00%, 07/01/2038 | 7270 | 8091 |
|  Metropolitan Knoxville Airport Authority |  |  |
|  5.00%, 06/01/2038 | 500 | 550 |
|  5.00%, 06/01/2039 | 350 | 381 |
|  5.00%, 06/01/2041 | 330 | 351 |
|  5.00%, 06/01/2042 | 1545 | 1627 |
|  Metropolitan Nashville Airport Authority |  |  |
|  5.00%, 07/01/2030 | 1950 | 2126 |
|  5.00%, 07/01/2031 | 1920 | 2116 |
|  5.00%, 07/01/2036 | 2050 | 2143 |
|  5.25%, 07/01/2032 | 1150 | 1291 |
|  5.25%, 07/01/2033 | 1000 | 1117 |
|  5.25%, 07/01/2034 | 1250 | 1387 |
|  5.25%, 07/01/2035 | 1375 | 1514 |
|  5.25%, 07/01/2047 | 7415 | 7765 |
|  5.50%, 07/01/2036 | 1125 | 1246 |
|  5.50%, 07/01/2037 | 2400 | 2638 |
|  5.50%, 07/01/2038 | 3225 | 3517 |
|  5.50%, 07/01/2039 | 2300 | 2492 |
|  5.50%, 07/01/2040 | 2000 | 2150 |
|  Nashville Metropolitan Development & Housing Agency |  |  |
|  4.50%, 06/01/2028(2) | 315 | 319 |
|  New Memphis Arena Public Building Authority |  |  |
|  0.00%, 04/01/2029 | 625 | 619 |
|  0.00%, 04/01/2030 | 750 | 744 |
|  0.00%, 04/01/2031 | 650 | 642 |
|  Shelby County Health Educational & Housing Facilities Board |  |  |
|  5.00%, 05/01/2028 | 1070 | 1099 |
|  5.00%, 05/01/2031 | 1515 | 1555 |
|  5.00%, 06/01/2035 | 18500 | 20442 |
|  5.00%, 09/01/2049(1) | 16630 | 17709 |
|  5.25%, 09/01/2039 | 14870 | 15765 |
|  Tennergy Corp. |  |  |
|  5.50%, 10/01/2053(1) | 5000 | 5396 |
|  Tennessee Energy Acquisition Corp. |  |  |
|  4.00%, 11/01/2049(1) | 8955 | 8965 |
|  5.00%, 12/01/2035 | 48375 | 52318 |
|  5.00%, 05/01/2053(1) | 11150 | 11640 |
|  Tennessee Housing Development Agency |  |  |
|  2.05%, 07/01/2036 | 2000 | 1625 |
|  2.15%, 07/01/2040 | 860 | 629 |
|  2.60%, 07/01/2039 | 395 | 335 |
|  2.80%, 07/01/2044 | 480 | 363 |
|  2.90%, 07/01/2039 | 875 | 734 |
|  3.00%, 01/01/2052 | 1160 | 1144 |
|  3.75%, 07/01/2052 | 1660 | 1670 |
|  3.85%, 07/01/2043 | 1360 | 1259 |
|  5.00%, 01/01/2053 | 2480 | 2572 |
|  6.25%, 01/01/2054 | 6140 | 6690 |
|  Tennessee State School Bond Authority |  |  |
|  5.00%, 11/01/2040 | 25000 | 25051 |
|  Total Tennessee | Total Tennessee | 301061 |
|  **Texas – 11.66%** |  |  |
|  Academy Independent School District |  |  |
|  3.00%, 08/15/2046 | 1475 | 1132 |
|  Alamito Public Facility Corp. |  |  |
|  5.00%, 08/01/2044(1) | 6600 | 6640 |
|  Aldine Independent School District |  |  |
|  3.00%, 02/15/2036 | 2000 | 1882 |
|  Alief Independent School District |  |  |
|  2.00%, 02/15/2036 | 725 | 587 |

---

------

---

| | | |
|:---|:---|:---|
|  Allen Independent School District |  |  |
|  5.00%, 02/15/2043 | 3500 | 3693 |
|  Alvarado Independent School District |  |  |
|  4.00%, 02/15/2052(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2578 |
|  Anna Independent School District |  |  |
|  5.00%, 02/15/2038 | 2160 | 2407 |
|  Arlington Higher Education Finance Corp. |  |  |
|  2.25%, 08/15/2046 | 1995 | 1305 |
|  4.00%, 08/15/2040 | 1630 | 1604 |
|  4.00%, 02/15/2044 | 3500 | 3304 |
|  4.25%, 08/15/2034 | 500 | 501 |
|  4.50%, 08/15/2039 | 1535 | 1504 |
|  5.00%, 08/15/2033 | 2000 | 2128 |
|  5.00%, 08/15/2038 | 500 | 544 |
|  5.00%, 08/15/2038 | 1000 | 966 |
|  5.00%, 08/15/2039 | 665 | 718 |
|  5.00%, 08/15/2041 | 2000 | 2129 |
|  Austin Affordable Pfc, Inc. |  |  |
|  4.35%, 05/01/2043 | 1100 | 1073 |
|  Austin Community College District |  |  |
|  5.00%, 08/01/2038 | 4500 | 4972 |
|  Austin Community College District Public Facility Corp. |  |  |
|  5.00%, 08/01/2031 | 300 | 313 |
|  Austin Independent School District |  |  |
|  4.00%, 08/01/2032 | 2835 | 3018 |
|  4.00%, 08/01/2033 | 3160 | 3335 |
|  4.00%, 08/01/2034 | 3620 | 3793 |
|  4.00%, 08/01/2035 | 2465 | 2560 |
|  5.00%, 08/01/2039 | 3600 | 3939 |
|  5.00%, 08/01/2040 | 2725 | 2907 |
|  5.00%, 08/01/2042 | 4145 | 4356 |
|  5.00%, 08/01/2048 | 1500 | 1534 |
|  Austin-Bergstrom Landhost Enterprises, Inc. |  |  |
|  5.00%, 10/01/2026 | 1400 | 1425 |
|  5.00%, 10/01/2028 | 1925 | 1989 |
|  5.00%, 10/01/2030 | 2175 | 2243 |
|  5.00%, 10/01/2033 | 2000 | 2048 |
|  5.00%, 10/01/2034 | 2000 | 2043 |
|  5.00%, 10/01/2036 | 1000 | 1016 |
|  Bacliff Municipal Utility District |  |  |
|  5.00%, 09/01/2037 | 160 | 170 |
|  5.00%, 09/01/2038 | 980 | 1036 |
|  6.50%, 09/01/2035 | 220 | 258 |
|  Barbers Hill Independent School District |  |  |
|  4.00%, 02/15/2041 | 1625 | 1595 |
|  5.00%, 02/15/2042 | 1200 | 1278 |
|  Bastrop Independent School District |  |  |
|  5.00%, 02/15/2041 | 5240 | 5562 |
|  Bauer Landing Water Control & Improvement District |  |  |
|  2.65%, 03/01/2045 | 2340 | 1716 |
|  Baybrook Municipal Utility District No 1 |  |  |
|  4.00%, 05/01/2041 | 205 | 194 |
|  Bexar County Hospital District |  |  |
|  5.00%, 02/15/2035 | 400 | 409 |
|  Birdville Independent School District |  |  |
|  5.00%, 02/15/2026 | 725 | 732 |
|  Board of Regents of the University of Texas System |  |  |
|  5.00%, 08/15/2036 | 18000 | 20750 |
|  Boerne Independent School District |  |  |
|  3.13%, 02/01/2053(1) | 2220 | 2227 |
|  Boling Independent School District |  |  |
|  5.00%, 08/15/2037 | 825 | 910 |
|  5.00%, 08/15/2038 | 865 | 945 |
|  5.00%, 08/15/2039 | 910 | 987 |
|  5.00%, 08/15/2040 | 955 | 1030 |
|  5.00%, 08/15/2041 | 1000 | 1070 |
|  Brazoria County Municipal Utility District No 22 |  |  |
|  4.38%, 09/01/2049 | 2435 | 2286 |
|  Brazoria County Municipal Utility District No 57 |  |  |
|  4.63%, 09/01/2046 | 2525 | 2449 |
|  Brazos County Municipal Utility District No 1 |  |  |
|  4.50%, 09/01/2039 | 575 | 581 |
|  4.75%, 09/01/2042 | 660 | 664 |
|  4.75%, 09/01/2043 | 690 | 692 |
|  4.75%, 09/01/2044 | 720 | 720 |

---

------

---

| | | |
|:---|:---|:---|
|  Brazos Higher Education Authority, Inc. |  |  |
|  5.00%, 04/01/2032 | 1175 | 1267 |
|  Brazosport Independent School District |  |  |
|  2.13%, 02/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1194 |
|  Bridge City Independent School District |  |  |
|  5.00%, 02/15/2048 | 1100 | 1139 |
|  Bullard Independent School District |  |  |
|  4.00%, 02/15/2051(1) | 5180 | 5344 |
|  Cameron Independent School District |  |  |
|  5.00%, 02/15/2039 | 960 | 1043 |
|  5.00%, 02/15/2040 | 1020 | 1095 |
|  5.00%, 02/15/2041 | 1065 | 1133 |
|  5.00%, 02/15/2042 | 725 | 764 |
|  Cedar Port Navigation & Improvement District |  |  |
|  2.38%, 09/01/2041 | 4925 | 3393 |
|  Celina Independent School District |  |  |
|  5.00%, 02/15/2039 | 450 | 495 |
|  5.00%, 02/15/2040 | 375 | 407 |
|  5.00%, 02/15/2041 | 540 | 581 |
|  5.00%, 02/15/2042 | 1000 | 1066 |
|  5.00%, 02/15/2043 | 500 | 530 |
|  5.00%, 02/15/2044 | 1000 | 1055 |
|  Central Texas Regional Mobility Authority |  |  |
|  4.00%, 01/01/2033 | 965 | 1001 |
|  4.00%, 01/01/2033 | 1000 | 1030 |
|  5.00%, 01/01/2029 | 750 | 803 |
|  5.00%, 01/01/2031 | 600 | 654 |
|  Central Texas Turnpike System |  |  |
|  3.00%, 08/15/2040 | 1500 | 1263 |
|  5.00%, 08/15/2039 | 3500 | 3686 |
|  5.00%, 08/15/2042(1) | 5800 | 6262 |
|  City of Amarillo TX |  |  |
|  2.00%, 02/15/2041 | 1510 | 1066 |
|  City of Amarillo TX Waterworks & Sewer System Revenue |  |  |
|  4.00%, 04/01/2039 | 1310 | 1305 |
|  4.00%, 04/01/2040 | 1450 | 1421 |
|  City of Austin TX |  |  |
|  5.00%, 09/01/2037 | 1900 | 2036 |
|  5.00%, 09/01/2037 | 2900 | 3168 |
|  City of Austin TX Airport System Revenue |  |  |
|  5.00%, 11/15/2026 | 1140 | 1165 |
|  City of Austin TX Water & Wastewater System Revenue |  |  |
|  5.00%, 11/15/2032 | 750 | 857 |
|  5.00%, 11/15/2034 | 500 | 562 |
|  5.00%, 11/15/2036 | 15 | 15 |
|  5.00%, 11/15/2036 | 2985 | 2988 |
|  5.00%, 11/15/2039 | 1575 | 1701 |
|  5.00%, 11/15/2039 | 3675 | 4035 |
|  5.00%, 11/15/2040 | 2820 | 3026 |
|  5.00%, 11/15/2040 | 4100 | 4472 |
|  5.00%, 11/15/2041 | 2500 | 2666 |
|  5.00%, 11/15/2041 | 6185 | 6685 |
|  City of Bryan TX |  |  |
|  2.00%, 08/15/2032 | 1000 | 900 |
|  2.25%, 08/15/2035 | 2465 | 2116 |
|  City of Cedar Park TX |  |  |
|  1.88%, 02/15/2038 | 1625 | 1220 |
|  City of College Station TX |  |  |
|  2.13%, 02/15/2040 | 2000 | 1452 |
|  2.25%, 02/15/2041 | 1000 | 715 |
|  City of Corpus Christi TX Utility System Revenue |  |  |
|  5.00%, 07/15/2028 | 2000 | 2133 |
|  5.00%, 07/15/2029 | 3890 | 4228 |
|  5.00%, 07/15/2031 | 1920 | 2148 |
|  5.00%, 07/15/2032 | 1000 | 1135 |
|  5.00%, 07/15/2032 | 3130 | 3537 |
|  5.00%, 07/15/2033 | 2000 | 2287 |
|  City of Dallas Housing Finance Corp. |  |  |
|  3.05%, 08/01/2030(1) | 3000 | 3013 |
|  4.63%, 10/01/2043 | 3275 | 3293 |
|  5.00%, 09/01/2026(1) | 2310 | 2312 |
|  City of Dallas TX |  |  |
|  5.00%, 02/15/2026 | 3500 | 3530 |
|  5.00%, 02/15/2026 | 10800 | 10891 |
|  5.00%, 02/15/2027 | 8125 | 8395 |
|  5.00%, 02/15/2027 | 10000 | 10332 |

---

------

---

| | | |
|:---|:---|:---|
|  City of Dallas TX Hotel Occupancy Tax Revenue |  |  |
|  4.00%, 08/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1118 |
|  4.00%, 08/15/2030 | 2085 | 2099 |
|  City of Dallas TX Waterworks & Sewer System Revenue |  |  |
|  4.00%, 10/01/2032 | 3210 | 3301 |
|  5.00%, 10/01/2040 | 5095 | 5548 |
|  City of Denton TX |  |  |
|  2.00%, 02/15/2039 | 1340 | 1021 |
|  2.50%, 02/15/2038 | 3390 | 2884 |
|  City of Denton TX Utility System Revenue |  |  |
|  5.00%, 12/01/2036 | 1600 | 1630 |
|  City of Eagle Pass TX Waterworks & Sewer System Revenue |  |  |
|  5.00%, 12/01/2042 | 1015 | 1058 |
|  5.00%, 12/01/2044 | 1120 | 1157 |
|  City of El Paso TX |  |  |
|  5.00%, 08/15/2033 | 670 | 764 |
|  5.00%, 08/15/2035 | 785 | 891 |
|  City of El Paso TX Water & Sewer Revenue |  |  |
|  5.00%, 03/01/2034 | 1725 | 1884 |
|  5.00%, 03/01/2035 | 1035 | 1123 |
|  5.00%, 03/01/2036 | 2355 | 2540 |
|  5.00%, 03/01/2040 | 1700 | 1814 |
|  City of Fort Worth TX |  |  |
|  2.00%, 03/01/2040 | 3000 | 2129 |
|  City of Fort Worth TX Water & Sewer System Revenue |  |  |
|  2.00%, 02/15/2036 | 1540 | 1261 |
|  5.00%, 02/15/2037 | 2435 | 2655 |
|  5.00%, 02/15/2040 | 5950 | 6350 |
|  City of Frisco TX |  |  |
|  2.00%, 02/15/2041 | 820 | 569 |
|  City of Galveston TX Wharves & Terminal Revenue |  |  |
|  5.25%, 08/01/2033 | 790 | 869 |
|  5.25%, 08/01/2038 | 1175 | 1245 |
|  5.25%, 08/01/2039 | 1000 | 1052 |
|  City of Garland TX |  |  |
|  2.00%, 02/15/2040 | 2205 | 1559 |
|  5.00%, 02/15/2032 | 1000 | 1125 |
|  5.00%, 02/15/2035 | 2760 | 3119 |
|  5.00%, 02/15/2036 | 1000 | 1119 |
|  5.00%, 02/15/2039 | 1100 | 1193 |
|  5.00%, 02/15/2041 | 1600 | 1706 |
|  City of Georgetown TX Utility System Revenue |  |  |
|  5.00%, 08/15/2032 | 1250 | 1397 |
|  5.00%, 08/15/2034 | 1300 | 1432 |
|  City of Grand Prairie TX |  |  |
|  4.00%, 02/15/2039 | 1300 | 1316 |
|  City of Greenville TX Electric System Revenue |  |  |
|  5.25%, 02/15/2049 | 4000 | 4160 |
|  City of Greenville TX Waterworks & Sewer System Revenue |  |  |
|  5.00%, 02/15/2029 | 1865 | 2003 |
|  5.00%, 02/15/2041 | 2155 | 2268 |
|  5.00%, 02/15/2043 | 3760 | 3912 |
|  City of Houston TX |  |  |
|  5.00%, 03/01/2028 | 1000 | 1032 |
|  5.00%, 03/01/2031 | 2880 | 3102 |
|  5.00%, 03/01/2038 | 535 | 583 |
|  5.25%, 03/01/2042 | 2525 | 2716 |
|  City of Houston TX Airport System Revenue |  |  |
|  5.00%, 07/01/2027 | 3000 | 3130 |
|  5.00%, 07/01/2029 | 1000 | 1050 |
|  5.00%, 07/15/2030 | 4665 | 4666 |
|  5.00%, 07/01/2033 | 1770 | 1917 |
|  5.00%, 07/01/2034 | 1065 | 1146 |
|  5.25%, 07/01/2038 | 2000 | 2199 |
|  5.25%, 07/01/2039 | 4000 | 4359 |
|  5.25%, 07/01/2040 | 2000 | 2156 |
|  5.25%, 07/01/2041 | 2770 | 2952 |
|  5.25%, 07/01/2041 | 3700 | 3949 |
|  5.25%, 07/01/2042 | 3500 | 3699 |
|  5.50%, 07/15/2037 | 1000 | 1080 |
|  5.50%, 07/15/2038 | 2000 | 2146 |
|  5.50%, 07/15/2039 | 5150 | 5485 |
|  5.50%, 07/01/2045 | 4450 | 4799 |

---

------

---

| | | |
|:---|:---|:---|
|  City of Houston TX Combined Utility System Revenue |  |  |
|  2.50%, 11/15/2040 | 6000 | 4599 |
|  4.00%, 11/15/2035 | 300 | 309 |
|  4.00%, 11/15/2036 | 300 | 307 |
|  5.00%, 11/15/2026 | 11105 | 11406 |
|  5.00%, 11/15/2027 | 9575 | 10083 |
|  5.00%, 11/15/2035 | 15000 | 16976 |
|  City of Houston TX Hotel Occupancy Tax & Special Revenue |  |  |
|  5.00%, 09/01/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2188 |
|  City of Kyle TX |  |  |
|  5.00%, 08/15/2034 | 300 | 340 |
|  5.00%, 08/15/2035 | 375 | 422 |
|  5.00%, 08/15/2036 | 500 | 557 |
|  5.00%, 08/15/2037 | 335 | 370 |
|  5.00%, 08/15/2038 | 400 | 437 |
|  5.00%, 08/15/2039 | 625 | 675 |
|  5.00%, 08/15/2040 | 500 | 534 |
|  5.00%, 08/15/2041 | 525 | 557 |
|  City of Lowry Crossing TX |  |  |
|  4.25%, 09/15/2030(2) | 300 | 304 |
|  City of Mansfield TX |  |  |
|  5.00%, 02/15/2034 | 485 | 560 |
|  5.00%, 02/15/2035 | 1145 | 1309 |
|  5.00%, 02/15/2036 | 695 | 787 |
|  5.00%, 02/15/2037 | 1745 | 1957 |
|  5.00%, 02/15/2038 | 1900 | 2107 |
|  5.00%, 02/15/2039 | 615 | 676 |
|  5.00%, 02/15/2040 | 970 | 1054 |
|  5.00%, 02/15/2041 | 1525 | 1645 |
|  City of McKinney TX |  |  |
|  2.00%, 08/15/2037 | 1085 | 860 |
|  City of Odessa TX |  |  |
|  4.00%, 03/01/2035 | 1020 | 1015 |
|  City of Plano TX |  |  |
|  5.00%, 09/01/2035 | 4035 | 4612 |
|  City of Princeton TX |  |  |
|  5.38%, 09/01/2045(2) | 420 | 419 |
|  City of Round Rock TX |  |  |
|  4.63%, 08/15/2047 | 5000 | 5038 |
|  City of Rowlett TX |  |  |
|  6.00%, 09/15/2046 | 927 | 928 |
|  City of San Antonio TX |  |  |
|  3.00%, 08/01/2029 | 3545 | 3564 |
|  4.00%, 08/01/2033 | 1185 | 1253 |
|  City of San Antonio TX Airport System |  |  |
|  5.00%, 07/01/2027 | 2000 | 2071 |
|  5.00%, 07/01/2028 | 1750 | 1846 |
|  City of San Antonio TX Electric & Gas Systems Revenue |  |  |
|  1.13%, 12/01/2045(1) | 22440 | 21851 |
|  1.75%, 02/01/2049(1) | 4000 | 3988 |
|  2.00%, 02/01/2049(1) | 15940 | 15455 |
|  5.00%, 02/01/2030 | 1000 | 1042 |
|  5.25%, 02/01/2041 | 20000 | 21545 |
|  5.25%, 02/01/2049 | 4860 | 5145 |
|  City of Texas City TX |  |  |
|  5.00%, 02/15/2041 | 2630 | 2802 |
|  5.00%, 02/15/2043 | 4790 | 5023 |
|  City of Waco TX |  |  |
|  4.00%, 02/01/2039 | 1605 | 1608 |
|  Clear Creek Independent School District |  |  |
|  5.00%, 02/15/2035 | 880 | 1017 |
|  5.00%, 02/15/2036 | 1135 | 1290 |
|  5.00%, 02/15/2037 | 2015 | 2267 |
|  5.00%, 02/15/2038 | 2730 | 3040 |
|  Clear Lake City Water Authority |  |  |
|  3.00%, 03/01/2050 | 6575 | 4789 |
|  Clifton Higher Education Finance Corp. |  |  |
|  2.38%, 08/15/2046 | 1000 | 662 |
|  3.00%, 08/15/2033 | 260 | 251 |
|  3.00%, 08/15/2040 | 935 | 782 |
|  3.00%, 08/15/2041 | 1900 | 1563 |
|  3.95%, 12/01/2032 | 3230 | 3230 |
|  5.25%, 02/15/2043 | 3900 | 4124 |
|  Club Municipal Management District No 1 |  |  |
|  5.10%, 09/01/2044(2) | 1000 | 977 |
|  Collin County Community College District |  |  |
|  4.00%, 08/15/2038 | 3300 | 3324 |

---

------

---

| | | |
|:---|:---|:---|
|  Collin County Municipal Utility District No 2 |  |  |
|  4.00%, 09/01/2043 | 525 | 477 |
|  Comal County Water Control & Improvement District No 6 |  |  |
|  4.00%, 09/01/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1637 |
|  4.00%, 09/01/2048 | 2085 | 1886 |
|  5.25%, 09/01/2030 | 2030 | 2155 |
|  Comal Independent School District |  |  |
|  1.63%, 02/01/2032 | 2485 | 2193 |
|  3.00%, 02/15/2038 | 1430 | 1324 |
|  3.00%, 02/15/2039 | 1185 | 1076 |
|  3.00%, 02/01/2040 | 7150 | 6197 |
|  3.00%, 02/15/2041 | 2500 | 2182 |
|  5.00%, 02/15/2035 | 15000 | 17075 |
|  Como-Pickton Consolidated Independent School District |  |  |
|  5.00%, 08/15/2037 | 310 | 342 |
|  Conroe Independent School District |  |  |
|  5.00%, 02/15/2038 | 8195 | 9127 |
|  5.00%, 02/15/2041 | 3365 | 3623 |
|  Cottonwood Creek Municipal Utility District No 1 |  |  |
|  2.50%, 09/01/2043 | 1260 | 884 |
|  County of Bell TX |  |  |
|  2.00%, 02/15/2035 | 500 | 418 |
|  County of Collin TX |  |  |
|  4.00%, 02/15/2037 | 1105 | 1128 |
|  5.00%, 02/15/2040 | 5700 | 6185 |
|  County of Denton TX |  |  |
|  3.00%, 07/15/2033 | 5215 | 5129 |
|  County of Ector TX |  |  |
|  5.00%, 02/15/2050 | 3675 | 3808 |
|  County of El Paso TX |  |  |
|  5.00%, 02/15/2029 | 1500 | 1560 |
|  County of Harris TX |  |  |
|  5.00%, 10/01/2027 | 5000 | 5256 |
|  5.00%, 08/15/2032 | 1000 | 1139 |
|  5.00%, 09/15/2034 | 750 | 865 |
|  5.00%, 09/15/2034 | 3515 | 4056 |
|  5.00%, 08/15/2041 | 8500 | 8518 |
|  County of Harris TX Toll Road Revenue |  |  |
|  5.00%, 08/15/2039 | 7275 | 7980 |
|  5.00%, 08/15/2040 | 5500 | 5978 |
|  County of Johnson TX |  |  |
|  5.00%, 02/15/2039 | 365 | 397 |
|  5.00%, 02/15/2040 | 390 | 419 |
|  5.00%, 02/15/2042 | 880 | 927 |
|  County of Lubbock TX |  |  |
|  4.00%, 02/15/2040 | 3385 | 3354 |
|  5.00%, 02/15/2035 | 765 | 849 |
|  County of Tarrant TX |  |  |
|  5.00%, 07/15/2038 | 2500 | 2711 |
|  County of Travis TX |  |  |
|  2.00%, 03/01/2035 | 1150 | 963 |
|  Crowley Independent School District |  |  |
|  5.00%, 02/01/2040 | 4650 | 4997 |
|  Cypress-Fairbanks Independent School District |  |  |
|  2.25%, 02/15/2043 | 2000 | 1385 |
|  3.00%, 02/15/2034 | 3420 | 3356 |
|  4.00%, 02/15/2033 | 575 | 600 |
|  5.00%, 02/15/2027 | 470 | 475 |
|  5.00%, 02/15/2038 | 3470 | 3798 |
|  5.00%, 02/15/2039 | 11225 | 12175 |
|  5.00%, 02/15/2040 | 13055 | 14004 |
|  Dallas Fort Worth International Airport |  |  |
|  4.00%, 11/01/2034 | 1930 | 1985 |
|  4.00%, 11/01/2035 | 3870 | 3929 |
|  4.00%, 11/01/2046 | 3950 | 3693 |
|  5.00%, 11/01/2032 | 1500 | 1715 |
|  5.00%, 11/01/2035 | 11555 | 12706 |
|  5.00%, 11/01/2036 | 22990 | 25107 |
|  5.00%, 11/01/2039 | 2645 | 2864 |
|  5.00%, 11/01/2043 | 1500 | 1548 |
|  5.00%, 11/01/2050(1) | 19400 | 20963 |
|  5.00%, 11/01/2050(1) | 21500 | 22770 |
|  5.25%, 11/01/2040 | 750 | 811 |
|  5.25%, 11/01/2042 | 5000 | 5315 |

---

------

---

| | | |
|:---|:---|:---|
|  Dallas Independent School District |  |  |
|  2.00%, 02/15/2042 | 3900 | 2654 |
|  5.00%, 02/15/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2950 |
|  5.00%, 02/15/2041 | 13295 | 14199 |
|  5.00%, 02/15/2055(1) | 8500 | 9378 |
|  Denton County Municipal Utility District No 6 |  |  |
|  3.25%, 09/01/2049 | 1470 | 1180 |
|  Denton Independent School District |  |  |
|  4.00%, 08/15/2055(1) | 3000 | 3120 |
|  4.00%, 08/15/2055(1) | 3000 | 3198 |
|  5.00%, 08/15/2040 | 2780 | 3004 |
|  5.00%, 08/15/2041 | 5250 | 5625 |
|  Dripping Springs Independent School District |  |  |
|  5.00%, 02/15/2039 | 1250 | 1395 |
|  Eagle Mountain & Saginaw Independent School District |  |  |
|  5.00%, 08/15/2032 | 800 | 909 |
|  5.00%, 08/15/2034 | 1225 | 1373 |
|  East Montgomery County Improvement District Sales Tax Revenue |  |  |
|  5.25%, 08/15/2049 | 4385 | 4635 |
|  Edinburg Consolidated Independent School District |  |  |
|  5.00%, 02/15/2035 | 1235 | 1242 |
|  El Paso County Hospital District |  |  |
|  5.00%, 08/15/2028 | 1140 | 1171 |
|  5.00%, 08/15/2030 | 1455 | 1494 |
|  5.00%, 02/15/2036 | 450 | 504 |
|  5.00%, 02/15/2037 | 1150 | 1274 |
|  5.00%, 08/15/2043 | 545 | 571 |
|  EP Essential Housing WF PFC |  |  |
|  4.25%, 12/01/2034 | 8000 | 8099 |
|  Flour Bluff Independent School District |  |  |
|  5.00%, 08/15/2040 | 2640 | 2854 |
|  Forney Independent School District |  |  |
|  5.00%, 08/15/2034 | 2540 | 2805 |
|  5.00%, 08/15/2036 | 1000 | 1090 |
|  5.00%, 08/15/2038 | 610 | 669 |
|  5.00%, 08/15/2040 | 1200 | 1285 |
|  5.00%, 08/15/2050 | 3385 | 3541 |
|  5.25%, 08/15/2041 | 1000 | 1110 |
|  5.25%, 08/15/2044 | 1270 | 1381 |
|  5.25%, 08/15/2045 | 1500 | 1626 |
|  5.25%, 08/15/2055 | 1000 | 1065 |
|  Fort Bend County Municipal Utility District No 134B |  |  |
|  6.00%, 03/01/2029 | 1860 | 1967 |
|  Fort Bend County Municipal Utility District No 146 |  |  |
|  3.00%, 09/01/2034 | 190 | 180 |
|  Fort Bend County Municipal Utility District No 184 |  |  |
|  4.00%, 04/01/2040 | 630 | 603 |
|  4.00%, 04/01/2041 | 660 | 621 |
|  Fort Bend County Municipal Utility District No 190 |  |  |
|  3.25%, 09/01/2049 | 2135 | 1571 |
|  Fort Bend County Municipal Utility District No 245 |  |  |
|  6.25%, 09/01/2033 | 125 | 141 |
|  7.00%, 09/01/2032 | 120 | 140 |
|  Fort Bend County Municipal Utility District No 58 |  |  |
|  2.00%, 04/01/2040 | 4200 | 2965 |
|  Fort Bend Independent School District |  |  |
|  0.72%, 08/01/2051(1) | 8295 | 8096 |
|  4.00%, 08/01/2054(1) | 15205 | 15560 |
|  Fort Worth Independent School District |  |  |
|  2.38%, 02/15/2033 | 775 | 724 |
|  5.00%, 02/15/2035 | 1125 | 1278 |
|  5.00%, 02/15/2036 | 560 | 630 |
|  Fourth Ward Redevelopment Authority |  |  |
|  4.00%, 09/01/2038 | 255 | 256 |
|  4.00%, 09/01/2039 | 330 | 329 |
|  4.25%, 09/01/2041 | 700 | 697 |
|  4.25%, 09/01/2043 | 1000 | 973 |
|  5.00%, 09/01/2034 | 295 | 329 |
|  5.00%, 09/01/2035 | 365 | 403 |
|  5.00%, 09/01/2036 | 300 | 328 |
|  5.00%, 09/01/2037 | 210 | 229 |
|  Frisco Independent School District |  |  |
|  5.00%, 02/15/2039 | 5465 | 5920 |
|  5.00%, 02/15/2040 | 2870 | 3082 |
|  Frisco West Water Control & Improvement District of Denton County |  |  |
|  3.25%, 09/01/2033 | 205 | 198 |

---

------

---

| | | |
|:---|:---|:---|
|  Georgetown Independent School District |  |  |
|  2.50%, 08/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2693 |
|  Glasscock County Independent School District |  |  |
|  5.00%, 02/15/2034 | 700 | 731 |
|  5.00%, 02/15/2035 | 700 | 729 |
|  Godley Independent School District |  |  |
|  4.00%, 02/15/2038 | 1930 | 1930 |
|  Grand Parkway Transportation Corp. |  |  |
|  5.00%, 10/01/2031 | 2630 | 2781 |
|  5.00%, 10/01/2033 | 1205 | 1265 |
|  5.00%, 10/01/2037 | 2000 | 2075 |
|  5.00%, 10/01/2038 | 5000 | 5173 |
|  5.00%, 10/01/2043 | 5700 | 5822 |
|  5.00%, 10/01/2052(1) | 16195 | 16957 |
|  5.80%, 10/01/2046 | 1620 | 1709 |
|  5.85%, 10/01/2048 | 2000 | 2109 |
|  Guadalupe-Blanco River Authority |  |  |
|  5.00%, 08/15/2037 | 760 | 825 |
|  6.00%, 08/15/2035 | 895 | 1035 |
|  6.00%, 08/15/2036 | 760 | 874 |
|  Harlandale Independent School District |  |  |
|  5.00%, 08/01/2030 | 1305 | 1352 |
|  Harris County Cultural Education Facilities Finance Corp. |  |  |
|  5.00%, 07/01/2031 | 5950 | 6692 |
|  5.00%, 07/01/2034 | 12420 | 14249 |
|  5.00%, 07/01/2039 | 2500 | 2727 |
|  5.00%, 07/01/2040 | 1500 | 1620 |
|  5.00%, 10/01/2051(1) | 12000 | 13369 |
|  5.00%, 07/01/2054(1) | 2070 | 2216 |
|  Harris County Flood Control District |  |  |
|  4.00%, 10/01/2036 | 480 | 490 |
|  4.00%, 10/01/2037 | 4400 | 4469 |
|  Harris County Municipal Utility District No 165 |  |  |
|  3.38%, 03/01/2042 | 2190 | 1940 |
|  4.75%, 03/01/2033 | 1525 | 1626 |
|  Harris County Municipal Utility District No 171 |  |  |
|  5.00%, 12/01/2030 | 1620 | 1697 |
|  Harris County Municipal Utility District No 432 |  |  |
|  3.50%, 03/01/2047 | 3265 | 2646 |
|  Harris County Municipal Utility District No 489 |  |  |
|  2.25%, 09/01/2043 | 1755 | 1150 |
|  Harris County Municipal Utility District No 491 |  |  |
|  6.50%, 09/01/2030 | 1005 | 1103 |
|  Harris County Municipal Utility District No 50 |  |  |
|  2.30%, 03/01/2050 | 3125 | 1856 |
|  Harris County-Houston Sports Authority |  |  |
|  5.00%, 11/15/2030 | 2000 | 2210 |
|  5.00%, 11/15/2043 | 2845 | 2964 |
|  Harris-Waller Counties Municipal Utility District No 3 |  |  |
|  3.25%, 09/01/2049 | 1875 | 1506 |
|  3.50%, 09/01/2049 | 2255 | 1892 |
|  4.00%, 09/01/2037 | 660 | 654 |
|  4.00%, 09/01/2040 | 750 | 719 |
|  4.00%, 09/01/2041 | 825 | 783 |
|  4.00%, 09/01/2042 | 860 | 811 |
|  4.13%, 09/01/2043 | 855 | 811 |
|  Hays Consolidated Independent School District |  |  |
|  5.00%, 02/15/2038 | 3000 | 3328 |
|  5.00%, 02/15/2040 | 6800 | 7212 |
|  Henrietta Independent School District |  |  |
|  5.00%, 06/15/2039 | 705 | 763 |
|  Hidalgo County Drain District No 1 |  |  |
|  3.13%, 09/01/2029 | 1800 | 1801 |
|  Hidalgo Independent School District |  |  |
|  5.00%, 02/01/2038 | 500 | 551 |
|  5.00%, 02/01/2039 | 500 | 545 |
|  5.00%, 02/01/2040 | 500 | 538 |
|  5.00%, 02/01/2041 | 765 | 815 |
|  5.00%, 02/01/2042 | 760 | 802 |
|  5.00%, 02/01/2043 | 880 | 922 |
|  Housing Synergy PFC |  |  |
|  5.00%, 02/01/2027(1) | 5000 | 5032 |
|  Houston Higher Education Finance Corp. |  |  |
|  5.00%, 05/15/2034 | 5000 | 5762 |

---

------

---

| | | |
|:---|:---|:---|
|  Houston Independent School District |  |  |
|  5.00%, 07/15/2045(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2912 |
|  Humble Independent School District |  |  |
|  5.00%, 02/15/2043 | 8150 | 8249 |
|  Irving Hospital Authority |  |  |
|  5.00%, 10/15/2038 | 1200 | 1205 |
|  5.00%, 10/15/2039 | 1090 | 1094 |
|  Irving Independent School District |  |  |
|  5.00%, 02/15/2039 | 1620 | 1787 |
|  5.00%, 02/15/2039 | 5100 | 5490 |
|  5.00%, 02/15/2042 | 5000 | 5295 |
|  La Porte Independent School District |  |  |
|  5.00%, 02/15/2041 | 1000 | 1077 |
|  5.00%, 02/15/2042 | 1000 | 1067 |
|  5.00%, 02/15/2044 | 1000 | 1054 |
|  La Vega Independent School District |  |  |
|  4.00%, 02/15/2037 | 1485 | 1489 |
|  Lamar Consolidated Independent School District |  |  |
|  5.00%, 02/15/2040 | 4675 | 5000 |
|  Leander Independent School District |  |  |
|  0.00%, 08/15/2034 | 2000 | 1477 |
|  0.00%, 08/15/2035 | 3000 | 2106 |
|  5.00%, 08/15/2037 | 3000 | 3391 |
|  5.00%, 08/15/2039 | 5000 | 5541 |
|  Leander Municipal Utility District No 2 |  |  |
|  4.00%, 08/15/2041 | 575 | 543 |
|  4.00%, 08/15/2042 | 605 | 563 |
|  4.13%, 08/15/2043 | 580 | 536 |
|  Lewisville Independent School District |  |  |
|  3.13%, 08/15/2034 | 1800 | 1773 |
|  5.00%, 08/15/2042 | 15000 | 15940 |
|  5.00%, 08/15/2043 | 10360 | 10950 |
|  Love Field Airport Modernization Corp. |  |  |
|  4.00%, 11/01/2034 | 5000 | 5065 |
|  4.00%, 11/01/2035 | 5000 | 5014 |
|  4.00%, 11/01/2038 | 1000 | 979 |
|  5.00%, 11/01/2030 | 1080 | 1082 |
|  Lower Colorado River Authority |  |  |
|  5.00%, 05/15/2026 | 1000 | 1014 |
|  5.00%, 05/15/2032 | 705 | 797 |
|  5.00%, 05/15/2035 | 8740 | 9856 |
|  5.00%, 05/15/2036 | 1425 | 1494 |
|  5.00%, 05/15/2036 | 2900 | 3232 |
|  5.00%, 05/15/2039 | 3250 | 3506 |
|  5.00%, 05/15/2040 | 3275 | 3497 |
|  5.00%, 05/15/2040 | 5250 | 5450 |
|  Magnolia Independent School District |  |  |
|  5.00%, 08/15/2037 | 1450 | 1578 |
|  5.00%, 08/15/2038 | 515 | 556 |
|  Mansfield Economic Development Corp. |  |  |
|  5.00%, 08/01/2037 | 420 | 467 |
|  5.00%, 08/01/2038 | 440 | 485 |
|  5.00%, 08/01/2039 | 200 | 219 |
|  5.00%, 08/01/2040 | 305 | 330 |
|  5.00%, 08/01/2041 | 400 | 429 |
|  5.00%, 08/01/2042 | 410 | 436 |
|  Matagorda County Navigation District No 1 |  |  |
|  2.60%, 11/01/2029 | 3605 | 3499 |
|  4.25%, 05/01/2030 | 5925 | 6184 |
|  Medina Valley Independent School District |  |  |
|  5.00%, 02/15/2040 | 7385 | 7932 |
|  Mesquite Independent School District |  |  |
|  5.00%, 08/15/2043 | 1790 | 1815 |
|  Midland Independent School District |  |  |
|  4.00%, 02/15/2039 | 4000 | 4033 |
|  4.00%, 02/15/2040 | 2450 | 2453 |
|  Mission Economic Development Corp. |  |  |
|  0.00%, 06/01/2048(1) | 4750 | 4778 |
|  3.85%, 01/01/2026(1) | 10170 | 10169 |
|  4.00%, 06/01/2054(1) | 1605 | 1614 |
|  Montgomery County Municipal Utility District No 138 |  |  |
|  6.00%, 03/01/2032 | 345 | 393 |
|  Montgomery County Municipal Utility District No 144 |  |  |
|  7.00%, 05/01/2030 | 1335 | 1473 |
|  Montgomery County Municipal Utility District No 191 |  |  |
|  4.00%, 09/01/2042 | 1330 | 1233 |
|  4.25%, 09/01/2044 | 1445 | 1330 |

---

------

---

| | | |
|:---|:---|:---|
|  New Caney Independent School District |  |  |
|  2.00%, 02/15/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
|  5.00%, 02/15/2040 | 1500 | 1615 |
|  5.00%, 02/15/2041 | 1350 | 1445 |
|  New Hope Cultural Education Facilities Finance Corp. |  |  |
|  4.00%, 08/15/2028(2) | 1075 | 1067 |
|  4.00%, 08/15/2029(2) | 1000 | 989 |
|  4.00%, 08/15/2031(2) | 1210 | 1180 |
|  4.00%, 08/15/2036(2) | 1545 | 1404 |
|  4.25%, 10/01/2030 | 5350 | 5375 |
|  5.00%, 08/15/2026 | 200 | 204 |
|  5.00%, 08/15/2027 | 375 | 391 |
|  5.00%, 08/15/2030 | 3500 | 3646 |
|  5.00%, 11/01/2033 | 695 | 748 |
|  5.00%, 11/01/2035 | 610 | 652 |
|  5.00%, 08/15/2038 | 6205 | 6842 |
|  5.00%, 12/01/2049 | 775 | 689 |
|  5.25%, 08/15/2040 | 4000 | 4452 |
|  Newark Higher Education Finance Corp. |  |  |
|  5.00%, 04/01/2029 | 505 | 510 |
|  North East Independent School District |  |  |
|  4.00%, 08/01/2032 | 13400 | 13400 |
|  North East Texas Regional Mobility Authority |  |  |
|  5.00%, 01/01/2036 | 1185 | 1188 |
|  North Parkway Municipal Management District No 1 |  |  |
|  5.88%, 09/01/2034 | 435 | 488 |
|  North Texas Higher Education Authority, Inc. |  |  |
|  4.50%, 06/01/2046 | 4000 | 4004 |
|  North Texas Municipal Water District Water System Revenue |  |  |
|  3.00%, 09/01/2032 | 2525 | 2528 |
|  5.00%, 09/01/2032 | 6000 | 6824 |
|  North Texas Tollway Authority |  |  |
|  0.00%, 01/01/2038 | 10025 | 6213 |
|  3.00%, 01/01/2038 | 4000 | 3621 |
|  5.00%, 01/01/2027 | 6100 | 6291 |
|  5.00%, 01/01/2030 | 75 | 75 |
|  5.00%, 01/01/2031 | 105 | 106 |
|  5.00%, 01/01/2031 | 500 | 503 |
|  5.00%, 01/01/2031 | 1100 | 1154 |
|  5.00%, 01/01/2032 | 1100 | 1151 |
|  5.00%, 01/01/2033 | 500 | 512 |
|  5.00%, 01/01/2033 | 1250 | 1304 |
|  5.00%, 01/01/2034 | 1400 | 1456 |
|  5.00%, 01/01/2034 | 1280 | 1466 |
|  5.00%, 01/01/2035 | 1500 | 1555 |
|  5.00%, 01/01/2035 | 4145 | 4697 |
|  5.00%, 01/01/2035 | 4580 | 5172 |
|  5.00%, 01/01/2036 | 550 | 552 |
|  5.00%, 01/01/2037 | 1395 | 1538 |
|  5.00%, 01/01/2039 | 4915 | 4930 |
|  5.25%, 01/01/2038 | 5400 | 5897 |
|  5.25%, 01/01/2042 | 1355 | 1456 |
|  Northampton Municipal Utility District |  |  |
|  3.00%, 09/01/2044 | 840 | 626 |
|  Northeast Harris County Municipal Utility District No 1 |  |  |
|  3.00%, 09/01/2050 | 930 | 648 |
|  Northlake Municipal Management District No 1 |  |  |
|  3.00%, 03/01/2035 | 545 | 511 |
|  3.00%, 03/01/2036 | 570 | 525 |
|  Northside Independent School District |  |  |
|  3.00%, 08/01/2053(1) | 17730 | 17744 |
|  Northwest Independent School District |  |  |
|  5.00%, 02/15/2033 | 1060 | 1113 |
|  5.00%, 02/15/2040 | 2500 | 2654 |
|  Odessa Junior College District |  |  |
|  5.00%, 07/01/2035 | 350 | 391 |
|  5.00%, 07/01/2037 | 275 | 301 |
|  5.00%, 07/01/2038 | 340 | 368 |
|  5.00%, 07/01/2039 | 630 | 675 |
|  5.00%, 07/01/2040 | 425 | 451 |
|  5.00%, 07/01/2041 | 470 | 494 |
|  5.25%, 07/01/2042 | 250 | 266 |
|  5.25%, 07/01/2043 | 575 | 608 |

---

------

---

| | | |
|:---|:---|:---|
|  Pearland Independent School District |  |  |
|  5.25%, 02/15/2032 | 335 | 338 |
|  5.25%, 02/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1679 |
|  Pecos Barstow Toyah Independent School District |  |  |
|  5.00%, 02/15/2036 | 2000 | 2079 |
|  5.00%, 02/15/2037 | 1300 | 1346 |
|  5.00%, 02/15/2038 | 1650 | 1656 |
|  5.00%, 02/15/2039 | 2445 | 2453 |
|  5.00%, 02/15/2041 | 5735 | 5748 |
|  5.00%, 02/15/2042 | 2970 | 2995 |
|  5.00%, 02/15/2043 | 1825 | 1841 |
|  Permanent University Fund - Texas A&M University System |  |  |
|  5.00%, 07/01/2037 | 6585 | 7220 |
|  Plano Independent School District |  |  |
|  5.00%, 02/15/2031 | 7985 | 8970 |
|  5.00%, 02/15/2033 | 2600 | 2937 |
|  5.00%, 02/15/2034 | 2175 | 2435 |
|  Port Authority of Houston of Harris County Texas |  |  |
|  5.00%, 10/01/2040 | 4150 | 4419 |
|  Port of Beaumont Navigation District |  |  |
|  1.88%, 01/01/2026(2) | 850 | 845 |
|  2.00%, 01/01/2027(2) | 550 | 536 |
|  2.13%, 01/01/2028(2) | 575 | 552 |
|  2.25%, 01/01/2029(2) | 820 | 774 |
|  2.50%, 01/01/2030(2) | 1000 | 935 |
|  2.63%, 01/01/2031(2) | 800 | 739 |
|  Port of Port Arthur Navigation District |  |  |
|  3.70%, 04/01/2040(1) | 41365 | 41365 |
|  3.85%, 04/01/2040(1) | 3790 | 3790 |
|  3.85%, 04/01/2040(1) | 11085 | 11085 |
|  Pottsboro Independent School District |  |  |
|  5.00%, 02/15/2039 | 2075 | 2227 |
|  Prosper Independent School District |  |  |
|  3.00%, 02/15/2040 | 3000 | 2648 |
|  5.00%, 02/15/2047 | 5565 | 5809 |
|  Richardson Independent School District |  |  |
|  5.00%, 02/15/2042 | 1545 | 1636 |
|  Rio Grande City Consolidated Independent School District |  |  |
|  4.00%, 08/15/2030 | 1545 | 1545 |
|  Riverfield Municipal Utility District No 1 |  |  |
|  6.75%, 09/01/2033 | 180 | 207 |
|  6.88%, 09/01/2031 | 165 | 193 |
|  6.88%, 09/01/2032 | 170 | 198 |
|  Rolling Fork Public Utility District |  |  |
|  2.13%, 10/01/2044 | 2110 | 1328 |
|  Round Rock Independent School District |  |  |
|  5.00%, 08/01/2045 | 3800 | 3986 |
|  Sabine-Neches Navigation District |  |  |
|  5.25%, 02/15/2036 | 500 | 548 |
|  5.25%, 02/15/2038 | 650 | 702 |
|  5.25%, 02/15/2040 | 1890 | 2011 |
|  5.25%, 02/15/2042 | 1500 | 1575 |
|  San Angelo Independent School District |  |  |
|  5.00%, 02/15/2040 | 5470 | 5971 |
|  San Antonio Education Facilities Corp. |  |  |
|  5.00%, 10/01/2027 | 500 | 515 |
|  5.00%, 10/01/2029 | 805 | 845 |
|  San Antonio Independent School District |  |  |
|  5.00%, 08/15/2039 | 3500 | 3758 |
|  5.00%, 08/15/2040 | 4330 | 4614 |
|  San Antonio Water System |  |  |
|  5.00%, 05/15/2032 | 270 | 307 |
|  5.00%, 05/15/2033 | 1500 | 1519 |
|  5.00%, 05/15/2035 | 540 | 602 |
|  5.00%, 05/15/2036 | 590 | 652 |
|  5.00%, 05/15/2036 | 7400 | 7540 |
|  5.25%, 05/15/2052 | 4000 | 4186 |
|  Sedona Lakes Municipal Utility District No 1 |  |  |
|  3.38%, 09/01/2034 | 315 | 300 |
|  Sherman Independent School District |  |  |
|  5.00%, 02/15/2040 | 3000 | 3265 |
|  Sienna Municipal Utility District No 10 |  |  |
|  3.00%, 04/01/2035 | 230 | 209 |
|  Sienna Municipal Utility District No 6 |  |  |
|  3.00%, 09/01/2049 | 2000 | 1491 |

---

------

---

| | | |
|:---|:---|:---|
|  Spring Branch Independent School District |  |  |
|  3.00%, 02/01/2032 | 1985 | 1991 |
|  5.00%, 02/01/2038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2419 |
|  Spring Independent School District |  |  |
|  5.00%, 08/15/2037 | 8545 | 9643 |
|  5.00%, 08/15/2038 | 10000 | 11162 |
|  Springtown Independent School District |  |  |
|  5.00%, 02/15/2048 | 4020 | 4184 |
|  5.00%, 02/15/2050 | 5030 | 5221 |
|  State of Texas |  |  |
|  3.00%, 08/01/2034 | 1045 | 976 |
|  4.00%, 08/01/2028 | 2215 | 2216 |
|  4.00%, 08/01/2029 | 3345 | 3346 |
|  4.00%, 08/01/2031 | 8850 | 8852 |
|  5.00%, 08/01/2026 | 1000 | 1002 |
|  5.00%, 10/01/2032 | 9460 | 10864 |
|  5.00%, 04/01/2033 | 1315 | 1326 |
|  5.00%, 10/01/2036 | 1500 | 1552 |
|  5.00%, 10/01/2036 | 8500 | 8489 |
|  5.00%, 10/01/2036 | 9310 | 9292 |
|  5.00%, 08/01/2040 | 1650 | 1647 |
|  5.00%, 08/01/2042 | 5490 | 5670 |
|  Stonewall Ranch Municipal Utility District |  |  |
|  3.00%, 09/01/2044 | 715 | 551 |
|  Sunfield Municipal Utility District No 4 |  |  |
|  3.13%, 09/01/2040 | 1000 | 834 |
|  Taft Independent School District |  |  |
|  5.00%, 08/15/2039 | 1140 | 1237 |
|  Tarrant County College District |  |  |
|  5.00%, 08/15/2038 | 5000 | 5398 |
|  5.00%, 08/15/2039 | 7000 | 7509 |
|  Tarrant County Cultural Education Facilities Finance Corp. |  |  |
|  2.75%, 02/15/2036(1) | 305 | 289 |
|  4.00%, 12/01/2034 | 2500 | 2560 |
|  4.00%, 10/01/2041 | 1950 | 1869 |
|  4.00%, 10/01/2042 | 1385 | 1298 |
|  5.00%, 07/01/2026 | 1775 | 1803 |
|  5.00%, 07/01/2037 | 18225 | 18914 |
|  5.00%, 07/01/2038 | 4615 | 4772 |
|  5.00%, 10/01/2038 | 1775 | 1906 |
|  5.00%, 10/01/2039 | 1650 | 1757 |
|  5.00%, 11/15/2040 | 1650 | 1651 |
|  5.00%, 07/01/2043 | 2400 | 2444 |
|  5.00%, 11/15/2052(1) | 3100 | 3387 |
|  5.00%, 07/01/2053(1) | 19500 | 21556 |
|  5.00%, 11/15/2064(1) | 31375 | 34907 |
|  Tarrant County Hospital District |  |  |
|  5.25%, 08/15/2034 | 3200 | 3616 |
|  Tarrant Regional Water District Water Supply System Revenue |  |  |
|  5.00%, 03/01/2035 | 2290 | 2592 |
|  Texas A&M University |  |  |
|  5.00%, 05/15/2035 | 1500 | 1671 |
|  Texas Department of Housing & Community Affairs |  |  |
|  2.50%, 09/01/2040 | 1500 | 1170 |
|  2.95%, 07/01/2036 | 1532 | 1371 |
|  3.50%, 03/01/2051 | 4070 | 4067 |
|  3.50%, 07/01/2052 | 9385 | 9377 |
|  3.90%, 07/01/2044 | 1945 | 1758 |
|  4.00%, 03/01/2050 | 850 | 860 |
|  5.13%, 01/01/2048 | 3000 | 3065 |
|  5.13%, 07/01/2055 | 2775 | 2859 |
|  5.15%, 07/01/2055 | 5925 | 6114 |
|  5.75%, 01/01/2056 | 8690 | 9641 |
|  6.00%, 03/01/2053 | 5305 | 5798 |
|  6.00%, 03/01/2054 | 22770 | 25060 |
|  6.25%, 01/01/2056 | 7385 | 8261 |
|  Texas Municipal Gas Acquisition & Supply Corp. I |  |  |
|  5.25%, 12/15/2025 | 3000 | 3011 |
|  6.25%, 12/15/2026 | 1400 | 1430 |
|  Texas Municipal Gas Acquisition & Supply Corp. II |  |  |
|  3.53% (3 Month Term SOFR + 0.86%), 09/15/2027(3) | 25040 | 25034 |
|  Texas Municipal Gas Acquisition & Supply Corp. III |  |  |
|  5.00%, 12/15/2026 | 1905 | 1944 |
|  5.00%, 12/15/2027 | 4500 | 4669 |
|  5.00%, 12/15/2028 | 15315 | 16111 |
|  5.00%, 12/15/2032 | 4430 | 4820 |

---

------

---

| | | |
|:---|:---|:---|
|  Texas Municipal Gas Acquisition & Supply Corp. IV |  |  |
|  5.50%, 01/01/2054(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2151 |
|  5.50%, 01/01/2054(1) | 11800 | 13284 |
|  Texas Municipal Gas Acquisition & Supply Corp. V |  |  |
|  5.00%, 01/01/2055(1) | 38900 | 42489 |
|  Texas Private Activity Bond Surface Transportation Corp. |  |  |
|  4.00%, 12/31/2032 | 2500 | 2561 |
|  4.00%, 12/31/2033 | 2040 | 2073 |
|  4.00%, 06/30/2036 | 1175 | 1167 |
|  5.00%, 06/30/2034 | 790 | 837 |
|  5.00%, 12/31/2034 | 995 | 1053 |
|  5.13%, 06/30/2035 | 3290 | 3486 |
|  5.13%, 12/31/2035 | 785 | 830 |
|  5.25%, 06/30/2036 | 865 | 916 |
|  5.25%, 12/31/2036 | 735 | 777 |
|  5.38%, 06/30/2037 | 475 | 503 |
|  5.38%, 06/30/2039 | 3250 | 3413 |
|  Texas Public Finance Authority |  |  |
|  5.00%, 02/01/2028 | 2300 | 2433 |
|  Texas State Technical College |  |  |
|  5.25%, 08/01/2035 | 2750 | 3075 |
|  5.25%, 08/01/2036 | 2675 | 2973 |
|  Texas State University System |  |  |
|  5.00%, 03/15/2027 | 2790 | 2895 |
|  5.00%, 03/15/2029 | 610 | 631 |
|  5.00%, 03/15/2033 | 10000 | 11430 |
|  5.00%, 03/15/2040 | 2725 | 2950 |
|  5.25%, 03/15/2054 | 8000 | 8381 |
|  Texas Transportation Commission |  |  |
|  0.65%, 10/01/2041(1) | 15145 | 14923 |
|  Texas Transportation Commission State Highway 249 System |  |  |
|  0.00%, 08/01/2034 | 1060 | 744 |
|  0.00%, 08/01/2037 | 725 | 430 |
|  0.00%, 08/01/2038 | 800 | 448 |
|  0.00%, 08/01/2039 | 710 | 376 |
|  0.00%, 08/01/2040 | 1500 | 748 |
|  Texas Water Development Board |  |  |
|  3.00%, 10/15/2033 | 1310 | 1287 |
|  3.00%, 10/15/2034 | 1550 | 1491 |
|  4.00%, 08/01/2035 | 2640 | 2720 |
|  4.00%, 10/15/2036 | 3740 | 3781 |
|  4.00%, 10/15/2045 | 5000 | 4683 |
|  4.60%, 10/15/2039 | 5000 | 5277 |
|  4.88%, 10/15/2048 | 6000 | 6196 |
|  5.00%, 04/15/2028 | 1500 | 1598 |
|  5.00%, 10/15/2028 | 2370 | 2554 |
|  5.00%, 04/15/2029 | 2000 | 2176 |
|  5.00%, 10/15/2029 | 4100 | 4508 |
|  5.00%, 04/15/2032 | 1420 | 1547 |
|  5.00%, 04/15/2033 | 1000 | 1133 |
|  5.00%, 10/15/2033 | 3420 | 3859 |
|  5.00%, 10/15/2034 | 1900 | 2129 |
|  5.00%, 08/01/2040 | 950 | 1026 |
|  5.00%, 10/15/2040 | 10925 | 12072 |
|  5.00%, 10/15/2043 | 2500 | 2546 |
|  5.00%, 10/15/2047 | 1425 | 1478 |
|  Thrall Independent School District |  |  |
|  5.25%, 02/15/2049 | 1000 | 1057 |
|  5.25%, 02/15/2054 | 1640 | 1733 |
|  5.50%, 02/15/2038 | 1750 | 1992 |
|  Tomball Independent School District |  |  |
|  5.00%, 02/15/2041 | 1395 | 1430 |
|  5.00%, 02/15/2041 | 2605 | 2761 |
|  Town of Little Elm TX |  |  |
|  2.50%, 08/01/2038 | 1320 | 1075 |
|  Town of Prosper TX |  |  |
|  2.50%, 02/15/2038 | 1000 | 825 |
|  Travis County Housing Finance Corp. |  |  |
|  3.40%, 01/01/2059(1) | 5000 | 5044 |
|  Travis County Municipal Utility District No 12 |  |  |
|  2.38%, 08/15/2049 | 1200 | 735 |
|  Travis County Municipal Utility District No 16 |  |  |
|  3.00%, 09/01/2037 | 225 | 193 |
|  University of Houston |  |  |
|  5.00%, 02/15/2030 | 860 | 867 |

---

------

---

| | | |
|:---|:---|:---|
|  University of North Texas System |  |  |
|  5.00%, 04/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 |
|  5.00%, 04/15/2033 | 205 | 230 |
|  5.00%, 04/15/2034 | 280 | 312 |
|  5.00%, 04/15/2035 | 295 | 326 |
|  5.00%, 04/15/2036 | 280 | 307 |
|  5.00%, 04/15/2037 | 370 | 403 |
|  5.00%, 04/15/2038 | 425 | 459 |
|  5.00%, 04/15/2039 | 465 | 499 |
|  Uptown Development Authority |  |  |
|  5.00%, 09/01/2033 | 715 | 721 |
|  Viridian Municipal Management District |  |  |
|  4.00%, 12/01/2032 | 620 | 638 |
|  4.00%, 12/01/2033 | 760 | 778 |
|  4.00%, 12/01/2036 | 1150 | 1156 |
|  4.00%, 12/01/2037 | 1150 | 1148 |
|  6.25%, 12/01/2026 | 620 | 643 |
|  6.25%, 12/01/2027 | 300 | 321 |
|  6.25%, 12/01/2027 | 350 | 375 |
|  6.25%, 12/01/2028 | 340 | 374 |
|  6.25%, 12/01/2028 | 395 | 435 |
|  6.25%, 12/01/2030 | 680 | 785 |
|  Waller County Municipal Utility District No 35 |  |  |
|  6.50%, 09/01/2031 | 110 | 127 |
|  6.50%, 09/01/2031 | 205 | 236 |
|  Wichita Falls Independent School District |  |  |
|  1.63%, 02/01/2032 | 3150 | 2821 |
|  Williamson County Municipal Utility District No 19F |  |  |
|  6.75%, 08/15/2033 | 190 | 224 |
|  Williamson County Municipal Utility District No 32 |  |  |
|  2.75%, 08/15/2044 | 530 | 373 |
|  Willis Independent School District |  |  |
|  2.00%, 02/15/2037 | 1755 | 1431 |
|  Wood Trace Municipal Utility District No 1 |  |  |
|  2.50%, 09/01/2037 | 330 | 266 |
|  Wylie Independent School District/Collin County |  |  |
|  5.25%, 08/15/2049 | 5000 | 5289 |
|  Total Texas | Total Texas | 2159332 |
|  **Utah – 1.08%** |  |  |
|  Canyons School District |  |  |
|  1.50%, 06/15/2034 | 3545 | 2839 |
|  1.50%, 06/15/2035 | 2000 | 1540 |
|  Central Utah Water Conservancy District |  |  |
|  4.00%, 10/01/2039 | 1460 | 1445 |
|  City of Lehi UT Franchise & Sales Tax Revenue |  |  |
|  5.25%, 02/01/2055 | 1640 | 1710 |
|  City of Salt Lake City UT Airport Revenue |  |  |
|  5.00%, 07/01/2026 | 1700 | 1726 |
|  5.00%, 07/01/2026 | 3000 | 3046 |
|  5.00%, 07/01/2030 | 3000 | 3149 |
|  5.00%, 07/01/2032 | 6900 | 7184 |
|  5.00%, 07/01/2033 | 4200 | 4358 |
|  5.25%, 07/01/2036 | 1850 | 2031 |
|  5.25%, 07/01/2037 | 1000 | 1089 |
|  5.25%, 07/01/2038 | 1250 | 1349 |
|  5.25%, 07/01/2041 | 4330 | 4559 |
|  5.25%, 07/01/2048 | 4000 | 4116 |
|  City of Spanish Fork City UT Sewer Revenue |  |  |
|  2.00%, 09/01/2033 | 3250 | 2871 |
|  City of St George UT Electric Revenue |  |  |
|  4.00%, 06/01/2032 | 1270 | 1276 |
|  County of Utah UT |  |  |
|  5.00%, 05/15/2046 | 7500 | 7520 |
|  5.00%, 05/15/2060(1) | 510 | 519 |
|  Davis County Municipal Building Authority |  |  |
|  2.00%, 11/01/2038 | 1000 | 762 |
|  Downtown Revitalization Public Infrastructure District |  |  |
|  5.00%, 06/01/2032 | 1000 | 1119 |
|  5.00%, 06/01/2033 | 1000 | 1122 |
|  5.00%, 06/01/2035 | 1650 | 1883 |
|  5.00%, 06/01/2036 | 1165 | 1326 |
|  5.00%, 06/01/2038 | 3165 | 3334 |
|  5.00%, 06/01/2039 | 1300 | 1360 |
|  5.00%, 06/01/2040 | 1185 | 1296 |
|  5.00%, 06/01/2040 | 2200 | 2405 |

---

------

---

| | | |
|:---|:---|:---|
|  5.25%, 06/01/2041 | 1105 | 1217 |
|  5.25%, 06/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181 |
|  5.25%, 06/01/2044 | 1400 | 1496 |
|  5.25%, 06/01/2045 | 750 | 796 |
|  5.25%, 06/01/2045 | 4200 | 4477 |
|  Emery County School District |  |  |
|  2.00%, 06/15/2034 | 2500 | 2112 |
|  Intermountain Power Agency |  |  |
|  4.00%, 07/01/2036 | 1860 | 1879 |
|  5.00%, 07/01/2034 | 2000 | 2221 |
|  5.00%, 07/01/2037 | 2565 | 2783 |
|  5.00%, 07/01/2040 | 1775 | 1890 |
|  5.00%, 07/01/2041 | 1225 | 1278 |
|  5.00%, 07/01/2042 | 2090 | 2161 |
|  5.00%, 07/01/2042 | 2910 | 3031 |
|  5.00%, 07/01/2043 | 1280 | 1317 |
|  5.25%, 07/01/2043 | 4060 | 4279 |
|  5.25%, 07/01/2044 | 4225 | 4432 |
|  Local Building Authority of Alpine School District |  |  |
|  5.00%, 03/15/2037 | 7500 | 8435 |
|  5.00%, 03/15/2038 | 10000 | 11131 |
|  Mida Mountain Village Public Infrastructure District |  |  |
|  5.50%, 06/15/2039(2) | 2125 | 2147 |
|  Nebo School District |  |  |
|  2.00%, 07/01/2032 | 2510 | 2297 |
|  Point Phase 1 Public Infrastructure District No 1 |  |  |
|  5.13%, 03/01/2035 | 2248 | 2323 |
|  5.88%, 03/01/2045 | 3321 | 3393 |
|  Salt Lake City School District |  |  |
|  3.00%, 03/01/2039 | 3500 | 3130 |
|  Unified Fire Service Area |  |  |
|  4.00%, 04/01/2032 | 2265 | 2266 |
|  Utah Charter School Finance Authority |  |  |
|  4.00%, 04/15/2040 | 2440 | 2309 |
|  5.00%, 10/15/2046 | 1000 | 1001 |
|  5.00%, 04/15/2055 | 1625 | 1637 |
|  5.13%, 04/15/2050 | 1135 | 1157 |
|  5.25%, 04/15/2060 | 2500 | 2549 |
|  Utah Housing Corp. |  |  |
|  5.00%, 11/01/2043 | 1750 | 1806 |
|  6.25%, 07/01/2055 | 4725 | 5307 |
|  6.50%, 07/01/2055 | 4980 | 5581 |
|  6.75%, 07/01/2055 | 11800 | 13628 |
|  Utah Infrastructure Agency |  |  |
|  4.00%, 10/15/2031 | 750 | 760 |
|  4.00%, 10/15/2041 | 3350 | 3039 |
|  5.00%, 10/15/2027 | 1070 | 1105 |
|  5.25%, 10/15/2033 | 965 | 994 |
|  5.25%, 10/15/2035 | 1335 | 1460 |
|  5.25%, 10/15/2039 | 400 | 434 |
|  5.50%, 10/15/2033 | 2865 | 3237 |
|  5.50%, 10/15/2049 | 1000 | 1056 |
|  Utah Transit Authority |  |  |
|  5.00%, 12/15/2037 | 3305 | 3766 |
|  5.00%, 12/15/2043 | 3610 | 3885 |
|  Weber School District |  |  |
|  2.50%, 06/15/2037 | 1735 | 1494 |
|  2.50%, 06/15/2038 | 2000 | 1678 |
|  2.63%, 06/15/2039 | 2050 | 1705 |
|  Wolf Creek Infrastructure Financing District No 1 |  |  |
|  5.75%, 12/01/2044 | 1000 | 1012 |
|  Total Utah | Total Utah | 200206 |
|  **Vermont – 0.06%** |  |  |
|  Vermont Educational & Health Buildings Financing Agency |  |  |
|  5.00%, 10/15/2027 | 1000 | 996 |
|  5.00%, 10/15/2029 | 890 | 882 |
|  Vermont Housing Finance Agency |  |  |
|  3.00%, 11/01/2051 | 1457 | 1433 |
|  3.65%, 07/01/2028(1) | 1635 | 1650 |
|  4.95%, 01/01/2043 | 3000 | 3139 |
|  Vermont Student Assistance Corp. |  |  |
|  5.00%, 06/15/2026 | 100 | 101 |
|  5.00%, 06/15/2027 | 700 | 707 |
|  5.00%, 06/15/2030 | 1000 | 1066 |
|  5.00%, 06/15/2031 | 500 | 537 |
|  Total Vermont | Total Vermont | 10511 |

---

------

---

| | | |
|:---|:---|:---|
|  **Virgin Islands – 0.17%** |  |  |
|  Matching Fund Special Purpose Securitization Corp. |  |  |
|  5.00%, 10/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6041 |
|  5.00%, 10/01/2027 | 14870 | 15116 |
|  5.00%, 10/01/2028 | 4145 | 4246 |
|  5.00%, 10/01/2030 | 4035 | 4179 |
|  5.00%, 10/01/2039 | 2580 | 2623 |
|  Total Virgin Islands | Total Virgin Islands | 32205 |
|  **Virginia – 1.28%** |  |  |
|  Albemarle County Economic Development Authority |  |  |
|  5.00%, 06/01/2038 | 5570 | 6144 |
|  Arlington County Industrial Development Authority |  |  |
|  5.00%, 01/01/2026 | 3710 | 3730 |
|  5.00%, 07/01/2027 | 905 | 941 |
|  5.00%, 07/01/2053(1) | 6680 | 7291 |
|  Chesapeake Bay Bridge & Tunnel District |  |  |
|  5.00%, 07/01/2041 | 4835 | 4860 |
|  Chesapeake Economic Development Authority |  |  |
|  3.65%, 02/01/2032(1) | 1000 | 1016 |
|  City of Chesapeake VA Chesapeake Expressway Toll Road Revenue |  |  |
|  4.88%, 07/15/2040 | 4460 | 4535 |
|  City of Harrisonburg VA |  |  |
|  1.75%, 07/15/2035 | 595 | 479 |
|  1.75%, 07/15/2036 | 4000 | 3107 |
|  City of Newport News VA Water Revenue |  |  |
|  1.63%, 07/15/2034 | 2980 | 2445 |
|  City of Virginia Beach VA Water & Sewer System Revenue |  |  |
|  2.00%, 10/01/2034 | 425 | 367 |
|  County of Fairfax VA |  |  |
|  4.00%, 10/01/2028 | 4920 | 4958 |
|  4.00%, 10/01/2038 | 2660 | 2719 |
|  Fairfax County Industrial Development Authority |  |  |
|  4.00%, 05/15/2042 | 4740 | 4563 |
|  5.00%, 05/15/2032 | 10000 | 11345 |
|  Fairfax County Redevelopment & Housing Authority |  |  |
|  5.00%, 10/01/2035 | 1075 | 1134 |
|  5.00%, 01/01/2045(1) | 1645 | 1701 |
|  Gloucester County Economic Development Authority |  |  |
|  4.25%, 09/01/2038(1) | 2000 | 2015 |
|  Halifax County Industrial Development Authority |  |  |
|  3.80%, 12/01/2041(1) | 5125 | 5200 |
|  Hampton Roads Transportation Accountability Commission |  |  |
|  5.00%, 07/01/2026 | 9300 | 9462 |
|  Isle Wight County Industrial Development Authority |  |  |
|  5.25%, 07/01/2043 | 1900 | 2001 |
|  5.25%, 07/01/2053 | 1260 | 1301 |
|  Louisa Industrial Development Authority |  |  |
|  3.65%, 11/01/2035(1) | 1100 | 1117 |
|  Petersburg Redevelopment & Housing Authority |  |  |
|  4.00%, 05/01/2045(1) | 11500 | 11683 |
|  Rockingham County Economic Development Authority |  |  |
|  4.00%, 12/01/2029 | 1045 | 1062 |
|  4.00%, 12/01/2030 | 1085 | 1098 |
|  Salem Economic Development Authority |  |  |
|  5.00%, 04/01/2030 | 710 | 754 |
|  5.00%, 04/01/2031 | 400 | 422 |
|  5.00%, 04/01/2032 | 700 | 733 |
|  5.00%, 04/01/2033 | 350 | 364 |
|  5.00%, 04/01/2034 | 925 | 956 |
|  Stafford County Economic Development Authority |  |  |
|  4.00%, 06/15/2037 | 50 | 49 |
|  5.00%, 06/15/2030 | 150 | 152 |
|  5.00%, 06/15/2033 | 150 | 152 |
|  5.00%, 06/15/2034 | 500 | 506 |
|  Virginia College Building Authority |  |  |
|  3.00%, 02/01/2036 | 1320 | 1237 |
|  3.00%, 02/01/2039 | 1165 | 1035 |
|  4.00%, 02/01/2034 | 1235 | 1246 |
|  4.00%, 06/01/2036 | 1525 | 1487 |
|  4.00%, 09/01/2036 | 6500 | 6561 |
|  4.00%, 09/01/2041 | 1690 | 1668 |
|  5.00%, 02/01/2030 | 1500 | 1588 |
|  5.00%, 02/01/2034 | 1000 | 1086 |
|  5.00%, 02/01/2039 | 18215 | 19737 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 02/01/2040 | 5750 | 6228 |
|  5.25%, 02/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6908 |
|  Virginia Commonwealth Transportation Board |  |  |
|  4.00%, 05/15/2031 | 1250 | 1260 |
|  Virginia Housing Development Authority |  |  |
|  3.63%, 07/01/2055(1) | 6830 | 6831 |
|  Virginia Port Authority |  |  |
|  5.00%, 07/01/2041 | 2460 | 2496 |
|  Virginia Public Building Authority |  |  |
|  5.00%, 08/01/2029 | 1000 | 1017 |
|  5.00%, 08/01/2029 | 4570 | 4578 |
|  5.00%, 08/01/2033 | 3000 | 3039 |
|  Virginia Public School Authority |  |  |
|  2.00%, 08/01/2036 | 2745 | 2247 |
|  2.00%, 08/01/2037 | 2790 | 2212 |
|  5.00%, 08/01/2036 | 4220 | 4745 |
|  Virginia Resources Authority |  |  |
|  4.00%, 11/01/2032 | 2275 | 2303 |
|  Virginia Small Business Financing Authority |  |  |
|  4.00%, 01/01/2033 | 3250 | 3315 |
|  4.00%, 07/01/2033 | 1160 | 1179 |
|  4.00%, 01/01/2034 | 2500 | 2532 |
|  4.00%, 07/01/2034 | 1785 | 1802 |
|  4.00%, 01/01/2039 | 745 | 716 |
|  4.00%, 01/01/2048 | 2955 | 2563 |
|  5.00%, 01/01/2026 | 750 | 753 |
|  5.00%, 01/01/2027 | 1000 | 1021 |
|  5.00%, 10/01/2027 | 1200 | 1243 |
|  5.00%, 01/01/2033 | 4000 | 4297 |
|  5.00%, 07/01/2033 | 2325 | 2489 |
|  5.00%, 01/01/2036 | 6500 | 6838 |
|  5.00%, 07/01/2037 | 1355 | 1410 |
|  5.00%, 10/01/2037 | 3420 | 3642 |
|  5.00%, 01/01/2038 | 2000 | 2074 |
|  5.00%, 07/01/2038 | 2000 | 2066 |
|  5.00%, 12/31/2047 | 1500 | 1502 |
|  5.00%, 06/15/2060(1) | 2000 | 2199 |
|  Williamsburg Economic Development Authority |  |  |
|  4.00%, 07/01/2043 | 4000 | 3786 |
|  Winchester Economic Development Authority |  |  |
|  5.00%, 01/01/2029 | 1250 | 1340 |
|  Wise County Industrial Development Authority |  |  |
|  3.13%, 10/01/2040(1) | 7120 | 7168 |
|  York County Economic Development Authority |  |  |
|  3.65%, 05/01/2033(1) | 3650 | 3708 |
|  Total Virginia | Total Virginia | 237514 |
|  **Washington – 3.02%** |  |  |
|  Auburn School District No 408 of King & Pierce Counties |  |  |
|  5.00%, 12/01/2033 | 2000 | 2080 |
|  Central Puget Sound Regional Transit Authority |  |  |
|  4.00%, 11/01/2040 | 7500 | 7554 |
|  5.00%, 11/01/2035 | 960 | 962 |
|  5.00%, 11/01/2041 | 14900 | 15021 |
|  Central Washington University |  |  |
|  4.00%, 05/01/2027 | 1000 | 1000 |
|  City of Seattle WA Municipal Light & Power Revenue |  |  |
|  4.00%, 07/01/2035 | 3430 | 3564 |
|  4.00%, 07/01/2041 | 2360 | 2338 |
|  5.00%, 04/01/2039 | 3405 | 3555 |
|  City of Tacoma WA Electric System Revenue |  |  |
|  5.00%, 01/01/2039 | 675 | 682 |
|  County of Grant WA |  |  |
|  5.25%, 12/01/2050 | 550 | 581 |
|  5.50%, 12/01/2055 | 2100 | 2255 |
|  County of King WA Sewer Revenue |  |  |
|  3.12% (SIFMA Municipal Swap Index Yield + 0.23%), 01/01/2040(3) | 13060 | 12927 |
|  4.00%, 07/01/2041 | 4000 | 3927 |
|  County of Pierce WA |  |  |
|  2.60%, 07/01/2036 | 2040 | 1843 |
|  County of Spokane WA Airport Revenue |  |  |
|  5.25%, 01/01/2041 | 1375 | 1452 |
|  Energy Northwest |  |  |
|  5.00%, 07/01/2034 | 6890 | 7524 |
|  5.00%, 07/01/2037 | 2000 | 2277 |
|  5.00%, 07/01/2039 | 2835 | 3163 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 07/01/2039 | 10400 | 11522 |
|  5.00%, 07/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15901 |
|  King & Snohomish Counties School District No 417 Northshore |  |  |
|  5.00%, 12/01/2026 | 2575 | 2651 |
|  5.00%, 12/01/2039 | 1250 | 1371 |
|  5.00%, 12/01/2040 | 1380 | 1503 |
|  5.00%, 12/01/2041 | 2655 | 2864 |
|  5.00%, 12/01/2042 | 2245 | 2398 |
|  King County Housing Authority |  |  |
|  4.00%, 12/01/2026 | 430 | 435 |
|  4.00%, 06/01/2027 | 585 | 593 |
|  4.00%, 12/01/2027 | 400 | 408 |
|  4.00%, 11/01/2031 | 1640 | 1681 |
|  4.00%, 11/01/2032 | 1705 | 1752 |
|  5.00%, 11/01/2027 | 1000 | 1043 |
|  5.00%, 11/01/2028 | 1430 | 1515 |
|  5.00%, 11/01/2029 | 750 | 806 |
|  King County Public Hospital District No 1 |  |  |
|  5.00%, 12/01/2032 | 3900 | 3977 |
|  King County Public Hospital District No 4 |  |  |
|  7.00%, 12/01/2060 | 6000 | 6058 |
|  King County School District No 403 Renton |  |  |
|  5.00%, 12/01/2038 | 2410 | 2631 |
|  King County School District No 414 Lake Washington |  |  |
|  5.00%, 12/01/2035 | 1600 | 1676 |
|  Pasco Public Facilities District Sales Tax Revenue |  |  |
|  4.25%, 11/01/2054 | 1400 | 1331 |
|  Pierce & King Counties School District No 417 Fife |  |  |
|  4.00%, 12/01/2039 | 1300 | 1308 |
|  Port of Seattle WA |  |  |
|  3.75%, 06/01/2027 | 3000 | 3001 |
|  5.00%, 05/01/2028 | 2860 | 2948 |
|  5.00%, 04/01/2030 | 2000 | 2002 |
|  5.00%, 08/01/2031 | 12510 | 13835 |
|  5.00%, 04/01/2033 | 3205 | 3374 |
|  5.00%, 10/01/2034 | 5850 | 6567 |
|  5.00%, 05/01/2035 | 3000 | 3041 |
|  5.00%, 05/01/2035 | 5925 | 6005 |
|  5.00%, 10/01/2035 | 13200 | 14802 |
|  5.00%, 04/01/2036 | 3940 | 4090 |
|  5.00%, 10/01/2036 | 7585 | 8416 |
|  5.00%, 10/01/2037 | 7500 | 8234 |
|  5.00%, 08/01/2038 | 12000 | 12619 |
|  5.00%, 08/01/2039 | 1380 | 1442 |
|  5.00%, 08/01/2041 | 2930 | 3043 |
|  5.00%, 05/01/2043 | 8220 | 8199 |
|  5.25%, 07/01/2039 | 14585 | 16052 |
|  5.25%, 07/01/2041 | 6750 | 7284 |
|  5.50%, 08/01/2047 | 6930 | 7290 |
|  Port of Tacoma WA |  |  |
|  5.00%, 12/01/2043 | 8000 | 7968 |
|  Seattle Housing Authority |  |  |
|  1.00%, 06/01/2026 | 2365 | 2322 |
|  Skagit County Public Hospital District No 1 |  |  |
|  5.50%, 12/01/2040 | 500 | 530 |
|  5.50%, 12/01/2043 | 1010 | 1036 |
|  Snohomish County Public Utility District No 1 Electric System Revenue |  |  |
|  5.00%, 12/01/2037 | 5530 | 5552 |
|  5.00%, 12/01/2040 | 3500 | 3514 |
|  Snohomish County School District No 15 Edmonds |  |  |
|  5.00%, 12/01/2037 | 8560 | 9547 |
|  5.00%, 12/01/2039 | 3450 | 3783 |
|  5.00%, 12/01/2040 | 5000 | 5452 |
|  5.00%, 12/01/2041 | 6500 | 7022 |
|  South Correctional Entity Facility Public Development Authority |  |  |
|  3.00%, 12/01/2038 | 900 | 792 |
|  Spokane Public Facilities District |  |  |
|  5.00%, 12/01/2038 | 1175 | 1187 |
|  State of Washington |  |  |
|  4.00%, 07/01/2035 | 1600 | 1663 |
|  4.00%, 07/01/2035 | 3700 | 3846 |
|  5.00%, 08/01/2026 | 9630 | 9826 |
|  5.00%, 08/01/2027 | 235 | 240 |
|  5.00%, 08/01/2027 | 10025 | 10491 |
|  5.00%, 08/01/2028 | 235 | 240 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 08/01/2030 | 235 | 240 |
|  5.00%, 07/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6475 |
|  5.00%, 06/01/2034 | 660 | 695 |
|  5.00%, 08/01/2034 | 15000 | 15504 |
|  5.00%, 08/01/2037 | 1200 | 1332 |
|  5.00%, 08/01/2037 | 2500 | 2532 |
|  5.00%, 08/01/2038 | 4535 | 4586 |
|  5.00%, 08/01/2038 | 12455 | 13902 |
|  5.00%, 08/01/2038 | 15000 | 16895 |
|  5.00%, 02/01/2039 | 2135 | 2196 |
|  5.00%, 06/01/2039 | 2000 | 2071 |
|  5.00%, 08/01/2039 | 2500 | 2794 |
|  5.00%, 02/01/2040 | 15000 | 16183 |
|  5.00%, 08/01/2040 | 980 | 1070 |
|  5.00%, 02/01/2041 | 1585 | 1619 |
|  5.00%, 07/01/2042 | 6750 | 7186 |
|  5.00%, 08/01/2043 | 10000 | 10763 |
|  5.00%, 08/01/2047 | 1750 | 1845 |
|  University of Washington |  |  |
|  4.00%, 05/01/2048(1) | 10000 | 10158 |
|  5.00%, 12/01/2036 | 6000 | 6091 |
|  5.00%, 04/01/2037 | 5000 | 5681 |
|  5.25%, 12/01/2046 | 1500 | 1513 |
|  Vancouver Housing Authority |  |  |
|  4.00%, 08/01/2034 | 1000 | 986 |
|  4.50%, 10/01/2042 | 500 | 501 |
|  4.50%, 10/01/2042 | 2000 | 2006 |
|  5.00%, 12/01/2042 | 3035 | 3074 |
|  Washington Health Care Facilities Authority |  |  |
|  4.00%, 03/01/2041 | 2405 | 2326 |
|  4.00%, 08/15/2041 | 1100 | 1022 |
|  5.00%, 08/01/2028 | 1005 | 1064 |
|  5.00%, 07/01/2029 | 115 | 119 |
|  5.00%, 07/01/2030 | 410 | 423 |
|  5.00%, 08/01/2030 | 3500 | 3762 |
|  5.00%, 08/15/2030 | 1000 | 1031 |
|  5.00%, 08/15/2031 | 845 | 869 |
|  5.00%, 08/15/2032 | 480 | 491 |
|  5.00%, 07/01/2034 | 105 | 107 |
|  5.00%, 03/01/2037 | 2500 | 2776 |
|  5.00%, 03/01/2038 | 2000 | 2201 |
|  5.00%, 10/01/2038 | 1725 | 1828 |
|  5.00%, 07/01/2042 | 2415 | 2418 |
|  5.00%, 08/01/2044 | 1500 | 1513 |
|  5.00%, 08/15/2055(1) | 2750 | 2960 |
|  Washington Higher Education Facilities Authority |  |  |
|  4.00%, 01/01/2043 | 1765 | 1667 |
|  5.00%, 10/01/2029 | 1855 | 1874 |
|  5.00%, 10/01/2033 | 735 | 739 |
|  Washington State Convention Center Public Facilities District |  |  |
|  3.00%, 07/01/2043 | 1350 | 1048 |
|  4.00%, 07/01/2031 | 13860 | 14304 |
|  Washington State Housing Finance Commission |  |  |
|  4.08%, 08/20/2063(6) | 5496 | 5185 |
|  4.20%, 07/01/2029(2) | 1130 | 1130 |
|  4.22%, 03/01/2050(1) | 5964 | 5733 |
|  5.00%, 01/01/2026(2) | 300 | 301 |
|  5.00%, 12/01/2026 | 350 | 360 |
|  5.00%, 06/01/2028 | 500 | 530 |
|  5.00%, 06/01/2029 | 500 | 543 |
|  5.00%, 06/01/2030 | 500 | 548 |
|  5.00%, 12/01/2030 | 500 | 552 |
|  5.00%, 07/01/2033(2) | 635 | 696 |
|  5.00%, 07/01/2034(2) | 1000 | 1090 |
|  5.00%, 07/01/2037 | 1045 | 1141 |
|  5.00%, 07/01/2038(2) | 1500 | 1587 |
|  5.00%, 07/01/2045(2) | 2000 | 2016 |
|  5.25%, 07/01/2055(2) | 3050 | 3076 |
|  6.25%, 06/01/2054 | 2495 | 2760 |
|  Whatcom County Public Utility District No 1 |  |  |
|  5.00%, 12/01/2033 | 1300 | 1421 |
|  5.00%, 12/01/2034 | 1000 | 1093 |
|  5.00%, 12/01/2035 | 1000 | 1083 |
|  5.25%, 12/01/2036 | 850 | 928 |
|  5.25%, 12/01/2038 | 1400 | 1512 |
|  Total Washington | Total Washington | 559109 |

---

------

---

| | | |
|:---|:---|:---|
|  **West Virginia – 0.44%** |  |  |
|  Morgantown Utility Board, Inc. |  |  |
|  5.00%, 12/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2013 |
|  Ohio County Board of Education |  |  |
|  3.00%, 06/01/2030 | 2275 | 2288 |
|  Parkersburg Municipal Building Commission |  |  |
|  4.00%, 11/01/2039 | 320 | 312 |
|  4.25%, 11/01/2044 | 320 | 304 |
|  4.38%, 11/01/2054 | 710 | 658 |
|  State of West Virginia |  |  |
|  5.00%, 12/01/2040 | 1100 | 1147 |
|  5.00%, 06/01/2041 | 1330 | 1381 |
|  5.00%, 06/01/2041 | 5000 | 5140 |
|  West Virginia Economic Development Authority |  |  |
|  3.00%, 06/01/2037(1) | 2130 | 2110 |
|  3.38%, 03/01/2040(1) | 5245 | 5331 |
|  4.70%, 04/01/2036(1) | 2450 | 2462 |
|  West Virginia Hospital Finance Authority |  |  |
|  5.00%, 01/01/2030 | 1830 | 1858 |
|  5.00%, 01/01/2031 | 620 | 631 |
|  5.00%, 01/01/2033 | 900 | 916 |
|  5.00%, 01/01/2034 | 1180 | 1192 |
|  5.00%, 06/01/2036 | 4000 | 4409 |
|  5.00%, 06/01/2039 | 4030 | 4311 |
|  5.00%, 09/01/2039 | 3125 | 3170 |
|  5.00%, 06/01/2040 | 3000 | 3173 |
|  5.00%, 01/01/2043 | 2530 | 2328 |
|  5.00%, 06/01/2055(1) | 10115 | 11042 |
|  5.13%, 09/01/2042 | 3500 | 3685 |
|  5.25%, 06/01/2042 | 2865 | 3038 |
|  5.25%, 06/01/2043 | 3000 | 3160 |
|  5.25%, 06/01/2044 | 4270 | 4472 |
|  5.25%, 06/01/2045 | 3000 | 3131 |
|  West Virginia Housing Development Fund |  |  |
|  2.90%, 11/01/2026 | 1255 | 1249 |
|  5.00%, 08/01/2027(1) | 3170 | 3268 |
|  5.00%, 05/01/2030 | 315 | 345 |
|  5.00%, 05/01/2032 | 305 | 337 |
|  5.00%, 05/01/2034 | 140 | 155 |
|  West Virginia Parkways Authority |  |  |
|  5.00%, 06/01/2037 | 2000 | 2077 |
|  Total West Virginia | Total West Virginia | 81093 |
|  **Wisconsin – 1.47%** |  |  |
|  Beaver Dam Unified School District |  |  |
|  5.00%, 04/01/2042 | 7210 | 7716 |
|  City of Eau Claire WI |  |  |
|  2.00%, 04/01/2036 | 710 | 559 |
|  City of Madison WI |  |  |
|  2.00%, 10/01/2025 | 7690 | 7690 |
|  City of Racine WI |  |  |
|  2.00%, 12/01/2034 | 255 | 211 |
|  County of Marathon WI |  |  |
|  2.00%, 02/01/2033 | 1005 | 889 |
|  2.00%, 02/01/2033 | 1380 | 1221 |
|  2.00%, 02/01/2034 | 1025 | 877 |
|  2.00%, 02/01/2034 | 1330 | 1138 |
|  2.00%, 02/01/2035 | 945 | 783 |
|  2.00%, 02/01/2035 | 1355 | 1122 |
|  2.00%, 02/01/2036 | 985 | 791 |
|  County of Milwaukee WI Airport Revenue |  |  |
|  5.00%, 12/01/2031 | 2060 | 2097 |
|  Hudson School District |  |  |
|  2.25%, 03/01/2027 | 1185 | 1172 |
|  Kewaunee School District |  |  |
|  5.00%, 04/01/2039 | 1000 | 1084 |
|  5.00%, 04/01/2040 | 1000 | 1076 |
|  Madison Metropolitan School District |  |  |
|  5.00%, 03/01/2037 | 1500 | 1683 |
|  5.00%, 03/01/2038 | 1105 | 1227 |
|  5.00%, 03/01/2040 | 1560 | 1707 |
|  Marinette School District |  |  |
|  1.75%, 03/01/2035 | 825 | 803 |
|  1.75%, 03/01/2035 | 2055 | 1619 |

---

------

---

| | | |
|:---|:---|:---|
|  Monroe School District |  |  |
|  4.00%, 03/01/2041 | 1485 | 1454 |
|  Mukwonago Area School District |  |  |
|  5.00%, 04/01/2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1597 |
|  5.00%, 04/01/2036 | 3120 | 3496 |
|  Public Finance Authority |  |  |
|  3.00%, 12/01/2026(2) | 1000 | 976 |
|  4.00%, 06/15/2031(2) | 450 | 440 |
|  4.00%, 04/01/2032(2) | 1550 | 1524 |
|  4.00%, 07/15/2034(2) | 500 | 487 |
|  4.00%, 08/01/2035 | 5830 | 5632 |
|  4.00%, 07/15/2039(2) | 250 | 227 |
|  4.00%, 06/15/2042(2) | 750 | 634 |
|  4.00%, 06/01/2045 | 7495 | 6817 |
|  4.00%, 01/01/2055(1)(2) | 13500 | 13626 |
|  4.13%, 05/01/2026(2) | 135 | 134 |
|  5.00%, 10/01/2026(2) | 590 | 596 |
|  5.00%, 10/01/2027(2) | 610 | 624 |
|  5.00%, 12/01/2027 | 4920 | 4998 |
|  5.00%, 05/15/2028(2) | 200 | 202 |
|  5.00%, 10/01/2029(2) | 155 | 161 |
|  5.00%, 06/15/2030 | 170 | 181 |
|  5.00%, 06/15/2031 | 490 | 537 |
|  5.00%, 06/15/2032 | 345 | 380 |
|  5.00%, 06/15/2034 | 275 | 302 |
|  5.00%, 10/01/2034(2) | 8145 | 8331 |
|  5.00%, 12/01/2034(2) | 3835 | 3996 |
|  5.00%, 07/01/2035 | 5000 | 5205 |
|  5.00%, 06/15/2036 | 425 | 461 |
|  5.00%, 07/01/2036 | 55 | 56 |
|  5.00%, 01/01/2037 | 500 | 522 |
|  5.00%, 01/01/2038 | 350 | 364 |
|  5.00%, 10/01/2039(2) | 600 | 600 |
|  5.00%, 03/01/2041 | 5640 | 5641 |
|  5.00%, 10/01/2043(2) | 360 | 350 |
|  5.00%, 10/01/2044 | 1840 | 1853 |
|  5.00%, 12/15/2044(2) | 690 | 647 |
|  5.00%, 03/01/2046 | 6900 | 6874 |
|  5.00%, 10/01/2048(2) | 380 | 357 |
|  5.25%, 06/01/2027(2) | 590 | 604 |
|  5.25%, 06/01/2028(2) | 1590 | 1651 |
|  5.25%, 07/01/2028 | 1340 | 1341 |
|  5.25%, 06/01/2029(2) | 1590 | 1671 |
|  5.25%, 06/01/2030(2) | 1590 | 1688 |
|  5.25%, 12/01/2031 | 555 | 603 |
|  5.25%, 12/01/2032 | 590 | 642 |
|  5.25%, 06/15/2035 | 300 | 325 |
|  5.25%, 05/15/2037(2) | 120 | 121 |
|  5.25%, 03/01/2042 | 1575 | 1585 |
|  5.25%, 06/15/2045 | 300 | 309 |
|  5.25%, 12/01/2054 | 2250 | 2118 |
|  5.75%, 06/30/2060 | 13000 | 13367 |
|  6.45%, 04/01/2060(2) | 1500 | 1415 |
|  School District of Maple |  |  |
|  4.00%, 10/15/2025 | 2540 | 2540 |
|  State of Wisconsin |  |  |
|  5.00%, 05/01/2034 | 2400 | 2434 |
|  5.00%, 05/01/2035 | 1750 | 2057 |
|  5.00%, 05/01/2043 | 6000 | 6425 |
|  University of Wisconsin Hospitals & Clinics |  |  |
|  4.00%, 04/01/2038 | 2010 | 2003 |
|  5.00%, 04/01/2038 | 550 | 609 |
|  5.00%, 04/01/2040 | 1125 | 1214 |
|  5.00%, 04/01/2054(1) | 7945 | 8793 |
|  Waunakee Community School District |  |  |
|  3.63%, 04/01/2030 | 6000 | 6101 |
|  4.38%, 04/01/2044 | 4000 | 3925 |
|  Wisconsin Center District |  |  |
|  0.00%, 12/15/2028 | 1025 | 934 |
|  0.00%, 12/15/2030 | 550 | 469 |
|  0.00%, 12/15/2030 | 1045 | 892 |
|  Wisconsin Health & Educational Facilities Authority |  |  |
|  3.00%, 10/15/2038 | 1790 | 1539 |
|  3.00%, 10/15/2039 | 930 | 782 |
|  3.63%, 11/01/2029 | 800 | 804 |
|  4.00%, 11/01/2034 | 1000 | 1025 |

---

------

---

| | | |
|:---|:---|:---|
|  4.00%, 11/15/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3377 |
|  4.20%, 08/15/2028 | 1645 | 1645 |
|  4.38%, 11/01/2039 | 1345 | 1371 |
|  4.50%, 02/15/2054 | 1660 | 1573 |
|  5.00%, 04/01/2026 | 1000 | 1011 |
|  5.00%, 04/01/2027 | 1700 | 1757 |
|  5.00%, 08/01/2027(2) | 3500 | 3547 |
|  5.00%, 04/01/2028 | 900 | 950 |
|  5.00%, 11/01/2029 | 760 | 790 |
|  5.00%, 02/15/2030 | 2390 | 2408 |
|  5.00%, 04/01/2030 | 1670 | 1775 |
|  5.00%, 02/15/2033 | 2130 | 2375 |
|  5.00%, 12/15/2033 | 1450 | 1536 |
|  5.00%, 11/15/2035 | 5500 | 5546 |
|  5.00%, 08/15/2039 | 5395 | 5748 |
|  5.00%, 10/01/2041 | 640 | 661 |
|  5.00%, 04/01/2044 | 1850 | 1864 |
|  5.00%, 08/15/2054(1) | 830 | 845 |
|  5.00%, 08/15/2054(1) | 1770 | 1902 |
|  5.00%, 08/15/2054(1) | 2565 | 2757 |
|  5.00%, 10/01/2054(1) | 1335 | 1459 |
|  5.25%, 02/15/2035 | 4890 | 5477 |
|  5.50%, 02/15/2054 | 1775 | 1878 |
|  Wisconsin Housing & Economic Development Authority |  |  |
|  5.00%, 12/01/2027(1) | 6060 | 6206 |
|  5.00%, 08/01/2058(1) | 1145 | 1162 |
|  Wisconsin Housing & Economic Development Authority Home Ownership Revenue |  |  |
|  3.00%, 03/01/2052 | 820 | 808 |
|  3.50%, 09/01/2031 | 5000 | 5055 |
|  3.50%, 09/01/2050 | 1020 | 1019 |
|  3.63%, 03/01/2034 | 3605 | 3617 |
|  4.25%, 09/01/2044 | 3075 | 2956 |
|  5.00%, 09/01/2039 | 3100 | 3307 |
|  6.00%, 03/01/2054 | 2565 | 2821 |
|  6.00%, 09/01/2054 | 4635 | 5028 |
|  6.00%, 03/01/2055 | 2120 | 2331 |
|  Total Wisconsin | Total Wisconsin | 272295 |
|  **Wyoming – 0.06%** |  |  |
|  County of Campbell WY |  |  |
|  3.63%, 07/15/2039 | 5160 | 4690 |
|  County of Laramie WY |  |  |
|  4.00%, 05/01/2026 | 200 | 201 |
|  Wyoming Community Development Authority |  |  |
|  3.00%, 06/01/2049 | 3770 | 3730 |
|  4.30%, 12/01/2040 | 2410 | 2422 |
|  Total Wyoming | Total Wyoming | 11043 |
|  **Total Municipal Bonds (Cost: $17,973,191)** | **Total Municipal Bonds (Cost: $17,973,191)** | **18097616** |
|  | **Shares**<br>**(000s)** | **Value**<br>**(000s)** |
|  **SHORT-TERM INVESTMENTS – 1.92%** |  |  |
|  **Money Market Funds – 1.79%** |  |  |
|  Fidelity Institutional Money Market Government Portfolio - Class I, 4.08%(7) | 331417 | 331417 |
|  **Total Money Market Funds (Cost: $331,417)** |  | **331417** |
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **Time Deposits – 0.13%** |  |  |
|  Citibank, New York, 3.59% due 10/01/2025 | $23956 | 23956 |
|  **Total Time Deposits (Cost: $23,956)** |  | **23956** |
|  **Total Short-Term Investments (Cost: $355,373)** | **Total Short-Term Investments (Cost: $355,373)** | **355373** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.72%**<br> **(Cost: $18,328,564)** |  | **18452989** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.28%** |  | **52521** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**18505510** |

---

Percentages are stated as a percent of net assets.

(1) Adjustable rate security. The rate reported is the rate in effect as of September 30, 2025.

(2) Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of
1933. The value of these securities totals $457,021, which represents 2.47% of total net assets.

(3) Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of
September 30, 2025.

(4) Security in default as of September 30, 2025. The value of these securities totals $495, which represents
0.00% of total net assets.

(5) Non-income producing security.

(6) Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in
effect as of September 30, 2025.

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

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

------

**Open Futures Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts<br>Sold** | **Reference Entity** | **Expiration Date** | **Notional<br>Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| (385) | U.S. Long Bond Future | Dec. 2025 | $(44019) | $(44888) | $(869) |
| (900) | U.S. Ultra 10 Year Note Future | Dec. 2025 | (102489) | (103571) | (1082) |
|  |  |  |  |  | $**(1951)** |

---

------

---

| | |
|:---|:---|
|  | **Percentages of<br>Net Assets** |
|  **MUNICIPAL BONDS** |  |
|  Education | 4.77% |
|  General Obligation | 20.04 |
|  General Revenue | 29.90 |
|  Healthcare | 10.07 |
|  Housing | 8.55 |
|  Transportation | 15.72 |
|  Utilities | 8.75 |
|  **Total Municipal Bonds** | **97.80** |
|  **SHORT-TERM INVESTMENTS** | **1.92** |
|  **TOTAL INVESTMENTS** | **99.72** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES** | **0.28** |
|  **TOTAL NET ASSETS** | **100.00%** |

---

------

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

**Schedule of Investments** 

**September 30, 2025 (Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **MUNICIPAL BONDS – 98.39%** |  |  |
|  **Alabama – 2.55%** |  |  |
|  Baldwin County Industrial Development Authority |  |  |
|  4.63%, 06/01/2055(1)(2) | $1450 | $1453 |
|  5.00%, 06/01/2055(1)(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10177 |
|  Black Belt Energy Gas District |  |  |
|  4.00%, 06/01/2051(1) | 2500 | 2584 |
|  4.00%, 10/01/2052(1) | 1075 | 1088 |
|  4.00%, 12/01/2052(1) | 1500 | 1533 |
|  4.00%, 04/01/2053(1) | 500 | 510 |
|  5.00%, 10/01/2035 | 550 | 574 |
|  5.00%, 03/01/2055(1) | 8225 | 8969 |
|  5.00%, 05/01/2055(1) | 900 | 977 |
|  5.00%, 10/01/2055(1) | 3115 | 3368 |
|  5.00%, 12/01/2055(1) | 650 | 701 |
|  5.00%, 12/01/2055(1) | 980 | 1073 |
|  5.25%, 12/01/2053(1) | 3775 | 4111 |
|  5.25%, 01/01/2054(1) | 4160 | 4469 |
|  County of Jefferson AL Sewer Revenue |  |  |
|  5.00%, 10/01/2025 | 1515 | 1515 |
|  5.00%, 10/01/2026 | 1050 | 1074 |
|  5.25%, 10/01/2040 | 4320 | 4670 |
|  5.25%, 10/01/2043 | 2095 | 2207 |
|  5.25%, 10/01/2045 | 100 | 104 |
|  5.25%, 10/01/2049 | 6990 | 7210 |
|  5.50%, 10/01/2053 | 3450 | 3612 |
|  Energy Southeast A Cooperative District |  |  |
|  5.25%, 07/01/2054(1) | 2575 | 2821 |
|  5.50%, 11/01/2053(1) | 6665 | 7335 |
|  Health Care Authority of the City of Huntsville |  |  |
|  4.00%, 06/01/2045 | 2500 | 2366 |
|  Homewood Educational Building Authority |  |  |
|  5.00%, 10/01/2056 | 275 | 260 |
|  Hoover Industrial Development Board |  |  |
|  5.75%, 10/01/2049 | 920 | 929 |
|  Huntsville-Redstone Village Special Care Facilities Financing Authority |  |  |
|  5.50%, 01/01/2028(3)(4) | 250 | 179 |
|  5.50%, 01/01/2043(3)(4) | 195 | 139 |
|  6.88%, 01/01/2043(3)(4) | 135 | 97 |
|  7.50%, 01/01/2047(3)(4) | 245 | 175 |
|  Jacksonville Public Educational Building Authority |  |  |
|  5.00%, 08/01/2056 | 125 | 126 |
|  Mobile County Industrial Development Authority |  |  |
|  4.75%, 12/01/2054 | 7590 | 7012 |
|  5.00%, 06/01/2054 | 3525 | 3388 |
|  Phenix City Industrial Development Board |  |  |
|  4.13%, 05/15/2035 | 3050 | 2972 |
|  Prattville Industrial Development Board |  |  |
|  5.30%, 09/01/2028 | 1325 | 1399 |
|  Selma Industrial Development Board |  |  |
|  3.45%, 11/01/2033(1) | 375 | 377 |
|  4.20%, 05/01/2034 | 10110 | 10356 |
|  Southeast Alabama Gas Supply District |  |  |
|  5.00%, 06/01/2049(1) | 2400 | 2602 |
|  Southeast Energy Authority A Cooperative District |  |  |
|  4.00%, 12/01/2051(1) | 8815 | 9032 |
|  5.00%, 11/01/2035 | 1500 | 1581 |
|  5.00%, 05/01/2055(1) | 500 | 540 |
|  5.00%, 10/01/2055(1) | 2600 | 2836 |
|  5.00%, 01/01/2056(1) | 1660 | 1753 |
|  5.25%, 03/01/2055(1) | 1715 | 1833 |
|  5.50%, 01/01/2053(1) | 2000 | 2172 |
|  Tuscaloosa County Industrial Development Authority |  |  |
|  5.25%, 05/01/2044(2) | 10860 | 10819 |
|  Total Alabama | Total Alabama | 135078 |
|  **Alaska – 0.12%** |  |  |
|  Alaska Housing Finance Corp. |  |  |
|  4.00%, 12/01/2048 | 410 | 413 |
|  6.00%, 06/01/2054 | 95 | 103 |

---

------

---

| | | |
|:---|:---|:---|
|  Alaska Industrial Development & Export Authority |  |  |
|  5.00%, 01/01/2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416 |
|  5.00%, 01/01/2034 | 1000 | 1001 |
|  Northern Tobacco Securitization Corp. |  |  |
|  0.00%, 06/01/2066 | 26005 | 3087 |
|  4.00%, 06/01/2050 | 525 | 507 |
|  Total Alaska | Total Alaska | 6527 |
|  **Arizona – 3.05%** |  |  |
|  Arizona Health Facilities Authority |  |  |
|  2.87% (S&P 7 Day Municipal High Grade Rate + 0.81%), 01/01/2037(5) | 970 | 950 |
|  Arizona Industrial Development Authority |  |  |
|  0.00%, 05/20/2033(1) | 4759 | 160 |
|  3.63%, 05/20/2033 | 1757 | 1736 |
|  4.00%, 07/15/2030(2) | 195 | 194 |
|  4.00%, 11/01/2037 | 100 | 97 |
|  4.00%, 11/01/2039 | 1160 | 1101 |
|  4.00%, 07/15/2040(2) | 990 | 883 |
|  4.00%, 07/01/2041 | 575 | 513 |
|  4.00%, 07/15/2041(2) | 265 | 216 |
|  4.00%, 12/15/2041(2) | 850 | 726 |
|  4.00%, 07/01/2042 | 100 | 85 |
|  4.00%, 11/01/2045 | 500 | 437 |
|  4.00%, 02/01/2048(1) | 4170 | 4170 |
|  4.00%, 07/15/2050(2) | 1610 | 1279 |
|  4.00%, 11/01/2050 | 1500 | 1268 |
|  4.00%, 07/01/2051 | 2250 | 1834 |
|  4.00%, 07/15/2051(2) | 500 | 361 |
|  4.00%, 12/15/2051(2) | 1150 | 877 |
|  4.00%, 07/15/2056(2) | 1425 | 995 |
|  4.25%, 07/01/2042 | 3215 | 2815 |
|  4.50%, 07/15/2029(2) | 3250 | 3164 |
|  4.50%, 07/01/2054 | 6500 | 5435 |
|  5.00%, 07/01/2032 | 425 | 449 |
|  5.00%, 07/01/2037(2) | 225 | 226 |
|  5.00%, 07/01/2039(2) | 100 | 97 |
|  5.00%, 07/15/2039 | 950 | 940 |
|  5.00%, 07/15/2040(2) | 505 | 506 |
|  5.00%, 07/15/2040(2) | 1450 | 1415 |
|  5.00%, 07/01/2047(2) | 360 | 337 |
|  5.00%, 11/01/2047 | 1400 | 1409 |
|  5.00%, 07/01/2049(2) | 100 | 90 |
|  5.00%, 07/01/2049(2) | 945 | 827 |
|  5.00%, 07/15/2049 | 2590 | 2344 |
|  5.00%, 07/15/2050(2) | 2665 | 2397 |
|  5.00%, 07/01/2051(2) | 255 | 233 |
|  5.00%, 07/01/2054(2) | 500 | 449 |
|  5.00%, 07/01/2054(2) | 1000 | 879 |
|  5.00%, 11/01/2054 | 2000 | 1994 |
|  5.00%, 07/01/2057 | 1250 | 1211 |
|  5.25%, 07/01/2037(2) | 205 | 205 |
|  5.25%, 07/01/2060 | 1500 | 1481 |
|  5.38%, 07/01/2050(2) | 510 | 496 |
|  5.50%, 07/01/2038(2) | 2010 | 2020 |
|  5.50%, 07/01/2052(2) | 3535 | 3273 |
|  5.75%, 07/15/2048(2) | 7600 | 7607 |
|  6.75%, 12/01/2055(2) | 4100 | 4164 |
|  6.88%, 02/01/2065(2) | 5000 | 4951 |
|  Chandler Industrial Development Authority |  |  |
|  5.00%, 09/01/2052(1) | 10525 | 10704 |
|  City of Phoenix Civic Improvement Corp. |  |  |
|  4.00%, 07/01/2045 | 2000 | 1840 |
|  Glendale Industrial Development Authority |  |  |
|  4.00%, 07/01/2028 | 185 | 184 |
|  5.00%, 07/01/2033 | 435 | 439 |
|  5.00%, 07/01/2038 | 1070 | 1069 |
|  5.00%, 07/01/2048 | 2990 | 2675 |
|  5.00%, 05/15/2056 | 700 | 592 |
|  Industrial Development Authority of the City of Phoenix |  |  |
|  2.70%, 11/15/2052(1) | 3300 | 3300 |
|  Industrial Development Authority of the City of Phoenix Arizona |  |  |
|  3.85%, 12/01/2035(1) | 10000 | 9998 |
|  5.00%, 07/01/2030 | 700 | 725 |
|  5.00%, 07/01/2035(2) | 375 | 375 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 07/01/2035(2) | 970 | 970 |
|  5.00%, 07/01/2037 | 4750 | 4799 |
|  5.00%, 07/01/2044 | 85 | 84 |
|  5.00%, 07/01/2045(2) | 150 | 142 |
|  5.00%, 07/01/2045(2) | 290 | 277 |
|  5.00%, 07/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1356 |
|  5.00%, 07/01/2059 | 145 | 138 |
|  Industrial Development Authority of the County of Pima |  |  |
|  4.00%, 06/15/2041(2) | 2380 | 2039 |
|  4.00%, 06/15/2051(2) | 1215 | 934 |
|  4.00%, 06/15/2057(2) | 1245 | 928 |
|  5.00%, 06/15/2049(2) | 125 | 113 |
|  7.00%, 11/15/2057(2) | 250 | 264 |
|  La Paz County Industrial Development Authority |  |  |
|  4.00%, 02/15/2046 | 345 | 284 |
|  4.00%, 02/15/2051 | 580 | 454 |
|  5.00%, 02/15/2036(2) | 1200 | 1202 |
|  Maricopa County Industrial Development Authority |  |  |
|  3.50%, 07/01/2044(2) | 520 | 402 |
|  4.00%, 07/01/2029(2) | 270 | 272 |
|  4.00%, 07/01/2039 | 4750 | 4349 |
|  4.00%, 10/15/2047(2) | 7730 | 6440 |
|  4.00%, 07/01/2050 | 100 | 84 |
|  4.00%, 07/01/2056(2) | 1350 | 1054 |
|  4.25%, 07/01/2044 | 800 | 699 |
|  5.00%, 07/01/2036(2) | 150 | 150 |
|  5.00%, 07/01/2039 | 700 | 716 |
|  5.00%, 07/01/2047(2) | 1500 | 1357 |
|  5.00%, 07/01/2049(2) | 150 | 142 |
|  5.00%, 07/01/2049 | 900 | 899 |
|  5.00%, 07/01/2054(2) | 1000 | 932 |
|  5.50%, 07/01/2060 | 1040 | 1032 |
|  5.88%, 07/01/2060(2) | 105 | 104 |
|  6.00%, 01/01/2048(2) | 250 | 213 |
|  Maricopa County Pollution Control Corp. |  |  |
|  2.40%, 06/01/2035 | 1000 | 837 |
|  2.40%, 06/01/2035 | 1115 | 933 |
|  3.60%, 02/01/2040 | 415 | 374 |
|  3.60%, 04/01/2040 | 1000 | 901 |
|  4.50%, 08/01/2042 | 1220 | 1187 |
|  Salt Verde Financial Corp. |  |  |
|  5.00%, 12/01/2037 | 5545 | 5951 |
|  Sierra Vista Industrial Development Authority |  |  |
|  5.00%, 06/15/2044(2) | 2220 | 2092 |
|  5.00%, 06/15/2054(2) | 4260 | 3806 |
|  5.00%, 06/15/2059(2) | 3475 | 3057 |
|  5.00%, 06/15/2064(2) | 3075 | 2669 |
|  6.25%, 06/15/2050 | 2775 | 2773 |
|  Tempe Industrial Development Authority |  |  |
|  4.00%, 12/01/2038 | 1190 | 1103 |
|  4.00%, 12/01/2046 | 1170 | 979 |
|  5.00%, 12/01/2050 | 500 | 452 |
|  5.00%, 12/01/2054 | 750 | 668 |
|  Total Arizona | Total Arizona | 161808 |
|  **Arkansas – 1.13%** |  |  |
|  Arkansas Development Finance Authority |  |  |
|  4.50%, 09/01/2049(2) | 16735 | 16026 |
|  4.65%, 07/01/2050 | 2685 | 2652 |
|  4.70%, 07/01/2055 | 2650 | 2644 |
|  4.75%, 09/01/2049(2) | 10130 | 9780 |
|  5.00%, 09/01/2027 | 1000 | 1028 |
|  5.45%, 09/01/2052 | 7205 | 7191 |
|  5.50%, 01/01/2056 | 8250 | 9020 |
|  5.70%, 05/01/2053 | 1100 | 1117 |
|  6.88%, 07/01/2048(2) | 2500 | 2687 |
|  7.38%, 07/01/2048(2) | 2500 | 2712 |
|  City of Osceola AR |  |  |
|  5.50%, 04/01/2036(1) | 5125 | 5127 |
|  Total Arkansas | Total Arkansas | 59984 |
|  **California – 8.23%** |  |  |
|  Alameda Corridor Transportation Authority |  |  |
|  5.00%, 10/01/2036 | 2500 | 2537 |
|  California Community Choice Financing Authority |  |  |
|  4.00%, 02/01/2052(1) | 1620 | 1660 |
|  5.00%, 12/01/2053(1) | 5995 | 6382 |
|  5.00%, 05/01/2054(1) | 500 | 540 |
|  5.00%, 01/01/2055(1) | 1085 | 1149 |
|  5.00%, 02/01/2055(1) | 2835 | 3087 |
|  5.00%, 02/01/2055(1) | 8310 | 9071 |
|  5.00%, 08/01/2055(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1294 |
|  5.00%, 11/01/2055(1) | 2000 | 2117 |
|  5.00%, 01/01/2056(1) | 2600 | 2785 |
|  5.00%, 03/01/2056(1) | 750 | 822 |
|  5.25%, 01/01/2054(1) | 2500 | 2667 |
|  5.25%, 11/01/2054(1) | 5200 | 5639 |
|  5.50%, 10/01/2054(1) | 2960 | 3241 |
|  California Community Housing Agency |  |  |
|  3.00%, 08/01/2056(2) | 200 | 133 |
|  3.00%, 02/01/2057(2) | 2250 | 1380 |
|  4.00%, 08/01/2046(2) | 920 | 774 |
|  4.00%, 08/01/2047(2) | 3500 | 2653 |
|  4.00%, 02/01/2050(2) | 6075 | 4543 |
|  4.00%, 08/01/2050(2) | 5025 | 3889 |
|  4.00%, 08/01/2051(2) | 1000 | 446 |

---

------

---

| | | |
|:---|:---|:---|
|  4.00%, 02/01/2056(2) | 11050 | 8221 |
|  4.00%, 02/01/2056(2) | 17075 | 11233 |
|  5.00%, 08/01/2049(2) | 12205 | 11092 |
|  California Educational Facilities Authority |  |  |
|  5.00%, 12/01/2035 | 1000 | 1031 |
|  5.25%, 10/01/2044 | 3015 | 2963 |
|  5.50%, 10/01/2053 | 2130 | 2074 |
|  California Enterprise Development Authority |  |  |
|  5.00%, 06/01/2064(2) | 2300 | 2084 |
|  California Health Facilities Financing Authority |  |  |
|  3.00%, 08/15/2051 | 3285 | 2402 |
|  5.00%, 12/01/2028 | 500 | 529 |
|  5.00%, 12/01/2039 | 520 | 546 |
|  5.25%, 11/15/2058 | 255 | 256 |
|  California Housing Finance Agency |  |  |
|  3.25%, 08/20/2036 | 4412 | 4209 |
|  3.50%, 11/20/2035 | 2651 | 2588 |
|  4.00%, 03/20/2033 | 3005 | 3066 |
|  4.25%, 01/15/2035 | 1377 | 1410 |
|  4.38%, 09/20/2036 | 1468 | 1500 |
|  California Infrastructure & Economic Development Bank |  |  |
|  0.00%, 01/01/2061(2) | 28800 | 2418 |
|  5.00%, 01/01/2056(2) | 355 | 303 |
|  California Municipal Finance Authority |  |  |
|  3.00%, 10/01/2049 | 100 | 70 |
|  3.00%, 05/15/2054 | 405 | 293 |
|  3.88%, 03/01/2054(1) | 150 | 150 |
|  4.00%, 11/15/2027 | 200 | 201 |
|  4.00%, 07/15/2029 | 6150 | 6188 |
|  4.00%, 08/15/2037 | 1560 | 1554 |
|  4.00%, 10/01/2038 | 1000 | 966 |
|  4.00%, 10/01/2039 | 2495 | 2379 |
|  4.00%, 09/01/2041 | 550 | 510 |
|  4.00%, 08/15/2042 | 1635 | 1523 |
|  4.00%, 12/31/2047 | 1470 | 1263 |
|  4.00%, 03/01/2050 | 250 | 205 |
|  4.00%, 02/01/2051 | 1215 | 1031 |
|  4.00%, 11/15/2056 | 875 | 683 |
|  4.38%, 09/01/2053(1) | 125 | 131 |
|  5.00%, 10/01/2026 | 400 | 407 |
|  5.00%, 05/15/2027 | 150 | 155 |
|  5.00%, 07/01/2027 | 300 | 309 |
|  5.00%, 06/30/2029 | 335 | 347 |
|  5.00%, 12/31/2031 | 1240 | 1277 |
|  5.00%, 07/01/2032 | 1055 | 1077 |
|  5.00%, 04/01/2035 | 1235 | 1223 |
|  5.00%, 11/01/2035(2) | 1250 | 1316 |
|  5.00%, 05/15/2036 | 2680 | 2770 |
|  5.00%, 10/01/2039(2) | 1115 | 1087 |
|  5.00%, 11/01/2039(2) | 195 | 187 |
|  5.00%, 12/31/2043 | 21445 | 21472 |
|  5.00%, 10/01/2044 | 1200 | 1200 |
|  5.00%, 06/01/2046 | 750 | 743 |
|  5.00%, 11/01/2046(2) | 1500 | 1417 |
|  5.00%, 12/31/2047 | 1000 | 998 |
|  5.00%, 06/01/2048 | 1000 | 995 |
|  5.00%, 10/01/2049(2) | 515 | 462 |
|  5.00%, 09/01/2054 | 295 | 294 |
|  5.00%, 10/01/2057(2) | 1000 | 870 |
|  5.13%, 09/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1742 |
|  5.13%, 09/01/2059 | 110 | 111 |
|  5.25%, 11/01/2052 | 2165 | 2212 |
|  5.25%, 06/01/2053 | 2655 | 2723 |
|  5.38%, 07/01/2045(2) | 500 | 470 |
|  5.38%, 11/01/2045(2) | 2050 | 2076 |
|  5.38%, 09/01/2055 | 1500 | 1533 |
|  5.50%, 11/01/2045(2) | 1000 | 999 |
|  5.50%, 01/01/2060(2) | 2000 | 1940 |
|  5.88%, 05/01/2059(2) | 15 | 15 |
|  California Pollution Control Financing Authority |  |  |
|  3.70%, 08/01/2040(1) | 1250 | 1279 |
|  5.00%, 07/01/2037(2) | 5000 | 5005 |
|  California Public Finance Authority |  |  |
|  5.00%, 11/15/2036(2) | 250 | 247 |
|  5.00%, 11/15/2046(2) | 50 | 45 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 10/15/2047 | 3075 | 2992 |
|  6.38%, 06/01/2059(2) | 3555 | 3308 |
|  6.50%, 06/01/2054(2) | 4395 | 4221 |
|  6.75%, 07/01/2065(2) | 6225 | 6599 |
|  California School Finance Authority |  |  |
|  4.00%, 06/01/2061(2) | 1000 | 641 |
|  5.00%, 06/01/2029(2) | 250 | 252 |
|  5.00%, 06/01/2030(2) | 300 | 305 |
|  5.00%, 07/01/2037(2) | 690 | 700 |
|  5.00%, 10/01/2042(2) | 500 | 500 |
|  5.00%, 07/01/2045(2) | 565 | 561 |
|  5.00%, 07/01/2047(2) | 500 | 468 |
|  5.00%, 07/01/2047(2) | 1735 | 1713 |
|  5.00%, 07/01/2052(2) | 1340 | 1223 |
|  5.13%, 06/01/2047(2) | 250 | 233 |
|  California Statewide Communities Development Authority |  |  |
|  3.00%, 04/01/2051 | 3150 | 2182 |
|  4.00%, 09/02/2028 | 20 | 20 |
|  4.00%, 09/02/2029 | 20 | 20 |
|  4.00%, 09/02/2030 | 20 | 20 |
|  4.00%, 09/02/2031 | 15 | 15 |
|  4.00%, 09/02/2031 | 75 | 75 |
|  4.00%, 04/01/2038 | 2400 | 2321 |
|  4.00%, 09/02/2041 | 110 | 102 |
|  4.00%, 09/02/2041 | 110 | 102 |
|  4.00%, 09/02/2041 | 135 | 120 |
|  4.00%, 09/02/2051 | 1070 | 911 |
|  4.00%, 09/02/2051 | 1315 | 1102 |
|  4.00%, 09/02/2051 | 1340 | 1140 |
|  5.00%, 12/01/2027(2) | 205 | 208 |
|  5.00%, 11/01/2032(2) | 1135 | 1157 |
|  5.00%, 01/01/2038 | 750 | 774 |
|  5.00%, 09/02/2039 | 745 | 761 |
|  5.00%, 05/15/2040 | 1000 | 1004 |
|  5.00%, 11/01/2041(2) | 1375 | 1351 |
|  5.00%, 09/02/2042 | 1590 | 1624 |
|  5.00%, 01/01/2043 | 1000 | 1020 |
|  5.00%, 09/02/2044 | 700 | 704 |
|  5.00%, 09/02/2044 | 1000 | 1018 |
|  5.00%, 09/02/2044 | 1350 | 1367 |
|  5.00%, 12/01/2046(2) | 270 | 255 |
|  5.00%, 01/01/2048 | 2840 | 2874 |
|  5.00%, 09/02/2049 | 35 | 35 |
|  5.00%, 09/02/2049 | 700 | 702 |
|  5.00%, 09/02/2049 | 1000 | 1006 |
|  5.00%, 09/02/2052 | 2315 | 2321 |
|  5.25%, 12/01/2044 | 1105 | 1105 |
|  5.25%, 12/01/2048(2) | 800 | 790 |
|  5.25%, 12/01/2056(2) | 18730 | 18032 |
|  5.50%, 12/01/2054 | 5545 | 5543 |
|  5.50%, 12/01/2058(2) | 9575 | 9529 |
|  California Statewide Financing Authority |  |  |
|  6.00%, 05/01/2043 | 100 | 102 |
|  Central Valley Energy Authority |  |  |
|  5.00%, 12/01/2055(1) | 525 | 575 |
|  Chino Community Facilities District |  |  |
|  4.00%, 09/01/2051 | 1500 | 1286 |
|  City & County of San Francisco CA Community Facilities District No 2016-1 |  |  |
|  4.00%, 09/01/2032(2) | 250 | 253 |
|  4.00%, 09/01/2041 | 1000 | 906 |
|  City & County of San Francisco CA Special Tax District No 2020-1 |  |  |
|  4.00%, 09/01/2041(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1476 |
|  4.00%, 09/01/2046(2) | 875 | 753 |
|  4.00%, 09/01/2051(2) | 980 | 830 |
|  5.75%, 09/01/2053(2) | 95 | 99 |
|  5.75%, 09/01/2053(2) | 2050 | 2146 |
|  City of Fontana CA |  |  |
|  5.00%, 09/01/2033 | 540 | 588 |
|  City of Irvine CA |  |  |
|  4.00%, 09/02/2027 | 20 | 20 |
|  4.00%, 09/02/2028 | 30 | 30 |
|  City of Los Angeles Department of Airports |  |  |
|  4.00%, 05/15/2044 | 3000 | 2761 |
|  5.50%, 05/15/2047 | 2725 | 2847 |
|  City of Oroville CA |  |  |
|  5.25%, 04/01/2054 | 1130 | 880 |

---

------

---

| | | |
|:---|:---|:---|
|  City of Palm Desert CA |  |  |
|  4.00%, 09/01/2041 | 1225 | 1146 |
|  4.00%, 09/01/2051 | 750 | 645 |
|  City of Rancho Cordova CA |  |  |
|  5.00%, 09/01/2040 | 360 | 370 |
|  5.00%, 09/01/2049 | 1000 | 1014 |
|  5.00%, 09/01/2049 | 1250 | 1262 |
|  City of Sacramento CA |  |  |
|  5.00%, 09/01/2049 | 1500 | 1506 |
|  City of Santa Clarita CA Community Facilities District No 2002-1 |  |  |
|  4.00%, 09/01/2035(2) | 800 | 778 |
|  City of Vernon CA Electric System Revenue |  |  |
|  5.00%, 10/01/2025 | 500 | 500 |
|  5.00%, 08/01/2040 | 740 | 773 |
|  CMFA Special Finance Agency |  |  |
|  3.00%, 12/01/2056(2) | 1000 | 647 |
|  4.00%, 08/01/2045(2) | 1200 | 1040 |
|  4.00%, 12/01/2045(2) | 650 | 506 |
|  CMFA Special Finance Agency VII |  |  |
|  4.00%, 08/01/2047(2) | 3510 | 3193 |
|  CMFA Special Finance Agency XII |  |  |
|  3.25%, 02/01/2057(2) | 1500 | 1064 |
|  4.38%, 08/01/2049(2) | 1980 | 1664 |
|  County of Los Angeles CA Community Facilities District No 2021-01 |  |  |
|  5.00%, 09/01/2052 | 150 | 152 |
|  CSCDA Community Improvement Authority |  |  |
|  2.65%, 12/01/2046(2) | 700 | 583 |
|  2.80%, 03/01/2047(2) | 150 | 116 |
|  2.88%, 08/01/2041(2) | 100 | 90 |
|  3.00%, 07/01/2045(2) | 2000 | 1550 |
|  3.00%, 06/01/2047(2) | 500 | 344 |
|  3.00%, 06/01/2048(2) | 100 | 71 |
|  3.00%, 12/01/2056(2) | 5500 | 3837 |
|  3.10%, 07/01/2045(2) | 250 | 207 |
|  3.13%, 07/01/2056(2) | 7600 | 4869 |
|  3.13%, 08/01/2056(2) | 1530 | 1121 |
|  3.13%, 06/01/2057(2) | 1850 | 1097 |
|  3.38%, 07/01/2043(2) | 300 | 239 |
|  4.00%, 10/01/2046(2) | 1925 | 1526 |
|  4.00%, 07/01/2056(2) | 2500 | 2002 |
|  4.00%, 07/01/2056(2) | 7237 | 5493 |
|  4.00%, 08/01/2056(2) | 11400 | 10068 |
|  4.00%, 09/01/2056(2) | 1015 | 715 |
|  4.00%, 10/01/2056(2) | 1000 | 809 |
|  4.00%, 10/01/2056(2) | 6210 | 4709 |
|  4.00%, 12/01/2056(2) | 5695 | 4289 |
|  4.00%, 02/01/2057(2) | 1500 | 1101 |
|  4.00%, 04/01/2057(2) | 1050 | 757 |
|  4.00%, 05/01/2057(2) | 250 | 174 |
|  4.00%, 12/01/2058(2) | 2470 | 1719 |
|  4.00%, 12/01/2059(2) | 1905 | 1009 |
|  4.00%, 12/01/2059(2) | 2625 | 1429 |
|  5.00%, 01/01/2054(2) | 970 | 871 |
|  East County Advanced Water Purification Joint Powers Authority |  |  |
|  3.13%, 09/01/2026 | 5000 | 5024 |
|  Foothill-Eastern Transportation Corridor Agency |  |  |
|  4.00%, 01/15/2046 | 9000 | 8318 |
|  Freddie Mac Multifamily ML Certificates |  |  |
|  3.35%, 11/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2168 |
|  Golden State Tobacco Securitization Corp. |  |  |
|  0.00%, 06/01/2066 | 54425 | 5774 |
|  5.00%, 06/01/2051 | 290 | 286 |
|  Hastings Campus Housing Finance Authority |  |  |
|  5.00%, 07/01/2061(2) | 5250 | 4663 |
|  Inglewood Unified School District |  |  |
|  5.50%, 08/01/2044 | 155 | 172 |
|  Inland Empire Tobacco Securitization Corp. |  |  |
|  0.00%, 06/01/2036 | 3000 | 1427 |
|  Irvine Unified School District |  |  |
|  5.00%, 03/01/2057 | 795 | 797 |
|  Lammersville Joint Unified School District |  |  |
|  5.13%, 09/01/2050 | 2345 | 2400 |
|  5.25%, 09/01/2055 | 1485 | 1533 |
|  Lodi Unified School District |  |  |
|  3.00%, 08/01/2046 | 500 | 386 |

---

------

---

| | | |
|:---|:---|:---|
|  Los Angeles Department of Water & Power |  |  |
|  5.00%, 07/01/2036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
|  5.00%, 07/01/2036 | 1000 | 1109 |
|  5.00%, 07/01/2038 | 640 | 698 |
|  5.00%, 07/01/2040 | 155 | 167 |
|  5.00%, 07/01/2040 | 300 | 324 |
|  5.00%, 07/01/2050 | 315 | 326 |
|  5.00%, 07/01/2052 | 1770 | 1820 |
|  5.25%, 07/01/2044 | 150 | 161 |
|  5.25%, 07/01/2046 | 100 | 107 |
|  Los Angeles Department of Water & Power Water System Revenue |  |  |
|  5.00%, 07/01/2034 | 500 | 566 |
|  5.00%, 07/01/2038 | 340 | 366 |
|  5.00%, 07/01/2039 | 1015 | 1083 |
|  5.25%, 07/01/2053 | 500 | 522 |
|  Los Angeles Housing Authority |  |  |
|  6.00%, 12/01/2062(2) | 1420 | 1340 |
|  Menifee Union School District |  |  |
|  4.00%, 09/01/2036 | 500 | 494 |
|  Morongo Band of Mission Indians |  |  |
|  5.00%, 10/01/2042(2) | 115 | 116 |
|  Mountain House Community Facilities District |  |  |
|  5.00%, 09/01/2045 | 635 | 636 |
|  5.00%, 09/01/2055 | 625 | 620 |
|  5.13%, 09/01/2045 | 500 | 506 |
|  New Hampshire Business Finance Authority |  |  |
|  3.93%, 07/20/2039(1) | 2469 | 2369 |
|  Northern California Gas Authority No 1 |  |  |
|  3.77% (3 Month Term SOFR + 0.72%), 07/01/2027(5) | 180 | 180 |
|  Orange County Community Facilities District |  |  |
|  5.00%, 08/15/2037 | 250 | 265 |
|  5.00%, 08/15/2038 | 260 | 276 |
|  5.25%, 08/15/2045 | 1975 | 1975 |
|  5.50%, 08/15/2053 | 500 | 518 |
|  Palomar Health |  |  |
|  5.00%, 11/01/2039 | 100 | 87 |
|  5.00%, 11/01/2042 | 1350 | 1115 |
|  Pasadena Public Financing Authority |  |  |
|  0.00%, 06/01/2042 | 215 | 105 |
|  Rancho Mirage Community Facilities District |  |  |
|  5.00%, 09/01/2054 | 1000 | 1000 |
|  River Islands Public Financing Authority |  |  |
|  4.00%, 09/01/2041 | 605 | 562 |
|  5.00%, 09/01/2039 | 635 | 657 |
|  5.00%, 09/01/2048 | 750 | 749 |
|  5.00%, 09/01/2048 | 850 | 848 |
|  5.00%, 09/01/2054 | 1235 | 1226 |
|  Riverside County Redevelopment Successor Agency |  |  |
|  0.00%, 10/01/2039 | 1000 | 555 |
|  Riverside County Transportation Commission |  |  |
|  3.00%, 06/01/2049 | 250 | 184 |
|  4.00%, 06/01/2046 | 5250 | 4705 |
|  4.00%, 06/01/2047 | 563 | 499 |
|  San Diego County Regional Airport Authority |  |  |
|  4.00%, 07/01/2046 | 1000 | 898 |
|  5.00%, 07/01/2048 | 100 | 102 |
|  5.50%, 07/01/2055 | 2425 | 2584 |
|  San Francisco City & County Airport Comm-San Francisco International Airport |  |  |
|  5.00%, 05/01/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1393 |
|  5.25%, 05/01/2049 | 200 | 208 |
|  5.50%, 05/01/2055 | 2400 | 2555 |
|  San Francisco Community College District |  |  |
|  3.00%, 06/15/2045 | 200 | 158 |
|  Southern California Public Power Authority |  |  |
|  5.00%, 07/01/2033 | 500 | 570 |
|  5.00%, 07/01/2053 | 500 | 513 |
|  5.00%, 07/01/2053 | 610 | 628 |
|  5.00%, 04/01/2055(1) | 345 | 371 |
|  State of California |  |  |
|  3.00%, 11/01/2040 | 500 | 436 |
|  5.25%, 08/01/2044 | 3080 | 3371 |
|  Tejon Ranch Public Facilities Finance Authority |  |  |
|  5.00%, 09/01/2054 | 155 | 155 |
|  Transbay Joint Powers Authority |  |  |
|  5.00%, 10/01/2033 | 250 | 261 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 10/01/2034 | 250 | 260 |
|  5.00%, 10/01/2035 | 240 | 248 |
|  5.00%, 10/01/2038 | 600 | 611 |
|  West Sacramento Financing Authority |  |  |
|  5.00%, 09/01/2034 | 135 | 151 |
|  Total California | Total California | 435885 |
|  **Colorado – 6.81%** |  |  |
|  2000 Holly Metropolitan District |  |  |
|  5.00%, 12/01/2050 | 910 | 845 |
|  9th Avenue Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2048 | 1562 | 1509 |
|  Aerotropolis Regional Transportation Authority |  |  |
|  4.25%, 12/01/2041 | 4680 | 4044 |
|  4.38%, 12/01/2052 | 8365 | 6762 |
|  5.00%, 12/01/2051 | 2275 | 2040 |
|  5.50%, 12/01/2044(2) | 2000 | 1955 |
|  5.75%, 12/01/2054(2) | 650 | 641 |
|  Amber Creek Metropolitan District |  |  |
|  5.00%, 12/01/2037 | 693 | 688 |
|  5.13%, 12/01/2047 | 1550 | 1497 |
|  Arista Metropolitan District |  |  |
|  8.25%, 12/15/2039 | 500 | 504 |
|  Arkansas River Power Authority |  |  |
|  5.00%, 10/01/2033 | 500 | 516 |
|  5.00%, 10/01/2043 | 225 | 226 |
|  Aurora Crossroads Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2040 | 1000 | 1001 |
|  5.00%, 12/01/2050 | 1500 | 1440 |
|  Aviation Station North Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2039 | 750 | 750 |
|  5.00%, 12/01/2048 | 3850 | 3719 |
|  Banning Lewis Ranch Metropolitan District No 8 |  |  |
|  4.88%, 12/01/2051(2) | 500 | 436 |
|  Baseline Metropolitan District No 1 |  |  |
|  6.75%, 12/15/2054 | 1000 | 1014 |
|  Belford North Metropolitan District |  |  |
|  5.50%, 12/01/2050 | 1100 | 974 |
|  Berthoud-Heritage Metropolitan District No 1 |  |  |
|  5.63%, 12/01/2048 | 3490 | 3350 |
|  Berthoud-Heritage Metropolitan District No 10 |  |  |
|  4.75%, 12/01/2052 | 500 | 412 |
|  Board of Water Commissioners City & County of Denver |  |  |
|  3.00%, 09/15/2045 | 2000 | 1546 |
|  Brighton Crossing Metropolitan District No 6 |  |  |
|  5.00%, 12/01/2040 | 515 | 506 |
|  5.00%, 12/01/2050 | 3485 | 3271 |
|  Broadway Park North Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2040(2) | 2255 | 2202 |
|  5.00%, 12/01/2049(2) | 730 | 676 |
|  Buffalo Highlands Metropolitan District |  |  |
|  5.25%, 12/01/2038 | 500 | 500 |
|  Canyon Pines Metropolitan District Special Improvement District No 1 |  |  |
|  3.75%, 12/01/2040 | 500 | 395 |
|  Canyons Metropolitan District No 5 |  |  |
|  6.50%, 12/15/2054 | 2300 | 2311 |
|  Cascade Ridge Metropolitan District |  |  |
|  5.00%, 12/01/2051 | 1330 | 1138 |
|  Centerra Metropolitan District No 1 |  |  |
|  5.00%, 12/01/2051 | 1000 | 961 |
|  Chambers Highpoint Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1126 |
|  5.00%, 12/01/2051 | 705 | 556 |
|  City & County of Denver CO |  |  |
|  5.00%, 10/01/2032 | 13175 | 13178 |
|  City & County of Denver CO Airport System Revenue |  |  |
|  5.00%, 12/01/2048 | 340 | 341 |
|  City & County of Denver CO Pledged Excise Tax Revenue |  |  |
|  0.00%, 08/01/2034 | 500 | 350 |
|  Clear Creek Transit Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2050 | 1309 | 954 |
|  Colorado Crossing Metropolitan District No 2 |  |  |
|  4.00%, 12/01/2030 | 500 | 494 |
|  5.00%, 12/01/2050 | 6205 | 5760 |
|  Colorado Educational & Cultural Facilities Authority |  |  |
|  4.00%, 05/01/2051 | 1100 | 897 |

---

------

---

| | | |
|:---|:---|:---|
|  4.00%, 05/01/2061 | 1835 | 1428 |
|  5.75%, 04/01/2059(2) | 825 | 795 |
|  5.80%, 04/01/2054(2) | 1345 | 1317 |
|  6.88%, 02/01/2059(2) | 8500 | 8824 |
|  Colorado Health Facilities Authority |  |  |
|  3.25%, 08/01/2049 | 670 | 507 |
|  4.00%, 01/01/2030 | 270 | 268 |
|  4.00%, 05/15/2031 | 40 | 41 |
|  4.00%, 05/15/2032 | 50 | 50 |
|  4.00%, 05/15/2033 | 55 | 55 |
|  4.00%, 05/15/2034 | 55 | 54 |
|  4.00%, 05/15/2035 | 55 | 54 |
|  4.00%, 05/15/2036 | 60 | 58 |
|  4.00%, 11/01/2039 | 3775 | 3652 |
|  4.00%, 12/01/2040 | 250 | 234 |
|  4.00%, 05/15/2041 | 100 | 90 |
|  4.00%, 01/01/2042 | 950 | 815 |
|  4.00%, 05/15/2048 | 150 | 123 |
|  4.00%, 09/01/2050 | 375 | 403 |
|  4.00%, 12/01/2050 | 500 | 412 |
|  5.00%, 01/01/2031 | 500 | 501 |
|  5.00%, 01/01/2037 | 255 | 255 |
|  5.00%, 01/01/2038 | 400 | 402 |
|  5.00%, 12/01/2043 | 3925 | 3931 |
|  5.00%, 09/15/2048 | 1500 | 1360 |
|  5.00%, 05/15/2054 | 850 | 863 |
|  5.13%, 12/01/2055 | 760 | 760 |
|  5.25%, 05/15/2028 | 500 | 513 |
|  5.75%, 12/01/2035(2) | 100 | 69 |
|  6.13%, 12/01/2045(2) | 875 | 539 |
|  6.25%, 12/01/2050(2) | 485 | 300 |
|  Colorado High Performance Transportation Enterprise |  |  |
|  5.00%, 12/31/2047 | 3330 | 3330 |
|  5.00%, 12/31/2051 | 5000 | 4906 |
|  5.00%, 12/31/2056 | 5760 | 5632 |
|  Colorado Housing & Finance Authority |  |  |
|  3.00%, 05/01/2051 | 1105 | 1094 |
|  5.75%, 11/01/2054 | 850 | 943 |
|  6.25%, 11/01/2055 | 845 | 947 |
|  6.50%, 05/01/2055 | 825 | 940 |
|  Colorado International Center Metropolitan District No 14 |  |  |
|  5.88%, 12/01/2046 | 1090 | 1076 |
|  Conexus Metropolitan District No 1 |  |  |
|  6.25%, 12/01/2055 | 2720 | 2720 |
|  Copper Ridge Metropolitan District |  |  |
|  5.00%, 12/01/2039 | 4750 | 4677 |
|  5.00%, 12/01/2043 | 2250 | 2088 |
|  Copperleaf Metropolitan District No 5 |  |  |
|  6.25%, 12/01/2045 | 1500 | 1495 |
|  8.75%, 12/15/2055 | 1250 | 1213 |
|  Cornerstar Metropolitan District |  |  |
|  5.13%, 12/01/2037 | 500 | 496 |
|  Cottonwood Hollow Residential Metropolitan District |  |  |
|  5.00%, 12/01/2051 | 500 | 396 |
|  Creekside Village Metropolitan District |  |  |
|  5.00%, 12/01/2039 | 1232 | 1180 |
|  5.00%, 12/01/2049 | 528 | 463 |
|  Creekwalk Marketplace Business Improvement District |  |  |
|  6.00%, 12/01/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2911 |
|  Crowfoot Valley Ranch Metropolitan District No 2 |  |  |
|  6.13%, 12/15/2054 | 1000 | 962 |
|  Crystal Crossing Metropolitan District |  |  |
|  5.25%, 12/01/2040 | 500 | 500 |
|  Denver Convention Center Hotel Authority |  |  |
|  5.00%, 12/01/2030 | 2000 | 2033 |
|  Denver Gateway Center Metropolitan District |  |  |
|  5.50%, 12/01/2038 | 2393 | 2372 |
|  5.63%, 12/01/2048 | 2130 | 2042 |
|  Denver Health & Hospital Authority |  |  |
|  5.00%, 12/01/2048 | 1800 | 1798 |
|  6.00%, 12/01/2055 | 415 | 444 |
|  Denver International Business Center Metropolitan District No 1 |  |  |
|  6.00%, 12/01/2048 | 600 | 603 |
|  Denver Urban Renewal Authority |  |  |
|  5.25%, 12/01/2039(2) | 900 | 902 |

---

------

---

| | | |
|:---|:---|:---|
|  DIATC Metropolitan District |  |  |
|  3.25%, 12/01/2029(2) | 295 | 281 |
|  5.00%, 12/01/2039(2) | 500 | 500 |
|  5.00%, 12/01/2049(2) | 1500 | 1443 |
|  E-470 Public Highway Authority |  |  |
|  3.54% (SOFR + 0.75%), 09/01/2039(5) | 900 | 898 |
|  5.00%, 09/01/2040 | 105 | 114 |
|  Elbert & Highway 86 Commercial Metropolitan District |  |  |
|  5.00%, 12/01/2041(2) | 1065 | 1054 |
|  5.00%, 12/01/2051(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2286 |
|  Fitzsimons Village Metropolitan District No 1 |  |  |
|  5.00%, 12/01/2049 | 1530 | 1436 |
|  Fitzsimons Village Metropolitan District No 3 |  |  |
|  4.25%, 12/01/2055 | 1250 | 1031 |
|  Four Corners Business Improvement District |  |  |
|  6.00%, 12/01/2052 | 500 | 501 |
|  Gardens on Havana Metropolitan District No 3 |  |  |
|  5.13%, 12/01/2037 | 500 | 495 |
|  Gold Hill North Business Improvement District |  |  |
|  5.60%, 12/01/2054(2) | 2800 | 2694 |
|  Granary Metropolitan District No 9 Special Assessment District No 1 |  |  |
|  5.45%, 12/01/2044(2) | 920 | 906 |
|  Great Western Metropolitan District |  |  |
|  4.75%, 12/01/2050 | 623 | 538 |
|  Green Valley Ranch East Metropolitan District No 6 |  |  |
|  5.88%, 12/01/2050 | 1775 | 1793 |
|  Greenways Metropolitan District No 1 |  |  |
|  4.63%, 12/01/2051 | 500 | 384 |
|  Haskins Station Metropolitan District |  |  |
|  5.00%, 12/01/2049 | 500 | 446 |
|  Haymeadow Metropolitan District No 1 |  |  |
|  6.13%, 12/01/2054 | 2125 | 2166 |
|  Hess Ranch Metropolitan District No 6 |  |  |
|  5.00%, 12/01/2049 | 2250 | 2132 |
|  Highlands Metropolitan District No 1 |  |  |
|  4.00%, 12/01/2031 | 175 | 165 |
|  5.00%, 12/01/2041 | 550 | 505 |
|  5.00%, 12/01/2051 | 575 | 495 |
|  HM Metropolitan District No 2 |  |  |
|  0.00%, 12/01/2051 | 14200 | 11984 |
|  Hogback Metropolitan District |  |  |
|  5.00%, 12/01/2041 | 1450 | 1385 |
|  5.00%, 12/01/2051 | 7995 | 7340 |
|  Hunters Overlook Metropolitan District No 5 |  |  |
|  4.25%, 12/01/2054 | 1100 | 1048 |
|  Independence Metropolitan District No 3 |  |  |
|  5.38%, 12/01/2054 | 6910 | 6783 |
|  7.13%, 12/15/2054 | 564 | 570 |
|  Jacoby Farm Metropolitan District |  |  |
|  5.00%, 12/15/2046(2) | 500 | 448 |
|  Jefferson Center Metropolitan District No 1 |  |  |
|  5.75%, 12/15/2050 | 1665 | 1668 |
|  Karl's Farm Metropolitan District No 2 |  |  |
|  6.20%, 12/15/2044 | 567 | 575 |
|  Kinston Metropolitan District No 5 |  |  |
|  5.13%, 12/01/2050 | 500 | 515 |
|  5.75%, 12/01/2055(2) | 3500 | 3509 |
|  8.25%, 12/15/2055(2) | 1000 | 974 |
|  Lafferty Canyon Metropolitan District |  |  |
|  5.63%, 12/01/2055 | 2000 | 1964 |
|  Lambertson Farms Metropolitan District No 1 |  |  |
|  6.25%, 12/20/2054(2) | 500 | 489 |
|  Larkridge Metropolitan District No 2 |  |  |
|  5.25%, 12/01/2048 | 500 | 479 |
|  Longs Peak Metropolitan District |  |  |
|  5.25%, 12/01/2051(2) | 900 | 862 |
|  Mead Place Metropolitan District No 4 |  |  |
|  0.00%, 12/01/2054(2) | 2200 | 1606 |
|  Mineral Business Improvement District |  |  |
|  5.75%, 12/01/2054(2) | 1780 | 1774 |
|  Newlin Crossing Metropolitan District |  |  |
|  5.38%, 12/01/2054(2) | 500 | 482 |
|  Nexus North at DIA Metropolitan District |  |  |
|  5.00%, 12/01/2041 | 500 | 465 |

---

------

---

| | | |
|:---|:---|:---|
|  Nine Mile Metropolitan District |  |  |
|  5.13%, 12/01/2040 | 1000 | 1001 |
|  North Holly Metropolitan District |  |  |
|  5.50%, 12/01/2048 | 1510 | 1495 |
|  North Range Metropolitan District No 2 |  |  |
|  5.75%, 12/01/2047 | 1000 | 993 |
|  North Range Metropolitan District No 3 |  |  |
|  5.25%, 12/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8795 |
|  Painted Prairie Metropolitan District No 2 |  |  |
|  5.25%, 12/01/2048 | 2313 | 2156 |
|  Palisade Metropolitan District No 2 |  |  |
|  0.00%, 12/15/2054(2) | 500 | 466 |
|  Palisade Park North Metropolitan District No 1 |  |  |
|  5.25%, 12/15/2051 | 500 | 447 |
|  Park Creek Metropolitan District |  |  |
|  5.00%, 12/01/2027 | 50 | 50 |
|  Peak Metropolitan District No 1 |  |  |
|  5.00%, 12/01/2041(2) | 1000 | 897 |
|  Prairie Center Metropolitan District No 3 |  |  |
|  5.00%, 12/15/2041(2) | 2610 | 2605 |
|  Prairie Corner Metropolitan District |  |  |
|  4.88%, 12/01/2051 | 2500 | 2065 |
|  Pronghorn Valley Metropolitan District |  |  |
|  3.75%, 12/01/2041 | 515 | 438 |
|  4.00%, 12/01/2051 | 2650 | 2099 |
|  Public Authority for Colorado Energy |  |  |
|  6.25%, 11/15/2028 | 345 | 361 |
|  6.50%, 11/15/2038 | 1690 | 2042 |
|  Pueblo Urban Renewal Authority |  |  |
|  0.00%, 12/01/2025(2) | 250 | 248 |
|  4.75%, 12/01/2045(2) | 2390 | 2232 |
|  Rampart Range Metropolitan District No 1 |  |  |
|  5.00%, 12/01/2047 | 650 | 650 |
|  Rampart Range Metropolitan District No 5 |  |  |
|  4.00%, 12/01/2036 | 1250 | 1188 |
|  4.00%, 12/01/2041 | 1365 | 1205 |
|  4.00%, 12/01/2051 | 8560 | 6942 |
|  Red Barn Metropolitan District |  |  |
|  5.50%, 12/01/2055 | 500 | 500 |
|  Redtail Ridge Metropolitan District |  |  |
|  0.00%, 12/01/2032 | 7250 | 4459 |
|  Regional Transportation District |  |  |
|  3.00%, 07/15/2037 | 1150 | 1020 |
|  4.00%, 07/15/2038 | 1150 | 1121 |
|  Reunion Metropolitan District |  |  |
|  3.63%, 12/01/2044 | 703 | 506 |
|  Ridgeline Vista Metropolitan District |  |  |
|  5.25%, 12/01/2060 | 1730 | 1595 |
|  Riverwalk Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2052 | 1865 | 1566 |
|  RM Mead Metropolitan District |  |  |
|  5.25%, 12/01/2050 | 1370 | 1362 |
|  Rocky Mountain Rail Park Metropolitan District |  |  |
|  5.00%, 12/01/2031(2) | 500 | 503 |
|  5.00%, 12/01/2051(2) | 5390 | 4826 |
|  Sabell Metropolitan District |  |  |
|  5.00%, 12/01/2050(2) | 905 | 866 |
|  Second Creek Farm Metropolitan District No 3 |  |  |
|  5.00%, 12/01/2049 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097 |
|  Senac South Metropolitan District No 1 |  |  |
|  5.25%, 12/01/2051 | 1000 | 936 |
|  Settler's Crossing Metropolitan District No 1 |  |  |
|  5.13%, 12/01/2050(2) | 4250 | 4034 |
|  Silver Peaks Metropolitan District No 3 |  |  |
|  5.00%, 12/01/2050 | 533 | 498 |
|  Sky Dance Metropolitan District No 2 |  |  |
|  6.00%, 12/01/2054 | 500 | 505 |
|  8.50%, 12/15/2054 | 500 | 503 |
|  Sky Ranch Community Authority Board |  |  |
|  5.75%, 12/01/2052 | 750 | 755 |
|  Southglenn Metropolitan District |  |  |
|  5.00%, 12/01/2036 | 810 | 810 |
|  5.00%, 12/01/2046 | 2721 | 2536 |
|  Southlands Metropolitan District No 1 |  |  |
|  3.50%, 12/01/2027 | 100 | 99 |
|  5.00%, 12/01/2047 | 1000 | 951 |

---

------

---

| | | |
|:---|:---|:---|
|  St Vrain Lakes Metropolitan District No 2 |  |  |
|  6.38%, 11/15/2054 | 500 | 498 |
|  St Vrain Lakes Metropolitan District No 4 |  |  |
|  0.00%, 09/20/2054(2) | 2500 | 1730 |
|  STC Metropolitan District No 2 |  |  |
|  6.25%, 12/01/2055(2) | 750 | 762 |
|  Sterling Ranch Community Authority Board |  |  |
|  5.63%, 12/01/2043 | 2297 | 2322 |
|  5.75%, 12/01/2054(2) | 3000 | 2982 |
|  8.25%, 12/15/2054(2) | 525 | 529 |
|  8.75%, 12/15/2054 | 830 | 836 |
|  Sunset Parks Metropolitan District |  |  |
|  5.13%, 12/01/2054(2) | 1910 | 1817 |
|  Talon Pointe Metropolitan District |  |  |
|  5.25%, 12/01/2051 | 1000 | 718 |
|  Thompson Crossing Metropolitan District No 4 |  |  |
|  5.00%, 12/01/2039 | 1000 | 1001 |
|  5.00%, 12/01/2049 | 580 | 545 |
|  Three Springs Metropolitan District No 1 |  |  |
|  7.13%, 12/15/2050 | 1000 | 985 |
|  Timnath Lakes Metropolitan District No 1 |  |  |
|  6.38%, 12/15/2052 | 500 | 492 |
|  Timnath Lakes Metropolitan District No 3 |  |  |
|  0.00%, 12/01/2052 | 2500 | 1966 |
|  6.00%, 12/15/2052 | 650 | 591 |
|  Tree Farm Metropolitan District |  |  |
|  4.50%, 12/01/2041(2) | 500 | 441 |
|  Vail Home Partners Corp. |  |  |
|  5.88%, 10/01/2055(2) | 2515 | 2540 |
|  6.00%, 10/01/2064(2) | 4000 | 4047 |
|  Vauxmont Metropolitan District |  |  |
|  5.00%, 12/15/2030 | 375 | 387 |
|  Velocity Metropolitan District No 3 |  |  |
|  5.13%, 12/01/2034 | 1985 | 1965 |
|  5.38%, 12/01/2039 | 500 | 486 |
|  5.50%, 12/01/2048 | 16250 | 15246 |
|  Village at Dry Creek Metropolitan District No 2 |  |  |
|  4.38%, 12/01/2044 | 665 | 637 |
|  Village Metropolitan District |  |  |
|  5.00%, 12/01/2040 | 1000 | 1010 |
|  5.00%, 12/01/2049 | 1250 | 1245 |
|  5.75%, 12/01/2055 | 3340 | 3321 |
|  Waters' Edge Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2051 | 500 | 456 |
|  Waterview II Metropolitan District |  |  |
|  4.50%, 12/01/2031 | 525 | 523 |
|  5.00%, 12/01/2041 | 730 | 721 |
|  5.00%, 12/01/2051 | 500 | 473 |
|  Waterview North Metropolitan District No 1 |  |  |
|  5.75%, 12/01/2054(2) | 630 | 602 |
|  Westcreek Metropolitan District No 2 |  |  |
|  5.38%, 12/01/2048 | 1138 | 1103 |
|  Westerly Metropolitan District No 4 |  |  |
|  5.00%, 12/01/2040 | 2325 | 2266 |
|  5.00%, 12/01/2050 | 5200 | 4868 |
|  Willow Bend Metropolitan District |  |  |
|  5.00%, 12/01/2039 | 597 | 594 |
|  5.00%, 12/01/2049 | 1500 | 1379 |
|  Willow Springs Metropolitan District |  |  |
|  6.50%, 10/15/2054(2) | 500 | 502 |
|  Windler Public Improvement Authority |  |  |
|  0.00%, 12/01/2041 | 5000 | 3688 |
|  4.00%, 12/01/2041 | 3500 | 2889 |
|  4.13%, 12/01/2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7245 |
|  Total Colorado | Total Colorado | 361335 |
|  **Connecticut – 0.77%** |  |  |
|  Connecticut Housing Finance Authority |  |  |
|  4.75%, 11/15/2049 | 1750 | 1754 |
|  4.80%, 11/15/2054 | 1500 | 1511 |
|  6.00%, 11/15/2054 | 30 | 33 |
|  6.00%, 11/15/2054 | 300 | 333 |
|  Connecticut State Health & Educational Facilities Authority |  |  |
|  1.55%, 07/01/2049(1) | 5500 | 5500 |
|  4.00%, 07/01/2030 | 400 | 396 |
|  4.00%, 07/01/2041 | 275 | 241 |

---

------

---

| | | |
|:---|:---|:---|
|  4.00%, 07/01/2044 | 2195 | 1718 |
|  4.00%, 07/01/2045 | 250 | 225 |
|  4.00%, 07/01/2049 | 3730 | 2766 |
|  4.00%, 07/01/2051 | 250 | 194 |
|  5.00%, 07/01/2031 | 1080 | 1085 |
|  5.00%, 07/01/2032 | 280 | 281 |
|  5.00%, 07/01/2033 | 175 | 176 |
|  5.00%, 07/01/2034 | 125 | 125 |
|  5.00%, 12/01/2035 | 250 | 256 |
|  5.00%, 12/01/2040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2985 |
|  5.00%, 07/01/2043 | 2445 | 2279 |
|  5.00%, 09/01/2046(2) | 1000 | 937 |
|  5.00%, 09/01/2053(2) | 110 | 99 |
|  5.38%, 07/01/2054 | 1750 | 1679 |
|  Connecticut State Higher Education Supplement Loan Authority |  |  |
|  3.25%, 11/15/2036 | 15 | 14 |
|  4.13%, 11/15/2040 | 105 | 103 |
|  5.00%, 11/15/2040 | 55 | 55 |
|  Harbor Point Infrastructure Improvement District |  |  |
|  5.00%, 04/01/2039(2) | 2750 | 2783 |
|  Mashantucket Western Pequot Tribe |  |  |
|  6.05%, 07/01/2031 | 1985 | 496 |
|  Mohegan Tribe of Indians of Connecticut |  |  |
|  6.25%, 02/01/2030(2) | 1000 | 1005 |
|  6.75%, 02/01/2045(2) | 519 | 523 |
|  Stamford Housing Authority |  |  |
|  4.75%, 10/01/2032 | 470 | 484 |
|  5.38%, 10/01/2033 | 1000 | 1011 |
|  6.25%, 10/01/2060 | 185 | 182 |
|  6.50%, 10/01/2055 | 235 | 238 |
|  Steel Point Infrastructure Improvement District |  |  |
|  4.00%, 04/01/2036(2) | 850 | 836 |
|  4.00%, 04/01/2041(2) | 235 | 217 |
|  4.00%, 04/01/2051(2) | 2500 | 2089 |
|  5.63%, 04/01/2044(2) | 200 | 206 |
|  6.00%, 04/01/2052(2) | 2410 | 2544 |
|  Town of Hamden CT |  |  |
|  5.00%, 01/01/2040 | 2485 | 2379 |
|  5.00%, 01/01/2050 | 1345 | 1166 |
|  Total Connecticut | Total Connecticut | 40904 |
|  **Delaware – 0.67%** |  |  |
|  County of Kent DE |  |  |
|  5.00%, 07/01/2032 | 20 | 20 |
|  5.00%, 07/01/2040 | 2195 | 2195 |
|  5.00%, 07/01/2048 | 2505 | 2342 |
|  5.00%, 07/01/2053 | 295 | 270 |
|  5.00%, 07/01/2058 | 250 | 226 |
|  County of Sussex DE |  |  |
|  5.00%, 01/01/2036 | 2530 | 2534 |
|  Delaware State Economic Development Authority |  |  |
|  1.25%, 10/01/2045(1) | 15 | 15 |
|  4.00%, 09/01/2030 | 195 | 198 |
|  4.00%, 09/01/2041 | 550 | 493 |
|  4.00%, 06/01/2042 | 1700 | 1420 |
|  4.00%, 06/01/2052 | 110 | 82 |
|  4.00%, 06/01/2057 | 105 | 76 |
|  5.00%, 09/01/2036 | 1225 | 1235 |
|  5.00%, 08/01/2039 | 715 | 716 |
|  5.00%, 09/01/2040 | 340 | 344 |
|  5.00%, 09/01/2046 | 700 | 700 |
|  5.00%, 11/15/2048 | 2050 | 2005 |
|  5.00%, 08/01/2049 | 900 | 838 |
|  5.00%, 09/01/2050 | 370 | 363 |
|  5.00%, 08/01/2054 | 835 | 766 |
|  Delaware State Health Facilities Authority |  |  |
|  5.00%, 06/01/2027 | 700 | 717 |
|  5.00%, 06/01/2037 | 1455 | 1471 |
|  5.00%, 06/01/2043 | 1420 | 1377 |
|  5.00%, 06/01/2048 | 675 | 644 |
|  5.00%, 06/01/2050 | 3165 | 2994 |
|  Delaware State Housing Authority |  |  |
|  4.60%, 07/01/2049 | 3960 | 3877 |
|  4.65%, 07/01/2049 | 2205 | 2180 |
|  6.00%, 01/01/2055 | 3915 | 4315 |

---

------

---

| | | |
|:---|:---|:---|
|  Town of Bridgeville DE |  |  |
|  5.63%, 07/01/2053(2) | 1135 | 1151 |
|  Total Delaware | Total Delaware | 35564 |
|  **District of Columbia – 1.03%** |  |  |
|  District of Columbia |  |  |
|  0.00%, 06/01/2041(2) | 1000 | 616 |
|  0.00%, 06/01/2046(2) | 1440 | 1117 |
|  0.00%, 06/01/2049(2) | 2175 | 1305 |
|  5.00%, 07/01/2027 | 225 | 233 |
|  5.00%, 06/01/2036 | 205 | 206 |
|  5.00%, 07/01/2037 | 245 | 246 |
|  5.00%, 07/01/2039 | 115 | 117 |
|  5.00%, 06/01/2041 | 580 | 580 |
|  5.00%, 06/01/2041(2) | 1190 | 1142 |
|  5.00%, 07/01/2042 | 2775 | 2686 |
|  5.00%, 06/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3980 |
|  5.00%, 07/01/2049 | 1125 | 1109 |
|  5.00%, 07/01/2052 | 2265 | 2059 |
|  5.13%, 01/01/2035 | 60 | 55 |
|  5.25%, 01/01/2039 | 45 | 39 |
|  5.63%, 06/01/2044 | 2205 | 2220 |
|  5.75%, 06/01/2054 | 1000 | 997 |
|  District of Columbia Tobacco Settlement Financing Corp. |  |  |
|  0.00%, 06/15/2046 | 3560 | 749 |
|  0.00%, 06/15/2046 | 33945 | 7738 |
|  Metropolitan Washington Airports Authority Aviation Revenue |  |  |
|  5.00%, 10/01/2027 | 2310 | 2410 |
|  5.00%, 10/01/2042 | 4000 | 4028 |
|  5.00%, 10/01/2043 | 6410 | 6462 |
|  Metropolitan Washington Airports Authority Dulles Toll Road Revenue |  |  |
|  0.00%, 10/01/2035 | 6025 | 4150 |
|  0.00%, 10/01/2037 | 1870 | 1156 |
|  0.00%, 10/01/2038 | 680 | 388 |
|  0.00%, 10/01/2039 | 135 | 72 |
|  0.00%, 10/01/2040 | 340 | 171 |
|  4.00%, 10/01/2053 | 1000 | 887 |
|  6.50%, 10/01/2044 | 950 | 1003 |
|  Washington Metropolitan Area Transit Authority Dedicated Revenue |  |  |
|  4.00%, 07/15/2046 | 2260 | 2098 |
|  5.25%, 07/15/2055 | 4385 | 4622 |
|  Total District of Columbia | Total District of Columbia | 54641 |
|  **Florida – 6.98%** |  |  |
|  Alachua County Health Facilities Authority |  |  |
|  4.00%, 10/01/2040 | 325 | 298 |
|  4.00%, 10/01/2046 | 220 | 182 |
|  4.00%, 12/01/2049 | 5000 | 4366 |
|  5.00%, 12/01/2036 | 1000 | 1001 |
|  5.00%, 12/01/2044 | 3160 | 3160 |
|  6.00%, 11/15/2034(3)(4)(6) | 16 | 0 |
|  6.25%, 11/15/2044(3)(4) | 124 | 2 |
|  6.38%, 11/15/2049(3)(4) | 292 | 4 |
|  Artisan Lakes East Community Development District |  |  |
|  4.00%, 05/01/2051 | 650 | 518 |
|  Ave Maria Stewardship Community District |  |  |
|  4.00%, 05/01/2051 | 245 | 197 |
|  Avenir Community Development District |  |  |
|  5.38%, 05/01/2043 | 165 | 167 |
|  5.63%, 05/01/2054 | 1690 | 1706 |
|  Babcock Ranch Community Independent Special District |  |  |
|  5.00%, 05/01/2044(2) | 1490 | 1463 |
|  5.25%, 05/01/2055(2) | 4745 | 4686 |
|  Balm Grove Community Development District |  |  |
|  4.00%, 11/01/2042 | 1975 | 1737 |
|  4.13%, 11/01/2051 | 1000 | 824 |
|  Boggy Branch Community Development District |  |  |
|  4.00%, 05/01/2051 | 1110 | 901 |
|  Boggy Creek Improvement District |  |  |
|  5.13%, 05/01/2043 | 555 | 553 |
|  Capital Projects Finance Authority |  |  |
|  5.00%, 10/01/2034 | 585 | 612 |
|  5.00%, 10/01/2035 | 500 | 520 |
|  5.00%, 06/01/2054(2) | 625 | 572 |
|  5.00%, 06/01/2058(2) | 1625 | 1473 |
|  7.13%, 01/01/2065(2) | 1000 | 992 |
|  7.25%, 01/01/2055(2) | 2000 | 2028 |

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------

---

| | | |
|:---|:---|:---|
|  Capital Trust Agency, Inc. |  |  |
|  0.00%, 07/01/2061(2) | 22750 | 1942 |
|  4.00%, 10/15/2029(2) | 100 | 100 |
|  4.00%, 06/15/2031(2) | 800 | 779 |
|  4.00%, 06/15/2041(2) | 505 | 424 |
|  4.00%, 06/15/2051(2) | 235 | 171 |
|  5.00%, 10/15/2037(2) | 160 | 160 |
|  5.00%, 10/15/2047(2) | 190 | 177 |
|  5.00%, 07/01/2049(2) | 265 | 243 |
|  5.00%, 10/15/2052(2) | 135 | 122 |
|  5.00%, 07/01/2054(2) | 290 | 262 |
|  5.00%, 06/01/2056(2) | 515 | 433 |
|  5.00%, 07/01/2056(2) | 10370 | 8966 |
|  5.13%, 06/15/2037(2) | 250 | 249 |
|  5.25%, 12/01/2058(2) | 3270 | 3103 |
|  Capital Trust Authority |  |  |
|  5.00%, 12/15/2044 | 250 | 235 |
|  5.00%, 06/01/2064(2) | 5275 | 4432 |
|  5.13%, 12/15/2054 | 600 | 542 |
|  5.13%, 12/15/2059 | 500 | 445 |
|  5.38%, 07/01/2065(2) | 3250 | 3109 |
|  6.25%, 06/15/2053(2) | 200 | 203 |
|  6.38%, 06/15/2058(2) | 210 | 214 |
|  6.50%, 12/15/2058(2) | 370 | 351 |
|  Celebration Pointe Community Development District No |  |  |
|  1 3.00%, 05/01/2031(3)(4) | 715 | 572 |
|  3.38%, 05/01/2041(3)(4) | 90 | 72 |
|  4.00%, 05/01/2053(3)(4) | 2445 | 1956 |
|  5.00%, 05/01/2032(3)(4) | 630 | 504 |
|  5.13%, 05/01/2045(3)(4) | 65 | 52 |
|  Charles Cove Community Development District |  |  |
|  3.75%, 05/01/2030 | 355 | 358 |
|  4.00%, 05/01/2052 | 500 | 418 |
|  4.25%, 05/01/2040 | 250 | 241 |
|  4.38%, 05/01/2050 | 1250 | 1128 |
|  City of Atlantic Beach FL |  |  |
|  5.00%, 11/15/2037 | 1240 | 1240 |
|  5.00%, 11/15/2043 | 500 | 494 |
|  5.00%, 11/15/2048 | 500 | 480 |
|  5.00%, 11/15/2053 | 750 | 705 |
|  City of Jacksonville FL |  |  |
|  5.00%, 06/01/2053(2) | 2265 | 1865 |
|  City of Pompano Beach FL |  |  |
|  3.50%, 09/01/2030 | 1125 | 1101 |
|  3.50%, 09/01/2035 | 1075 | 990 |
|  4.00%, 09/01/2036 | 1090 | 1031 |
|  4.00%, 09/01/2040 | 300 | 271 |
|  4.00%, 09/01/2041 | 570 | 505 |
|  4.00%, 09/01/2051 | 540 | 430 |
|  4.00%, 09/01/2056 | 1875 | 1450 |
|  5.00%, 09/01/2035 | 450 | 450 |
|  5.00%, 09/01/2044 | 125 | 120 |
|  City Of South Miami Health Facilities Authority, Inc. |  |  |
|  5.00%, 08/15/2026 | 1000 | 1017 |
|  City of Tampa FL |  |  |
|  0.00%, 09/01/2036 | 800 | 508 |
|  0.00%, 09/01/2037 | 800 | 479 |
|  4.00%, 04/01/2050 | 1155 | 1024 |
|  5.00%, 04/01/2040 | 1115 | 1116 |
|  City of Venice FL |  |  |
|  4.25%, 01/01/2030(2) | 900 | 903 |
|  4.63%, 01/01/2030(2) | 500 | 502 |
|  5.00%, 01/01/2047 | 850 | 771 |
|  5.50%, 01/01/2055(2) | 250 | 239 |
|  5.63%, 01/01/2060(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5534 |
|  Collier County Health Facilities Authority |  |  |
|  5.00%, 05/01/2045 | 140 | 138 |
|  County of Escambia FL |  |  |
|  3.45%, 11/01/2033(1) | 250 | 251 |
|  County of Miami-Dade FL Aviation Revenue |  |  |
|  4.00%, 10/01/2041 | 1500 | 1432 |
|  5.00%, 10/01/2040 | 2500 | 2525 |
|  County of Miami-Dade FL Water & Sewer System Revenue |  |  |
|  4.00%, 10/01/2048 | 2085 | 1916 |

---

------

---

| | | |
|:---|:---|:---|
|  County of Okaloosa FL |  |  |
|  5.75%, 05/15/2055(2) | 1265 | 1278 |
|  5.75%, 05/15/2060(2) | 1265 | 1273 |
|  Crossings At Fleming Island Community Development District |  |  |
|  4.50%, 05/01/2030 | 2800 | 2801 |
|  East Nassau Stewardship District |  |  |
|  6.25%, 05/01/2056 | 2940 | 3021 |
|  Esplanade Lake Club Community Development District |  |  |
|  4.00%, 11/01/2040 | 500 | 458 |
|  Everest GMR Community Development District |  |  |
|  6.20%, 05/01/2054 | 3425 | 3494 |
|  Fiddlers Creek Community Development District No |  |  |
|  2 6.00%, 05/01/2045 | 2140 | 2204 |
|  Firelight Community Development District |  |  |
|  5.90%, 05/01/2045 | 1850 | 1892 |
|  Florida Development Finance Corp. |  |  |
|  3.00%, 06/01/2032 | 9860 | 8998 |
|  3.40%, 09/01/2050(1) | 1890 | 1889 |
|  4.00%, 09/15/2030(2) | 250 | 243 |
|  4.00%, 06/01/2036(2) | 500 | 455 |
|  4.00%, 06/15/2042 | 610 | 527 |
|  4.00%, 07/01/2051(2) | 1250 | 994 |
|  4.00%, 02/01/2052 | 255 | 210 |
|  4.00%, 06/15/2052 | 1145 | 905 |
|  4.00%, 06/01/2055(2) | 250 | 175 |
|  4.38%, 10/01/2054(1)(2) | 7925 | 8001 |
|  5.00%, 06/15/2028 | 310 | 318 |
|  5.00%, 06/15/2028 | 360 | 370 |
|  5.00%, 05/01/2029(2) | 6655 | 6743 |
|  5.00%, 06/15/2029 | 470 | 483 |
|  5.00%, 06/15/2030 | 375 | 385 |
|  5.00%, 06/15/2030 | 395 | 405 |
|  5.00%, 02/15/2031 | 465 | 471 |
|  5.00%, 06/15/2031 | 260 | 266 |
|  5.00%, 06/15/2035 | 145 | 147 |
|  5.00%, 02/01/2038 | 250 | 259 |
|  5.00%, 02/15/2038 | 600 | 598 |
|  5.00%, 09/15/2040(2) | 975 | 908 |
|  5.00%, 06/15/2042 | 400 | 398 |
|  5.00%, 10/01/2042(2) | 150 | 143 |
|  5.00%, 06/15/2047 | 350 | 337 |
|  5.00%, 02/15/2048 | 1600 | 1474 |
|  5.00%, 06/15/2050 | 200 | 190 |
|  5.00%, 09/15/2050(2) | 500 | 428 |
|  5.00%, 02/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2955 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2806 |
|  5.00%, 06/15/2052 | 530 | 500 |
|  5.00%, 06/15/2056 | 1200 | 1121 |
|  5.25%, 08/01/2029(2) | 1500 | 1560 |
|  5.25%, 07/01/2053 | 450 | 439 |
|  5.50%, 06/01/2059(2) | 500 | 469 |
|  6.00%, 06/15/2055(2) | 3210 | 3242 |
|  6.13%, 07/01/2032(1)(2) | 8875 | 8966 |
|  6.13%, 06/15/2050(2) | 1830 | 1877 |
|  Florida Higher Educational Facilities Financing Authority |  |  |
|  4.50%, 06/01/2033(2) | 2000 | 1916 |
|  4.75%, 06/01/2038(2) | 215 | 195 |
|  5.00%, 06/01/2048(2) | 4155 | 3551 |
|  Florida Housing Finance Corp. |  |  |
|  6.25%, 01/01/2055 | 45 | 50 |
|  6.25%, 01/01/2055 | 120 | 132 |
|  6.25%, 07/01/2055 | 55 | 61 |
|  6.25%, 01/01/2056 | 450 | 500 |
|  Florida Local Government Finance Commission |  |  |
|  6.13%, 06/15/2065(2) | 6115 | 6122 |
|  6.75%, 11/15/2055(2) | 4000 | 4118 |
|  6.88%, 11/15/2064(2) | 2610 | 2692 |
|  Florida Municipal Loan Council |  |  |
|  4.50%, 05/01/2031 | 175 | 178 |
|  5.15%, 05/01/2044 | 650 | 654 |
|  5.40%, 05/01/2054 | 825 | 827 |
|  Golden Gem Community Development District |  |  |
|  5.70%, 05/01/2044 | 2900 | 2904 |
|  Greater Orlando Aviation Authority |  |  |
|  5.00%, 10/01/2046 | 2000 | 2028 |

---

------

---

| | | |
|:---|:---|:---|
|  Halifax Hospital Medical Center |  |  |
|  5.00%, 06/01/2036 | 3000 | 3013 |
|  Hammock Oaks Community Development District |  |  |
|  4.50%, 05/01/2032(2) | 295 | 301 |
|  5.55%, 05/01/2045(2) | 1000 | 1004 |
|  Harbor Bay Community Development District |  |  |
|  3.88%, 05/01/2039 | 1000 | 936 |
|  Hickory Tree Community Development District |  |  |
|  5.45%, 05/01/2055 | 1500 | 1448 |
|  Hillsborough County Industrial Development Authority |  |  |
|  3.50%, 08/01/2055 | 1035 | 777 |
|  Hobe-St Lucie Conservancy District |  |  |
|  5.60%, 05/01/2044 | 1305 | 1327 |
|  5.88%, 05/01/2055 | 225 | 228 |
|  JEA Electric System Revenue |  |  |
|  4.00%, 10/01/2036 | 250 | 251 |
|  KD52 Community Development District No |  |  |
|  1 5.00%, 05/01/2035 | 1210 | 1200 |
|  5.88%, 05/01/2045 | 2000 | 1980 |
|  Kingston One Community Development District |  |  |
|  6.00%, 05/01/2057 | 1050 | 1068 |
|  Lakes of Sarasota Community Development District |  |  |
|  3.90%, 05/01/2041 | 285 | 252 |
|  4.10%, 05/01/2051 | 265 | 213 |
|  4.13%, 05/01/2031 | 715 | 727 |
|  4.13%, 05/01/2041 | 200 | 182 |
|  4.30%, 05/01/2051 | 325 | 272 |
|  5.25%, 05/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1248 |
|  Lakes of Sarasota Community Development District |  |  |
|  2 5.20%, 05/01/2035 | 975 | 993 |
|  5.50%, 05/01/2045 | 630 | 625 |
|  Lakewood Ranch Stewardship District |  |  |
|  3.40%, 05/01/2030 | 370 | 367 |
|  4.00%, 05/01/2040 | 600 | 562 |
|  4.00%, 05/01/2050(2) | 1000 | 813 |
|  4.00%, 05/01/2050 | 1000 | 823 |
|  5.00%, 05/01/2036 | 100 | 101 |
|  5.13%, 05/01/2046 | 200 | 200 |
|  5.25%, 05/01/2037 | 245 | 248 |
|  5.38%, 05/01/2047 | 310 | 312 |
|  5.45%, 05/01/2048 | 115 | 116 |
|  5.80%, 05/01/2045 | 310 | 316 |
|  6.00%, 05/01/2056 | 4035 | 4115 |
|  Laurel Road Community Development District |  |  |
|  3.00%, 05/01/2031 | 200 | 190 |
|  3.13%, 05/01/2031 | 605 | 579 |
|  3.25%, 05/01/2041 | 200 | 164 |
|  4.00%, 05/01/2052 | 1450 | 1167 |
|  Lee County Industrial Development Authority |  |  |
|  5.00%, 11/15/2044 | 1000 | 993 |
|  5.00%, 11/15/2054 | 2880 | 2724 |
|  5.25%, 11/15/2054 | 540 | 534 |
|  LTC Ranch West Residential Community Development District |  |  |
|  3.45%, 05/01/2041 | 1125 | 932 |
|  4.75%, 05/01/2031 | 300 | 305 |
|  5.38%, 05/01/2044 | 875 | 851 |
|  5.65%, 05/01/2054 | 1250 | 1218 |
|  5.70%, 05/01/2044 | 315 | 316 |
|  5.75%, 05/01/2044 | 1140 | 1147 |
|  Malabar Springs Community Development District |  |  |
|  5.50%, 05/01/2054 | 1100 | 1059 |
|  Miami Beach Health Facilities Authority |  |  |
|  3.00%, 11/15/2051 | 550 | 384 |
|  Miami-Dade County Educational Facilities Authority |  |  |
|  5.25%, 04/01/2044 | 2500 | 2663 |
|  5.25%, 04/01/2045 | 5000 | 5294 |
|  Miami-Dade County Industrial Development Authority |  |  |
|  6.25%, 01/01/2059(2) | 500 | 500 |
|  Middleton Community Development District A |  |  |
|  4.20%, 05/01/2039 | 655 | 635 |
|  4.55%, 05/01/2044 | 855 | 812 |
|  4.75%, 05/01/2055 | 2175 | 2020 |
|  Midtown Miami Community Development District |  |  |
|  5.00%, 05/01/2029 | 410 | 410 |

---

------

---

| | | |
|:---|:---|:---|
|  Mirada Community Development District |  |  |
|  5.63%, 05/01/2044 | 1175 | 1168 |
|  6.00%, 05/01/2055 | 700 | 703 |
|  Mirada II Community Development District |  |  |
|  4.00%, 05/01/2051 | 235 | 188 |
|  North AR-1 Pasco Community Development District |  |  |
|  5.75%, 05/01/2044 | 810 | 821 |
|  North River Ranch Community Development District |  |  |
|  4.00%, 05/01/2040 | 405 | 376 |
|  4.25%, 05/01/2051 | 960 | 831 |
|  Orange County Health Facilities Authority |  |  |
|  4.00%, 10/01/2052 | 395 | 338 |
|  5.00%, 08/01/2035 | 1500 | 1501 |
|  5.00%, 08/01/2040 | 125 | 125 |
|  5.00%, 08/01/2054 | 6505 | 6184 |
|  5.25%, 10/01/2056 | 2350 | 2443 |
|  Palm Beach County Health Facilities Authority |  |  |
|  4.00%, 06/01/2041 | 1950 | 1748 |
|  4.00%, 11/15/2041 | 850 | 777 |
|  4.25%, 06/01/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2716 |
|  5.00%, 11/15/2032 | 165 | 167 |
|  5.00%, 11/15/2045 | 1250 | 1241 |
|  5.00%, 06/01/2055 | 3000 | 2771 |
|  5.00%, 11/15/2055 | 1380 | 1320 |
|  5.25%, 11/01/2055 | 4000 | 4039 |
|  Palm Coast Park Community Development District |  |  |
|  5.13%, 05/01/2051 | 500 | 475 |
|  Parrish Lakes Community Development District |  |  |
|  5.00%, 05/01/2031 | 200 | 204 |
|  5.50%, 05/01/2044 | 925 | 922 |
|  Pinellas County Educational Facilities Authority |  |  |
|  5.00%, 06/01/2056(2) | 100 | 83 |
|  Pinellas County Industrial Development Authority |  |  |
|  5.00%, 07/01/2039 | 400 | 395 |
|  Polk County Industrial Development Authority |  |  |
|  5.00%, 01/01/2039 | 510 | 511 |
|  5.00%, 01/01/2049 | 1000 | 919 |
|  5.00%, 01/01/2055 | 1585 | 1419 |
|  Portico Community Development District |  |  |
|  3.50%, 05/01/2037 | 500 | 452 |
|  Radiance Community Development District |  |  |
|  6.20%, 05/01/2045(2) | 2510 | 2564 |
|  River Hall Community Development District |  |  |
|  3.00%, 05/01/2036 | 150 | 131 |
|  River Landing Community Development District |  |  |
|  4.13%, 05/01/2040 | 360 | 333 |
|  Sandridge Community Development District |  |  |
|  3.88%, 05/01/2041 | 250 | 227 |
|  Sarasota County Health Facilities Authority |  |  |
|  5.00%, 01/01/2037 | 1445 | 1449 |
|  5.00%, 01/01/2042 | 940 | 916 |
|  5.00%, 01/01/2047 | 1095 | 1018 |
|  5.00%, 01/01/2052 | 460 | 414 |
|  Sawyers Landing Community Development District |  |  |
|  3.75%, 05/01/2031 | 680 | 681 |
|  4.13%, 05/01/2041 | 1030 | 937 |
|  4.25%, 05/01/2053 | 7695 | 6478 |
|  Seminole County Industrial Development Authority |  |  |
|  4.00%, 06/15/2041(2) | 425 | 365 |
|  4.00%, 06/15/2051(2) | 830 | 642 |
|  4.00%, 06/15/2056(2) | 705 | 529 |
|  Seminole Palms Community Development District |  |  |
|  5.20%, 05/01/2044(2) | 1200 | 1142 |
|  Shadowlawn Community Development District |  |  |
|  5.85%, 05/01/2054 | 1760 | 1730 |
|  St Johns County Industrial Development Authority |  |  |
|  4.00%, 12/15/2046 | 250 | 197 |
|  4.00%, 12/15/2050 | 1260 | 944 |
|  4.00%, 08/01/2055 | 1075 | 855 |
|  Tolomato Community Development District |  |  |
|  3.20%, 05/01/2032 | 1400 | 1320 |
|  3.25%, 05/01/2040 | 2150 | 1783 |
|  3.40%, 05/01/2040 | 4000 | 3349 |
|  4.25%, 05/01/2037 | 845 | 845 |
|  4.85%, 05/01/2038(2) | 580 | 583 |
|  5.13%, 05/01/2039 | 2265 | 2286 |

---

------

---

| | | |
|:---|:---|:---|
|  Town of Davie FL |  |  |
|  5.00%, 04/01/2048 | 1440 | 1457 |
|  Tradition Community Development District No |  |  |
|  9 4.00%, 05/01/2052 | 500 | 403 |
|  5.40%, 05/01/2045 | 1425 | 1406 |
|  5.65%, 05/01/2056 | 880 | 869 |
|  Two Lakes Community Development District |  |  |
|  5.00%, 05/01/2055 | 3110 | 3080 |
|  Two Rivers West Community Development District |  |  |
|  5.63%, 05/01/2044 | 250 | 253 |
|  5.88%, 05/01/2054 | 1000 | 1015 |
|  V-Dana Community Development District |  |  |
|  3.50%, 05/01/2031(2) | 525 | 521 |
|  5.55%, 05/01/2055 | 1250 | 1233 |
|  Viera Stewardship District |  |  |
|  3.13%, 05/01/2041 | 820 | 656 |
|  4.00%, 05/01/2053 | 110 | 87 |
|  5.30%, 05/01/2043 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2034 |
|  5.50%, 05/01/2054 | 2245 | 2244 |
|  Village Community Development District No |  |  |
|  12 3.88%, 05/01/2047 | 210 | 179 |
|  4.25%, 05/01/2043 | 1595 | 1483 |
|  4.38%, 05/01/2050 | 5015 | 4488 |
|  Village Community Development District No |  |  |
|  13 3.00%, 05/01/2029 | 1405 | 1381 |
|  3.25%, 05/01/2052 | 5360 | 3843 |
|  3.38%, 05/01/2034 | 945 | 907 |
|  3.50%, 05/01/2051(2) | 4450 | 3388 |
|  Village Community Development District No |  |  |
|  14 5.38%, 05/01/2042 | 3890 | 3980 |
|  Village Community Development District No |  |  |
|  15 4.00%, 05/01/2034(2) | 500 | 502 |
|  4.20%, 05/01/2039(2) | 1375 | 1326 |
|  4.55%, 05/01/2044(2) | 2850 | 2709 |
|  4.80%, 05/01/2055(2) | 7375 | 6992 |
|  4.85%, 05/01/2038(2) | 500 | 510 |
|  5.25%, 05/01/2054(2) | 10135 | 10115 |
|  West Villages Improvement District |  |  |
|  5.38%, 05/01/2044 | 990 | 990 |
|  5.63%, 05/01/2054 | 545 | 537 |
|  Westside Haines City Community Development District |  |  |
|  3.25%, 05/01/2041 | 750 | 596 |
|  5.75%, 05/01/2044 | 1190 | 1203 |
|  Westview South Community Development District |  |  |
|  5.38%, 05/01/2043 | 1240 | 1250 |
|  5.60%, 05/01/2053 | 1090 | 1098 |
|  Winter Garden Village at Fowler Groves Community Development District |  |  |
|  3.75%, 05/01/2031 | 325 | 325 |
|  Total Florida | Total Florida | 369991 |
|  **Georgia – 2.23%** |  |  |
|  Atlanta Development Authority |  |  |
|  0.00%, 12/15/2048(2) | 10073 | 8840 |
|  5.00%, 04/01/2034(2) | 2575 | 2608 |
|  5.25%, 07/01/2044 | 5500 | 5501 |
|  5.50%, 04/01/2039(2) | 600 | 609 |
|  6.50%, 01/01/2029(3)(4) | 665 | 379 |
|  6.75%, 01/01/2035(3)(4) | 4585 | 2613 |
|  7.00%, 01/01/2040(3)(4) | 3315 | 1890 |
|  Atlanta Urban Redevelopment Agency |  |  |
|  2.88%, 07/01/2031(2) | 440 | 428 |
|  3.63%, 07/01/2042(2) | 2870 | 2528 |
|  3.88%, 07/01/2051(2) | 1405 | 1177 |
|  3.88%, 07/01/2051(2) | 1780 | 1534 |
|  Augusta GA Airport Revenue |  |  |
|  5.00%, 01/01/2027 | 370 | 370 |
|  City of Atlanta GA Department of Aviation |  |  |
|  5.25%, 07/01/2049 | 665 | 693 |
|  Cobb County Kennestone Hospital Authority |  |  |
|  5.00%, 04/01/2047 | 1150 | 1154 |
|  Coweta County Residential Care Facilities for the Elderly Authority |  |  |
|  4.00%, 03/01/2031 | 1260 | 1237 |
|  4.00%, 03/01/2041 | 935 | 786 |
|  Development Authority for Fulton County |  |  |
|  5.00%, 04/01/2047 | 1500 | 1506 |

---

------

---

| | | |
|:---|:---|:---|
|  Development Authority of Burke County |  |  |
|  4.13%, 11/01/2045 | 2200 | 1978 |
|  Development Authority of Cobb County |  |  |
|  6.25%, 06/01/2055(2) | 560 | 571 |
|  6.40%, 06/15/2053(2) | 100 | 99 |
|  Development Authority of Rockdale County |  |  |
|  4.00%, 01/01/2038(2) | 5055 | 4902 |
|  Development Authority Of The City Of Marietta |  |  |
|  5.00%, 11/01/2027(2) | 135 | 135 |
|  5.00%, 11/01/2037(2) | 3815 | 3622 |
|  5.00%, 11/01/2047(2) | 1245 | 1070 |
|  Fayette County Development Authority |  |  |
|  5.00%, 10/01/2037 | 175 | 189 |
|  5.00%, 10/01/2038 | 95 | 102 |
|  5.00%, 10/01/2039 | 100 | 106 |
|  5.00%, 10/01/2040 | 75 | 79 |
|  5.25%, 10/01/2054 | 110 | 113 |
|  Fulton County Residential Care Facilities for the Elderly Authority |  |  |
|  4.00%, 04/01/2041(2) | 205 | 181 |
|  4.00%, 04/01/2051(2) | 2075 | 1607 |
|  5.00%, 04/01/2047(2) | 935 | 869 |
|  5.00%, 04/01/2054(2) | 735 | 661 |
|  Gainesville & Hall County Development Authority |  |  |
|  5.63%, 06/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2795 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2800 |
|  5.75%, 06/01/2055 | 1000 | 1007 |
|  Gainesville & Hall County Hospital Authority |  |  |
|  5.50%, 02/15/2042 | 1330 | 1359 |
|  George L Smith II Congress Center Authority |  |  |
|  2.38%, 01/01/2031 | 190 | 177 |
|  3.63%, 01/01/2031(2) | 2105 | 2045 |
|  4.00%, 01/01/2036 | 100 | 100 |
|  4.00%, 01/01/2054 | 7480 | 6208 |
|  5.00%, 01/01/2036(2) | 2125 | 2152 |
|  5.00%, 01/01/2054(2) | 6620 | 6061 |
|  Macon-Bibb County Urban Development Authority |  |  |
|  5.00%, 06/15/2027(2) | 10 | 10 |
|  5.75%, 06/15/2037(2) | 1105 | 1121 |
|  5.88%, 06/15/2047(2) | 240 | 241 |
|  6.00%, 06/15/2052(2) | 105 | 105 |
|  Main Street Natural Gas, Inc. |  |  |
|  4.00%, 08/01/2052(1)(2) | 3250 | 3270 |
|  5.00%, 05/15/2043 | 4520 | 4579 |
|  5.00%, 12/01/2052(1) | 6490 | 6877 |
|  5.00%, 06/01/2053(1) | 240 | 256 |
|  5.00%, 07/01/2053(1) | 790 | 850 |
|  5.00%, 09/01/2053(1) | 400 | 429 |
|  5.00%, 04/01/2054(1) | 1360 | 1472 |
|  5.00%, 05/01/2054(1) | 2975 | 3220 |
|  5.00%, 12/01/2054(1) | 1445 | 1566 |
|  5.00%, 12/01/2054(1) | 2510 | 2733 |
|  5.00%, 05/01/2055(1) | 1700 | 1858 |
|  5.00%, 06/01/2055(1) | 820 | 892 |
|  Municipal Electric Authority of Georgia |  |  |
|  5.00%, 01/01/2031 | 180 | 192 |
|  5.00%, 01/01/2034 | 500 | 524 |
|  5.00%, 01/01/2038 | 1250 | 1279 |
|  5.00%, 01/01/2048 | 1350 | 1347 |
|  5.00%, 01/01/2049 | 6455 | 6437 |
|  5.25%, 07/01/2064 | 2000 | 2060 |
|  Private Colleges & Universities Authority |  |  |
|  4.00%, 04/01/2044 | 1000 | 944 |
|  Savannah Georgia Convention Center Authority |  |  |
|  5.25%, 06/01/2061 | 2100 | 2088 |
|  6.00%, 06/01/2050(2) | 2025 | 1986 |
|  Total Georgia | Total Georgia | 118382 |
|  **Guam – 0.66%** |  |  |
|  Antonio B Won Pat International Airport Authority |  |  |
|  5.00%, 10/01/2029 | 225 | 240 |
|  5.13%, 10/01/2034 | 780 | 835 |
|  5.25%, 10/01/2029 | 1145 | 1213 |
|  5.25%, 10/01/2039 | 200 | 211 |
|  5.25%, 10/01/2041 | 50 | 52 |
|  5.38%, 10/01/2033 | 1050 | 1148 |
|  5.38%, 10/01/2043 | 1250 | 1293 |

---

------

---

| | | |
|:---|:---|:---|
|  Guam Government Waterworks Authority |  |  |
|  5.25%, 07/01/2050 | 4550 | 4693 |
|  5.50%, 07/01/2043 | 675 | 723 |
|  Guam Power Authority |  |  |
|  5.00%, 10/01/2033 | 765 | 785 |
|  5.00%, 10/01/2042 | 350 | 361 |
|  5.00%, 10/01/2043 | 1965 | 2024 |
|  5.00%, 10/01/2044 | 1145 | 1168 |
|  Territory of Guam |  |  |
|  4.00%, 01/01/2036 | 1500 | 1505 |
|  4.00%, 11/15/2039 | 750 | 706 |
|  4.00%, 01/01/2042 | 2430 | 2257 |
|  5.00%, 12/01/2025 | 1000 | 1002 |
|  5.00%, 11/15/2027 | 1000 | 1003 |
|  5.00%, 11/01/2028 | 250 | 264 |
|  5.00%, 11/15/2029 | 2000 | 2005 |
|  5.00%, 01/01/2030 | 2125 | 2277 |
|  5.00%, 11/01/2030 | 250 | 271 |
|  5.00%, 01/01/2031 | 1635 | 1775 |
|  5.00%, 11/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2336 |
|  5.00%, 11/01/2035 | 875 | 923 |
|  5.00%, 11/01/2040 | 2200 | 2265 |
|  5.25%, 01/01/2038 | 365 | 395 |
|  5.25%, 01/01/2039 | 890 | 956 |
|  5.25%, 01/01/2040 | 500 | 533 |
|  Total Guam | Total Guam | 35219 |
|  **Hawaii – 0.31%** |  |  |
|  City & County Honolulu HI Wastewater System Revenue |  |  |
|  3.00%, 07/01/2041 | 1000 | 832 |
|  5.25%, 07/01/2054 | 320 | 339 |
|  State of Hawaii Airports System Revenue |  |  |
|  5.50%, 07/01/2054 | 1355 | 1444 |
|  State of Hawaii Department of Budget & Finance |  |  |
|  3.20%, 07/01/2039 | 1765 | 1530 |
|  3.65%, 07/01/2051(1) | 9000 | 9000 |
|  4.00%, 03/01/2037 | 3660 | 3542 |
|  Total Hawaii | Total Hawaii | 16687 |
|  **Idaho – 0.41%** |  |  |
|  Avimor Community Infrastructure District No |  |  |
|  1 5.50%, 09/01/2053(2) | 3000 | 3000 |
|  Idaho Health Facilities Authority |  |  |
|  4.00%, 10/01/2033 | 1250 | 1205 |
|  4.25%, 10/01/2039 | 200 | 186 |
|  4.50%, 10/01/2050 | 3750 | 3196 |
|  4.55%, 10/01/2056 | 545 | 459 |
|  Idaho Housing & Finance Association |  |  |
|  4.00%, 08/15/2049 | 800 | 741 |
|  4.00%, 08/15/2050 | 1315 | 1213 |
|  5.00%, 07/01/2040(2) | 250 | 236 |
|  6.00%, 07/01/2054 | 185 | 205 |
|  6.25%, 01/01/2056 | 1665 | 1890 |
|  Power County Industrial Development Corp. |  |  |
|  6.45%, 08/01/2032 | 310 | 313 |
|  Spring Valley Community Infrastructure District No |  |  |
|  1 3.75%, 09/01/2051(2) | 5466 | 5115 |
|  6.25%, 09/01/2053(2) | 3800 | 3864 |
|  Total Idaho | Total Idaho | 21623 |
|  **Illinois – 5.06%** |  |  |
|  Chicago Board of Education |  |  |
|  0.00%, 12/01/2025 | 720 | 716 |
|  0.00%, 12/01/2025 | 1250 | 1242 |
|  0.00%, 12/01/2027 | 1055 | 976 |
|  0.00%, 12/01/2028 | 5095 | 4546 |
|  0.00%, 12/01/2029 | 80 | 69 |
|  0.00%, 12/01/2029 | 660 | 567 |
|  0.00%, 12/01/2029 | 965 | 837 |
|  0.00%, 12/01/2030 | 1765 | 1454 |
|  0.00%, 12/01/2031 | 290 | 228 |
|  4.00%, 12/01/2035 | 1000 | 938 |
|  4.00%, 12/01/2041 | 2000 | 1671 |
|  4.00%, 12/01/2047 | 500 | 382 |
|  5.00%, 12/01/2025 | 2000 | 2003 |
|  5.00%, 12/01/2027 | 500 | 512 |
|  5.00%, 12/01/2030 | 3000 | 3136 |
|  5.00%, 12/01/2033 | 1930 | 1954 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 12/01/2034 | 320 | 332 |
|  5.00%, 12/01/2034 | 585 | 585 |
|  5.00%, 12/01/2034 | 3750 | 3803 |
|  5.00%, 12/01/2035 | 2550 | 2566 |
|  5.00%, 12/01/2036 | 335 | 332 |
|  5.00%, 12/01/2041 | 600 | 574 |
|  5.00%, 12/01/2042 | 1960 | 1848 |
|  5.00%, 12/01/2044 | 2390 | 2202 |
|  5.00%, 12/01/2046 | 5550 | 5028 |
|  5.00%, 12/01/2047 | 1650 | 1483 |
|  5.50%, 12/01/2026 | 2085 | 2116 |
|  5.75%, 12/01/2050 | 6075 | 5968 |
|  6.00%, 12/01/2049 | 3400 | 3464 |
|  6.25%, 12/01/2050 | 5580 | 5811 |
|  6.50%, 12/01/2046 | 2000 | 2018 |
|  6.75%, 12/01/2030(2) | 1000 | 1056 |
|  7.00%, 12/01/2042(2) | 100 | 102 |
|  7.00%, 12/01/2044 | 1100 | 1100 |
|  7.00%, 12/01/2046(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2546 |
|  Chicago Midway International Airport |  |  |
|  5.00%, 01/01/2046 | 300 | 300 |
|  Chicago O'Hare International Airport |  |  |
|  5.00%, 01/01/2039 | 5000 | 5066 |
|  5.00%, 07/01/2048 | 500 | 491 |
|  5.50%, 01/01/2059 | 2975 | 3114 |
|  Chicago Transit Authority Sales Tax Receipts Fund |  |  |
|  4.00%, 12/01/2049 | 2265 | 1993 |
|  5.00%, 12/01/2057 | 1285 | 1296 |
|  City of Chicago IL |  |  |
|  0.00%, 01/01/2027 | 680 | 655 |
|  0.00%, 01/01/2031 | 450 | 374 |
|  4.00%, 01/01/2035 | 680 | 663 |
|  5.00%, 01/01/2027 | 5000 | 5084 |
|  5.00%, 01/01/2028 | 1290 | 1329 |
|  5.00%, 01/01/2034 | 385 | 400 |
|  5.00%, 01/01/2035 | 750 | 751 |
|  5.00%, 01/01/2038 | 2500 | 2500 |
|  5.00%, 01/01/2039 | 1290 | 1294 |
|  5.00%, 01/01/2040 | 205 | 203 |
|  5.00%, 01/01/2044 | 1000 | 942 |
|  5.25%, 01/01/2038 | 1000 | 1019 |
|  5.50%, 01/01/2035 | 270 | 280 |
|  5.50%, 01/01/2039 | 335 | 343 |
|  5.50%, 01/01/2040 | 3640 | 3711 |
|  5.50%, 01/01/2041 | 180 | 182 |
|  5.50%, 01/01/2041 | 875 | 907 |
|  5.50%, 01/01/2043 | 1830 | 1835 |
|  6.00%, 01/01/2050 | 2800 | 2914 |
|  City of Chicago IL Wastewater Transmission Revenue |  |  |
|  5.00%, 01/01/2044 | 530 | 550 |
|  5.25%, 01/01/2053 | 940 | 976 |
|  City of Chicago IL Waterworks Revenue |  |  |
|  5.00%, 11/01/2026 | 500 | 511 |
|  5.00%, 11/01/2038 | 525 | 558 |
|  County of Cook IL |  |  |
|  5.00%, 11/15/2031 | 200 | 204 |
|  Illinois Development Finance Authority |  |  |
|  8.00%, 06/01/2032 | 1050 | 1051 |
|  Illinois Finance Authority |  |  |
|  2.45%, 10/01/2039(1) | 250 | 243 |
|  3.00%, 07/15/2040 | 235 | 202 |
|  3.00%, 05/15/2050 | 1000 | 683 |
|  4.00%, 10/15/2030 | 230 | 224 |
|  4.00%, 10/15/2031 | 1135 | 1093 |
|  4.00%, 05/01/2040 | 220 | 203 |
|  4.00%, 10/15/2044 | 200 | 153 |
|  4.00%, 05/01/2050 | 440 | 364 |
|  4.25%, 07/01/2041 | 120 | 120 |
|  4.60%, 10/01/2053(1) | 250 | 251 |
|  5.00%, 07/01/2029 | 160 | 169 |
|  5.00%, 07/01/2030 | 180 | 192 |
|  5.00%, 07/01/2031 | 115 | 123 |
|  5.00%, 11/01/2031 | 245 | 248 |
|  5.00%, 05/15/2033 | 1440 | 1349 |
|  5.00%, 07/01/2033 | 125 | 134 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 02/15/2034 | 20 | 21 |
|  5.00%, 02/15/2034 | 100 | 102 |
|  5.00%, 05/15/2034 | 300 | 303 |
|  5.00%, 12/01/2034 | 50 | 50 |
|  5.00%, 05/15/2035 | 515 | 515 |
|  5.00%, 02/15/2036 | 30 | 31 |
|  5.00%, 02/15/2036 | 140 | 143 |
|  5.00%, 05/15/2037 | 655 | 658 |
|  5.00%, 10/01/2038 | 30 | 26 |
|  5.00%, 12/01/2040 | 1500 | 1506 |
|  5.00%, 02/15/2041 | 115 | 119 |
|  5.00%, 02/15/2041 | 120 | 121 |
|  5.00%, 05/15/2041 | 400 | 376 |
|  5.00%, 08/15/2041 | 625 | 659 |
|  5.00%, 10/01/2041 | 425 | 427 |
|  5.00%, 08/01/2046 | 200 | 198 |
|  5.00%, 12/01/2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5015 |
|  5.00%, 02/15/2047 | 1255 | 1182 |
|  5.00%, 05/15/2047 | 205 | 193 |
|  5.00%, 12/01/2047 | 2715 | 2611 |
|  5.00%, 08/01/2049 | 420 | 408 |
|  5.00%, 02/15/2050 | 160 | 148 |
|  5.00%, 05/15/2051 | 1000 | 855 |
|  5.00%, 05/15/2056 | 1630 | 1365 |
|  5.13%, 05/15/2038 | 1935 | 1678 |
|  5.25%, 05/15/2042 | 2870 | 2339 |
|  5.25%, 04/01/2045 | 2050 | 2167 |
|  5.25%, 05/15/2054 | 1575 | 1165 |
|  5.63%, 08/01/2053(2) | 1705 | 1735 |
|  6.00%, 10/01/2045(2) | 2015 | 2038 |
|  6.13%, 11/15/2035 | 190 | 190 |
|  6.13%, 10/01/2050(2) | 1125 | 1138 |
|  6.38%, 11/15/2043 | 270 | 270 |
|  7.25%, 09/01/2052(1)(2) | 500 | 538 |
|  Illinois Housing Development Authority |  |  |
|  3.00%, 04/01/2051 | 370 | 365 |
|  3.00%, 04/01/2051 | 1190 | 1177 |
|  4.88%, 04/01/2050 | 6225 | 6277 |
|  5.00%, 10/01/2046 | 95 | 96 |
|  5.25%, 10/01/2052 | 820 | 861 |
|  6.00%, 10/01/2054 | 335 | 363 |
|  6.00%, 10/01/2055 | 695 | 774 |
|  6.25%, 10/01/2052 | 85 | 91 |
|  6.25%, 04/01/2054 | 1190 | 1296 |
|  6.25%, 10/01/2054 | 435 | 487 |
|  6.25%, 10/01/2055 | 145 | 159 |
|  6.25%, 10/01/2055 | 5000 | 5672 |
|  Illinois Sports Facilities Authority |  |  |
|  0.00%, 06/15/2026 | 200 | 195 |
|  Illinois State Toll Highway Authority |  |  |
|  4.00%, 01/01/2046 | 1500 | 1377 |
|  5.00%, 01/01/2042 | 250 | 254 |
|  Metropolitan Pier & Exposition Authority |  |  |
|  0.00%, 12/15/2025 | 65 | 65 |
|  0.00%, 06/15/2028 | 500 | 459 |
|  0.00%, 12/15/2029 | 1000 | 878 |
|  0.00%, 12/15/2030 | 260 | 219 |
|  0.00%, 12/15/2031 | 2620 | 2122 |
|  0.00%, 12/15/2032 | 1000 | 775 |
|  0.00%, 06/15/2033 | 3490 | 2646 |
|  0.00%, 12/15/2033 | 3950 | 2927 |
|  0.00%, 12/15/2034 | 550 | 388 |
|  0.00%, 12/15/2035 | 10000 | 6709 |
|  0.00%, 06/15/2036 | 3065 | 1983 |
|  0.00%, 06/15/2036 | 3050 | 1986 |
|  0.00%, 12/15/2036 | 1650 | 1039 |
|  0.00%, 06/15/2037 | 1585 | 970 |
|  0.00%, 12/15/2038 | 205 | 115 |
|  0.00%, 06/15/2039 | 1575 | 852 |
|  0.00%, 12/15/2039 | 3000 | 1575 |
|  0.00%, 06/15/2041 | 1535 | 731 |
|  0.00%, 12/15/2041 | 510 | 237 |
|  0.00%, 06/15/2044 | 2200 | 896 |
|  0.00%, 06/15/2045 | 1500 | 581 |
|  0.00%, 12/15/2051 | 690 | 185 |

---

------

---

| | | |
|:---|:---|:---|
|  0.00%, 12/15/2051 | 4500 | 1240 |
|  0.00%, 12/15/2054 | 3000 | 707 |
|  0.00%, 12/15/2056 | 310 | 66 |
|  4.00%, 12/15/2042 | 1040 | 954 |
|  4.00%, 12/15/2047 | 210 | 182 |
|  4.00%, 06/15/2050 | 1335 | 1134 |
|  4.00%, 06/15/2052 | 2030 | 1704 |
|  5.00%, 06/15/2042 | 4600 | 4656 |
|  5.00%, 12/15/2045 | 50 | 50 |
|  5.00%, 06/15/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17784 |
|  5.00%, 06/15/2053 | 965 | 966 |
|  5.00%, 06/15/2057 | 9300 | 9059 |
|  Northern Illinois University |  |  |
|  4.00%, 10/01/2039 | 875 | 858 |
|  4.00%, 04/01/2040 | 100 | 96 |
|  4.00%, 10/01/2040 | 800 | 776 |
|  4.00%, 04/01/2041 | 450 | 425 |
|  4.00%, 10/01/2041 | 800 | 768 |
|  4.00%, 10/01/2043 | 1005 | 937 |
|  Regional Transportation Authority |  |  |
|  5.75%, 06/01/2034 | 130 | 148 |
|  6.00%, 07/01/2033 | 510 | 587 |
|  Sales Tax Securitization Corp. |  |  |
|  5.00%, 01/01/2037 | 400 | 445 |
|  State of Illinois |  |  |
|  4.00%, 06/01/2036 | 540 | 537 |
|  4.00%, 03/01/2039 | 2055 | 1962 |
|  4.00%, 11/01/2039 | 2000 | 1891 |
|  4.00%, 10/01/2045 | 3000 | 2664 |
|  4.25%, 10/01/2045 | 130 | 120 |
|  5.00%, 02/01/2026 | 95 | 96 |
|  5.00%, 11/01/2027 | 100 | 102 |
|  5.00%, 10/01/2031 | 955 | 1010 |
|  5.00%, 10/01/2032 | 215 | 226 |
|  5.00%, 11/01/2037 | 2240 | 2261 |
|  5.00%, 09/01/2041 | 10000 | 10504 |
|  5.25%, 05/01/2047 | 1605 | 1659 |
|  5.50%, 03/01/2042 | 3410 | 3630 |
|  5.50%, 03/01/2047 | 435 | 455 |
|  5.50%, 05/01/2047 | 160 | 167 |
|  State of Illinois Sales Tax Revenue |  |  |
|  5.00%, 06/15/2027 | 230 | 238 |
|  5.00%, 06/15/2040 | 1625 | 1735 |
|  Upper Illinois River Valley Development Authority |  |  |
|  5.00%, 12/01/2032(2) | 180 | 180 |
|  5.25%, 12/01/2037(2) | 2005 | 1952 |
|  5.25%, 12/01/2047(2) | 550 | 493 |
|  6.00%, 12/01/2055(2) | 2450 | 2454 |
|  Village of Volo IL Special Service Area No 17 |  |  |
|  5.50%, 03/01/2047 | 1000 | 1000 |
|  Total Illinois | Total Illinois | 268362 |
|  **Indiana – 1.30%** |  |  |
|  City of East Chicago IN |  |  |
|  5.50%, 09/01/2028 | 120 | 118 |
|  City of Valparaiso IN |  |  |
|  4.88%, 01/01/2044(2) | 2200 | 2186 |
|  5.00%, 01/01/2054(2) | 9785 | 9484 |
|  City of Whiting IN |  |  |
|  4.20%, 06/01/2044(1) | 920 | 962 |
|  4.40%, 11/01/2045(1) | 575 | 613 |
|  4.40%, 03/01/2046(1) | 1250 | 1333 |
|  5.00%, 12/01/2044(1) | 2725 | 2761 |
|  Indiana Finance Authority |  |  |
|  1.40%, 08/01/2029 | 115 | 105 |
|  2.50%, 11/01/2030 | 1565 | 1491 |
|  3.00%, 11/01/2030 | 110 | 108 |
|  3.00%, 11/01/2030 | 1150 | 1125 |
|  4.00%, 11/15/2037 | 1000 | 938 |
|  4.00%, 11/15/2041 | 100 | 89 |
|  4.00%, 11/15/2043 | 155 | 131 |
|  4.13%, 12/01/2026 | 5830 | 5841 |
|  4.25%, 11/01/2030 | 11780 | 12064 |
|  5.00%, 11/15/2038 | 600 | 604 |
|  5.00%, 06/01/2041 | 960 | 877 |
|  5.00%, 06/01/2053 | 1800 | 1754 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 11/15/2053 | 1350 | 1252 |
|  5.00%, 07/01/2059 | 2025 | 1988 |
|  5.25%, 11/15/2046 | 3405 | 3389 |
|  5.50%, 09/15/2039 | 1900 | 2021 |
|  5.50%, 09/15/2044 | 2730 | 2808 |
|  5.50%, 07/01/2052 | 4145 | 4201 |
|  5.75%, 03/01/2054 | 4520 | 4711 |
|  5.75%, 05/15/2060 | 3000 | 3004 |
|  Indiana Housing & Community Development Authority |  |  |
|  3.00%, 01/01/2052 | 715 | 704 |
|  Indianapolis Local Public Improvement Bond Bank |  |  |
|  6.13%, 03/01/2057 | 2000 | 2087 |
|  Total Indiana | Total Indiana | 68749 |
|  **Iowa – 0.70%** |  |  |
|  Iowa Finance Authority |  |  |
|  4.00%, 07/01/2052 | 9675 | 9821 |
|  4.75%, 08/01/2042 | 6940 | 6862 |
|  5.00%, 11/01/2026(1) | 200 | 200 |
|  5.00%, 03/01/2033 | 200 | 202 |
|  5.00%, 03/01/2038 | 350 | 351 |
|  5.00%, 05/15/2049 | 600 | 563 |
|  5.13%, 05/15/2059 | 1600 | 1495 |
|  5.75%, 12/01/2055 | 1850 | 1917 |
|  6.00%, 12/01/2055 | 3650 | 3401 |
|  Iowa Student Loan Liquidity Corp. |  |  |
|  3.00%, 12/01/2039 | 210 | 203 |
|  4.50%, 12/01/2045 | 1290 | 1301 |
|  5.00%, 12/01/2034 | 195 | 209 |
|  5.00%, 12/01/2035 | 640 | 678 |
|  5.00%, 12/01/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2164 |
|  Iowa Tobacco Settlement Authority |  |  |
|  0.00%, 06/01/2065 | 48545 | 7143 |
|  4.00%, 06/01/2036 | 775 | 769 |
|  Total Iowa | Total Iowa | 37279 |
|  **Kansas – 0.16%** |  |  |
|  City of Lenexa KS |  |  |
|  5.00%, 05/15/2027 | 135 | 136 |
|  5.00%, 05/15/2030 | 85 | 86 |
|  5.00%, 05/15/2032 | 330 | 335 |
|  5.00%, 05/15/2039 | 705 | 700 |
|  City of Manhattan KS |  |  |
|  4.00%, 06/01/2027 | 300 | 300 |
|  4.00%, 06/01/2036 | 535 | 493 |
|  4.00%, 06/01/2046 | 820 | 663 |
|  City of Overland Park KS Sales Tax Revenue |  |  |
|  6.00%, 11/15/2034(2) | 100 | 105 |
|  6.50%, 11/15/2042(2) | 4025 | 4213 |
|  Wyandotte County-Kansas City Unified Government |  |  |
|  5.75%, 09/01/2032 | 250 | 239 |
|  5.75%, 09/01/2039(2) | 950 | 979 |
|  Total Kansas | Total Kansas | 8249 |
|  **Kentucky – 0.93%** |  |  |
|  City of Ashland KY |  |  |
|  4.00%, 02/01/2034 | 500 | 494 |
|  4.00%, 02/01/2038 | 620 | 590 |
|  City of Henderson KY |  |  |
|  3.70%, 01/01/2032(2) | 1765 | 1776 |
|  4.45%, 01/01/2042(2) | 1165 | 1123 |
|  4.70%, 01/01/2052(2) | 2650 | 2463 |
|  4.70%, 01/01/2052(2) | 5000 | 4647 |
|  County of Boyle KY |  |  |
|  5.25%, 06/01/2049 | 1900 | 1944 |
|  Kenton County Airport Board |  |  |
|  5.25%, 01/01/2049 | 2325 | 2410 |
|  Kentucky Economic Development Finance Authority |  |  |
|  5.00%, 06/01/2026 | 2700 | 2721 |
|  5.00%, 05/15/2031 | 350 | 347 |
|  5.00%, 06/01/2037 | 785 | 791 |
|  5.00%, 06/01/2041 | 570 | 571 |
|  5.00%, 06/01/2045 | 2175 | 2158 |
|  5.00%, 05/15/2046 | 980 | 792 |
|  5.00%, 05/15/2051 | 575 | 446 |
|  5.25%, 06/01/2041 | 5940 | 5975 |
|  5.25%, 06/01/2050 | 955 | 949 |
|  5.38%, 11/15/2042 | 305 | 256 |

---

------

---

| | | |
|:---|:---|:---|
|  5.50%, 11/15/2045 | 115 | 95 |
|  6.00%, 11/15/2036 | 275 | 221 |
|  6.25%, 11/15/2046 | 2565 | 1827 |
|  6.38%, 11/15/2051 | 645 | 450 |
|  Kentucky Higher Education Student Loan Corp. |  |  |
|  4.00%, 06/01/2037 | 555 | 537 |
|  4.75%, 06/01/2040 | 350 | 358 |
|  Kentucky Housing Corp. |  |  |
|  6.25%, 01/01/2055 | 100 | 110 |
|  6.25%, 07/01/2055 | 200 | 221 |
|  Kentucky Public Energy Authority |  |  |
|  4.00%, 02/01/2050(1) | 4805 | 4913 |
|  5.00%, 01/01/2055(1) | 2005 | 2172 |
|  5.00%, 05/01/2055(1) | 200 | 212 |
|  5.25%, 04/01/2054(1) | 2000 | 2192 |
|  5.25%, 06/01/2055(1) | 4185 | 4488 |
|  Louisville/Jefferson County Metropolitan Government |  |  |
|  2.00%, 10/01/2033 | 1000 | 859 |
|  3.00%, 10/01/2043 | 185 | 142 |
|  5.00%, 05/15/2052 | 100 | 98 |
|  Total Kentucky | Total Kentucky | 49348 |
|  **Louisiana – 1.34%** |  |  |
|  East Baton Rouge Parish Industrial Development Board, Inc. |  |  |
|  3.52%, 08/01/2035(1) | 10000 | 10000 |
|  Jefferson Parish Economic Development & Port District |  |  |
|  5.50%, 06/15/2038(2) | 765 | 765 |
|  5.63%, 06/15/2048(2) | 1750 | 1677 |
|  Louisiana Housing Corp. |  |  |
|  5.75%, 06/01/2054 | 580 | 627 |
|  Louisiana Local Government Environmental Facilities & Community Development Auth |  |  |
|  2.50%, 04/01/2036 | 4195 | 3507 |
|  3.50%, 11/01/2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14023 |
|  5.00%, 11/15/2037(2) | 290 | 294 |
|  5.00%, 11/15/2044(2) | 100 | 93 |
|  5.25%, 11/15/2053(2) | 345 | 317 |
|  5.25%, 11/15/2059(2) | 655 | 593 |
|  Louisiana Public Facilities Authority |  |  |
|  4.00%, 06/01/2031(2) | 185 | 179 |
|  4.00%, 06/01/2031(2) | 435 | 420 |
|  4.00%, 06/01/2041(2) | 325 | 264 |
|  4.75%, 07/01/2065 | 2500 | 2432 |
|  5.00%, 12/15/2043(2) | 450 | 423 |
|  5.00%, 07/01/2051 | 500 | 500 |
|  5.00%, 07/01/2059 | 100 | 100 |
|  5.25%, 07/01/2055 | 1000 | 1034 |
|  5.50%, 09/01/2059 | 600 | 605 |
|  5.75%, 09/01/2064 | 3135 | 3218 |
|  6.00%, 06/15/2059(2) | 5325 | 5312 |
|  6.15%, 06/15/2055(2) | 5415 | 5478 |
|  6.38%, 06/15/2053(2) | 2000 | 2016 |
|  6.50%, 10/01/2053(1)(2) | 250 | 263 |
|  6.75%, 10/01/2053(1)(2) | 2100 | 2223 |
|  New Orleans Aviation Board |  |  |
|  5.00%, 01/01/2034 | 145 | 160 |
|  5.00%, 01/01/2036 | 500 | 505 |
|  5.00%, 01/01/2037 | 500 | 504 |
|  5.00%, 01/01/2048 | 525 | 522 |
|  Parish of St James LA |  |  |
|  3.70%, 08/01/2041(1)(2) | 670 | 672 |
|  6.10%, 06/01/2038(1)(2) | 2360 | 2552 |
|  6.10%, 12/01/2040(1)(2) | 4045 | 4376 |
|  6.35%, 07/01/2040(2) | 3380 | 3670 |
|  6.35%, 10/01/2040(2) | 440 | 478 |
|  Parish of St John the Baptist LA |  |  |
|  2.38%, 06/01/2037(1) | 1175 | 1171 |
|  Total Louisiana | Total Louisiana | 70973 |
|  **Maine – 0.06%** |  |  |
|  Finance Authority of Maine |  |  |
|  4.63%, 12/01/2047(1)(2) | 1620 | 1595 |
|  5.00%, 08/01/2035(2) | 560 | 569 |
|  Maine Health & Higher Educational Facilities Authority |  |  |
|  5.00%, 07/01/2046 | 1250 | 1149 |
|  Total Maine | Total Maine | 3313 |

---

------

---

| | | |
|:---|:---|:---|
|  **Maryland – 1.79%** |  |  |
|  City of Baltimore MD |  |  |
|  3.63%, 06/01/2046(2) | 3435 | 2875 |
|  4.00%, 09/01/2027 | 350 | 351 |
|  5.00%, 09/01/2030 | 990 | 1010 |
|  5.00%, 09/01/2031 | 1400 | 1425 |
|  5.00%, 09/01/2036 | 2790 | 2808 |
|  5.00%, 09/01/2039 | 500 | 500 |
|  5.00%, 09/01/2042 | 695 | 678 |
|  5.00%, 09/01/2046 | 4010 | 3871 |
|  City of Gaithersburg MD |  |  |
|  5.00%, 01/01/2027 | 1435 | 1453 |
|  5.00%, 01/01/2028 | 135 | 138 |
|  5.00%, 01/01/2033 | 635 | 648 |
|  5.00%, 01/01/2037 | 400 | 407 |
|  5.13%, 01/01/2042 | 250 | 252 |
|  City of Rockville MD |  |  |
|  4.25%, 11/01/2037 | 110 | 101 |
|  4.50%, 11/01/2043 | 135 | 118 |
|  5.00%, 11/01/2029 | 35 | 36 |
|  5.00%, 11/01/2031 | 960 | 974 |
|  5.00%, 11/01/2032 | 35 | 35 |
|  5.00%, 11/01/2035 | 70 | 70 |
|  5.00%, 11/01/2037 | 1285 | 1281 |
|  5.00%, 11/01/2042 | 2480 | 2333 |
|  5.00%, 11/01/2047 | 2835 | 2553 |
|  City of Westminster MD |  |  |
|  6.25%, 07/01/2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 |
|  County of Baltimore MD |  |  |
|  4.00%, 01/01/2031 | 505 | 518 |
|  4.00%, 01/01/2050 | 300 | 253 |
|  5.00%, 01/01/2026 | 250 | 251 |
|  County of Howard MD |  |  |
|  4.00%, 02/15/2028(2) | 200 | 200 |
|  5.00%, 04/01/2044 | 500 | 440 |
|  County of Montgomery MD |  |  |
|  5.38%, 07/01/2048 | 1065 | 892 |
|  County of Prince George's MD |  |  |
|  4.38%, 07/01/2048(2) | 500 | 456 |
|  5.13%, 07/01/2039(2) | 1500 | 1503 |
|  County of Washington MD |  |  |
|  4.00%, 05/01/2026 | 120 | 120 |
|  4.00%, 05/01/2027 | 120 | 121 |
|  4.00%, 05/01/2030 | 140 | 143 |
|  4.00%, 05/01/2031 | 75 | 77 |
|  4.00%, 05/01/2036 | 1690 | 1664 |
|  4.00%, 05/01/2042 | 3770 | 3449 |
|  Maryland Community Development Administration |  |  |
|  6.00%, 03/01/2053 | 2360 | 2530 |
|  6.25%, 03/01/2054 | 465 | 507 |
|  Maryland Economic Development Corp. |  |  |
|  4.00%, 06/01/2038 | 350 | 315 |
|  4.00%, 07/01/2040 | 450 | 402 |
|  4.00%, 09/01/2040 | 150 | 138 |
|  4.00%, 06/01/2048 | 125 | 99 |
|  4.00%, 09/01/2050 | 950 | 788 |
|  4.38%, 07/01/2036 | 400 | 388 |
|  4.50%, 07/01/2044 | 500 | 455 |
|  5.00%, 06/01/2027 | 265 | 272 |
|  5.00%, 07/01/2027 | 470 | 471 |
|  5.00%, 06/01/2028 | 100 | 104 |
|  5.00%, 07/01/2028 | 100 | 103 |
|  5.00%, 11/12/2028 | 3145 | 3174 |
|  5.00%, 06/01/2029(2) | 165 | 165 |
|  5.00%, 07/01/2029 | 75 | 77 |
|  5.00%, 06/01/2030 | 70 | 73 |
|  5.00%, 06/01/2032 | 70 | 72 |
|  5.00%, 06/01/2033(2) | 170 | 170 |
|  5.00%, 06/01/2035 | 1590 | 1629 |
|  5.00%, 07/01/2036 | 100 | 101 |
|  5.00%, 06/01/2044 | 425 | 420 |
|  5.00%, 07/01/2045 | 1105 | 1142 |
|  5.00%, 07/01/2048(1)(2) | 950 | 981 |
|  5.00%, 06/01/2058 | 945 | 946 |
|  5.00%, 07/01/2060 | 705 | 714 |

---

------

---

| | | |
|:---|:---|:---|
|  5.25%, 06/30/2053 | 2395 | 2428 |
|  5.25%, 06/30/2055 | 15360 | 15364 |
|  Maryland Health & Higher Educational Facilities Authority |  |  |
|  4.00%, 06/01/2046 | 1080 | 935 |
|  4.00%, 06/01/2051 | 2655 | 2227 |
|  4.00%, 06/01/2055 | 1125 | 925 |
|  5.00%, 07/01/2030 | 600 | 619 |
|  5.00%, 07/01/2032 | 40 | 41 |
|  5.00%, 07/01/2033 | 105 | 106 |
|  5.00%, 07/01/2034 | 120 | 121 |
|  5.00%, 07/01/2035 | 110 | 111 |
|  5.00%, 07/01/2036 | 100 | 101 |
|  5.00%, 08/15/2038 | 1945 | 1946 |
|  5.00%, 07/01/2043 | 500 | 503 |
|  5.00%, 07/01/2054 | 1000 | 1016 |
|  5.25%, 07/01/2054 | 1555 | 1630 |
|  5.50%, 01/01/2036 | 465 | 474 |
|  5.50%, 01/01/2046 | 3410 | 3430 |
|  5.50%, 06/01/2047 | 500 | 502 |
|  Maryland Stadium Authority |  |  |
|  4.00%, 06/01/2046 | 3000 | 2761 |
|  Montgomery County Housing Opportunities Commission |  |  |
|  4.90%, 07/01/2055 | 1000 | 1010 |
|  Prince George's County Revenue Authority |  |  |
|  4.75%, 07/01/2036(2) | 120 | 120 |
|  5.00%, 07/01/2046(2) | 670 | 664 |
|  State of Maryland Department of Transportation |  |  |
|  5.25%, 08/01/2049 | 4600 | 4813 |
|  Washington Suburban Sanitary Commission |  |  |
|  4.00%, 06/01/2038 | 100 | 101 |
|  Total Maryland | Total Maryland | 94963 |
|  **Massachusetts – 0.82%** |  |  |
|  Commonwealth of Massachusetts |  |  |
|  5.00%, 09/01/2050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3074 |
|  Massachusetts Development Finance Agency |  |  |
|  4.00%, 10/01/2039 | 340 | 322 |
|  5.00%, 07/15/2036 | 235 | 261 |
|  5.00%, 07/15/2037 | 245 | 272 |
|  5.00%, 10/01/2037(2) | 645 | 653 |
|  5.00%, 11/15/2038(2) | 180 | 185 |
|  5.00%, 10/01/2041 | 825 | 816 |
|  5.00%, 07/01/2044(2) | 1000 | 975 |
|  5.00%, 07/01/2044 | 4000 | 3878 |
|  5.00%, 07/15/2046 | 1000 | 1112 |
|  5.00%, 10/01/2048 | 9700 | 9037 |
|  5.00%, 10/01/2057(2) | 4880 | 4606 |
|  5.13%, 01/01/2040 | 1740 | 1697 |
|  5.13%, 11/15/2046(2) | 1050 | 1063 |
|  5.25%, 01/01/2050 | 430 | 391 |
|  5.25%, 07/01/2052 | 1000 | 994 |
|  5.25%, 07/01/2055 | 1000 | 988 |
|  5.25%, 06/01/2060 | 700 | 716 |
|  5.25%, 06/01/2065 | 700 | 715 |
|  5.50%, 07/01/2050 | 3225 | 3452 |
|  5.50%, 08/15/2050 | 2000 | 2060 |
|  6.00%, 07/01/2050 | 400 | 427 |
|  Massachusetts Educational Financing Authority |  |  |
|  2.00%, 07/01/2037 | 245 | 201 |
|  2.63%, 07/01/2036 | 35 | 34 |
|  3.63%, 07/01/2038 | 410 | 403 |
|  4.25%, 07/01/2032 | 125 | 127 |
|  4.25%, 07/01/2044 | 310 | 311 |
|  5.00%, 07/01/2054 | 5000 | 4783 |
|  Total Massachusetts | Total Massachusetts | 43553 |
|  **Michigan – 1.12%** |  |  |
|  Calhoun County Hospital Finance Authority |  |  |
|  5.00%, 02/15/2037 | 1765 | 1771 |
|  5.00%, 02/15/2041 | 385 | 372 |
|  5.00%, 02/15/2047 | 1080 | 999 |
|  City of Detroit MI |  |  |
|  4.00%, 04/01/2040 | 950 | 896 |
|  4.00%, 04/01/2041 | 325 | 301 |
|  5.00%, 04/01/2029 | 570 | 597 |
|  5.00%, 04/01/2030 | 555 | 581 |
|  5.00%, 04/01/2031 | 1000 | 1043 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 04/01/2032 | 1425 | 1483 |
|  5.00%, 04/01/2033 | 250 | 259 |
|  5.00%, 04/01/2034 | 1000 | 1035 |
|  5.00%, 04/01/2037 | 145 | 149 |
|  5.00%, 04/01/2038 | 100 | 102 |
|  5.00%, 04/01/2039 | 170 | 177 |
|  5.00%, 04/01/2046 | 1000 | 1006 |
|  5.00%, 04/01/2050 | 750 | 748 |
|  5.50%, 04/01/2031 | 560 | 616 |
|  5.50%, 04/01/2033 | 470 | 512 |
|  5.50%, 04/01/2035 | 350 | 377 |
|  5.50%, 04/01/2037 | 465 | 496 |
|  5.50%, 04/01/2039 | 645 | 681 |
|  5.50%, 04/01/2045 | 750 | 772 |
|  5.50%, 04/01/2050 | 605 | 619 |
|  Flint Hospital Building Authority |  |  |
|  4.00%, 07/01/2038 | 500 | 481 |
|  5.25%, 07/01/2039 | 100 | 100 |
|  Gerald R Ford International Airport Authority |  |  |
|  5.00%, 01/01/2046 | 1500 | 1522 |
|  5.00%, 01/01/2051 | 3625 | 3661 |
|  Grand Rapids Economic Development Corp. |  |  |
|  5.00%, 11/01/2032 | 145 | 145 |
|  5.00%, 11/01/2037 | 580 | 549 |
|  5.00%, 11/01/2047 | 500 | 424 |
|  5.00%, 11/01/2052 | 515 | 420 |
|  Great Lakes Water Authority Sewage Disposal System Revenue |  |  |
|  5.25%, 07/01/2047 | 4330 | 4557 |
|  Ivywood Classical Academy |  |  |
|  6.25%, 01/01/2059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2654 |
|  Kentwood Economic Development Corp. |  |  |
|  4.00%, 11/15/2031 | 925 | 918 |
|  4.00%, 11/15/2037 | 690 | 640 |
|  4.00%, 11/15/2043 | 1350 | 1123 |
|  4.00%, 11/15/2045 | 1000 | 809 |
|  5.00%, 11/15/2037 | 1425 | 1428 |
|  5.00%, 11/15/2041 | 750 | 730 |
|  Michigan Finance Authority |  |  |
|  4.00%, 12/01/2040 | 165 | 158 |
|  4.00%, 11/15/2050 | 160 | 139 |
|  5.00%, 06/01/2029 | 1500 | 1595 |
|  Michigan State Housing Development Authority |  |  |
|  5.00%, 06/01/2053 | 745 | 778 |
|  6.00%, 06/01/2054 | 240 | 261 |
|  Michigan Strategic Fund |  |  |
|  4.00%, 10/01/2061(1) | 6600 | 6597 |
|  5.00%, 05/15/2037 | 250 | 252 |
|  5.00%, 11/15/2043 | 750 | 710 |
|  5.00%, 05/15/2044 | 250 | 238 |
|  5.00%, 11/15/2049 | 1340 | 1231 |
|  6.25%, 11/15/2043 | 620 | 620 |
|  Michigan Tobacco Settlement Finance Authority |  |  |
|  0.00%, 06/01/2052 | 4030 | 487 |
|  State of Michigan Trunk Line Revenue |  |  |
|  4.00%, 11/15/2046 | 250 | 231 |
|  University of Michigan |  |  |
|  3.30%, 04/01/2042(1) | 4000 | 4000 |
|  Wayne County Airport Authority |  |  |
|  5.00%, 12/01/2037 | 250 | 259 |
|  5.00%, 12/01/2040 | 3000 | 3001 |
|  5.00%, 12/01/2042 | 900 | 905 |
|  5.00%, 12/01/2047 | 2000 | 2000 |
|  Total Michigan | Total Michigan | 59215 |
|  **Minnesota – 0.51%** |  |  |
|  City of Apple Valley MN |  |  |
|  5.38%, 09/01/2045 | 375 | 374 |
|  5.50%, 09/01/2055 | 600 | 599 |
|  5.63%, 09/01/2065 | 1000 | 1001 |
|  City of Deephaven MN |  |  |
|  6.13%, 06/15/2061(2) | 6000 | 5462 |
|  City of Rochester MN |  |  |
|  5.00%, 12/01/2025 | 250 | 250 |
|  5.00%, 11/15/2057 | 3120 | 3203 |
|  5.25%, 12/01/2038 | 1000 | 945 |

---

------

---

| | | |
|:---|:---|:---|
|  City of Woodbury MN |  |  |
|  4.00%, 07/01/2041 | 60 | 49 |
|  4.00%, 07/01/2051 | 1365 | 997 |
|  4.00%, 07/01/2056 | 40 | 28 |
|  5.25%, 06/01/2045(2) | 1000 | 934 |
|  5.50%, 06/01/2063(2) | 1250 | 1145 |
|  6.00%, 07/01/2065 | 2975 | 2910 |
|  Housing & Redevelopment Authority of The City of St Paul Minnesota |  |  |
|  4.00%, 11/01/2042 | 675 | 550 |
|  Minnesota Agricultural & Economic Development Board |  |  |
|  5.25%, 01/01/2054 | 2300 | 2367 |
|  Minnesota Housing Finance Agency |  |  |
|  4.25%, 01/01/2049 | 560 | 567 |
|  6.25%, 01/01/2054 | 2275 | 2480 |
|  6.50%, 07/01/2054 | 915 | 1009 |
|  Minnesota Office of Higher Education |  |  |
|  2.65%, 11/01/2038 | 455 | 424 |
|  4.00%, 11/01/2042 | 495 | 469 |
|  State of Minnesota |  |  |
|  5.00%, 08/01/2039 | 1175 | 1313 |
|  Total Minnesota | Total Minnesota | 27076 |
|  **Mississippi – 0.36%** |  |  |
|  County of Lowndes MS |  |  |
|  2.65%, 04/01/2037(1) | 155 | 154 |
|  County of Warren MS |  |  |
|  4.20%, 05/01/2034 | 1950 | 1998 |
|  Mississippi Business Finance Corp. |  |  |
|  2.38%, 06/01/2044 | 400 | 250 |
|  3.50%, 12/01/2030(1) | 2600 | 2600 |
|  3.50%, 06/01/2043(1) | 11840 | 11840 |
|  5.00%, 02/01/2036(1)(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1377 |
|  Mississippi Home Corp. |  |  |
|  4.00%, 12/01/2044 | 305 | 307 |
|  Mississippi Hospital Equipment & Facilities Authority |  |  |
|  5.00%, 09/01/2046 | 500 | 491 |
|  Total Mississippi | Total Mississippi | 19017 |
|  **Missouri – 1.19%** |  |  |
|  Cape Girardeau County Industrial Development Authority |  |  |
|  3.00%, 03/01/2046 | 350 | 266 |
|  4.00%, 03/01/2041 | 285 | 275 |
|  5.00%, 03/01/2036 | 100 | 102 |
|  5.50%, 05/01/2044(2) | 465 | 437 |
|  County of Phelps MO |  |  |
|  6.00%, 12/01/2055 | 2000 | 2128 |
|  Health & Educational Facilities Authority of the State of Missouri |  |  |
|  4.00%, 02/01/2028 | 250 | 252 |
|  4.00%, 08/01/2031 | 310 | 307 |
|  4.00%, 08/01/2036 | 590 | 551 |
|  4.00%, 08/01/2041 | 745 | 644 |
|  4.00%, 02/01/2042 | 2465 | 2144 |
|  4.00%, 02/01/2048 | 3220 | 2599 |
|  4.00%, 11/15/2048 | 550 | 503 |
|  5.00%, 02/01/2035 | 2045 | 2047 |
|  5.00%, 08/01/2040 | 1145 | 1129 |
|  5.00%, 02/01/2042 | 4310 | 4289 |
|  5.00%, 08/01/2045 | 250 | 236 |
|  5.00%, 02/01/2046 | 1190 | 1131 |
|  5.00%, 02/01/2046 | 1350 | 1283 |
|  5.25%, 02/01/2048 | 250 | 246 |
|  Industrial Development Authority of the City of St Louis Missouri |  |  |
|  3.88%, 11/15/2029 | 110 | 106 |
|  4.38%, 11/15/2035 | 1540 | 1404 |
|  4.75%, 11/15/2047 | 1635 | 1401 |
|  Joplin Industrial Development Authority |  |  |
|  3.50%, 11/01/2040 | 135 | 125 |
|  Kansas City Industrial Development Authority |  |  |
|  4.00%, 03/01/2050 | 4515 | 3950 |
|  4.00%, 03/01/2057 | 7365 | 6301 |
|  5.00%, 06/01/2046(2) | 700 | 669 |
|  Kirkwood Industrial Development Authority |  |  |
|  5.25%, 05/15/2037 | 135 | 133 |
|  5.25%, 05/15/2042 | 115 | 107 |
|  Lees Summit Industrial Development Authority |  |  |
|  5.00%, 08/15/2039 | 600 | 615 |
|  5.63%, 08/15/2054 | 70 | 70 |

---

------

---

| | | |
|:---|:---|:---|
|  5.75%, 08/15/2059 | 60 | 59 |
|  Missouri Housing Development Commission |  |  |
|  5.50%, 05/01/2055 | 690 | 744 |
|  5.75%, 05/01/2055 | 2145 | 2359 |
|  5.75%, 05/01/2056 | 3700 | 4056 |
|  6.00%, 05/01/2055 | 755 | 838 |
|  6.00%, 05/01/2055 | 3535 | 3934 |
|  6.00%, 05/01/2056 | 1135 | 1250 |
|  Plaza at Noah's Ark Community Improvement District |  |  |
|  3.00%, 05/01/2030 | 600 | 575 |
|  St Louis County Industrial Development Authority |  |  |
|  5.00%, 12/01/2025 | 165 | 165 |
|  5.00%, 08/15/2030 | 70 | 70 |
|  5.00%, 08/15/2035 | 50 | 49 |
|  5.00%, 12/01/2035 | 135 | 133 |
|  5.00%, 09/01/2038 | 820 | 828 |
|  5.00%, 09/01/2048 | 1845 | 1758 |
|  5.13%, 08/15/2045 | 315 | 274 |
|  5.13%, 12/01/2045 | 145 | 129 |
|  5.13%, 09/01/2048 | 5425 | 5259 |
|  5.25%, 09/01/2053 | 650 | 630 |
|  St Louis Land Clearance for Redevelopment Authority |  |  |
|  5.00%, 06/01/2029 | 1000 | 1015 |
|  5.13%, 06/01/2046 | 330 | 319 |
|  5.38%, 06/01/2043 | 2995 | 2999 |
|  Taney County Industrial Development Authority |  |  |
|  6.00%, 10/01/2049(2) | 300 | 294 |
|  Total Missouri | Total Missouri | 63187 |
|  **Montana – 0.08%** |  |  |
|  City of Forsyth MT |  |  |
|  3.88%, 10/01/2032 | 1500 | 1539 |
|  City of Kalispell MT |  |  |
|  5.25%, 05/15/2037 | 810 | 813 |
|  5.25%, 05/15/2047 | 1040 | 952 |
|  5.25%, 05/15/2052 | 560 | 499 |
|  Montana Board of Housing |  |  |
|  3.50%, 06/01/2050 | 280 | 280 |
|  5.75%, 06/01/2055 | 50 | 54 |
|  Total Montana | Total Montana | 4137 |
|  **Nebraska – 0.18%** |  |  |
|  Central Plains Energy Project |  |  |
|  5.00%, 09/01/2033 | 1500 | 1632 |
|  5.00%, 09/01/2035 | 1025 | 1112 |
|  5.00%, 05/01/2053(1) | 100 | 106 |
|  5.00%, 08/01/2055(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5406 |
|  Nebraska Educational Health Cultural & Social Services Finance Authority |  |  |
|  4.00%, 01/01/2037 | 400 | 389 |
|  4.00%, 01/01/2049 | 700 | 616 |
|  Nebraska Investment Finance Authority |  |  |
|  6.00%, 09/01/2054 | 415 | 463 |
|  Total Nebraska | Total Nebraska | 9724 |
|  **Nevada – 0.56%** |  |  |
|  City of Las Vegas NV Special Improvement District No 611 |  |  |
|  4.13%, 06/01/2050 | 630 | 522 |
|  City of Las Vegas NV Special Improvement District No 612 Skye Hills |  |  |
|  4.00%, 06/01/2050 | 485 | 414 |
|  City of Las Vegas NV Special Improvement District No 613 |  |  |
|  5.25%, 12/01/2047 | 550 | 539 |
|  5.50%, 12/01/2053 | 250 | 250 |
|  City of Las Vegas NV Special Improvement District No 812 |  |  |
|  5.00%, 12/01/2035 | 125 | 125 |
|  City of Las Vegas NV Special Improvement District No 814 |  |  |
|  4.00%, 06/01/2039 | 420 | 394 |
|  4.00%, 06/01/2049 | 1515 | 1251 |
|  City of Las Vegas NV Special Improvement District No 815 |  |  |
|  4.75%, 12/01/2040 | 850 | 848 |
|  5.00%, 12/01/2049 | 1280 | 1276 |
|  City of Las Vegas NV Special Improvement District No 816 |  |  |
|  3.00%, 06/01/2041 | 625 | 479 |
|  3.13%, 06/01/2046 | 1765 | 1257 |
|  3.13%, 06/01/2051 | 100 | 68 |
|  City of Las Vegas NV Special Improvement District No 817 |  |  |
|  6.00%, 06/01/2053 | 30 | 31 |
|  City of Las Vegas NV Special Improvement District No 818 |  |  |
|  4.50%, 12/01/2029 | 710 | 728 |
|  5.00%, 12/01/2054 | 710 | 675 |

---

------

---

| | | |
|:---|:---|:---|
|  City of Las Vegas NV Special Improvement District No 819 |  |  |
|  5.00%, 06/01/2040 | 325 | 325 |
|  5.50%, 06/01/2055 | 500 | 499 |
|  City of North Las Vegas NV |  |  |
|  4.50%, 06/01/2039 | 470 | 454 |
|  4.63%, 06/01/2043 | 335 | 313 |
|  4.63%, 06/01/2049 | 580 | 526 |
|  6.75%, 06/01/2055(2) | 2000 | 2002 |
|  City of Reno NV |  |  |
|  0.00%, 07/01/2058(2) | 8500 | 1330 |
|  5.00%, 06/01/2041(2) | 500 | 503 |
|  5.13%, 06/01/2047(2) | 2000 | 1939 |
|  5.25%, 06/01/2054(2) | 500 | 482 |
|  City of Sparks NV Special Improvement District No 1 |  |  |
|  5.00%, 06/01/2044 | 400 | 395 |
|  5.13%, 06/01/2054 | 1000 | 965 |
|  County of Clark NV |  |  |
|  2.10%, 06/01/2031 | 700 | 637 |
|  Las Vegas Convention & Visitors Authority |  |  |
|  5.00%, 07/01/2043 | 2500 | 2555 |
|  Las Vegas Redevelopment Agency |  |  |
|  5.00%, 06/15/2030 | 1030 | 1040 |
|  5.00%, 06/15/2040 | 990 | 992 |
|  5.00%, 06/15/2045 | 540 | 539 |
|  Las Vegas Valley Water District |  |  |
|  4.00%, 06/01/2051 | 500 | 459 |
|  Nevada Housing Division |  |  |
|  3.00%, 04/01/2051 | 250 | 247 |
|  State of Nevada Department of Business & Industry |  |  |
|  5.00%, 12/15/2048(2) | 250 | 228 |
|  5.13%, 12/15/2045(2) | 4935 | 4672 |
|  Total Nevada | Total Nevada | 29959 |
|  **New Hampshire – 1.90%** |  |  |
|  New Hampshire Business Finance Authority |  |  |
|  0.00%, 12/15/2033(2) | 2800 | 1717 |
|  0.00%, 12/01/2034(2) | 16900 | 9410 |
|  0.00%, 02/01/2035(2) | 2500 | 1383 |
|  0.00%, 08/20/2039(1) | 1744 | 69 |
|  0.00%, 01/20/2041(1) | 1434 | 1308 |
|  0.00%, 01/20/2041(1) | 1927 | 1856 |
|  0.00%, 07/01/2051(1) | 3390 | 124 |
|  0.00%, 10/01/2051(1) | 5839 | 5586 |
|  2.95%, 04/01/2029(2) | 900 | 864 |
|  3.63%, 08/20/2039 | 396 | 371 |
|  3.63%, 07/01/2043(1)(2) | 250 | 207 |
|  3.75%, 07/01/2045(1)(2) | 10255 | 8442 |
|  3.88%, 01/20/2038 | &nbsp;&nbsp;&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;4391 |
|  3.93%, 07/20/2040(1) | 3900 | 3493 |
|  4.00%, 11/01/2027(2) | 195 | 195 |
|  4.00%, 10/20/2036 | 4726 | 4535 |
|  4.00%, 01/01/2041 | 3425 | 3051 |
|  4.00%, 01/01/2051 | 4800 | 3796 |
|  4.13%, 01/20/2034 | 4052 | 4074 |
|  4.15%, 10/20/2040(1) | 2160 | 2109 |
|  4.18%, 11/20/2039(1) | 3120 | 3052 |
|  4.18%, 05/20/2042(1) | 1905 | 1672 |
|  4.25%, 07/20/2041 | 5282 | 5127 |
|  4.38%, 09/20/2036 | 2932 | 2899 |
|  4.53%, 10/15/2034(2) | 650 | 662 |
|  4.63%, 11/01/2042(2) | 1500 | 1351 |
|  4.88%, 11/01/2042(2) | 3220 | 2972 |
|  5.05%, 06/15/2035(2) | 1150 | 1176 |
|  5.25%, 07/01/2039(2) | 345 | 344 |
|  5.50%, 06/01/2055 | 1170 | 1219 |
|  5.63%, 12/15/2033(2) | 2190 | 2246 |
|  5.63%, 07/01/2046(2) | 1435 | 1424 |
|  5.75%, 07/01/2054(2) | 1465 | 1441 |
|  5.88%, 12/15/2032(2) | 3000 | 2999 |
|  6.25%, 12/15/2038(2) | 1100 | 1133 |
|  New Hampshire Health & Education Facilities Authority Act |  |  |
|  3.45%, 06/01/2041(1) | 12110 | 12110 |
|  4.00%, 11/01/2044 | 205 | 196 |
|  5.00%, 10/01/2036 | 55 | 55 |
|  5.00%, 10/01/2040 | 50 | 50 |
|  5.00%, 11/01/2043 | 80 | 83 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 10/01/2046 | 415 | 415 |
|  5.50%, 08/01/2050 | 850 | 910 |
|  New Hampshire Housing Finance Authority |  |  |
|  6.25%, 01/01/2055 | 195 | 213 |
|  6.25%, 07/01/2055 | 245 | 275 |
|  Total New Hampshire | Total New Hampshire | 101005 |
|  **New Jersey – 1.89%** |  |  |
|  Essex County Improvement Authority |  |  |
|  4.00%, 06/15/2046 | 135 | 120 |
|  4.00%, 06/15/2056 | 150 | 126 |
|  New Jersey Economic Development Authority |  |  |
|  0.00%, 07/01/2026 | 170 | 166 |
|  4.00%, 11/01/2038 | 825 | 816 |
|  4.00%, 08/01/2059 | 355 | 306 |
|  4.88%, 01/01/2029 | 1770 | 1770 |
|  5.00%, 01/01/2030 | 635 | 635 |
|  5.00%, 01/01/2031 | 500 | 501 |
|  5.00%, 01/01/2034 | 435 | 435 |
|  5.00%, 01/01/2035 | 375 | 374 |
|  5.00%, 06/15/2037 | 85 | 85 |
|  5.00%, 10/01/2037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6155 |
|  5.00%, 07/01/2047 | 250 | 232 |
|  5.00%, 10/01/2047 | 7690 | 7595 |
|  5.00%, 01/01/2048 | 4220 | 3940 |
|  5.00%, 01/01/2049 | 400 | 362 |
|  5.00%, 06/15/2054(2) | 3750 | 3484 |
|  5.13%, 01/01/2034 | 705 | 706 |
|  5.13%, 06/15/2043 | 2570 | 2510 |
|  5.25%, 09/15/2029 | 1135 | 1137 |
|  5.25%, 01/01/2044 | 560 | 514 |
|  5.50%, 01/01/2027 | 500 | 501 |
|  5.63%, 11/15/2030 | 2095 | 2099 |
|  5.63%, 11/15/2030 | 3840 | 3847 |
|  5.63%, 01/01/2052 | 3155 | 3157 |
|  5.75%, 09/15/2027 | 975 | 977 |
|  6.38%, 01/01/2035(2) | 1150 | 1188 |
|  6.63%, 01/01/2045(2) | 1470 | 1519 |
|  New Jersey Health Care Facilities Financing Authority |  |  |
|  5.00%, 07/01/2033 | 500 | 506 |
|  New Jersey Higher Education Student Assistance Authority |  |  |
|  2.50%, 12/01/2040 | 260 | 244 |
|  3.25%, 12/01/2029 | 180 | 180 |
|  3.25%, 12/01/2030 | 175 | 175 |
|  3.50%, 12/01/2039 | 915 | 900 |
|  4.00%, 12/01/2041 | 520 | 518 |
|  4.00%, 12/01/2044 | 535 | 507 |
|  4.25%, 12/01/2045 | 310 | 304 |
|  4.50%, 12/01/2045 | 630 | 638 |
|  5.25%, 12/01/2054 | 500 | 495 |
|  5.50%, 12/01/2055 | 500 | 503 |
|  New Jersey Housing & Mortgage Finance Agency |  |  |
|  5.15%, 11/01/2050 | 10000 | 10304 |
|  6.00%, 10/01/2055 | 100 | 108 |
|  New Jersey Transportation Trust Fund Authority |  |  |
|  0.00%, 12/15/2031 | 2075 | 1714 |
|  0.00%, 12/15/2034 | 200 | 145 |
|  0.00%, 12/15/2039 | 4500 | 2508 |
|  4.00%, 12/15/2039 | 1500 | 1477 |
|  4.00%, 06/15/2040 | 1750 | 1708 |
|  4.00%, 06/15/2042 | 1210 | 1143 |
|  4.00%, 06/15/2046 | 1790 | 1618 |
|  4.00%, 06/15/2050 | 1565 | 1400 |
|  5.00%, 12/15/2030 | 250 | 268 |
|  5.00%, 06/15/2038 | 1675 | 1802 |
|  5.00%, 06/15/2046 | 500 | 518 |
|  5.25%, 06/15/2041 | 570 | 623 |
|  5.25%, 06/15/2046 | 695 | 729 |
|  5.25%, 06/15/2046 | 730 | 855 |
|  5.50%, 06/15/2050 | 1185 | 1407 |
|  New Jersey Turnpike Authority |  |  |
|  5.25%, 01/01/2055 | 600 | 638 |
|  South Jersey Transportation Authority |  |  |
|  5.00%, 11/01/2025 | 500 | 501 |
|  5.00%, 11/01/2045 | 825 | 845 |

---

------

---

| | | |
|:---|:---|:---|
|  Tobacco Settlement Financing Corp. |  |  |
|  5.00%, 06/01/2046 | 11835 | 11544 |
|  5.25%, 06/01/2046 | 8270 | 8281 |
|  Total New Jersey | Total New Jersey | 100363 |
|  **New Mexico – 0.03%** |  |  |
|  City of Farmington NM |  |  |
|  2.15%, 04/01/2033 | 550 | 475 |
|  City of Santa Fe NM |  |  |
|  5.00%, 05/15/2044 | 200 | 190 |
|  New Mexico Mortgage Finance Authority |  |  |
|  3.50%, 07/01/2050 | 515 | 514 |
|  5.75%, 03/01/2056 | 230 | 254 |
|  Total New Mexico | Total New Mexico | 1433 |
|  **New York – 5.70%** |  |  |
|  Albany Capital Resource Corp. |  |  |
|  4.75%, 06/01/2054 | 550 | 506 |
|  5.00%, 06/01/2064 | 820 | 769 |
|  Brooklyn Arena Local Development Corp. |  |  |
|  5.00%, 07/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2530 |
|  5.00%, 07/15/2042 | 3990 | 3998 |
|  Build NYC Resource Corp. |  |  |
|  4.00%, 06/15/2031(2) | 405 | 398 |
|  4.00%, 06/15/2041(2) | 100 | 85 |
|  4.88%, 05/01/2031(2) | 555 | 563 |
|  5.00%, 01/01/2035(2) | 2900 | 2902 |
|  5.00%, 12/01/2041(2) | 2550 | 2394 |
|  5.00%, 06/01/2051(2) | 170 | 136 |
|  5.00%, 06/15/2051(2) | 8890 | 8077 |
|  5.00%, 12/01/2051(2) | 1760 | 1555 |
|  5.00%, 12/01/2055(2) | 1500 | 1302 |
|  5.50%, 09/01/2045(2) | 6850 | 6667 |
|  5.50%, 05/01/2048(2) | 1390 | 1362 |
|  5.50%, 07/01/2050 | 1075 | 1108 |
|  5.50%, 07/01/2055 | 2800 | 2880 |
|  City of New York NY |  |  |
|  3.50%, 03/01/2042(1) | 8500 | 8500 |
|  4.00%, 03/01/2047 | 1300 | 1175 |
|  4.00%, 08/01/2050 | 350 | 312 |
|  5.00%, 03/01/2042 | 140 | 149 |
|  5.25%, 02/01/2053 | 500 | 530 |
|  County of Nassau NY |  |  |
|  5.00%, 01/01/2058(6)(11) | 2484 |  |
|  County of Sullivan NY |  |  |
|  5.35%, 11/01/2049(2) | 350 | 349 |
|  5.35%, 11/01/2049(2) | 1160 | 1156 |
|  5.35%, 11/01/2049(2) | 6000 | 5977 |
|  Empire State Development Corp. |  |  |
|  3.00%, 03/15/2049 | 5000 | 3697 |
|  4.00%, 03/15/2043 | 710 | 677 |
|  4.00%, 03/15/2049 | 500 | 461 |
|  5.00%, 03/15/2057 | 1000 | 1030 |
|  Glen Cove Local Economic Assistance Corp. |  |  |
|  0.00%, 01/01/2045 | 4935 | 1362 |
|  5.00%, 01/01/2056 | 2280 | 1819 |
|  5.63%, 01/01/2055 | 7115 | 6310 |
|  Metropolitan Transportation Authority |  |  |
|  4.00%, 11/15/2042 | 1230 | 1132 |
|  4.00%, 11/15/2045 | 1000 | 895 |
|  4.00%, 11/15/2050 | 700 | 613 |
|  5.00%, 11/15/2050 | 225 | 227 |
|  5.00%, 11/15/2052 | 1000 | 1005 |
|  New York City Housing Development Corp. |  |  |
|  5.25%, 12/15/2031 | 2525 | 2605 |
|  New York City Industrial Development Agency |  |  |
|  3.00%, 01/01/2037 | 1205 | 1093 |
|  3.00%, 01/01/2046 | 870 | 659 |
|  3.00%, 03/01/2049 | 380 | 282 |
|  4.00%, 03/01/2045 | 3500 | 3247 |
|  5.00%, 01/01/2026 | 1035 | 1040 |
|  New York City Municipal Water Finance Authority |  |  |
|  4.00%, 06/15/2052 | 1000 | 913 |
|  4.13%, 06/15/2047 | 605 | 575 |
|  5.00%, 06/15/2043 | 2000 | 2150 |

---

------

---

| | | |
|:---|:---|:---|
|  New York City Transitional Finance Authority |  |  |
|  5.00%, 11/01/2046 | 200 | 210 |
|  5.00%, 11/01/2047 | 830 | 866 |
|  5.00%, 05/01/2049 | 510 | 530 |
|  5.00%, 05/01/2050 | 1000 | 1038 |
|  5.00%, 05/01/2053 | 500 | 515 |
|  5.25%, 02/01/2053 | 1300 | 1367 |
|  5.50%, 11/01/2049 | 380 | 413 |
|  New York City Transitional Finance Authority Future Tax Secured Revenue |  |  |
|  3.70%, 08/01/2042(1) | 6000 | 6000 |
|  4.00%, 05/01/2044 | 315 | 297 |
|  4.00%, 02/01/2051 | 1000 | 925 |
|  4.00%, 02/01/2051 | 1000 | 927 |
|  5.00%, 02/01/2047 | 3375 | 3479 |
|  New York Liberty Development Corp. |  |  |
|  2.63%, 09/15/2069 | 400 | 374 |
|  2.80%, 09/15/2069 | 1025 | 951 |
|  2.88%, 11/15/2046 | 240 | 173 |
|  3.00%, 11/15/2051 | 1000 | 714 |
|  5.00%, 11/15/2044(2) | 2800 | 2800 |
|  5.15%, 11/15/2034(2) | 2920 | 2923 |
|  5.38%, 11/15/2040(2) | 7910 | 7911 |
|  New York State Dormitory Authority |  |  |
|  3.00%, 02/01/2050 | 150 | 112 |
|  4.00%, 03/15/2043 | 1000 | 944 |
|  4.00%, 03/15/2047 | 1585 | 1506 |
|  4.00%, 03/15/2054 | 1850 | 1686 |
|  4.00%, 05/01/2054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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;2379 |
|  5.00%, 12/01/2026(2) | 300 | 300 |
|  5.00%, 12/01/2026(2) | 1500 | 1511 |
|  5.00%, 12/01/2027(2) | 500 | 500 |
|  5.00%, 12/01/2028(2) | 600 | 600 |
|  5.00%, 12/01/2028(2) | 3300 | 3332 |
|  5.00%, 07/01/2029 | 2240 | 2241 |
|  5.00%, 12/01/2029(2) | 450 | 450 |
|  5.00%, 12/01/2030(2) | 1000 | 1000 |
|  5.00%, 12/01/2031(2) | 1200 | 1209 |
|  5.00%, 12/01/2036(2) | 100 | 97 |
|  5.00%, 03/15/2049 | 1245 | 1295 |
|  5.25%, 10/01/2049 | 3585 | 3613 |
|  5.25%, 03/15/2050 | 460 | 489 |
|  5.25%, 03/15/2052 | 250 | 263 |
|  5.50%, 11/01/2047 | 1470 | 1536 |
|  New York State Environmental Facilities Corp. |  |  |
|  3.13%, 12/01/2044(1)(2) | 500 | 496 |
|  4.25%, 09/01/2050(1)(2) | 620 | 626 |
|  5.13%, 09/01/2050(1)(2) | 510 | 531 |
|  New York State Thruway Authority |  |  |
|  5.00%, 03/15/2055 | 1500 | 1554 |
|  New York Transportation Development Corp. |  |  |
|  0.00%, 12/31/2054 | 2210 | 1396 |
|  2.25%, 08/01/2026 | 2425 | 2403 |
|  3.00%, 08/01/2031 | 8535 | 8021 |
|  4.00%, 10/01/2030 | 775 | 786 |
|  4.00%, 01/01/2036 | 100 | 96 |
|  4.00%, 12/01/2039 | 100 | 97 |
|  4.00%, 12/01/2042 | 1315 | 1169 |
|  4.00%, 07/01/2046 | 1950 | 1647 |
|  4.38%, 10/01/2045 | 6795 | 6254 |
|  5.00%, 08/01/2026 | 615 | 615 |
|  5.00%, 12/01/2026 | 365 | 374 |
|  5.00%, 12/01/2026 | 400 | 409 |
|  5.00%, 01/01/2027 | 4000 | 4078 |
|  5.00%, 01/01/2028 | 4390 | 4545 |
|  5.00%, 12/01/2028 | 925 | 981 |
|  5.00%, 12/01/2028 | 1200 | 1273 |
|  5.00%, 01/01/2029 | 1545 | 1599 |
|  5.00%, 01/01/2030 | 100 | 103 |
|  5.00%, 01/01/2031 | 4015 | 4139 |
|  5.00%, 08/01/2031 | 11175 | 11177 |
|  5.00%, 01/01/2032 | 965 | 992 |
|  5.00%, 12/01/2032 | 1000 | 1067 |
|  5.00%, 01/01/2033 | 500 | 512 |
|  5.00%, 01/01/2034 | 1750 | 1788 |
|  5.00%, 12/01/2034 | 400 | 422 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 12/01/2034 | 1395 | 1505 |
|  5.00%, 10/01/2035 | 6210 | 6488 |
|  5.00%, 12/01/2035 | 1250 | 1330 |
|  5.00%, 01/01/2036 | 3565 | 3622 |
|  5.00%, 12/01/2037 | 500 | 518 |
|  5.00%, 10/01/2040 | 3460 | 3496 |
|  5.00%, 07/01/2041 | 685 | 685 |
|  5.00%, 12/01/2041 | 250 | 255 |
|  5.00%, 12/01/2042 | 2325 | 2350 |
|  5.00%, 07/01/2046 | 1955 | 1936 |
|  5.13%, 06/30/2060 | 750 | 750 |
|  5.25%, 08/01/2031 | 1050 | 1090 |
|  5.25%, 01/01/2050 | 1325 | 1325 |
|  5.25%, 12/31/2054 | 2380 | 2425 |
|  5.38%, 08/01/2036 | 3860 | 4013 |
|  5.50%, 06/30/2054 | 10145 | 10314 |
|  5.50%, 12/31/2054 | 2670 | 2741 |
|  5.50%, 06/30/2060 | 5270 | 5318 |
|  5.50%, 12/31/2060 | 3335 | 3404 |
|  5.63%, 04/01/2040 | 1415 | 1479 |
|  6.00%, 04/01/2035 | 1790 | 1968 |
|  6.00%, 06/30/2054 | 4350 | 4533 |
|  6.00%, 06/30/2055 | 1800 | 1913 |
|  6.00%, 06/30/2059 | 11090 | 11742 |
|  Niagara Area Development Corp. |  |  |
|  4.75%, 11/01/2042(2) | 4645 | 4224 |
|  Oneida Indian Nation of New York |  |  |
|  6.00%, 09/01/2043(2) | 300 | 320 |
|  7.25%, 09/01/2034(2) | 720 | 737 |
|  Onondaga Civic Development Corp. |  |  |
|  5.38%, 08/01/2054 | 480 | 398 |
|  Port Authority of New York & New Jersey |  |  |
|  5.50%, 08/01/2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052 |
|  Rockland County Economic Assistance Corp. |  |  |
|  6.50%, 11/01/2055 | 750 | 842 |
|  7.50%, 11/01/2055 | 4095 | 4377 |
|  State of New York Mortgage Agency Homeowner Mortgage Revenue |  |  |
|  3.25%, 10/01/2051 | 460 | 456 |
|  4.65%, 10/01/2050 | 1675 | 1655 |
|  Suffolk Regional Off-Track Betting Corp. |  |  |
|  5.75%, 12/01/2044 | 750 | 758 |
|  6.00%, 12/01/2053 | 550 | 556 |
|  Tompkins County Development Corp. |  |  |
|  5.00%, 07/01/2034 | 160 | 160 |
|  Triborough Bridge & Tunnel Authority |  |  |
|  4.00%, 11/15/2054 | 1500 | 1371 |
|  5.00%, 11/15/2048 | 60 | 62 |
|  5.00%, 11/15/2054 | 1500 | 1529 |
|  Westchester County Local Development Corp. |  |  |
|  5.00%, 01/01/2037 | 525 | 547 |
|  5.00%, 01/01/2041 | 500 | 510 |
|  5.00%, 11/01/2046 | 600 | 538 |
|  5.75%, 11/01/2048 | 1150 | 1230 |
|  5.75%, 11/01/2049 | 1250 | 1335 |
|  Yonkers Economic Development Corp. |  |  |
|  4.00%, 10/15/2029 | 200 | 201 |
|  5.00%, 10/15/2039 | 315 | 315 |
|  Total New York | Total New York | 302171 |
|  **North Carolina – 1.26%** |  |  |
|  City of Charlotte NC Airport Revenue |  |  |
|  4.00%, 07/01/2038 | 1525 | 1494 |
|  4.00%, 07/01/2039 | 1670 | 1625 |
|  4.00%, 07/01/2040 | 2030 | 1936 |
|  4.00%, 07/01/2041 | 1500 | 1401 |
|  Greater Asheville Regional Airport Authority |  |  |
|  5.50%, 07/01/2047 | 3950 | 4092 |
|  North Carolina Housing Finance Agency |  |  |
|  3.00%, 07/01/2051 | 615 | 608 |
|  3.20%, 07/01/2056(1) | 850 | 850 |
|  5.00%, 07/01/2047 | 135 | 138 |
|  6.25%, 01/01/2055 | 145 | 158 |
|  6.25%, 01/01/2055 | 170 | 190 |
|  6.25%, 01/01/2056 | 875 | 987 |

---

------

---

| | | |
|:---|:---|:---|
|  North Carolina Medical Care Commission |  |  |
|  4.00%, 03/01/2031 | 575 | 580 |
|  4.00%, 03/01/2036 | 160 | 155 |
|  4.00%, 10/01/2040 | 110 | 101 |
|  4.00%, 03/01/2041 | 2225 | 2010 |
|  4.00%, 09/01/2041 | 75 | 67 |
|  4.00%, 03/01/2042 | 1830 | 1624 |
|  4.00%, 09/01/2047 | 1065 | 882 |
|  4.00%, 09/01/2050 | 1450 | 1129 |
|  4.00%, 03/01/2051 | 4240 | 3418 |
|  4.00%, 09/01/2051 | 65 | 52 |
|  4.00%, 01/01/2052 | 1460 | 1172 |
|  4.70%, 07/01/2037 | 735 | 625 |
|  4.88%, 07/01/2040 | 915 | 748 |
|  5.00%, 10/01/2025 | 385 | 385 |
|  5.00%, 10/01/2025 | 1000 | 1000 |
|  5.00%, 10/01/2030 | 550 | 551 |
|  5.00%, 10/01/2030 | 2100 | 2107 |
|  5.00%, 01/01/2031 | 625 | 630 |
|  5.00%, 10/01/2031 | 3070 | 3093 |
|  5.00%, 10/01/2035 | 325 | 328 |
|  5.00%, 10/01/2037 | 355 | 353 |
|  5.00%, 01/01/2038 | 2945 | 2975 |
|  5.00%, 01/01/2039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1146 |
|  5.00%, 07/01/2039 | 1110 | 1111 |
|  5.00%, 10/01/2040 | 1325 | 1343 |
|  5.00%, 10/01/2043 | 2000 | 1765 |
|  5.00%, 07/01/2044 | 1100 | 1047 |
|  5.00%, 09/01/2044 | 1260 | 1230 |
|  5.00%, 07/01/2045 | 400 | 305 |
|  5.00%, 10/01/2045 | 1285 | 1285 |
|  5.00%, 07/01/2047 | 80 | 59 |
|  5.00%, 01/01/2049 | 785 | 756 |
|  5.00%, 07/01/2049 | 1900 | 1752 |
|  5.00%, 10/01/2049 | 750 | 738 |
|  5.00%, 10/01/2050 | 500 | 448 |
|  5.25%, 10/01/2037 | 360 | 354 |
|  5.25%, 12/01/2049 | 2600 | 2613 |
|  5.25%, 12/01/2054 | 3710 | 3698 |
|  5.38%, 10/01/2045 | 1800 | 1650 |
|  5.50%, 09/01/2044 | 1405 | 1419 |
|  5.50%, 09/01/2054 | 175 | 171 |
|  North Carolina State Education Assistance Authority |  |  |
|  5.00%, 06/01/2043 | 350 | 362 |
|  5.00%, 06/01/2045 | 705 | 728 |
|  North Carolina Turnpike Authority |  |  |
|  4.00%, 01/01/2055 | 3730 | 3241 |
|  5.00%, 01/01/2032 | 1000 | 1024 |
|  5.00%, 07/01/2051 | 1055 | 1056 |
|  Total North Carolina | Total North Carolina | 66765 |
|  **North Dakota – 0.08%** |  |  |
|  City of Horace ND |  |  |
|  4.50%, 05/01/2039 | 500 | 501 |
|  5.00%, 05/01/2050 | 1500 | 1472 |
|  County of Ward ND |  |  |
|  5.00%, 06/01/2038 | 500 | 490 |
|  5.00%, 06/01/2043 | 50 | 48 |
|  North Dakota Housing Finance Agency |  |  |
|  6.00%, 07/01/2054 | 35 | 38 |
|  6.00%, 07/01/2055 | 985 | 1099 |
|  6.25%, 01/01/2055 | 560 | 627 |
|  Total North Dakota | Total North Dakota | 4275 |
|  **Ohio – 4.32%** |  |  |
|  Akron Bath Copley Joint Township Hospital District |  |  |
|  4.00%, 11/15/2033 | 425 | 437 |
|  4.00%, 11/15/2034 | 500 | 511 |
|  4.00%, 11/15/2036 | 2000 | 2033 |
|  4.00%, 11/15/2037 | 1600 | 1620 |
|  Buckeye Tobacco Settlement Financing Authority |  |  |
|  4.00%, 06/01/2048 | 300 | 252 |
|  5.00%, 06/01/2034 | 890 | 940 |
|  5.00%, 06/01/2055 | 74525 | 63572 |
|  Butler County Port Authority |  |  |
|  4.00%, 05/15/2033 | 110 | 108 |
|  4.00%, 05/15/2046 | 1000 | 824 |

---

------

---

| | | |
|:---|:---|:---|
|  City of Centerville OH |  |  |
|  5.00%, 11/01/2025 | 420 | 420 |
|  5.25%, 11/01/2037 | 600 | 593 |
|  5.25%, 11/01/2047 | 150 | 134 |
|  City of Norwood OH |  |  |
|  5.00%, 12/01/2035 | 1500 | 1556 |
|  Cleveland-Cuyahoga County Port Authority |  |  |
|  4.00%, 12/01/2055(2) | 1140 | 892 |
|  4.50%, 12/01/2055(2) | 400 | 330 |
|  5.25%, 12/01/2038 | 500 | 505 |
|  5.50%, 12/01/2043 | 240 | 242 |
|  5.50%, 12/01/2053 | 2700 | 2659 |
|  5.88%, 01/01/2049(2) | 275 | 270 |
|  Columbus-Franklin County Finance Authority |  |  |
|  5.00%, 12/01/2051 | 1000 | 970 |
|  County of Butler OH |  |  |
|  5.00%, 11/15/2045 | 575 | 565 |
|  County of Cuyahoga OH |  |  |
|  5.00%, 02/15/2042 | 5355 | 5252 |
|  5.00%, 02/15/2052 | 1000 | 927 |
|  5.00%, 02/15/2057 | 205 | 186 |
|  5.50%, 02/15/2052 | 13145 | 13145 |
|  5.50%, 02/15/2057 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7813 |
|  County of Franklin OH |  |  |
|  4.00%, 07/01/2033 | 385 | 375 |
|  4.00%, 07/01/2033 | 665 | 649 |
|  4.00%, 07/01/2036 | 625 | 584 |
|  4.00%, 07/01/2045 | 1000 | 828 |
|  County of Hamilton OH |  |  |
|  5.00%, 01/01/2037 | 230 | 231 |
|  5.00%, 01/01/2042 | 1000 | 1000 |
|  5.00%, 01/01/2046 | 2235 | 2162 |
|  5.00%, 01/01/2047 | 500 | 482 |
|  5.00%, 09/15/2050 | 2040 | 1976 |
|  5.00%, 01/01/2051 | 1270 | 1202 |
|  5.00%, 01/01/2052 | 570 | 537 |
|  5.50%, 01/01/2043 | 500 | 517 |
|  5.50%, 08/01/2051 | 585 | 590 |
|  5.50%, 01/01/2055 | 1000 | 1008 |
|  5.75%, 01/01/2053 | 400 | 412 |
|  County of Lucas OH |  |  |
|  5.25%, 11/15/2048 | 8440 | 8326 |
|  County of Marion OH |  |  |
|  5.00%, 12/01/2039 | 110 | 90 |
|  5.13%, 12/01/2049 | 700 | 521 |
|  County of Muskingum OH |  |  |
|  5.00%, 02/15/2033 | 1000 | 1002 |
|  5.00%, 02/15/2044 | 340 | 326 |
|  5.00%, 02/15/2048 | 2080 | 1957 |
|  County of Warren OH |  |  |
|  4.00%, 07/01/2045 | 460 | 409 |
|  5.00%, 07/01/2039 | 800 | 800 |
|  5.00%, 07/01/2054 | 500 | 493 |
|  County of Washington OH |  |  |
|  6.75%, 12/01/2052 | 1140 | 1176 |
|  Dayton-Montgomery County Port Authority |  |  |
|  6.63%, 01/01/2045(2) | 2375 | 2440 |
|  Franklin County Convention Facilities Authority Hotel Project Revenue |  |  |
|  5.00%, 12/01/2044 | 3165 | 3030 |
|  5.00%, 12/01/2051 | 2645 | 2420 |
|  Hickory Chase Community Authority |  |  |
|  5.00%, 12/01/2040(2) | 400 | 399 |
|  Ohio Air Quality Development Authority |  |  |
|  1.50%, 02/01/2026(1) | 300 | 299 |
|  2.50%, 11/01/2042(1) | 500 | 478 |
|  2.60%, 06/01/2041(1) | 1665 | 1599 |
|  2.88%, 02/01/2026 | 850 | 848 |
|  2.88%, 02/01/2026 | 1000 | 998 |
|  3.25%, 09/01/2029 | 2970 | 2940 |
|  3.65%, 12/01/2027 | 1075 | 1077 |
|  3.70%, 07/01/2028 | 3760 | 3764 |
|  3.70%, 10/01/2028 | 2750 | 2753 |
|  3.75%, 01/01/2029 | 1925 | 1930 |
|  4.25%, 01/15/2038(2) | 2000 | 1987 |
|  4.25%, 11/01/2039(1) | 12120 | 12371 |

---

------

---

| | | |
|:---|:---|:---|
|  4.25%, 11/01/2040(1) | 5685 | 5813 |
|  4.50%, 01/15/2048(2) | 6375 | 5830 |
|  5.00%, 07/01/2049(2) | 10970 | 10036 |
|  Ohio Higher Educational Facility Commission |  |  |
|  3.45%, 01/01/2039(1) | 1700 | 1700 |
|  5.00%, 12/01/2042 | 485 | 471 |
|  5.00%, 12/01/2045 | 300 | 283 |
|  5.00%, 12/01/2050 | 725 | 663 |
|  5.25%, 01/01/2047 | 500 | 504 |
|  5.25%, 01/01/2052 | 250 | 251 |
|  Ohio Housing Finance Agency |  |  |
|  5.70%, 08/01/2043(2) | 1275 | 1305 |
|  6.00%, 01/01/2045(2) | 1930 | 1896 |
|  6.25%, 01/01/2045(2) | 4210 | 4255 |
|  6.25%, 03/01/2055 | 430 | 470 |
|  6.25%, 03/01/2056 | 1050 | 1167 |
|  6.38%, 01/01/2045(2) | 2365 | 2411 |
|  6.50%, 01/01/2045(2) | 3990 | 4035 |
|  6.50%, 03/01/2056 | 4000 | 4558 |
|  Port of Greater Cincinnati Development Authority |  |  |
|  6.50%, 01/01/2045(2) | 2500 | 2554 |
|  Southeastern Ohio Port Authority |  |  |
|  5.50%, 12/01/2043 | 1000 | 900 |
|  State of Ohio |  |  |
|  4.00%, 01/15/2038 | 70 | 68 |
|  4.00%, 01/15/2039 | 135 | 130 |
|  5.00%, 12/01/2048(2) | 800 | 706 |
|  5.00%, 01/15/2050 | 1170 | 1164 |
|  Summit County Development Finance Authority |  |  |
|  5.63%, 12/01/2048 | 1630 | 1690 |
|  5.75%, 12/01/2053 | 2570 | 2661 |
|  Total Ohio | Total Ohio | 229263 |
|  **Oklahoma – 0.52%** |  |  |
|  Norman Regional Hospital Authority |  |  |
|  3.25%, 09/01/2039 | 350 | 236 |
|  4.00%, 09/01/2037 | 495 | 334 |
|  4.00%, 09/01/2045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2064 |
|  5.00%, 09/01/2027 | 280 | 277 |
|  5.00%, 09/01/2037 | 780 | 696 |
|  5.00%, 09/01/2045 | 820 | 676 |
|  Oklahoma County Finance Authority |  |  |
|  2.00%, 12/01/2047 | 510 | 27 |
|  5.88%, 12/01/2047 | 2478 | 1352 |
|  6.25%, 06/15/2054(2) | 2120 | 2032 |
|  6.50%, 06/15/2064(2) | 155 | 152 |
|  Oklahoma Development Finance Authority |  |  |
|  5.25%, 08/15/2048 | 3710 | 3705 |
|  5.50%, 08/15/2052 | 445 | 446 |
|  5.50%, 08/15/2057 | 2555 | 2559 |
|  7.25%, 09/01/2051(2) | 500 | 493 |
|  Oklahoma Housing Finance Agency |  |  |
|  6.00%, 09/01/2054 | 310 | 341 |
|  6.25%, 09/01/2055 | 340 | 381 |
|  6.25%, 09/01/2056 | 1395 | 1580 |
|  Oklahoma Turnpike Authority |  |  |
|  4.50%, 01/01/2053 | 1500 | 1499 |
|  5.50%, 01/01/2053 | 1500 | 1588 |
|  5.50%, 01/01/2054 | 315 | 343 |
|  Tulsa County Industrial Authority |  |  |
|  5.00%, 11/15/2029 | 400 | 408 |
|  5.25%, 11/15/2037 | 1085 | 1096 |
|  5.25%, 11/15/2045 | 1595 | 1565 |
|  Tulsa Municipal Airport Trust Trustees |  |  |
|  6.25%, 12/01/2035 | 2275 | 2601 |
|  6.25%, 12/01/2040 | 550 | 612 |
|  Tulsa Municipal Airport Trust Trustees/OK |  |  |
|  5.50%, 12/01/2035 | 745 | 745 |
|  Total Oklahoma | Total Oklahoma | 27808 |
|  **Oregon – 0.48%** |  |  |
|  City of Portland OR Sewer System Revenue |  |  |
|  5.00%, 10/01/2049 | 450 | 473 |
|  Clackamas County Hospital Facility Authority |  |  |
|  5.00%, 11/15/2032 | 35 | 35 |
|  5.00%, 11/15/2037 | 35 | 35 |
|  5.00%, 05/15/2043 | 635 | 600 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 11/15/2047 | 95 | 88 |
|  5.00%, 05/15/2048 | 400 | 363 |
|  5.00%, 11/15/2052 | 645 | 580 |
|  Hospital Facilities Authority of Multnomah County Oregon |  |  |
|  4.00%, 12/01/2036 | 825 | 764 |
|  4.00%, 12/01/2041 | 1170 | 988 |
|  4.00%, 12/01/2051 | 1050 | 775 |
|  4.00%, 12/01/2056 | 905 | 643 |
|  Klamath Falls Intercommunity Hospital Authority |  |  |
|  5.00%, 09/01/2031 | 200 | 203 |
|  5.00%, 09/01/2032 | 270 | 273 |
|  5.00%, 09/01/2046 | 1000 | 1003 |
|  Oregon State Facilities Authority |  |  |
|  5.00%, 06/01/2052 | 325 | 327 |
|  5.50%, 06/15/2045(2) | 375 | 373 |
|  5.63%, 06/15/2055(2) | 810 | 794 |
|  6.00%, 06/15/2065(2) | 590 | 596 |
|  Polk County Hospital Facility Authority |  |  |
|  5.50%, 07/01/2050 | 25 | 24 |
|  Port of Portland OR Airport Revenue |  |  |
|  4.00%, 07/01/2040 | 5800 | 5542 |
|  Salem Hospital Facility Authority |  |  |
|  4.00%, 05/15/2040 | 1975 | 1801 |
|  4.00%, 05/15/2047 | 975 | 799 |
|  4.00%, 05/15/2057 | 4140 | 3159 |
|  5.00%, 05/15/2048 | 750 | 706 |
|  5.00%, 05/15/2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1844 |
|  State of Oregon |  |  |
|  3.50%, 12/01/2050 | 330 | 330 |
|  5.25%, 05/01/2045 | 450 | 492 |
|  State of Oregon Housing & Community Services Department |  |  |
|  6.50%, 07/01/2054 | 1855 | 2070 |
|  Total Oregon | Total Oregon | 25680 |
|  **Other Territory – 0.39%** |  |  |
|  Freddie Mac Multifamily ML Certificates |  |  |
|  0.00%, 06/25/2035(1)(2) | 4860 | 303 |
|  0.00%, 11/25/2038(1) | 2473 | 2330 |
|  0.00%, 12/25/2038(1) | 3472 | 3064 |
|  0.00%, 01/25/2040(1) | 733 | 720 |
|  0.00%, 05/25/2041(1) | 890 | 869 |
|  0.00%, 04/25/2043(1) | 344 | 300 |
|  2.75%, 11/25/2035(2) | 240 | 219 |
|  4.50%, 06/25/2042(7) | 3000 | 3035 |
|  4.53%, 11/25/2042(7) | 2062 | 2024 |
|  4.76%, 08/25/2041(7) | 846 | 869 |
|  FRETE 2025-ML30 Trust |  |  |
|  4.78%, 07/25/2042(7) | 6991 | 7200 |
|  Total Other Territory | Total Other Territory | 20933 |
|  **Pennsylvania – 3.53%** |  |  |
|  Adams County General Authority |  |  |
|  5.00%, 06/01/2054 | 415 | 388 |
|  5.00%, 06/01/2059 | 75 | 69 |
|  Allentown Neighborhood Improvement Zone Development Authority |  |  |
|  5.00%, 05/01/2027(2) | 500 | 509 |
|  5.00%, 05/01/2028 | 20 | 21 |
|  5.00%, 05/01/2030 | 25 | 27 |
|  5.00%, 05/01/2032(2) | 2260 | 2301 |
|  5.00%, 05/01/2036 | 850 | 901 |
|  5.00%, 05/01/2042(2) | 2675 | 2675 |
|  5.00%, 05/01/2042 | 3875 | 3965 |
|  5.00%, 05/01/2042(2) | 4955 | 4955 |
|  5.00%, 05/01/2042(2) | 5925 | 5955 |
|  5.25%, 05/01/2042(2) | 535 | 546 |
|  5.38%, 05/01/2042(2) | 645 | 647 |
|  6.00%, 05/01/2042(2) | 295 | 293 |
|  6.00%, 05/01/2042(2) | 2165 | 2285 |
|  Berks County Industrial Development Authority |  |  |
|  5.00%, 05/15/2037 | 350 | 352 |
|  5.00%, 05/15/2047 | 280 | 266 |
|  Berks County Municipal Authority |  |  |
|  0.00%, 06/30/2044 | 2595 | 1484 |
|  0.00%, 06/30/2044 | 13072 | 9221 |
|  5.00%, 06/30/2039 | 5505 | 4978 |
|  6.00%, 06/30/2034 | 817 | 854 |
|  7.00%, 06/30/2039 | 4026 | 3322 |
|  8.00%, 06/30/2034 | 1129 | 1114 |

---

------

---

| | | |
|:---|:---|:---|
|  Bucks County Industrial Development Authority |  |  |
|  4.00%, 08/15/2050 | 250 | 212 |
|  4.00%, 07/01/2051 | 250 | 209 |
|  5.00%, 07/01/2028 | 500 | 522 |
|  5.00%, 07/01/2029 | 500 | 530 |
|  5.00%, 07/01/2030 | 675 | 724 |
|  Butler County Hospital Authority |  |  |
|  5.00%, 07/01/2035 | 570 | 565 |
|  5.00%, 07/01/2039 | 320 | 297 |
|  Chester County Industrial Development Authority |  |  |
|  4.50%, 10/01/2049(2) | 500 | 434 |
|  4.50%, 10/01/2064(2) | 2285 | 1864 |
|  5.00%, 03/01/2027 | 555 | 562 |
|  5.00%, 03/01/2038(2) | 280 | 277 |
|  5.13%, 03/01/2048(2) | 660 | 616 |
|  5.88%, 10/15/2047(2) | 3385 | 3324 |
|  Crawford County Hospital Authority |  |  |
|  6.00%, 06/01/2036 | 200 | 201 |
|  Cumberland County Municipal Authority |  |  |
|  4.50%, 01/01/2036(2) | 270 | 258 |
|  4.50%, 01/01/2040(2) | 3825 | 3446 |
|  4.50%, 01/01/2041(2) | 285 | 253 |
|  5.00%, 01/01/2031 | 500 | 501 |
|  5.00%, 01/01/2034 | 150 | 151 |
|  5.00%, 01/01/2039 | 610 | 590 |
|  5.00%, 01/01/2045 | 425 | 378 |
|  Doylestown Hospital Authority |  |  |
|  4.00%, 07/01/2045 | 675 | 620 |
|  5.00%, 07/01/2046 | 340 | 341 |
|  5.00%, 07/01/2049 | 160 | 173 |
|  5.00%, 07/01/2049 | 2170 | 2194 |
|  5.38%, 07/01/2039(2) | 145 | 157 |
|  DuBois Hospital Authority |  |  |
|  4.00%, 07/15/2043 | 545 | 427 |
|  4.00%, 07/15/2048 | 585 | 428 |
|  4.00%, 07/15/2051 | 1250 | 888 |
|  5.00%, 07/15/2035 | 205 | 205 |
|  Franklin County Industrial Development Authority |  |  |
|  5.00%, 12/01/2043 | 180 | 167 |
|  5.00%, 12/01/2048 | 90 | 80 |
|  5.00%, 12/01/2053 | 595 | 505 |
|  Hospitals & Higher Education Facilities Authority of Philadelphia |  |  |
|  5.00%, 07/01/2028 | 340 | 348 |
|  5.00%, 07/01/2030 | 850 | 869 |
|  5.00%, 07/01/2031 | 1915 | 1954 |
|  5.00%, 07/01/2033 | 560 | 568 |
|  5.00%, 07/01/2034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 |
|  Lancaster County Hospital Authority |  |  |
|  5.00%, 07/01/2030 | 220 | 222 |
|  5.00%, 07/01/2031 | 560 | 565 |
|  5.00%, 07/01/2032 | 560 | 563 |
|  5.00%, 12/01/2032 | 250 | 246 |
|  5.00%, 12/01/2037 | 820 | 748 |
|  5.00%, 07/01/2045 | 1970 | 1864 |
|  5.00%, 12/01/2047 | 2010 | 1595 |
|  5.13%, 07/01/2037 | 1000 | 987 |
|  5.25%, 07/01/2035 | 15 | 15 |
|  5.50%, 07/01/2045 | 70 | 66 |
|  Lancaster Industrial Development Authority |  |  |
|  4.00%, 07/01/2051 | 250 | 199 |
|  Latrobe Industrial Development Authority |  |  |
|  4.00%, 03/01/2037 | 450 | 415 |
|  4.00%, 03/01/2039 | 320 | 284 |
|  4.00%, 03/01/2040 | 500 | 432 |
|  4.00%, 03/01/2046 | 750 | 599 |
|  4.00%, 03/01/2051 | 800 | 618 |
|  Monroe County Hospital Authority |  |  |
|  5.10%, 06/15/2039(2)(10) | 2005 | 1962 |
|  8.00%, 06/15/2039(2)(10) | 1485 | 1505 |
|  Montgomery County Higher Education & Health Authority |  |  |
|  4.00%, 12/01/2048 | 290 | 235 |
|  5.00%, 12/01/2037 | 710 | 715 |
|  5.00%, 09/01/2043 | 345 | 349 |
|  Montgomery County Industrial Development Authority |  |  |
|  4.10%, 04/01/2053(1) | 1230 | 1267 |

---

------

---

| | | |
|:---|:---|:---|
|  5.00%, 11/15/2036 | 145 | 146 |
|  5.00%, 12/01/2046 | 250 | 232 |
|  5.00%, 11/15/2055 | 1500 | 1435 |
|  5.25%, 01/01/2040 | 1750 | 1730 |
|  5.38%, 01/01/2050 | 960 | 881 |
|  Pennsylvania Economic Development Financing Authority |  |  |
|  3.00%, 10/15/2046 | 200 | 145 |
|  3.25%, 08/01/2039(2) | 1030 | 824 |
|  4.00%, 07/01/2033 | 500 | 504 |
|  4.00%, 07/01/2046 | 615 | 525 |
|  5.00%, 12/31/2026 | 500 | 506 |
|  5.00%, 12/31/2034 | 2650 | 2668 |
|  5.00%, 12/31/2038 | 4750 | 4765 |
|  5.00%, 06/30/2042 | 2120 | 2123 |
|  5.25%, 07/01/2046 | 1055 | 1060 |
|  5.25%, 07/01/2049 | 1770 | 1761 |
|  5.25%, 06/30/2053 | 4000 | 4018 |
|  5.45%, 01/01/2051(1)(2) | 4130 | 4304 |
|  5.50%, 06/30/2040 | 270 | 282 |
|  5.50%, 06/30/2041 | 2160 | 2254 |
|  5.50%, 06/30/2043 | 160 | 165 |
|  5.50%, 11/01/2044 | 595 | 595 |
|  5.75%, 06/30/2048 | 8345 | 8631 |
|  6.00%, 06/30/2061 | 4715 | 4948 |
|  6.88%, 09/01/2047(2) | 1230 | 1260 |
|  Pennsylvania Higher Education Assistance Agency |  |  |
|  2.45%, 06/01/2041 | 265 | 242 |
|  2.63%, 06/01/2042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582 |
|  4.00%, 06/01/2044 | 350 | 346 |
|  4.13%, 06/01/2045 | 150 | 146 |
|  4.75%, 06/01/2046 | 645 | 646 |
|  5.00%, 06/01/2031 | 1075 | 1145 |
|  5.00%, 06/01/2033 | 1775 | 1902 |
|  5.50%, 06/01/2052 | 910 | 916 |
|  Pennsylvania Higher Educational Facilities Authority |  |  |
|  3.70% (3 Month Term SOFR + 0.65%), 07/01/2039(5) | 570 | 526 |
|  Pennsylvania Housing Finance Agency |  |  |
|  3.50%, 04/01/2049 | 95 | 95 |
|  5.00%, 10/01/2052 | 750 | 775 |
|  5.75%, 10/01/2053 | 2890 | 3068 |
|  6.00%, 10/01/2054 | 345 | 375 |
|  6.00%, 10/01/2054 | 590 | 640 |
|  Pennsylvania Turnpike Commission |  |  |
|  4.00%, 12/01/2045 | 2000 | 1855 |
|  4.00%, 12/01/2046 | 2000 | 1825 |
|  4.00%, 12/01/2050 | 1880 | 1662 |
|  5.25%, 12/01/2052 | 2385 | 2489 |
|  5.25%, 12/01/2054 | 480 | 507 |
|  Pennsylvania Turnpike Commission Oil Franchise Tax Revenue |  |  |
|  4.00%, 12/01/2051 | 3995 | 3568 |
|  Philadelphia Authority for Industrial Development |  |  |
|  4.00%, 06/01/2031 | 520 | 515 |
|  4.00%, 06/01/2041 | 750 | 646 |
|  4.00%, 06/01/2051 | 800 | 614 |
|  4.00%, 06/01/2056 | 850 | 632 |
|  5.00%, 08/01/2030 | 100 | 104 |
|  5.00%, 08/01/2030 | 255 | 265 |
|  5.00%, 07/01/2031 | 205 | 207 |
|  5.00%, 07/01/2032 | 600 | 605 |
|  5.00%, 07/01/2037 | 365 | 365 |
|  5.00%, 06/15/2039(2) | 305 | 304 |
|  5.00%, 06/15/2039 | 500 | 474 |
|  5.00%, 06/15/2040(2) | 900 | 877 |
|  5.00%, 08/01/2040 | 620 | 624 |
|  5.00%, 07/01/2042 | 145 | 137 |
|  5.00%, 06/15/2043(2) | 215 | 207 |
|  5.00%, 11/01/2047 | 2500 | 2409 |
|  5.00%, 06/15/2050 | 1375 | 1181 |
|  5.00%, 06/15/2050(2) | 1700 | 1549 |
|  5.00%, 08/01/2050 | 340 | 319 |
|  5.00%, 08/01/2050 | 1050 | 1028 |
|  5.25%, 11/01/2052 | 3030 | 3110 |
|  Quakertown General Authority |  |  |
|  6.50%, 03/01/2055(2) | 950 | 966 |

---

------

---

| | | |
|:---|:---|:---|
|  Susquehanna Area Regional Airport Authority |  |  |
|  5.00%, 01/01/2035 | 2600 | 2622 |
|  5.00%, 01/01/2038 | 4125 | 4144 |
|  West Cornwall Township Municipal Authority |  |  |
|  4.00%, 11/15/2030 | 190 | 190 |
|  4.00%, 11/15/2041 | 845 | 749 |
|  4.00%, 11/15/2046 | 1050 | 867 |
|  5.00%, 12/15/2038 | 375 | 371 |
|  Westmoreland County Industrial Development Authority |  |  |
|  4.00%, 07/01/2037 | 435 | 413 |
|  Total Pennsylvania | Total Pennsylvania | 187008 |
|  **Puerto Rico – 7.53%** |  |  |
|  Commonwealth of Puerto Rico |  |  |
|  0.00%, 07/01/2033 | 4980 | 3557 |
|  0.00%, 11/01/2043(1) | 43326 | 28648 |
|  0.00%, 11/01/2051(1) | 9684 | 3268 |
|  0.00%, 11/01/2051(1) | 25422 | 15031 |
|  0.00%, 11/01/2051(1) | 54965 | 37101 |
|  4.00%, 07/01/2033 | 9156 | 9054 |
|  4.00%, 07/01/2035 | 5815 | 5671 |
|  4.00%, 07/01/2037 | 6626 | 6288 |
|  4.00%, 07/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15137 |
|  4.00%, 07/01/2046 | 4517 | 3899 |
|  5.63%, 07/01/2027 | 4652 | 4816 |
|  5.63%, 07/01/2029 | 3342 | 3575 |
|  5.75%, 07/01/2031 | 8308 | 9206 |
|  Puerto Rico Commonwealth Aqueduct & Sewer Authority |  |  |
|  4.00%, 07/01/2042(2) | 3820 | 3436 |
|  4.00%, 07/01/2042(2) | 10430 | 9361 |
|  4.00%, 07/01/2042(2) | 23435 | 21107 |
|  4.00%, 07/01/2047(2) | 1250 | 1053 |
|  4.00%, 07/01/2047(2) | 4680 | 3942 |
|  5.00%, 07/01/2027(2) | 1070 | 1089 |
|  5.00%, 07/01/2029(2) | 1660 | 1719 |
|  5.00%, 07/01/2029(2) | 3395 | 3516 |
|  5.00%, 07/01/2030(2) | 16360 | 17068 |
|  5.00%, 07/01/2033(2) | 475 | 496 |
|  5.00%, 07/01/2033(2) | 5620 | 5850 |
|  5.00%, 07/01/2035(2) | 11815 | 12171 |
|  5.00%, 07/01/2037(2) | 1145 | 1179 |
|  5.00%, 07/01/2037(2) | 3080 | 3186 |
|  5.00%, 07/01/2037(2) | 6215 | 6401 |
|  5.00%, 07/01/2047(2) | 7660 | 7461 |
|  Puerto Rico Electric Power Authority |  |  |
|  0.00%, 07/01/2030(2) | 1500 | 1020 |
|  3.63%, 07/01/2021(3)(4) | 5 | 3 |
|  3.70%, 07/01/2017(3)(4) | 30 | 21 |
|  4.25%, 07/01/2018(3)(4) | 25 | 17 |
|  4.63%, 07/01/2025(3)(4) | 50 | 34 |
|  4.63%, 07/01/2025(3)(4) | 65 | 45 |
|  4.63%, 07/01/2030(3)(4) | 15 | 10 |
|  4.75%, 07/01/2033 | 165 | 160 |
|  5.00%, 07/01/2017(3)(4) | 15 | 10 |
|  5.00%, 07/01/2018(3)(4) | 6905 | 4730 |
|  5.00%, 07/01/2019(3)(4) | 250 | 171 |
|  5.00%, 07/01/2020(3)(4) | 70 | 48 |
|  5.00%, 07/01/2020(3)(4) | 115 | 79 |
|  5.00%, 07/01/2021(3)(4) | 140 | 96 |
|  5.00%, 07/01/2021(3)(4) | 2585 | 1771 |
|  5.00%, 07/01/2022(3)(4) | 5 | 3 |
|  5.00%, 07/01/2022(3)(4) | 220 | 151 |
|  5.00%, 07/01/2023(3)(4) | 1790 | 1226 |
|  5.00%, 07/01/2024(3)(4) | 570 | 390 |
|  5.00%, 07/01/2025(3)(4) | 75 | 51 |
|  5.00%, 07/01/2026(3)(4) | 125 | 86 |
|  5.00%, 07/01/2026 | 1000 | 1004 |
|  5.00%, 07/01/2027(3)(4) | 25 | 17 |
|  5.00%, 07/01/2027(3)(4) | 35 | 24 |
|  5.00%, 07/01/2028(3)(4) | 45 | 31 |
|  5.00%, 07/01/2028(3)(4) | 170 | 116 |
|  5.00%, 07/01/2029(3)(4) | 755 | 517 |
|  5.00%, 07/01/2032(3)(4) | 130 | 89 |
|  5.00%, 07/01/2032(3)(4) | 1070 | 733 |
|  5.00%, 07/01/2037(3)(4) | 3640 | 2493 |
|  5.00%, 07/01/2042(3)(4) | 5385 | 3689 |

---

------

---

| | | |
|:---|:---|:---|
|  5.05%, 07/01/2042(3)(4) | 225 | 154 |
|  5.25%, 07/01/2019(3)(4) | 395 | 271 |
|  5.25%, 07/01/2021(3)(4) | 240 | 164 |
|  5.25%, 07/01/2023(3)(4) | 110 | 75 |
|  5.25%, 07/01/2023(3)(4) | 3530 | 2418 |
|  5.25%, 07/01/2024(3)(4) | 125 | 86 |
|  5.25%, 07/01/2024(3)(4) | 465 | 319 |
|  5.25%, 07/01/2026(3)(4) | 155 | 106 |
|  5.25%, 07/01/2026(3)(4) | 160 | 110 |
|  5.25%, 07/01/2025(3)(4) | 315 | 216 |
|  5.25%, 07/01/2026(3)(4) | 2825 | 1935 |
|  5.25%, 07/01/2027(3)(4) | 215 | 147 |
|  5.25%, 07/01/2027(3)(4) | 415 | 284 |
|  5.25%, 07/01/2027(3)(4) | 485 | 332 |
|  5.25%, 07/01/2028(3)(4) | 295 | 202 |
|  5.25%, 07/01/2029(3)(4) | 340 | 233 |
|  5.25%, 07/01/2033(3)(4) | 2000 | 1370 |
|  5.25%, 07/01/2035(3)(4) | 300 | 206 |
|  5.25%, 07/01/2040(3)(4) | 7230 | 4953 |
|  5.50%, 07/01/2018(3)(4) | 40 | 27 |
|  5.50%, 07/01/2020(3)(4) | 40 | 27 |
|  5.50%, 07/01/2038(3)(4) | 6890 | 4720 |
|  5.75%, 07/01/2036(3)(4) | 150 | 103 |
|  5.75%, 07/01/2036(3)(4) | 1400 | 959 |
|  6.05%, 07/01/2032(3)(4) | 2500 | 1713 |
|  6.75%, 07/01/2036(3)(4) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1552 |
|  7.00%, 07/01/2040(3)(4) | 5 | 3 |
|  7.25%, 07/01/2030(3)(4) | 265 | 182 |
|  Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth |  |  |
|  4.13%, 10/01/2027 | 25 | 25 |
|  4.50%, 10/01/2029 | 50 | 50 |
|  Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue |  |  |
|  0.00%, 07/01/2029 | 3394 | 3003 |
|  0.00%, 07/01/2031 | 7092 | 5801 |
|  0.00%, 07/01/2033 | 5431 | 4079 |
|  0.00%, 07/01/2046 | 80965 | 27504 |
|  0.00%, 07/01/2051 | 7735 | 1936 |
|  4.33%, 07/01/2040 | 3050 | 2918 |
|  4.33%, 07/01/2040 | 8800 | 8420 |
|  4.54%, 07/01/2053 | 205 | 185 |
|  4.55%, 07/01/2040 | 1442 | 1409 |
|  4.75%, 07/01/2053 | 21236 | 19957 |
|  4.78%, 07/01/2058 | 17438 | 16190 |
|  5.00%, 07/01/2058 | 21929 | 21162 |
|  University of Puerto Rico |  |  |
|  5.00%, 06/01/2026 | 100 | 100 |
|  5.00%, 06/01/2030 | 5 | 5 |
|  5.00%, 06/01/2030 | 75 | 74 |
|  5.00%, 06/01/2036 | 75 | 74 |
|  Total Puerto Rico | Total Puerto Rico | 398880 |
|  **Rhode Island – 0.16%** |  |  |
|  Central Falls Detention Facility Corp. |  |  |
|  7.25%, 07/15/2035(3)(4) | 855 | 333 |
|  Rhode Island Health & Educational Building Corp. |  |  |
|  5.00%, 09/01/2036 | 340 | 340 |
|  5.25%, 05/15/2049 | 850 | 859 |
|  5.25%, 05/15/2054 | 970 | 978 |
|  Rhode Island Student Loan Authority |  |  |
|  3.50%, 12/01/2034 | 250 | 244 |
|  3.63%, 12/01/2037 | 1165 | 1145 |
|  4.13%, 12/01/2041 | 1120 | 1092 |
|  4.13%, 12/01/2043 | 150 | 142 |
|  4.13%, 12/01/2043 | 270 | 257 |
|  5.00%, 12/01/2026 | 750 | 763 |
|  5.00%, 12/01/2028 | 300 | 316 |
|  5.00%, 12/01/2029 | 1875 | 1994 |
|  5.00%, 12/01/2044 | 265 | 265 |
|  Total Rhode Island | Total Rhode Island | 8728 |
|  **South Carolina – 0.87%** |  |  |
|  Connector 2000 Association, Inc. |  |  |
|  0.00%, 01/01/2032 | 880 | 507 |
|  0.00%, 01/01/2032 | 3733 | 2477 |
|  0.00%, 01/01/2042 | 9070 | 2956 |
|  0.00%, 07/22/2051 | 132 | 6 |
|  0.00%, 07/22/2051 | 1750 | 190 |

---

------

---

| | | |
|:---|:---|:---|
|  0.00%, 07/22/2051 | 30487 | 4574 |
|  Repower South Berkley LLC |  |  |
|  0.00%, 02/01/2045(6)(11) | 630 |  |
|  South Carolina Jobs-Economic Development Authority |  |  |
|  4.00%, 04/01/2033(1) | 1730 | 1738 |
|  4.00%, 06/01/2046(2) | 200 | 144 |
|  4.00%, 05/01/2048(1) | 1200 | 1200 |
|  5.00%, 05/01/2037 | 500 | 465 |
|  5.00%, 05/01/2042 | 500 | 432 |
|  5.00%, 11/15/2042 | 1585 | 1533 |
|  5.00%, 05/01/2043 | 4675 | 4736 |
|  5.00%, 04/01/2047 | 2000 | 1859 |
|  5.00%, 11/15/2047 | 1515 | 1488 |
|  5.00%, 04/01/2052 | 1750 | 1588 |
|  5.00%, 11/15/2054 | 1750 | 1575 |
|  5.50%, 11/01/2046 | 2000 | 2126 |
|  5.75%, 11/15/2029 | 1500 | 1500 |
|  7.13%, 06/15/2053(2) | 135 | 136 |
|  7.50%, 11/15/2053 | 1275 | 1341 |
|  7.75%, 11/15/2058 | 400 | 426 |
|  South Carolina Public Service Authority |  |  |
|  4.00%, 12/01/2050 | 1599 | 1402 |
|  4.00%, 12/01/2055 | 1000 | 896 |
|  5.00%, 12/01/2037 | 500 | 504 |
|  5.00%, 12/01/2041 | 500 | 503 |
|  5.00%, 12/01/2050 | 220 | 220 |
|  5.00%, 12/01/2055 | 2725 | 2778 |
|  5.00%, 12/01/2056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1072 |
|  5.25%, 12/01/2055 | 910 | 910 |
|  South Carolina State Housing Finance & Development Authority |  |  |
|  5.00%, 01/01/2052 | 870 | 910 |
|  6.00%, 01/01/2054 | 190 | 209 |
|  6.25%, 07/01/2054 | 1920 | 2136 |
|  Spartanburg Regional Health Services District |  |  |
|  5.00%, 04/15/2032 | 1340 | 1498 |
|  Total South Carolina | Total South Carolina | 46035 |
|  **South Dakota – 0.18%** |  |  |
|  City of Sioux Falls SD |  |  |
|  5.00%, 11/01/2028 | 100 | 100 |
|  5.00%, 11/01/2030 | 105 | 105 |
|  5.00%, 11/01/2032 | 95 | 95 |
|  5.00%, 11/01/2042 | 1885 | 1704 |
|  County of Lincoln SD |  |  |
|  4.00%, 08/01/2051 | 2060 | 1635 |
|  South Dakota Health & Educational Facilities Authority |  |  |
|  5.00%, 11/01/2045 | 650 | 651 |
|  5.00%, 11/01/2045 | 850 | 852 |
|  South Dakota Housing Development Authority |  |  |
|  4.00%, 11/01/2047 | 155 | 155 |
|  6.25%, 05/01/2055 | 2350 | 2567 |
|  6.25%, 11/01/2055 | 250 | 280 |
|  6.50%, 11/01/2055 | 1255 | 1433 |
|  Total South Dakota | Total South Dakota | 9577 |
|  **Tennessee – 0.76%** |  |  |
|  Chattanooga Health Educational & Housing Facility Board |  |  |
|  5.00%, 10/01/2030 | 500 | 500 |
|  5.00%, 10/01/2032 | 1215 | 1215 |
|  5.00%, 10/01/2035 | 2445 | 2446 |
|  City of Memphis TN Memphis Light Gas & Water Division Electric System Revenue |  |  |
|  5.00%, 12/01/2042 | 350 | 377 |
|  Clarksville Public Building Authority |  |  |
|  3.58%, 01/01/2033(1) | 2900 | 2900 |
|  Greeneville Health & Educational Facilities Board |  |  |
|  5.00%, 07/01/2035 | 1275 | 1310 |
|  Industrial Development Board Of The City Of Kingsport Tennessee |  |  |
|  5.25%, 12/01/2054(1)(2) | 3325 | 3378 |
|  Knox County Health Educational & Housing Facility Board |  |  |
|  4.50%, 07/01/2046 | 1100 | 1070 |
|  5.00%, 07/01/2049 | 750 | 764 |
|  5.25%, 07/01/2064 | 1575 | 1607 |
|  5.50%, 07/01/2054 | 10 | 10 |
|  Memphis-Shelby County Industrial Development Board |  |  |
|  4.75%, 07/01/2027 | 245 | 229 |
|  5.50%, 07/01/2037 | 1600 | 1195 |

---

------

---

| | | |
|:---|:---|:---|
|  Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd |  |  |
|  5.25%, 05/01/2053 | 2500 | 2561 |
|  Metropolitan Government Nashville & Davidson County Industrial Development Board |  |  |
|  0.00%, 06/01/2043(2) | 235 | 96 |
|  4.00%, 06/01/2051(2) | 4050 | 3406 |
|  Metropolitan Nashville Airport Authority |  |  |
|  5.50%, 07/01/2052 | 2050 | 2134 |
|  Montgomery County Public Building Authority |  |  |
|  3.55%, 07/01/2034(1) | 4130 | 4130 |
|  3.55%, 07/01/2038(1) | 2300 | 2300 |
|  Nashville Metropolitan Development & Housing Agency |  |  |
|  4.50%, 06/01/2028(2) | 230 | 233 |
|  5.13%, 06/01/2036(2) | 3790 | 3833 |
|  Shelby County Health & Educational Facilities Board |  |  |
|  5.25%, 06/01/2056(2) | 1000 | 935 |
|  Shelby County Health Educational & Housing Facilities Board |  |  |
|  5.00%, 12/01/2034 | 35 | 34 |
|  5.25%, 12/01/2044 | 80 | 71 |
|  5.25%, 12/01/2049 | 230 | 197 |
|  Tennessee Energy Acquisition Corp. |  |  |
|  5.00%, 12/01/2035 | 1580 | 1709 |
|  5.00%, 05/01/2052(1) | 1000 | 1076 |
|  5.25%, 09/01/2026 | 450 | 457 |
|  Total Tennessee | Total Tennessee | 40173 |
|  **Texas – 5.84%** |  |  |
|  Anna Independent School District |  |  |
|  5.25%, 02/15/2055 | 840 | 892 |
|  Arlington Higher Education Finance Corp. |  |  |
|  4.00%, 08/15/2036 | 250 | 228 |
|  4.00%, 08/15/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 |
|  4.00%, 08/15/2046 | 350 | 279 |
|  4.00%, 02/15/2054 | 350 | 311 |
|  4.13%, 06/15/2054 | 120 | 110 |
|  4.38%, 02/15/2051 | 1000 | 720 |
|  4.50%, 06/15/2044(2) | 500 | 451 |
|  4.75%, 08/15/2044 | 495 | 466 |
|  4.88%, 06/15/2054(2) | 1100 | 985 |
|  4.88%, 06/15/2059(2) | 1000 | 881 |
|  5.00%, 12/01/2036 | 1405 | 1413 |
|  5.00%, 08/15/2041 | 300 | 238 |
|  5.00%, 08/15/2049 | 925 | 884 |
|  5.00%, 08/15/2054 | 1930 | 1815 |
|  5.00%, 06/15/2064(2) | 2690 | 2376 |
|  5.75%, 06/15/2055(2) | 6600 | 6635 |
|  5.75%, 08/15/2062 | 1600 | 840 |
|  5.88%, 06/15/2065(2) | 5500 | 5536 |
|  Austin Convention Enterprises, Inc. |  |  |
|  5.00%, 01/01/2027 | 400 | 403 |
|  5.00%, 01/01/2028 | 575 | 580 |
|  5.00%, 01/01/2028 | 1630 | 1648 |
|  5.00%, 01/01/2029 | 555 | 560 |
|  5.00%, 01/01/2029 | 1045 | 1057 |
|  5.00%, 01/01/2030 | 140 | 142 |
|  5.00%, 01/01/2030 | 720 | 726 |
|  5.00%, 01/01/2031 | 200 | 202 |
|  5.00%, 01/01/2032 | 155 | 156 |
|  5.00%, 01/01/2032 | 1925 | 1942 |
|  5.00%, 01/01/2033 | 210 | 212 |
|  5.00%, 01/01/2034 | 240 | 241 |
|  5.00%, 01/01/2034 | 1215 | 1219 |
|  Barbers Hill Independent School District |  |  |
|  4.00%, 02/15/2049 | 1500 | 1390 |
|  Baytown Municipal Development District |  |  |
|  4.00%, 10/01/2050 | 1770 | 1405 |
|  Board of Managers Joint Guadalupe County-City of Seguin Hospital |  |  |
|  5.00%, 12/01/2028 | 95 | 95 |
|  5.00%, 12/01/2030 | 115 | 115 |
|  5.00%, 12/01/2040 | 200 | 195 |
|  5.00%, 12/01/2045 | 740 | 687 |
|  5.25%, 12/01/2035 | 665 | 665 |
|  Board of Regents of the University of Texas System |  |  |
|  5.00%, 08/15/2044 | 750 | 799 |
|  Brazoria County Industrial Development Corp. |  |  |
|  0.00%, 06/01/2042(1)(2) | 350 | 81 |
|  7.00%, 03/01/2039(3)(4) | 250 | 58 |

---

------

---

| | | |
|:---|:---|:---|
|  8.50%, 03/01/2039(2) | 1400 | 322 |
|  12.00%, 06/01/2043(2) | 500 | 115 |
|  Brazos Higher Education Authority, Inc. |  |  |
|  3.00%, 04/01/2040 | 500 | 397 |
|  4.00%, 04/01/2045 | 350 | 314 |
|  4.50%, 04/01/2046 | 3425 | 3448 |
|  Capital Area Housing Finance Corp. |  |  |
|  3.50%, 01/01/2041(1) | 1000 | 1000 |
|  Cedar Hill Independent School District |  |  |
|  4.00%, 02/15/2050 | 810 | 743 |
|  Celina Independent School District |  |  |
|  4.00%, 02/15/2054 | 1000 | 915 |
|  Central Texas Turnpike System |  |  |
|  0.00%, 08/15/2028 | 150 | 138 |
|  5.00%, 08/15/2039 | 1225 | 1324 |
|  5.00%, 08/15/2042 | 1500 | 1585 |
|  City of Aubrey TX |  |  |
|  5.38%, 12/31/2045(2) | 500 | 486 |
|  City of Austin TX |  |  |
|  5.00%, 11/01/2044(2) | 560 | 537 |
|  City of Austin TX Airport System Revenue |  |  |
|  5.00%, 11/15/2041 | 35 | 35 |
|  5.00%, 11/15/2043 | 80 | 82 |
|  5.25%, 11/15/2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215 |
|  City of Buda TX |  |  |
|  5.88%, 09/01/2045(2) | 193 | 189 |
|  6.00%, 09/01/2055(2) | 100 | 97 |
|  6.63%, 09/01/2045(2) | 342 | 336 |
|  6.75%, 09/01/2055(2) | 293 | 284 |
|  City of Celina TX |  |  |
|  5.50%, 09/01/2054(2) | 650 | 649 |
|  City of Friendswood TX |  |  |
|  7.00%, 09/15/2054 | 2665 | 2645 |
|  City of Houston TX Airport System Revenue |  |  |
|  4.00%, 07/01/2041 | 3770 | 3424 |
|  4.00%, 07/15/2041 | 12195 | 11075 |
|  5.00%, 07/01/2027 | 1725 | 1755 |
|  5.00%, 07/15/2027 | 600 | 611 |
|  5.00%, 07/15/2027 | 5075 | 5166 |
|  5.00%, 07/15/2028 | 3170 | 3249 |
|  5.00%, 07/01/2029 | 950 | 950 |
|  5.00%, 07/15/2030 | 4220 | 4221 |
|  5.00%, 07/15/2035 | 1700 | 1700 |
|  5.25%, 07/15/2033 | 2790 | 2990 |
|  5.25%, 07/15/2034 | 3070 | 3288 |
|  5.50%, 07/15/2035 | 3000 | 3295 |
|  5.50%, 07/15/2036 | 2490 | 2705 |
|  5.50%, 07/15/2037 | 3600 | 3886 |
|  5.50%, 07/15/2038 | 5700 | 6116 |
|  5.50%, 07/15/2039 | 7850 | 8361 |
|  6.63%, 07/15/2038 | 2000 | 2005 |
|  City of Justin TX |  |  |
|  4.00%, 09/01/2051(2) | 350 | 279 |
|  City of Lavon TX |  |  |
|  4.38%, 09/15/2031(2) | 224 | 225 |
|  5.13%, 09/15/2044(2) | 600 | 600 |
|  5.50%, 09/15/2054(2) | 729 | 723 |
|  5.75%, 09/15/2045(2) | 775 | 791 |
|  6.00%, 09/15/2054(2) | 1463 | 1494 |
|  City of Lowry Crossing TX |  |  |
|  5.75%, 09/15/2045(2) | 500 | 508 |
|  6.00%, 09/15/2055(2) | 1300 | 1321 |
|  City of Pflugerville TX |  |  |
|  5.13%, 09/01/2045(2) | 1200 | 1152 |
|  5.38%, 09/01/2055(2) | 650 | 625 |
|  City of Princeton TX |  |  |
|  5.25%, 09/01/2054(2) | 1000 | 981 |
|  City of San Antonio TX Electric & Gas Systems Revenue |  |  |
|  5.00%, 02/01/2048 | 195 | 198 |
|  City of Seagoville TX |  |  |
|  6.00%, 09/15/2044(2) | 1000 | 980 |
|  6.25%, 09/15/2054(2) | 1500 | 1461 |
|  Clifton Higher Education Finance Corp. |  |  |
|  4.00%, 08/15/2029 | 250 | 255 |
|  4.00%, 08/15/2054 | 1470 | 1306 |

---

------

---

| | | |
|:---|:---|:---|
|  4.13%, 08/15/2049 | 3885 | 3522 |
|  4.25%, 08/15/2053 | 2800 | 2557 |
|  4.50%, 12/01/2044 | 670 | 609 |
|  5.75%, 06/15/2044(2) | 100 | 94 |
|  6.00%, 06/15/2054(2) | 850 | 781 |
|  6.25%, 06/15/2053(2) | 350 | 333 |
|  Conroe Independent School District |  |  |
|  4.00%, 02/15/2050 | 2750 | 2514 |
|  Conroe Local Government Corp. |  |  |
|  3.50%, 10/01/2031(2) | 20 | 17 |
|  4.00%, 10/01/2050 | 855 | 654 |
|  5.00%, 10/01/2050(2) | 120 | 91 |
|  County of Denton TX |  |  |
|  5.25%, 12/31/2044(2) | 149 | 145 |
|  5.38%, 12/31/2045(2) | 170 | 173 |
|  5.63%, 12/31/2055(2) | 1690 | 1722 |
|  5.88%, 12/31/2045(2) | 1035 | 1054 |
|  6.00%, 12/31/2044(2) | 157 | 155 |
|  6.13%, 12/31/2054(2) | 112 | 110 |
|  6.13%, 12/31/2055(2) | 1445 | 1476 |
|  6.25%, 12/31/2054(2) | 237 | 229 |
|  County of Harris TX |  |  |
|  5.00%, 09/15/2054 | 300 | 313 |
|  5.00%, 09/15/2054 | 350 | 365 |
|  County of Harris TX Toll Road Revenue |  |  |
|  4.00%, 08/15/2054 | 2000 | 1792 |
|  County of Medina TX |  |  |
|  5.50%, 09/01/2044(2) | 255 | 252 |
|  Cypress-Fairbanks Independent School District |  |  |
|  4.00%, 02/15/2048 | 250 | 231 |
|  Dallas Area Rapid Transit |  |  |
|  4.00%, 12/01/2051 | 1500 | 1344 |
|  Dallas Fort Worth International Airport |  |  |
|  5.00%, 11/01/2031 | 4000 | 4421 |
|  5.00%, 11/01/2050(1) | 415 | 448 |
|  5.00%, 11/01/2050(1) | 2500 | 2648 |
|  East Waller County Management District |  |  |
|  6.00%, 09/15/2045(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1115 |
|  6.25%, 09/15/2055(2) | 1300 | 1318 |
|  El Paso County Hospital District |  |  |
|  4.25%, 02/15/2054 | 235 | 219 |
|  Fort Bend County Industrial Development Corp. |  |  |
|  4.75%, 05/01/2038 | 1010 | 1010 |
|  4.75%, 11/01/2042 | 955 | 943 |
|  Garland Independent School District |  |  |
|  5.00%, 02/15/2048 | 460 | 476 |
|  Greenwood Independent School District |  |  |
|  4.00%, 02/15/2054 | 250 | 228 |
|  Harris County Cultural Education Facilities Finance Corp. |  |  |
|  5.00%, 01/01/2038 | 35 | 35 |
|  5.00%, 07/01/2038 | 2275 | 2504 |
|  5.00%, 01/01/2043 | 365 | 353 |
|  5.00%, 01/01/2048 | 1410 | 1318 |
|  Harris County Municipal Utility District No 478 |  |  |
|  5.00%, 12/01/2050 | 1020 | 1004 |
|  Harris County-Houston Sports Authority |  |  |
|  5.00%, 11/15/2041 | 850 | 898 |
|  5.00%, 11/15/2042 | 250 | 262 |
|  5.00%, 11/15/2043 | 2450 | 2552 |
|  Hidalgo County Regional Mobility Authority |  |  |
|  4.00%, 12/01/2038 | 1350 | 1282 |
|  4.00%, 12/01/2039 | 500 | 468 |
|  4.00%, 12/01/2040 | 70 | 65 |
|  4.00%, 12/01/2041 | 420 | 381 |
|  Katy Independent School District |  |  |
|  4.00%, 02/15/2053 | 1000 | 920 |
|  Kaufman Independent School District |  |  |
|  5.00%, 02/15/2054 | 200 | 206 |
|  Klein Independent School District |  |  |
|  4.00%, 08/01/2048 | 1525 | 1406 |
|  Love Field Airport Modernization Corp. |  |  |
|  5.00%, 11/01/2028 | 875 | 875 |
|  Lower Colorado River Authority |  |  |
|  6.00%, 05/15/2052 | 1825 | 1973 |

---

------

---

| | | |
|:---|:---|:---|
|  Matagorda County Navigation District No 1 |  |  |
|  4.25%, 05/01/2030 | 500 | 522 |
|  4.40%, 05/01/2030 | 500 | 524 |
|  Mission Economic Development Corp. |  |  |
|  4.00%, 06/01/2054(1) | 550 | 553 |
|  4.63%, 10/01/2031(2) | 9810 | 9821 |
|  5.00%, 12/01/2064(1) | 800 | 829 |
|  Montgomery County Toll Road Authority |  |  |
|  5.00%, 09/15/2032 | 85 | 85 |
|  5.00%, 09/15/2033 | 310 | 310 |
|  5.00%, 09/15/2034 | 95 | 95 |
|  5.00%, 09/15/2035 | 1185 | 1186 |
|  5.00%, 09/15/2036 | 170 | 170 |
|  5.00%, 09/15/2037 | 1245 | 1246 |
|  5.00%, 09/15/2038 | 215 | 215 |
|  5.00%, 09/15/2043 | 645 | 645 |
|  5.00%, 09/15/2048 | 1335 | 1335 |
|  New Hope Cultural Education Facilities Finance Corp. |  |  |
|  0.00%, 11/15/2061(1) | 494 | 128 |
|  3.38%, 08/15/2029(2) | 325 | 311 |
|  4.00%, 01/01/2041 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178 |
|  4.00%, 11/01/2049 | 1175 | 977 |
|  4.25%, 10/01/2030 | 395 | 397 |
|  4.63%, 10/01/2030 | 470 | 473 |
|  5.00%, 04/01/2031 | 335 | 339 |
|  5.00%, 10/01/2031 | 230 | 232 |
|  5.00%, 10/01/2032 | 30 | 30 |
|  5.00%, 10/01/2033 | 70 | 70 |
|  5.00%, 10/01/2034 | 255 | 255 |
|  5.00%, 07/01/2035 | 2100 | 2040 |
|  5.00%, 04/01/2036 | 820 | 830 |
|  5.00%, 01/01/2039 | 250 | 243 |
|  5.00%, 10/01/2039 | 350 | 337 |
|  5.00%, 07/01/2040 | 3900 | 2947 |
|  5.00%, 04/01/2042 | 135 | 140 |
|  5.00%, 04/01/2046 | 1060 | 1060 |
|  5.00%, 07/01/2047 | 1075 | 996 |
|  5.00%, 08/15/2049(2) | 250 | 224 |
|  5.00%, 08/15/2054(2) | 1500 | 1328 |
|  5.00%, 01/01/2055 | 150 | 128 |
|  5.00%, 11/01/2055 | 2105 | 1975 |
|  5.00%, 07/01/2057 | 1045 | 676 |
|  5.00%, 07/01/2058 | 475 | 476 |
|  5.00%, 11/01/2060 | 4400 | 4067 |
|  5.25%, 07/01/2032 | 395 | 398 |
|  5.25%, 10/01/2049 | 1020 | 942 |
|  5.38%, 11/15/2036 | 35 | 33 |
|  5.50%, 07/01/2045 | 1600 | 1381 |
|  5.50%, 11/15/2046 | 70 | 60 |
|  5.50%, 11/15/2052 | 320 | 264 |
|  5.50%, 07/01/2054 | 1190 | 976 |
|  6.50%, 07/01/2056(2) | 1500 | 1390 |
|  6.75%, 07/01/2044 | 1625 | 1642 |
|  7.13%, 07/01/2056 | 875 | 883 |
|  Newark Higher Education Finance Corp. |  |  |
|  4.00%, 08/15/2041 | 250 | 216 |
|  4.00%, 08/15/2051 | 225 | 176 |
|  North Texas Higher Education Authority, Inc. |  |  |
|  4.13%, 06/01/2045 | 380 | 373 |
|  4.50%, 06/01/2046 | 525 | 526 |
|  5.00%, 06/01/2033 | 110 | 117 |
|  North Texas Tollway Authority |  |  |
|  4.25%, 01/01/2049 | 500 | 450 |
|  5.00%, 01/01/2039 | 170 | 171 |
|  Northwest Independent School District |  |  |
|  5.00%, 02/15/2049 | 2000 | 2074 |
|  Port of Beaumont Navigation District |  |  |
|  2.88%, 01/01/2041(2) | 1000 | 724 |
|  3.63%, 01/01/2035(2) | 3770 | 3483 |
|  4.00%, 01/01/2050(2) | 5495 | 4167 |
|  5.13%, 01/01/2044(2) | 1650 | 1590 |
|  Prosper Independent School District |  |  |
|  4.00%, 02/15/2054 | 550 | 498 |
|  San Antonio Water System |  |  |
|  5.00%, 05/15/2050 | 250 | 256 |

---

------

---

| | | |
|:---|:---|:---|
|  Tarrant County Cultural Education Facilities Finance Corp. |  |  |
|  4.00%, 05/15/2027 | 55 | 55 |
|  4.00%, 05/15/2031 | 130 | 127 |
|  5.00%, 11/15/2035(3)(4)(6) | 830 | 0 |
|  5.00%, 11/15/2035 | 1750 | 1750 |
|  5.00%, 05/15/2037 | 45 | 44 |
|  5.00%, 11/15/2037 | 170 | 171 |
|  5.00%, 11/15/2040 | 265 | 265 |
|  5.00%, 11/15/2040 | 1800 | 1800 |
|  5.00%, 05/15/2045 | 100 | 90 |
|  5.00%, 11/15/2045(3)(4)(6) | 1542 | 0 |
|  5.00%, 11/15/2046 | 1900 | 1800 |
|  5.25%, 11/15/2047(3)(4)(6) | 108 | 0 |
|  5.75%, 12/01/2054 | 1747 | 1479 |
|  Tarrant County Hospital District |  |  |
|  5.25%, 08/15/2048 | 2145 | 2237 |
|  Texas City Independent School District |  |  |
|  4.00%, 08/15/2053 | 255 | 236 |
|  Texas Department of Housing & Community Affairs |  |  |
|  5.75%, 07/01/2054 | 1970 | 2155 |
|  6.00%, 03/01/2054 | 95 | 105 |
|  Texas Municipal Gas Acquisition & Supply Corp. I |  |  |
|  6.25%, 12/15/2026 | 1195 | 1220 |
|  Texas Municipal Gas Acquisition & Supply Corp. II |  |  |
|  3.53% (3 Month Term SOFR + 0.86%), 09/15/2027(5) | 290 | 290 |
|  Texas Municipal Gas Acquisition & Supply Corp. III |  |  |
|  5.00%, 12/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2395 |
|  Texas Municipal Gas Acquisition & Supply Corp. IV |  |  |
|  5.50%, 01/01/2054(1) | 1000 | 1076 |
|  5.50%, 01/01/2054(1) | 1100 | 1238 |
|  Texas Municipal Gas Acquisition & Supply Corp. V |  |  |
|  5.00%, 01/01/2055(1) | 8725 | 9531 |
|  Texas Private Activity Bond Surface Transportation Corp. |  |  |
|  4.00%, 06/30/2039 | 1650 | 1573 |
|  5.00%, 12/31/2032 | 1110 | 1183 |
|  5.00%, 12/31/2034 | 3000 | 3166 |
|  5.00%, 06/30/2058 | 11515 | 11308 |
|  5.50%, 12/31/2058 | 1875 | 1932 |
|  Texas Transportation Commission State Highway 249 System |  |  |
|  5.00%, 08/01/2057 | 3680 | 3720 |
|  Texas Water Development Board |  |  |
|  4.00%, 10/15/2051 | 1000 | 895 |
|  Town of Little Elm TX |  |  |
|  5.38%, 09/01/2051(2) | 700 | 692 |
|  5.75%, 09/01/2053(2) | 650 | 659 |
|  Travis County Development Authority |  |  |
|  5.00%, 09/01/2044(2) | 605 | 589 |
|  University Hills Municipal Management District |  |  |
|  5.88%, 09/01/2055(2) | 2200 | 2202 |
|  5.88%, 09/01/2055 | 3575 | 3578 |
|  Waxahachie Independent School District |  |  |
|  4.00%, 02/15/2053 | 1775 | 1619 |
|  Total Texas | Total Texas | 309689 |
|  **Utah – 2.18%** |  |  |
|  Arrowhead Springs Public Infrastructure District |  |  |
|  5.63%, 12/01/2054(2) | 325 | 325 |
|  Black Desert Public Infrastructure District |  |  |
|  5.63%, 12/01/2053(2) | 4350 | 4358 |
|  Black Rock Mountain Resort Public Infrastructure District |  |  |
|  5.88%, 12/01/2054(2) | 1275 | 1296 |
|  City of Salt Lake City UT Airport Revenue |  |  |
|  5.00%, 07/01/2046 | 395 | 399 |
|  5.00%, 07/01/2047 | 3000 | 2999 |
|  5.25%, 07/01/2048 | 3000 | 3035 |
|  Copper Rim Infrastructure Financing District |  |  |
|  6.13%, 12/01/2054(2) | 2185 | 2229 |
|  Downtown Revitalization Public Infrastructure District |  |  |
|  5.00%, 07/15/2035(2) | 200 | 201 |
|  Fiddlers Canyon Infrastructure Financing District |  |  |
|  5.63%, 12/01/2053(2) | 965 | 915 |
|  Firefly Public Infrastructure District No 1 |  |  |
|  6.63%, 03/01/2054(2) | 1340 | 1367 |
|  Firefly Public Infrastructure District No 1 Assessment Area No 1 |  |  |
|  5.63%, 12/01/2043(2) | 3238 | 3241 |

---

------

---

| | | |
|:---|:---|:---|
|  Intermountain Power Agency |  |  |
|  5.00%, 07/01/2041 | 265 | 280 |
|  5.00%, 07/01/2042 | 375 | 393 |
|  5.00%, 07/01/2043 | 350 | 364 |
|  Jordanelle Ridge Public Infrastructure District No 2 |  |  |
|  7.75%, 03/01/2054(2) | 1000 | 1038 |
|  Mida Cormont Public Infrastructure District |  |  |
|  0.00%, 06/01/2055(2) | 2385 | 1982 |
|  6.25%, 06/01/2055(2) | 1650 | 1719 |
|  MIDA Mountain Veterans Program Public Infrastructure District |  |  |
|  5.00%, 06/01/2044(2) | 500 | 492 |
|  5.20%, 06/01/2054(2) | 825 | 792 |
|  Mida Mountain Village Public Infrastructure District |  |  |
|  4.00%, 08/01/2027(2) | 1300 | 1307 |
|  4.00%, 08/01/2030(2) | 445 | 448 |
|  4.00%, 08/01/2031(2) | 900 | 903 |
|  4.00%, 08/01/2050(2) | 4220 | 3521 |
|  4.25%, 08/01/2035(2) | 455 | 453 |
|  4.50%, 08/01/2040(2) | 1250 | 1223 |
|  5.00%, 08/01/2050(2) | 250 | 241 |
|  5.13%, 06/15/2054(2) | 6240 | 6002 |
|  5.75%, 06/15/2044(2) | 860 | 867 |
|  6.00%, 06/15/2054(2) | 9985 | 10142 |
|  Military Installation Development Authority |  |  |
|  4.00%, 06/01/2036 | 1750 | 1650 |
|  4.00%, 06/01/2041 | 200 | 178 |
|  4.00%, 06/01/2041 | 3455 | 3059 |
|  4.00%, 06/01/2052 | 5720 | 4619 |
|  4.00%, 06/01/2052 | 8300 | 6652 |
|  NS Public Infrastructure District No 1 |  |  |
|  6.00%, 12/01/2044(2) | 1000 | 924 |
|  Point Phase 1 Public Infrastructure District No 1 |  |  |
|  0.00%, 03/01/2055 | 500 | 393 |
|  5.88%, 03/01/2045 | 700 | 715 |
|  6.13%, 03/01/2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5391 |
|  Red Bridge Public Infrastructure District No 1 |  |  |
|  3.63%, 02/01/2035(2) | 600 | 515 |
|  4.13%, 02/01/2041(2) | 1000 | 832 |
|  4.38%, 02/01/2051(2) | 500 | 386 |
|  Ridges Estates Infrastructure Financing District |  |  |
|  6.25%, 12/01/2053(2) | 3325 | 3404 |
|  Sawmill Infrastructure Financing District |  |  |
|  6.00%, 12/01/2054(2) | 1500 | 1521 |
|  SkyRidge Pegasus Infrastructure Financing District |  |  |
|  5.25%, 12/01/2044(2) | 4136 | 3998 |
|  Soleil Hills Public Infrastructure District No 1 |  |  |
|  5.88%, 03/01/2055(2) | 1000 | 983 |
|  Sun Stone Infrastructure Financing District |  |  |
|  6.75%, 06/01/2054(2) | 2415 | 2299 |
|  Tech Ridge Public Infrastructure District |  |  |
|  6.25%, 12/01/2054(2) | 4500 | 4584 |
|  Three Bridges Public Infrastructure District No 1 |  |  |
|  5.00%, 12/01/2036(2) | 2510 | 2486 |
|  6.00%, 12/01/2053(2) | 3615 | 3585 |
|  UIPA Crossroads Public Infrastructure District |  |  |
|  4.13%, 06/01/2041(2) | 3000 | 2789 |
|  4.38%, 06/01/2052(2) | 5865 | 5252 |
|  Utah Housing Corp. |  |  |
|  6.00%, 07/01/2054 | 50 | 55 |
|  6.25%, 07/01/2055 | 390 | 440 |
|  6.50%, 07/01/2055 | 2000 | 2281 |
|  Wakara Ridge Public Infrastructure District |  |  |
|  5.63%, 12/01/2054(2) | 860 | 871 |
|  Wolf Creek Infrastructure Financing District No 1 |  |  |
|  5.75%, 12/01/2044 | 1870 | 1892 |
|  Wood Ranch Public Infrastructure District |  |  |
|  5.63%, 12/01/2053(2) | 1520 | 1522 |
|  Total Utah | Total Utah | 115808 |
|  **Vermont – 0.09%** |  |  |
|  Vermont Economic Development Authority |  |  |
|  4.00%, 05/01/2037 | 300 | 280 |
|  4.00%, 05/01/2045 | 1665 | 1354 |
|  4.38%, 06/01/2052(1)(2) | 975 | 971 |
|  Vermont Student Assistance Corp. |  |  |
|  2.38%, 06/15/2039 | 605 | 559 |

---

------

---

| | | |
|:---|:---|:---|
|  4.00%, 06/15/2041 | 170 | 162 |
|  4.38%, 06/15/2040 | 285 | 280 |
|  5.00%, 06/15/2030 | 350 | 370 |
|  5.00%, 06/15/2039 | 215 | 215 |
|  5.13%, 06/15/2040 | 325 | 325 |
|  5.25%, 06/15/2041 | 295 | 295 |
|  Total Vermont | Total Vermont | 4811 |
|  **Virgin Islands – 0.31%** |  |  |
|  Matching Fund Special Purpose Securitization Corp. |  |  |
|  5.00%, 10/01/2028 | 1245 | 1275 |
|  5.00%, 10/01/2030 | 775 | 803 |
|  5.00%, 10/01/2039 | 11100 | 11285 |
|  Virgin Islands Public Finance Authority |  |  |
|  5.00%, 10/01/2032 | 2600 | 2608 |
|  5.00%, 10/01/2039(2) | 600 | 587 |
|  Total Virgin Islands | Total Virgin Islands | 16558 |
|  **Virginia – 2.79%** |  |  |
|  Chesapeake Bay Bridge & Tunnel District |  |  |
|  5.00%, 07/01/2046 | 5610 | 5617 |
|  5.00%, 07/01/2051 | 1670 | 1671 |
|  City of Chesapeake VA Chesapeake Expressway Toll Road Revenue |  |  |
|  4.88%, 07/15/2040 | 510 | 519 |
|  Fairfax County Industrial Development Authority |  |  |
|  4.00%, 05/15/2044 | 1000 | 947 |
|  Farmville Industrial Development Authority |  |  |
|  5.00%, 01/01/2032 | 1000 | 1029 |
|  5.00%, 01/01/2033 | 250 | 256 |
|  5.00%, 01/01/2038 | 250 | 250 |
|  5.00%, 01/01/2040 | 190 | 184 |
|  5.00%, 01/01/2048 | 500 | 453 |
|  5.00%, 01/01/2050 | 1000 | 896 |
|  Hanover County Economic Development Authority |  |  |
|  4.00%, 07/01/2040(2) | 2000 | 1775 |
|  4.00%, 07/01/2047(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1603 |
|  5.00%, 07/01/2038 | 500 | 502 |
|  5.00%, 07/01/2048 | 500 | 469 |
|  Henrico County Economic Development Authority |  |  |
|  3.00%, 10/01/2035 | 225 | 214 |
|  5.00%, 06/01/2039 | 300 | 301 |
|  5.00%, 12/01/2047 | 265 | 263 |
|  5.00%, 11/01/2048 | 2500 | 2567 |
|  Isle Wight County Industrial Development Authority |  |  |
|  5.25%, 07/01/2053 | 1740 | 1797 |
|  James City County Economic Development Authority |  |  |
|  4.00%, 12/01/2040 | 665 | 584 |
|  4.00%, 06/01/2041 | 125 | 106 |
|  4.00%, 06/01/2047 | 385 | 295 |
|  4.00%, 12/01/2050 | 1000 | 763 |
|  5.50%, 12/01/2028 | 1270 | 1273 |
|  6.88%, 12/01/2058 | 170 | 182 |
|  Lexington Industrial Development Authority |  |  |
|  4.00%, 01/01/2037 | 750 | 716 |
|  Louisa Industrial Development Authority |  |  |
|  3.80%, 11/01/2035(1) | 1405 | 1428 |
|  Lynchburg Economic Development Authority |  |  |
|  3.00%, 01/01/2051 | 250 | 172 |
|  4.00%, 01/01/2055 | 345 | 287 |
|  Newport News Industrial Development Authority |  |  |
|  5.00%, 07/01/2046(2) | 4900 | 4773 |
|  Norfolk Redevelopment & Housing Authority |  |  |
|  5.00%, 01/01/2035 | 275 | 275 |
|  5.00%, 01/01/2046 | 590 | 541 |
|  5.00%, 01/01/2049 | 720 | 647 |
|  5.38%, 01/01/2035 | 425 | 425 |
|  5.38%, 01/01/2046 | 290 | 280 |
|  Tobacco Settlement Financing Corp. |  |  |
|  0.00%, 06/01/2047 | 4835 | 1204 |
|  5.00%, 06/01/2047 | 13005 | 11053 |
|  Virginia Beach Development Authority |  |  |
|  7.00%, 09/01/2059 | 550 | 600 |
|  Virginia College Building Authority |  |  |
|  5.00%, 07/01/2030(2) | 820 | 765 |
|  5.00%, 07/01/2045(2) | 710 | 544 |
|  5.00%, 07/01/2045(2) | 5905 | 4521 |
|  5.25%, 07/01/2030(2) | 100 | 94 |
|  5.25%, 07/01/2035(2) | 1120 | 995 |

---

------

---

| | | |
|:---|:---|:---|
|  Virginia Housing Development Authority |  |  |
|  4.65%, 09/01/2055 | 1600 | 1604 |
|  4.70%, 07/01/2055 | 3700 | 3681 |
|  4.90%, 10/01/2050 | 5390 | 5381 |
|  4.95%, 10/01/2055 | 4610 | 4599 |
|  5.25%, 11/01/2057 | 1350 | 1390 |
|  Virginia Small Business Financing Authority |  |  |
|  4.00%, 07/01/2029 | 1220 | 1249 |
|  4.00%, 01/01/2032 | 1000 | 1027 |
|  4.00%, 01/01/2036 | 2000 | 1987 |
|  4.00%, 01/01/2037 | 1515 | 1494 |
|  4.00%, 01/01/2038 | 330 | 321 |
|  4.00%, 01/01/2039 | 6770 | 6503 |
|  4.00%, 01/01/2040 | 8765 | 8273 |
|  4.00%, 01/01/2041 | 185 | 172 |
|  4.00%, 12/01/2041 | 1295 | 1196 |
|  4.00%, 01/01/2042 | 205 | 187 |
|  4.00%, 01/01/2045 | 650 | 575 |
|  4.00%, 01/01/2048 | 11725 | 10169 |
|  4.00%, 01/01/2051 | 600 | 508 |
|  4.00%, 12/01/2051 | 2050 | 1711 |
|  5.00%, 01/01/2031 | 100 | 106 |
|  5.00%, 12/01/2034 | 195 | 210 |
|  5.00%, 01/01/2036 | 70 | 74 |
|  5.00%, 07/01/2037 | 160 | 166 |
|  5.00%, 12/01/2039 | 325 | 340 |
|  5.00%, 12/31/2047 | 9275 | 9286 |
|  5.00%, 01/01/2048(1)(2) | 500 | 469 |
|  5.00%, 12/31/2049 | 4390 | 4294 |
|  5.00%, 12/31/2052 | 10620 | 10353 |
|  5.00%, 12/31/2056 | 12315 | 11928 |
|  5.25%, 06/15/2055 | 1180 | 1219 |
|  5.50%, 12/01/2054 | 3795 | 3849 |
|  Total Virginia | Total Virginia | 148157 |
|  **Washington – 1.72%** |  |  |
|  Adams County Public Hospital District No 2 |  |  |
|  5.13%, 12/01/2044 | 1180 | 1117 |
|  Kalispel Tribe of Indians |  |  |
|  5.00%, 01/01/2032(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1256 |
|  5.25%, 01/01/2038(2) | 250 | 254 |
|  5.25%, 01/01/2038(2) | 770 | 784 |
|  Port of Seattle WA |  |  |
|  5.00%, 08/01/2042 | 150 | 155 |
|  Skagit County Public Hospital District No 1 |  |  |
|  5.50%, 12/01/2041 | 300 | 314 |
|  5.50%, 12/01/2054 | 2715 | 2770 |
|  State of Washington |  |  |
|  5.00%, 08/01/2039 | 1240 | 1386 |
|  5.00%, 08/01/2042 | 1080 | 1143 |
|  Washington Health Care Facilities Authority |  |  |
|  4.00%, 10/01/2045 | 1685 | 1495 |
|  5.00%, 08/15/2033 | 1750 | 1782 |
|  5.00%, 12/01/2036 | 275 | 282 |
|  5.00%, 10/01/2041 | 1250 | 1250 |
|  Washington Higher Education Facilities Authority |  |  |
|  4.00%, 05/01/2045 | 1000 | 929 |
|  4.00%, 05/01/2050 | 950 | 845 |
|  Washington State Convention Center Public Facilities District |  |  |
|  3.00%, 07/01/2034 | 375 | 352 |
|  3.00%, 07/01/2035 | 295 | 272 |
|  3.00%, 07/01/2048 | 2290 | 1639 |
|  3.00%, 07/01/2058 | 25 | 17 |
|  3.00%, 07/01/2058 | 225 | 151 |
|  3.00%, 07/01/2058 | 1275 | 832 |
|  4.00%, 07/01/2031 | 2560 | 2642 |
|  4.00%, 07/01/2058 | 100 | 80 |
|  4.00%, 07/01/2058 | 100 | 80 |
|  5.00%, 07/01/2033 | 100 | 104 |
|  5.00%, 07/01/2034 | 550 | 587 |
|  5.00%, 07/01/2048 | 200 | 200 |
|  5.00%, 07/01/2058 | 2000 | 1979 |
|  5.00%, 07/01/2058 | 2000 | 1979 |
|  Washington State Housing Finance Commission |  |  |
|  3.38%, 04/20/2037 | 2896 | 2691 |
|  3.50%, 12/20/2035 | 14223 | 13702 |

---

------

---

| | | |
|:---|:---|:---|
|  4.00%, 07/01/2026(2) | 100 | 100 |
|  4.00%, 01/01/2057(2) | 250 | 157 |
|  4.08%, 11/20/2041(1) | 5375 | 4956 |
|  4.08%, 08/20/2063(7) | 2138 | 2017 |
|  4.22%, 03/01/2050(1) | 16063 | 15440 |
|  5.00%, 07/01/2031(2) | 1000 | 1006 |
|  5.00%, 07/01/2033(2) | 285 | 288 |
|  5.00%, 07/01/2033 | 530 | 568 |
|  5.00%, 01/01/2038(2) | 150 | 144 |
|  5.00%, 07/01/2038(2) | 100 | 100 |
|  5.00%, 01/01/2046(2) | 1220 | 1132 |
|  5.00%, 07/01/2046(2) | 825 | 738 |
|  5.00%, 07/01/2048(2) | 145 | 130 |
|  5.00%, 07/01/2048(2) | 195 | 137 |
|  5.00%, 07/01/2048 | 1650 | 1612 |
|  5.00%, 01/01/2051(2) | 455 | 410 |
|  5.00%, 07/01/2051(2) | 900 | 786 |
|  5.00%, 07/01/2053(2) | 480 | 324 |
|  5.00%, 07/01/2054 | 4395 | 4339 |
|  5.00%, 01/01/2055(2) | 4480 | 3983 |
|  5.00%, 01/01/2056(2) | 1150 | 988 |
|  5.50%, 01/01/2044(2) | 275 | 262 |
|  5.50%, 07/01/2050(2) | 3500 | 3510 |
|  5.75%, 07/01/2060(2) | 3000 | 3039 |
|  5.88%, 01/01/2059(2) | 100 | 95 |
|  6.00%, 07/01/2059(2) | 170 | 170 |
|  6.00%, 07/01/2060(2) | 1500 | 1503 |
|  Total Washington | Total Washington | 91003 |
|  **West Virginia – 0.44%** |  |  |
|  Monongalia County Commission Excise Tax District |  |  |
|  4.13%, 06/01/2043(2) | 835 | 716 |
|  4.88%, 06/01/2043(2) | 325 | 304 |
|  5.50%, 06/01/2037(2) | 365 | 369 |
|  5.75%, 06/01/2043(2) | 365 | 368 |
|  7.00%, 06/01/2043(2) | 315 | 326 |
|  West Virginia Economic Development Authority |  |  |
|  3.05%, 02/01/2036(1) | 2200 | 2200 |
|  4.63%, 04/15/2055(1) | 3005 | 3037 |
|  4.70%, 04/01/2036(1) | 9150 | 9195 |
|  5.45%, 01/01/2055(1)(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2893 |
|  West Virginia Hospital Finance Authority |  |  |
|  5.00%, 01/01/2026 | 1370 | 1374 |
|  6.00%, 09/01/2053 | 1330 | 1433 |
|  West Virginia Parkways Authority |  |  |
|  4.00%, 06/01/2051 | 1155 | 1039 |
|  Total West Virginia | Total West Virginia | 23254 |
|  **Wisconsin – 4.31%** |  |  |
|  Public Finance Authority |  |  |
|  0.00%, 12/15/2034(2) | 700 | 404 |
|  0.00%, 12/15/2041(2) | 12572 | 4510 |
|  0.00%, 12/15/2042(2) | 24065 | 7178 |
|  0.00%, 07/01/2062(1)(2) | 6325 | 4760 |
|  3.30%, 10/01/2046(1) | 180 | 180 |
|  4.00%, 06/15/2029(2) | 35 | 34 |
|  4.00%, 07/01/2030(2) | 400 | 394 |
|  4.00%, 12/01/2031(2) | 250 | 249 |
|  4.00%, 04/01/2032(2) | 190 | 187 |
|  4.00%, 10/01/2034 | 290 | 290 |
|  4.00%, 08/01/2035 | 7810 | 7544 |
|  4.00%, 06/01/2036(2) | 100 | 88 |
|  4.00%, 11/15/2037 | 165 | 161 |
|  4.00%, 07/01/2041 | 2335 | 2082 |
|  4.00%, 12/01/2041 | 1000 | 894 |
|  4.00%, 12/01/2041(2) | 1150 | 1023 |
|  4.00%, 01/01/2042 | 325 | 297 |
|  4.00%, 04/01/2042(2) | 2200 | 1889 |
|  4.00%, 01/01/2046 | 750 | 601 |
|  4.00%, 07/01/2046 | 1125 | 892 |
|  4.00%, 01/01/2047 | 1315 | 1154 |
|  4.00%, 06/01/2051(2) | 815 | 572 |
|  4.00%, 07/01/2051(2) | 450 | 349 |
|  4.00%, 07/01/2051 | 1085 | 815 |
|  4.00%, 09/30/2051 | 1000 | 817 |
|  4.00%, 04/01/2052(2) | 1350 | 1053 |
|  4.00%, 06/01/2056(2) | 2675 | 1847 |

---

------

---

| | | |
|:---|:---|:---|
|  4.00%, 07/01/2059 | 250 | 217 |
|  4.00%, 06/01/2061(2) | 100 | 66 |
|  4.00%, 07/01/2061(2) | 1280 | 940 |
|  4.05%, 11/01/2030 | 170 | 170 |
|  4.25%, 07/15/2044(2) | 305 | 267 |
|  4.25%, 07/01/2054 | 9510 | 7906 |
|  4.30%, 11/01/2030 | 3505 | 3509 |
|  4.50%, 07/15/2049(2) | 800 | 694 |
|  4.75%, 07/01/2045(2) | 110 | 99 |
|  4.75%, 03/01/2052 | 285 | 254 |
|  5.00%, 12/01/2025 | 2405 | 2407 |
|  5.00%, 06/01/2029(2) | 170 | 171 |
|  5.00%, 07/15/2030(2) | 690 | 692 |
|  5.00%, 09/01/2030(2) | 55 | 55 |
|  5.00%, 06/15/2034 | 675 | 696 |
|  5.00%, 12/15/2036(2) | 3739 | 3743 |
|  5.00%, 06/01/2037(2) | 1035 | 1041 |
|  5.00%, 06/15/2037(2) | 1130 | 1059 |
|  5.00%, 07/01/2037 | 880 | 880 |
|  5.00%, 09/01/2038(2) | 115 | 115 |
|  5.00%, 06/01/2039 | 1495 | 1506 |
|  5.00%, 06/15/2039(2) | 70 | 64 |
|  5.00%, 06/15/2039(2) | 500 | 476 |
|  5.00%, 06/15/2039 | 500 | 504 |
|  5.00%, 06/15/2039(2) | 640 | 621 |
|  5.00%, 08/01/2039 | 1650 | 1644 |
|  5.00%, 01/01/2040 | 70 | 70 |
|  5.00%, 04/01/2040(2) | 400 | 394 |
|  5.00%, 07/01/2040(2) | 650 | 617 |
|  5.00%, 10/15/2041(2) | 570 | 523 |
|  5.00%, 11/15/2041 | 475 | 480 |
|  5.00%, 10/01/2043(2) | 155 | 151 |
|  5.00%, 12/15/2044(2) | 630 | 591 |
|  5.00%, 01/01/2045 | 140 | 136 |
|  5.00%, 01/01/2046 | 750 | 716 |
|  5.00%, 07/01/2047 | 135 | 127 |
|  5.00%, 10/01/2048(2) | 1735 | 1629 |
|  5.00%, 06/15/2049(2) | 420 | 382 |
|  5.00%, 06/15/2049(2) | 870 | 713 |
|  5.00%, 06/15/2049 | 1100 | 1059 |
|  5.00%, 06/15/2049(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752 |
|  5.00%, 09/01/2049(2) | 125 | 113 |
|  5.00%, 04/01/2050(2) | 1950 | 1780 |
|  5.00%, 06/01/2050(2) | 750 | 616 |
|  5.00%, 06/15/2051(2) | 200 | 172 |
|  5.00%, 02/01/2052 | 2155 | 2116 |
|  5.00%, 06/01/2052(2) | 2235 | 1957 |
|  5.00%, 07/01/2052 | 290 | 268 |
|  5.00%, 10/01/2053(2) | 915 | 842 |
|  5.00%, 02/01/2054 | 500 | 481 |
|  5.00%, 06/15/2054(2) | 655 | 582 |
|  5.00%, 09/01/2054(2) | 625 | 560 |
|  5.00%, 12/15/2054(2) | 3000 | 2707 |
|  5.00%, 01/01/2055(2) | 5050 | 4231 |
|  5.00%, 07/01/2055(2) | 650 | 551 |
|  5.00%, 07/01/2055(2) | 880 | 789 |
|  5.00%, 01/01/2056(2) | 1000 | 835 |
|  5.00%, 06/15/2056(2) | 130 | 110 |
|  5.00%, 10/15/2056(2) | 625 | 528 |
|  5.00%, 07/01/2058 | 3000 | 3021 |
|  5.00%, 05/01/2060(2) | 5245 | 3285 |
|  5.00%, 07/01/2060(2) | 140 | 124 |
|  5.00%, 02/01/2062 | 1025 | 997 |
|  5.00%, 02/01/2064 | 500 | 471 |
|  5.13%, 07/15/2037(2) | 1250 | 1254 |
|  5.13%, 06/15/2047(2) | 180 | 152 |
|  5.25%, 05/15/2037(2) | 485 | 487 |
|  5.25%, 07/01/2042 | 1405 | 1468 |
|  5.25%, 03/01/2047 | 900 | 891 |
|  5.25%, 05/15/2047(2) | 835 | 786 |
|  5.25%, 05/15/2052(2) | 655 | 602 |
|  5.25%, 07/01/2061(2) | 2285 | 1874 |
|  5.25%, 11/15/2061 | 2095 | 2101 |
|  5.25%, 06/15/2065 | 2175 | 2061 |
|  5.38%, 12/15/2032(2) | 1100 | 1100 |

---

------

---

| | | |
|:---|:---|:---|
|  5.38%, 06/15/2039(2) | 150 | 150 |
|  5.38%, 07/01/2047 | 2135 | 2216 |
|  5.38%, 07/15/2047(2) | 100 | 96 |
|  5.50%, 09/01/2030(2) | 150 | 158 |
|  5.50%, 11/15/2032(2) | 1205 | 1207 |
|  5.50%, 12/15/2032(2) | 1731 | 1719 |
|  5.50%, 06/01/2055 | 3000 | 3133 |
|  5.63%, 06/15/2054(2) | 1435 | 1216 |
|  5.63%, 07/01/2055 | 1020 | 1069 |
|  5.63%, 06/15/2059(2) | 2000 | 1655 |
|  5.70%, 06/15/2044(2) | 400 | 393 |
|  5.75%, 09/01/2035(2) | 375 | 392 |
|  5.75%, 07/01/2049 | 1110 | 1133 |
|  5.75%, 07/01/2053(2) | 385 | 385 |
|  5.75%, 07/01/2054 | 4840 | 4909 |
|  5.75%, 12/01/2054(2) | 3400 | 3361 |
|  5.75%, 06/30/2060 | 7700 | 7918 |
|  5.75%, 07/01/2062 | 4837 | 5017 |
|  5.75%, 07/01/2063(2) | 5440 | 5353 |
|  5.75%, 12/31/2065 | 10580 | 10879 |
|  5.88%, 11/15/2027(2) | 750 | 750 |
|  5.88%, 06/15/2054(2) | 750 | 731 |
|  6.00%, 12/15/2045(2) | 1190 | 1223 |
|  6.00%, 12/15/2055(2) | 335 | 342 |
|  6.00%, 02/01/2062(2) | 1150 | 1185 |
|  6.00%, 06/15/2064(2) | 1565 | 1527 |
|  6.13%, 12/15/2029(2) | 150 | 152 |
|  6.13%, 11/15/2037(2) | 1000 | 980 |
|  6.25%, 11/15/2029 | 137 | 137 |
|  6.25%, 04/01/2045(2) | 800 | 766 |
|  6.25%, 09/01/2046(2) | 1405 | 1443 |
|  6.25%, 06/15/2053(2) | 1930 | 1846 |
|  6.45%, 04/01/2060(2) | 2000 | 1887 |
|  6.50%, 06/30/2060 | 3520 | 3859 |
|  6.50%, 12/31/2065 | 8320 | 9103 |
|  6.63%, 07/01/2053(2) | 500 | 516 |
|  7.00%, 09/01/2054(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1812 |
|  7.25%, 01/01/2061(2) | 500 | 531 |
|  9.00%, 05/01/2071(2) | 2425 | 1174 |
|  10.00%, 11/01/2038(2) | 950 | 1067 |
|  State of Wisconsin |  |  |
|  5.00%, 05/01/2036 | 2000 | 2251 |
|  Wisconsin Health & Educational Facilities Authority |  |  |
|  3.00%, 12/01/2031 | 80 | 69 |
|  4.00%, 09/15/2036 | 55 | 52 |
|  4.00%, 09/15/2041 | 50 | 44 |
|  4.00%, 09/15/2041 | 1010 | 897 |
|  4.00%, 09/15/2045 | 45 | 38 |
|  4.00%, 09/15/2045 | 950 | 794 |
|  4.20%, 08/15/2028 | 320 | 320 |
|  4.25%, 08/01/2034 | 500 | 489 |
|  4.50%, 02/15/2054 | 3990 | 3781 |
|  5.00%, 06/01/2037 | 275 | 267 |
|  5.00%, 06/01/2041 | 570 | 531 |
|  5.00%, 08/01/2049 | 500 | 461 |
|  5.50%, 02/15/2054 | 1335 | 1413 |
|  5.63%, 07/01/2045 | 1405 | 1391 |
|  5.88%, 07/01/2055 | 4315 | 4266 |
|  6.00%, 07/01/2060 | 1320 | 1318 |
|  6.13%, 10/01/2059 | 1385 | 1412 |
|  6.63%, 07/01/2060 | 3260 | 3368 |
|  Wisconsin Housing & Economic Development Authority Home Ownership Revenue |  |  |
|  6.00%, 03/01/2054 | 645 | 709 |
|  6.00%, 03/01/2055 | 385 | 419 |
|  6.00%, 03/01/2055 | 1595 | 1754 |
|  Total Wisconsin | Total Wisconsin | 228746 |
|  **Total Municipal Bonds (Cost: $5,188,373)** | **Total Municipal Bonds (Cost: $5,188,373)** | **5218855** |
|  | **Shares**<br>**(000s)** | **Value**<br>**(000s)** |
|  **COMMON STOCKS – 0.00%(8)** |  |  |
|  **Basic Materials – 0.00%(8)** |  |  |
|  Ingevity Corp.(4)(6) | 0 | 4 |
|  Total Basic Materials | Total Basic Materials | 4 |

---

------

---

| | | |
|:---|:---|:---|
|  **Consumer, Cyclical – 0.00%(8)** |  |  |
|  United Airlines Holdings Inc(4)(6) | 0 | 3 |
|  Total Consumer, Cyclical | Total Consumer, Cyclical | 3 |
|  **Total Common Stocks (Cost: $7)** | **Total Common Stocks (Cost: $7)** | **7** |
|  **SHORT-TERM INVESTMENTS – 0.73%** |  |  |
|  **Money Market Funds – 0.72%** |  |  |
|  Fidelity Institutional Money Market Government Portfolio - Class I, 4.08%(9) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38376 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38376 |
|  **Total Money Market Funds (Cost: $38,376)** |  | **38376** |
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **Time Deposits – 0.01%** |  |  |
|  Citibank, New York, 3.59% due 10/01/2025 | $55 | 55 |
|  JP Morgan, New York, 3.59% due 10/01/2025 | 237 | 237 |
|  **Total Time Deposits (Cost: $292)** |  | **292** |
|  **Total Short-Term Investments (Cost: $38,668)** | **Total Short-Term Investments (Cost: $38,668)** | **38668** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.12%** |  |  |
|  **(Cost: $5,227,048)** |  | **5257530** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.88%** |  | **46705** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**5304235** |

---

Percentages are stated as a percent of net assets.

(1) Adjustable rate security. The rate reported is the rate in effect as of September 30, 2025.

(2) Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of
1933. The value of these securities totals $1,307,038, which represents 24.64% of total net assets.

(3) Security in default as of September 30, 2025. The value of these securities totals $48,543, which
represents 0.92% of total net assets.

(4) Non-income producing security.

(5) Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of
September 30, 2025.

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

(7) Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in
effect as of September 30, 2025.

(8) Amount calculated is less than 0.005%.

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

(10) Security that is restricted at September 30, 2025. The value of these securities totals $3,467, which
represents 0.07% of total net assets.

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

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

------

**Open Futures Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts**<br> **Purchased** | **Reference Entity** | **Expiration Date** | **Notional**<br>**Amount** | **Value** | **Unrealized**<br>**Appreciation/**<br>**(Depreciation)** |
| 194 | U.S. 5 Year Note Future | Dec. 2025 | $21155 | $21184 | $29 |
|  |  |  |  |  | $**29** |

---

------

---

| | | |
|:---|:---|:---|
|  | **Percentages of**<br> **Net Assets** |  |
|  **MUNICIPAL BONDS** |  |  |
|  Education | 9.24 | % |
|  General Obligation | 6.32 |  |
|  General Revenue | 42.62 |  |
|  Healthcare | 16.37 |  |
|  Housing | 9.83 |  |
|  Transportation | 9.06 |  |
|  Utilities | 4.95 |  |
|  **Total Municipal Bonds** | **98.39** |  |
|  **COMMON STOCKS** |  |  |
|  Basic Materials | 0.00 | (1) |
|  Consumer, Cyclical | 0.00 | (1) |
|  **Total Common Stocks** | **0.00** | **(1)** |
|  **SHORT-TERM INVESTMENTS** | **0.73** |  |
|  **TOTAL INVESTMENTS** | **99.12** |  |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES** | **0.88** |  |
|  **TOTAL NET ASSETS** | **100.00** | **%** |

---

(1) Amount calculated is less than 0.005%.

------

**Bridge Builder Large Cap Growth Fund** 

**Schedule of Investments** 

**September 30, 2025 (Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Shares**<br>**(000s)** | **Value**<br>**(000s)** |
|  **COMMON STOCKS – 98.23%** |  |  |
|  **Communication Services – 11.21%** |  |  |
|  Alphabet, Inc. - Class A | 4098 | $996282 |
|  Alphabet, Inc. - Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;449400 |
|  AST SpaceMobile, Inc. - Class A(1) | 18 | 879 |
|  DoubleVerify Holdings, Inc. - Class Rights(1) | 8 | 100 |
|  GCI Liberty, Inc. - Class C(1) | 1 | 19 |
|  Liberty Broadband Corp. - Class C(1) | 3 | 162 |
|  Liberty Media Corp.-Liberty Formula One - Class C(1) | 7 | 721 |
|  Live Nation Entertainment, Inc.(1) | 16 | 2604 |
|  Meta Platforms, Inc. - Class A | 1498 | 1100120 |
|  Netflix, Inc.(1) | 468 | 561131 |
|  Nexstar Media Group, Inc. - Class A(2) | 0 | 34 |
|  Pinterest, Inc. - Class A(1) | 28 | 913 |
|  Reddit, Inc. - Class A(1) | 12 | 2700 |
|  ROBLOX Corp. - Class A(1) | 62 | 8522 |
|  Roku, Inc. - Class A(1) | 2 | 179 |
|  Spotify Technology SA(1) | 136 | 94675 |
|  Take-Two Interactive Software, Inc.(1) | 6 | 1607 |
|  TKO Group Holdings, Inc. - Class A | 3 | 573 |
|  Trade Desk, Inc. - Class A(1) | 45 | 2202 |
|  Trump Media & Technology Group Corp.(1) | 9 | 144 |
|  Walt Disney Co. | 931 | 106580 |
|  Total Communication Services | Total Communication Services | 3329547 |
|  **Consumer Discretionary – 11.83%** |  |  |
|  Airbnb, Inc. - Class A(1) | 43 | 5200 |
|  Amazon.com, Inc.(1) | 8194 | 1799240 |
|  AutoZone, Inc.(1)(2) | 0 | 1085 |
|  Birkenstock Holding Plc(1) | 2 | 74 |
|  Booking Holdings, Inc. | 19 | 101166 |
|  Bright Horizons Family Solutions, Inc.(1) | 1 | 88 |
|  Burlington Stores, Inc.(1) | 6 | 1610 |
|  Carnival Corp.(1) | 32 | 933 |
|  Carvana Co. - Class A(1) | 13 | 5014 |
|  Cava Group, Inc.(1) | 10 | 583 |
|  Chewy, Inc. - Class A(1) | 20 | 819 |
|  Chipotle Mexican Grill, Inc. - Class A(1) | 5267 | 206405 |
|  Choice Hotels International, Inc. | 1 | 89 |
|  Churchill Downs, Inc. | 7 | 636 |
|  Coupang, Inc. - Class A(1) | 2161 | 69582 |
|  Darden Restaurants, Inc. | 11 | 2045 |
|  Deckers Outdoor Corp.(1) | 15 | 1508 |
|  Domino's Pizza, Inc. | 1 | 483 |
|  DoorDash, Inc. - Class A(1) | 36 | 9762 |
|  DraftKings, Inc. - Class A(1) | 48 | 1810 |
|  Duolingo, Inc. - Class A(1) | 4 | 1218 |
|  Dutch Bros, Inc. - Class A(1) | 11 | 586 |
|  Etsy, Inc.(1) | 7 | 454 |
|  Expedia Group, Inc. | 12 | 2545 |
|  Floor & Decor Holdings, Inc. - Class A(1) | 4 | 266 |
|  Flutter Entertainment Plc(1) | 15 | 3707 |
|  Grand Canyon Education, Inc.(1) | 1 | 195 |
|  H&R Block, Inc. | 2 | 114 |
|  Hilton Worldwide Holdings, Inc. | 23 | 6029 |
|  Home Depot, Inc. | 377 | 152604 |
|  Industria de Diseno Textil SA | 652 | 36075 |
|  Las Vegas Sands Corp. | 32 | 1706 |
|  Light & Wonder, Inc.(1) | 8 | 699 |
|  Lithia Motors, Inc. - Class A(2) | 0 | 91 |
|  Lululemon Athletica, Inc.(1) | 6 | 1113 |
|  Marriott International, Inc. - Class A | 18 | 4581 |
|  McDonald's Corp. | 389 | 118161 |
|  MercadoLibre, Inc.(1) | 52 | 121416 |
|  Murphy USA, Inc. | 2 | 669 |
|  NIKE, Inc. - Class B | 2214 | 154400 |
|  Norwegian Cruise Line Holdings Ltd.(1) | 40 | 992 |
|  On Holding AG - Class A(1) | 21 | 903 |

---

------

---

| | | |
|:---|:---|:---|
|  O'Reilly Automotive, Inc.(1) | 79 | 8503 |
|  Planet Fitness, Inc. - Class A(1) | 8 | 843 |
|  Pool Corp. | 1 | 201 |
|  Ralph Lauren Corp. - Class A(2) | 0 | 88 |
|  Restaurant Brands International, Inc. | 20 | 1280 |
|  Ross Stores, Inc. | 7 | 1078 |
|  Royal Caribbean Cruises Ltd. | 26 | 8255 |
|  SharkNinja, Inc.(1) | 1 | 126 |
|  Somnigroup International, Inc. | 20 | 1650 |
|  Starbucks Corp. | 440 | 37216 |
|  Tapestry, Inc. | 19 | 2163 |
|  Tesla, Inc.(1) | 808 | 359231 |
|  Texas Roadhouse, Inc. - Class A | 6 | 1037 |
|  TJX Companies, Inc. | 56 | 8140 |
|  TopBuild Corp.(1)(2) | 0 | 65 |
|  Tractor Supply Co. | 54 | 3044 |
|  Travel + Leisure Co. | 2 | 121 |
|  Ulta Beauty, Inc.(1) | 1 | 597 |
|  Vail Resorts, Inc. | 3 | 443 |
|  Valvoline, Inc.(1) | 12 | 432 |
|  Viking Holdings Ltd.(1) | 17 | 1088 |
|  Wayfair, Inc. - Class A(1) | 2 | 153 |
|  Wendy's Co. | 8 | 73 |
|  Williams-Sonoma, Inc. | 2 | 335 |
|  Wingstop, Inc. | 3 | 794 |
|  Wyndham Hotels & Resorts, Inc. | 7 | 526 |
|  Yum! Brands, Inc. | &nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263492 |
|  Total Consumer Discretionary | Total Consumer Discretionary | 3517630 |
|  **Consumer Staples – 2.29%** |  |  |
|  BJ's Wholesale Club Holdings, Inc.(1) | 2 | 175 |
|  Casey's General Stores, Inc. | 1 | 335 |
|  Celsius Holdings, Inc.(1) | 16 | 913 |
|  Coca-Cola Co. | 1978 | 131182 |
|  Coca-Cola Consolidated, Inc. | 1 | 84 |
|  Colgate-Palmolive Co. | 38 | 3067 |
|  Costco Wholesale Corp. | 171 | 158691 |
|  Freshpet, Inc.(1) | 1 | 62 |
|  Hershey Co. | 2 | 356 |
|  Kimberly-Clark Corp. | 12 | 1440 |
|  Mondelez International, Inc. - Class A | 1116 | 69747 |
|  Monster Beverage Corp.(1) | 70 | 4728 |
|  PepsiCo, Inc. | 19 | 2654 |
|  Performance Food Group Co.(1) | 2 | 214 |
|  Procter & Gamble Co. | 1109 | 170347 |
|  Sprouts Farmers Market, Inc.(1) | 9 | 1031 |
|  Sysco Corp. | 26 | 2154 |
|  Walmart, Inc. | 1282 | 132090 |
|  Total Consumer Staples | Total Consumer Staples | 679270 |
|  **Energy – 0.82%** |  |  |
|  Cheniere Energy, Inc. | 10 | 2349 |
|  ConocoPhillips | 763 | 72206 |
|  Exxon Mobil Corp. | 1436 | 161906 |
|  HF Sinclair Corp. | 2 | 84 |
|  Phillips 66 | 3 | 384 |
|  Schlumberger NV | 11 | 394 |
|  Targa Resources Corp. | 22 | 3623 |
|  Texas Pacific Land Corp. | 2 | 1808 |
|  Williams Companies, Inc. | 6 | 396 |
|  Total Energy | Total Energy | 243150 |
|  **Financials – 11.14%** |  |  |
|  Adyen NV - ADR(1) | 1080 | 17264 |
|  Affirm Holdings, Inc. - Class A(1) | 15 | 1129 |
|  Ally Financial, Inc. | 4 | 138 |
|  American Express Co. | 754 | 250614 |
|  Ameriprise Financial, Inc. | 8 | 4055 |
|  Aon Plc - Class A | 532 | 189809 |
|  Apollo Global Management, Inc. | 29 | 3853 |
|  Ares Management Corp. - Class A | 200 | 31938 |
|  Arthur J. Gallagher & Co. | 2 | 495 |

---

------

---

| | | |
|:---|:---|:---|
|  Bank of America Corp. | 4182 | 215743 |
|  Bank of New York Mellon Corp. | 5 | 548 |
|  Blackstone, Inc. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174516 |
|  Block, Inc. - Class A(1) | 2570 | 185766 |
|  Blue Owl Capital, Inc. - Class A | 62 | 1056 |
|  Brookfield Asset Management Ltd. - Class A | 13 | 727 |
|  Brown & Brown, Inc. | 3 | 265 |
|  Charles Schwab Corp. | 1390 | 132708 |
|  Chubb Ltd. | 404 | 113929 |
|  Citigroup, Inc. | 33 | 3332 |
|  Coinbase Global, Inc. - Class A(1) | 2 | 658 |
|  Corpay, Inc.(1) | 7 | 1971 |
|  Credit Acceptance Corp.(1)(2) | 0 | 33 |
|  Equitable Holdings, Inc. | 31 | 1578 |
|  Everest Group Ltd. | 1 | 231 |
|  FactSet Research Systems, Inc.(2) | 0 | 68 |
|  Fiserv, Inc.(1) | 15 | 1902 |
|  Freedom Holding Corp.(1) | 1 | 250 |
|  Goldman Sachs Group, Inc. | 175 | 139149 |
|  Hamilton Lane, Inc. - Class A | 3 | 340 |
|  Houlihan Lokey, Inc. - Class A | 2 | 410 |
|  Interactive Brokers Group, Inc. - Class A | 2 | 159 |
|  Intercontinental Exchange, Inc. | 1257 | 211811 |
|  Jefferies Financial Group, Inc. | 5 | 303 |
|  Kinsale Capital Group, Inc. | 2 | 881 |
|  KKR & Co., Inc. - Class Miscella | 17 | 2212 |
|  Lazard, Inc. - Class A | 2 | 109 |
|  LPL Financial Holdings, Inc. | 8 | 2670 |
|  Markel Group, Inc.(1)(2) | 0 | 537 |
|  Marsh & McLennan Companies, Inc. | 518 | 104378 |
|  Mastercard, Inc. - Class A | 721 | 410041 |
|  Moody's Corp. | 16 | 7459 |
|  Morningstar, Inc. | 2 | 358 |
|  MSCI, Inc. - Class A | 4 | 2114 |
|  NU Holdings Ltd. - Class A(1) | 337 | 5393 |
|  Popular, Inc. | 1 | 76 |
|  Progressive Corp. | 3 | 703 |
|  Robinhood Markets, Inc. - Class A(1) | 10 | 1449 |
|  Ryan Specialty Holdings, Inc. - Class A | 10 | 543 |
|  S&P Global, Inc. | 457 | 222192 |
|  Shift4 Payments, Inc. - Class A(1) | 6 | 446 |
|  SLM Corp. | 3 | 80 |
|  SoFi Technologies, Inc.(1) | 15 | 405 |
|  Toast, Inc. - Class A(1) | 45 | 1661 |
|  TPG, Inc. - Class A | 13 | 733 |
|  Tradeweb Markets, Inc. - Class A | 385 | 42724 |
|  Visa, Inc. - Class A | 2388 | 815290 |
|  Western Alliance Bancorp | 2 | 197 |
|  XP, Inc. - Class A | 4 | 73 |
|  Total Financials | Total Financials | 3309472 |
|  **Healthcare – 8.59%** |  |  |
|  AbbVie, Inc. | 178 | 41181 |
|  Alnylam Pharmaceuticals, Inc.(1) | 13 | 5731 |
|  Amgen, Inc. | 40 | 11213 |
|  Apellis Pharmaceuticals, Inc.(1) | 10 | 228 |
|  Argenx SE - ADR(1) | 69 | 50632 |
|  Boston Scientific Corp.(1) | 1194 | 116561 |
|  Bristol-Myers Squibb Co. | 39 | 1781 |
|  Cardinal Health, Inc. | 12 | 1844 |
|  Cencora, Inc. - Class A | 18 | 5762 |
|  Chemed Corp.(2) | 0 | 62 |
|  Cigna Group | 226 | 65237 |
|  Cooper Companies, Inc.(1) | 2587 | 177333 |
|  Corcept Therapeutics, Inc.(1) | 9 | 756 |
|  Danaher Corp. | 1346 | 266950 |
|  DaVita, Inc.(1) | 4 | 579 |
|  DexCom, Inc.(1) | 39 | 2649 |
|  Doximity, Inc. - Class A(1) | 13 | 924 |
|  Edwards Lifesciences Corp.(1) | 363 | 28209 |
|  Eli Lilly & Co. | 588 | 448743 |
|  Exact Sciences Corp.(1) | 1 | 54 |
|  Exelixis, Inc.(1) | 22 | 928 |
|  Gilead Sciences, Inc. | 34 | 3748 |

---

------

---

| | | |
|:---|:---|:---|
|  Halozyme Therapeutics, Inc.(1) | 12 | 870 |
|  HCA Healthcare, Inc. | 4 | 1526 |
|  IDEXX Laboratories, Inc.(1) | 8 | 5192 |
|  Incyte Corp.(1) | 4 | 336 |
|  Insmed, Inc.(1) | 18 | 2532 |
|  Inspire Medical Systems, Inc.(1) | 3 | 204 |
|  Insulet Corp.(1) | 7 | 2180 |
|  Intuitive Surgical, Inc.(1) | 413 | 184550 |
|  Ionis Pharmaceuticals, Inc.(1) | 14 | 896 |
|  Masimo Corp.(1) | 4 | 644 |
|  McKesson Corp. | 12 | 8941 |
|  Medpace Holdings, Inc.(1) | 2 | 1209 |
|  Medtronic Plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115719 |
|  Merck & Co., Inc. | 1240 | 104058 |
|  Molina Healthcare, Inc.(1) | 3 | 644 |
|  Natera, Inc.(1) | 331 | 53329 |
|  Neurocrine Biosciences, Inc.(1) | 8 | 1168 |
|  Penumbra, Inc.(1) | 3 | 879 |
|  Repligen Corp.(1) | 1 | 100 |
|  ResMed, Inc. | 4 | 1024 |
|  Sarepta Therapeutics, Inc.(1) | 9 | 170 |
|  Sonova Holding AG - ADR | 568 | 30916 |
|  Stryker Corp. | 238 | 87977 |
|  Summit Therapeutics, Inc.(1) | 11 | 234 |
|  Tempus AI, Inc. - Class A(1) | 8 | 643 |
|  Thermo Fisher Scientific, Inc. | 166 | 80409 |
|  UCB SA | 170 | 47403 |
|  Ultragenyx Pharmaceutical, Inc.(1) | 8 | 255 |
|  UnitedHealth Group, Inc. | 1152 | 397823 |
|  Veeva Systems, Inc. - Class A(1) | 12 | 3525 |
|  Vertex Pharmaceuticals, Inc.(1) | 333 | 130360 |
|  Viking Therapeutics, Inc.(1) | 1 | 23 |
|  Waters Corp.(1) | 3 | 1014 |
|  Zoetis, Inc. - Class A | 362 | 52990 |
|  Total Healthcare | Total Healthcare | 2550848 |
|  **Industrials – 7.78%** |  |  |
|  3M Co. | 8 | 1302 |
|  AAON, Inc. | 6 | 601 |
|  Alaska Air Group, Inc.(1) | 2 | 100 |
|  Allison Transmission Holdings, Inc. | 1 | 121 |
|  AMETEK, Inc. | 541 | 101770 |
|  Armstrong World Industries, Inc. | 1 | 270 |
|  Automatic Data Processing, Inc. | 38 | 11103 |
|  Avis Budget Group, Inc.(1) | 1 | 94 |
|  Axon Enterprise, Inc.(1) | 8 | 5391 |
|  Boeing Co.(1) | 1286 | 277541 |
|  Booz Allen Hamilton Holding Corp. - Class A | 12 | 1183 |
|  Broadridge Financial Solutions, Inc. | 11 | 2539 |
|  BWX Technologies, Inc. | 2 | 320 |
|  Canadian Pacific Kansas City Ltd. | 2950 | 219781 |
|  Carlisle Companies, Inc. | 1 | 166 |
|  Carpenter Technology Corp. | 1 | 202 |
|  Caterpillar, Inc. | 6 | 2738 |
|  Cintas Corp. | 35 | 7107 |
|  Comfort Systems USA, Inc. | 4 | 2891 |
|  Copart, Inc.(1) | 83 | 3730 |
|  Core & Main, Inc. - Class A(1) | 12 | 639 |
|  Dayforce, Inc.(1) | 684 | 47123 |
|  Deere & Co. | 93 | 42541 |
|  EMCOR Group, Inc. | 2 | 996 |
|  Equifax, Inc. | 469 | 120224 |
|  ExlService Holdings, Inc.(1) | 15 | 674 |
|  Fastenal Co. | 95 | 4656 |
|  Ferguson Enterprises, Inc. | 1 | 248 |
|  FTAI Aviation Ltd. | 10 | 1645 |
|  GE Vernova, Inc. | 27 | 16868 |
|  General Electric Co. | 787 | 236631 |
|  HEICO Corp. | 4 | 1331 |
|  HEICO Corp. - Class A | 8 | 1943 |
|  Howmet Aerospace, Inc. | 521 | 102222 |
|  Illinois Tool Works, Inc. | 10 | 2519 |
|  Ingersoll Rand, Inc. | 402 | 33244 |
|  Jacobs Solutions, Inc. | 686 | 102765 |

---

------

---

| | | |
|:---|:---|:---|
|  Karman Holdings, Inc.(1) | 3 | 192 |
|  KBR, Inc. | 1 | 57 |
|  Lennox International, Inc. | 3 | 1693 |
|  Leonardo DRS, Inc. | 3 | 136 |
|  Loar Holdings, Inc.(1) | 4 | 311 |
|  Lockheed Martin Corp. | 6 | 2922 |
|  Lyft, Inc. - Class A(1) | 6 | 136 |
|  MasTec, Inc.(1) | 1 | 270 |
|  Nordson Corp. | 324 | 73497 |
|  Old Dominion Freight Line, Inc. | 527 | 74192 |
|  Paychex, Inc. | 11 | 1365 |
|  Paycom Software, Inc. | 3 | 628 |
|  Paylocity Holding Corp.(1) | 4 | 657 |
|  Quanta Services, Inc. | 11 | 4761 |
|  RB Global, Inc. | 1 | 123 |
|  RBC Bearings, Inc.(1) | 1 | 237 |
|  Rocket Lab Corp.(1) | 42 | 1996 |
|  Rockwell Automation, Inc. | 102 | 35593 |
|  Rollins, Inc. | 28 | 1660 |
|  Simpson Manufacturing Co., Inc.(2) | 0 | 61 |
|  SiteOne Landscape Supply, Inc.(1) | 2 | 200 |
|  Southwest Airlines Co. | 5 | 159 |
|  Tetra Tech, Inc. | 5 | 163 |
|  Trane Technologies Plc | 197 | 83247 |
|  TransDigm Group, Inc. | 1 | 1356 |
|  Uber Technologies, Inc.(1) | 202 | 19800 |
|  U-Haul Holding Co. - Class B | 4 | 208 |
|  Union Pacific Corp. | 5 | 1080 |
|  United Rentals, Inc. | 48 | 45448 |
|  Veralto Corp. | 10 | 1112 |
|  Verisk Analytics, Inc. - Class A | 8 | 2045 |
|  Vertiv Holdings Co. - Class A | 38 | 5779 |
|  Waste Management, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436879 |
|  WillScot Holdings Corp. - Class A | 5 | 105 |
|  WW Grainger, Inc. | 165 | 156843 |
|  XPO, Inc.(1) | 2 | 295 |
|  Total Industrials | Total Industrials | 2310425 |
|  **Information Technology – 43.03%** |  |  |
|  Accenture Plc - Class A | 242 | 59796 |
|  Adobe, Inc.(1) | 43 | 15057 |
|  Advanced Micro Devices, Inc.(1) | 644 | 104272 |
|  Amphenol Corp. - Class A | 2671 | 330590 |
|  Analog Devices, Inc. | 463 | 113662 |
|  Appfolio, Inc. - Class A(1) | 2 | 578 |
|  Apple, Inc. | 8770 | 2233010 |
|  Applied Materials, Inc. | 546 | 111818 |
|  AppLovin Corp. - Class A(1) | 239 | 171416 |
|  Arista Networks, Inc.(1) | 1060 | 154523 |
|  ARM Holdings Plc - ADR(1) | 1119 | 158299 |
|  Astera Labs, Inc.(1) | 13 | 2484 |
|  Atlassian Corp. - Class A(1) | 16 | 2603 |
|  Autodesk, Inc.(1) | 21 | 6815 |
|  Bentley Systems, Inc. - Class B | 16 | 816 |
|  Broadcom, Inc. | 3090 | 1019457 |
|  Cadence Design Systems, Inc.(1) | 438 | 153801 |
|  CDW Corp. | 1 | 147 |
|  Ciena Corp.(1) | 127 | 18427 |
|  Circle Internet Group, Inc. - Class A(1) | 1 | 98 |
|  Cloudflare, Inc. - Class A(1) | 31 | 6668 |
|  Confluent, Inc. - Class A(1) | 28 | 552 |
|  Crowdstrike Holdings, Inc. - Class A(1) | 308 | 151041 |
|  Datadog, Inc. - Class A(1) | 653 | 93002 |
|  Dell Technologies, Inc. - Class C | 4 | 573 |
|  Docusign, Inc. - Class A(1) | 15 | 1059 |
|  Dropbox, Inc. - Class A(1) | 7 | 205 |
|  Dynatrace, Inc.(1) | 617 | 29873 |
|  Elastic NV(1) | 9 | 741 |
|  Enphase Energy, Inc.(1) | 13 | 444 |
|  Entegris, Inc. | 776 | 71750 |
|  Fair Isaac Corp.(1) | 2 | 2911 |
|  Fortinet, Inc.(1) | 64 | 5387 |
|  Gartner, Inc.(1) | 543 | 142657 |
|  Gen Digital, Inc. | 6 | 164 |

---

------

---

| | | |
|:---|:---|:---|
|  Gitlab, Inc. - Class A(1) | 12 | 535 |
|  Globant SA(1)(2) | 0 | 23 |
|  GoDaddy, Inc. - Class A(1) | 13 | 1821 |
|  Guidewire Software, Inc.(1) | 8 | 1938 |
|  HubSpot, Inc.(1) | 133 | 62107 |
|  Intuit, Inc. | 712 | 486224 |
|  Jabil, Inc. | 7 | 1447 |
|  KLA Corp. | 13 | 14454 |
|  Lam Research Corp. | 128 | 17177 |
|  Lattice Semiconductor Corp.(1) | 725 | 53150 |
|  Lumentum Holdings, Inc.(1) | 1 | 85 |
|  MACOM Technology Solutions Holdings, Inc.(1) | 2 | 189 |
|  Manhattan Associates, Inc.(1) | 6 | 1182 |
|  Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93348 |
|  Microsoft Corp. | 5417 | 2805711 |
|  MongoDB, Inc. - Class A(1) | 126 | 39140 |
|  Monolithic Power Systems, Inc. | 5 | 4291 |
|  Motorola Solutions, Inc. | 7 | 3232 |
|  nCino, Inc.(1) | 5 | 132 |
|  NetApp, Inc. | 9 | 1029 |
|  Nutanix, Inc. - Class A(1) | 8 | 581 |
|  NVIDIA Corp. | 13445 | 2508616 |
|  Okta, Inc. - Class A(1) | 7 | 617 |
|  Onto Innovation, Inc.(1) | 1 | 153 |
|  Oracle Corp. | 509 | 143165 |
|  Palantir Technologies, Inc. - Class A(1) | 219 | 40004 |
|  Palo Alto Networks, Inc.(1) | 66 | 13469 |
|  Pegasystems, Inc. | 3 | 160 |
|  Procore Technologies, Inc.(1) | 12 | 841 |
|  PTC, Inc.(1) | 1 | 271 |
|  Pure Storage, Inc. - Class A(1) | 27 | 2247 |
|  QUALCOMM, Inc. | 561 | 93257 |
|  RingCentral, Inc. - Class A(1) | 8 | 219 |
|  Rubrik, Inc. - Class A(1) | 7 | 575 |
|  Salesforce, Inc. | 915 | 216819 |
|  Samsara, Inc. - Class A(1) | 26 | 967 |
|  SentinelOne, Inc. - Class A(1) | 20 | 358 |
|  ServiceNow, Inc.(1) | 454 | 417441 |
|  Shopify, Inc. - Class A(1) | 867 | 128790 |
|  Snowflake, Inc. - Class A(1) | 354 | 79795 |
|  Strategy, Inc. - Class A(1) | 1 | 441 |
|  Super Micro Computer, Inc.(1) | 23 | 1092 |
|  Synopsys, Inc.(1) | 518 | 255367 |
|  Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | 403 | 112667 |
|  Teradata Corp.(1) | 2 | 47 |
|  Texas Instruments, Inc. | 37 | 6880 |
|  Twilio, Inc. - Class A(1) | 3 | 318 |
|  Tyler Technologies, Inc.(1) | 4 | 1880 |
|  Ubiquiti, Inc.(2) | 0 | 280 |
|  Unity Software, Inc.(1) | 2 | 72 |
|  Workday, Inc. - Class A(1) | 22 | 5216 |
|  Zscaler, Inc.(1) | 10 | 2946 |
|  Total Information Technology | Total Information Technology | 12787462 |
|  **Materials – 0.83%** |  |  |
|  Anglogold Ashanti Plc | 6 | 416 |
|  Avery Dennison Corp. | 154 | 25029 |
|  Eagle Materials, Inc.(2) | 0 | 45 |
|  Ecolab, Inc. | 436 | 119343 |
|  James Hardie Industries Plc(1) | 10 | 188 |
|  Linde Plc | 196 | 93208 |
|  Sherwin-Williams Co. | 21 | 7372 |
|  Steel Dynamics, Inc. | 1 | 189 |
|  Total Materials | Total Materials | 245790 |
|  **Real Estate – 0.39%** |  |  |
|  American Tower Corp. | 47 | 9059 |
|  CBRE Group, Inc. - Class A(1) | 650 | 102397 |
|  CoStar Group, Inc.(1) | 5 | 423 |
|  Jones Lang LaSalle, Inc.(1) | 1 | 411 |
|  Lamar Advertising Co. - Class A | 8 | 1038 |
|  Public Storage | 2 | 648 |

---

------

---

| | | |
|:---|:---|:---|
|  Simon Property Group, Inc. | 8 | 1463 |
|  Sun Communities, Inc. | 2 | 302 |
|  Total Real Estate | Total Real Estate | 115741 |
|  **Utilities – 0.32%** |  |  |
|  Constellation Energy Corp. | 259 | 85223 |
|  NRG Energy, Inc. | 19 | 3107 |
|  Vistra Corp. | 34 | 6675 |
|  Total Utilities | Total Utilities | 95005 |
|  **Total Common Stocks (Cost: $16,865,496)** | **Total Common Stocks (Cost: $16,865,496)** | **29184340** |
|  **SHORT-TERM INVESTMENTS – 1.72%** |  |  |
|  **Money Market Funds – 1.71%** |  |  |
|  JP Morgan U.S. Government Money Market Fund, 4.09%(3) | 508359 | 508359 |
|  **Total Money Market Funds (Cost: $508,359)** |  | **508359** |
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **Time Deposits – 0.01%** |  |  |
|  Citibank, New York, 3.59% due 10/01/2025 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1075 |
|  JP Morgan, New York, 3.59% due 10/01/2025 | 511 | 511 |
|  Sumitomo, Tokyo, 3.59% due 10/01/2025 | 730 | 730 |
|  **Total Time Deposits (Cost: $2,316)** |  | **2316** |
|  **Total Short-Term Investments (Cost: $510,675)** | **Total Short-Term Investments (Cost: $510,675)** | **510675** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.95%**<br> **(Cost: $17,376,171)** |  | **29695015** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.05%** |  | **14698** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**29709713** |

---

Percentages are stated as a percent of net assets.

ADR American Depositary Receipt

(1) Non-income producing security.

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

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

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

------

**Open Futures Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts**<br>**Purchased** | **Reference Entity** | **Expiration Date** | **Notional**<br>**Amount** | **Value** | **Unrealized**<br>**Appreciation/**<br>**(Depreciation)** |
| 45 | E-mini Russell 1000 Future | Dec. 2025 | $10658 | $10711 | $53 |
|  |  |  |  |  | $53 |

---

------

**Bridge Builder Large Cap Value Fund** 

**Schedule of Investments** 

**September 30, 2025 (Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Shares**<br>**(000s)** | **Value**<br>**(000s)** |
|  **COMMON STOCKS – 97.07%** |  |  |
|  **Communication Services – 6.25%** |  |  |
|  Alphabet, Inc. - Class A | 1346 | $327246 |
|  Alphabet, Inc. - Class C | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;391457 |
|  AST SpaceMobile, Inc. - Class A(1) | 1 | 28 |
|  AT&T, Inc. | 2024 | 57144 |
|  Charter Communications, Inc. - Class A(1) | 4 | 1070 |
|  Comcast Corp. - Class A | 5581 | 175347 |
|  DoubleVerify Holdings, Inc. - Class Rights(1) | 3 | 34 |
|  Electronic Arts, Inc. | 345 | 69675 |
|  ESC GCI Liberty, Inc.(1)(2)(4) | 4 |  |
|  Fox Corp. - Class A | 468 | 29541 |
|  Fox Corp. - Class B | 6 | 369 |
|  Frontier Communications Parent, Inc.(1) | 10 | 376 |
|  GCI Liberty, Inc. - Class A(1)(2) | 0 | 4 |
|  GCI Liberty, Inc. - Class C(1) | 1 | 28 |
|  IAC, Inc.(1) | 3 | 115 |
|  Interpublic Group of Companies, Inc. | 16 | 442 |
|  Iridium Communications, Inc. | 4 | 65 |
|  Liberty Broadband Corp. - Class A(1) | 1 | 36 |
|  Liberty Broadband Corp. - Class C(1) | 4 | 237 |
|  Liberty Global Ltd. - Class A(1) | 7 | 85 |
|  Liberty Global Ltd. - Class C(1) | 8 | 91 |
|  Liberty Media Corp.-Liberty Formula One - Class A(1) | 1 | 64 |
|  Liberty Media Corp.-Liberty Formula One - Class C(1) | 6 | 651 |
|  Liberty Media Corp.-Liberty Live - Class A(1) | 1 | 80 |
|  Liberty Media Corp.-Liberty Live - Class C(1) | 2 | 190 |
|  Madison Square Garden Sports Corp. - Class A(1) | 1 | 174 |
|  Match Group, Inc. | 203 | 7169 |
|  Meta Platforms, Inc. - Class A | 195 | 142957 |
|  Millicom International Cellular SA | 4 | 214 |
|  New York Times Co. - Class A | 7 | 413 |
|  News Corp. - Class A | 1388 | 42640 |
|  News Corp. - Class B | 5 | 166 |
|  Nexstar Media Group, Inc. - Class A | 55 | 10838 |
|  Omnicom Group, Inc. | 8 | 676 |
|  Pinterest, Inc. - Class A(1) | 13 | 410 |
|  Playtika Holding Corp. | 496 | 1927 |
|  Roku, Inc. - Class A(1) | 5 | 482 |
|  Shutterstock, Inc. | 79 | 1652 |
|  Sirius XM Holdings, Inc. | 332 | 7731 |
|  Take-Two Interactive Software, Inc.(1) | 5 | 1342 |
|  TEGNA, Inc. | 350 | 7118 |
|  TKO Group Holdings, Inc. - Class A | 2 | 342 |
|  T-Mobile U.S., Inc. | 43 | 10400 |
|  Trump Media & Technology Group Corp.(1) | 2 | 40 |
|  Verizon Communications, Inc. | 1061 | 46617 |
|  Walt Disney Co. | 1343 | 153735 |
|  Warner Bros Discovery, Inc.(1) | 101 | 1963 |
|  Warner Music Group Corp. - Class A | 2825 | 96216 |
|  ZoomInfo Technologies, Inc. - Class A(1) | 625 | 6814 |
|  Total Communication Services | Total Communication Services | 1596411 |
|  **Consumer Discretionary – 7.66%** |  |  |
|  Academy Sports & Outdoors, Inc. | 205 | 10244 |
|  ADT, Inc. | 1472 | 12820 |
|  Adtalem Global Education, Inc.(1) | 61 | 9468 |
|  Amazon.com, Inc.(1) | 422 | 92635 |
|  Amer Sports, Inc.(1) | 5 | 170 |
|  Aptiv Plc(1) | 537 | 46262 |
|  Aramark | 11 | 435 |
|  Autoliv, Inc. | 116 | 14375 |
|  AutoNation, Inc.(1) | 50 | 11016 |
|  AutoZone, Inc.(1) | 1 | 2617 |
|  Bath & Body Works, Inc. | 9 | 235 |
|  Best Buy Co., Inc. | 79 | 5951 |
|  Birkenstock Holding Plc(1) | 2 | 72 |
|  Bloomin' Brands, Inc. | 260 | 1862 |

---

------

---

| | | |
|:---|:---|:---|
|  Booking Holdings, Inc. | 23 | 125468 |
|  BorgWarner, Inc. | 371 | 16289 |
|  Boyd Gaming Corp. | 2 | 215 |
|  Bright Horizons Family Solutions, Inc.(1) | 2 | 230 |
|  Brunswick Corp. | 3 | 195 |
|  Caesars Entertainment, Inc.(1) | 10 | 260 |
|  CarMax, Inc.(1) | 7 | 294 |
|  Carnival Corp.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151323 |
|  Carter's, Inc. | 91 | 2576 |
|  Choice Hotels International, Inc. | 1 | 86 |
|  Churchill Downs, Inc.(2) | 0 | 43 |
|  Columbia Sportswear Co. | 1 | 58 |
|  Crocs, Inc.(1) | 61 | 5062 |
|  Darden Restaurants, Inc.(2) | 0 | 48 |
|  Dick's Sporting Goods, Inc. | 39 | 8758 |
|  Dillard's, Inc. - Class A(2) | 0 | 85 |
|  Domino's Pizza, Inc. | 1 | 410 |
|  DR Horton, Inc. | 12 | 1995 |
|  eBay, Inc. | 404 | 36740 |
|  Etsy, Inc.(1) | 2 | 120 |
|  Expedia Group, Inc. | 70 | 14898 |
|  Five Below, Inc.(1) | 2 | 357 |
|  Floor & Decor Holdings, Inc. - Class A(1) | 3 | 220 |
|  Flutter Entertainment Plc(1) | 1 | 330 |
|  Ford Motor Co. | 1039 | 12432 |
|  GameStop Corp. - Class A(1) | 18 | 487 |
|  Gap, Inc. | 319 | 6832 |
|  Garmin Ltd. | 7 | 1740 |
|  General Motors Co. | 536 | 32689 |
|  Gentex Corp. | 10 | 293 |
|  Genuine Parts Co. | 6 | 825 |
|  Grand Canyon Education, Inc.(1) | 1 | 194 |
|  H&R Block, Inc. | 5 | 253 |
|  Harley-Davidson, Inc. | 233 | 6507 |
|  Hasbro, Inc. | 6 | 430 |
|  Home Depot, Inc. | 553 | 224252 |
|  Hyatt Hotels Corp. - Class A | 2 | 238 |
|  Las Vegas Sands Corp. | 2209 | 118798 |
|  La-Z-Boy, Inc. | 211 | 7231 |
|  Lear Corp. | 2 | 229 |
|  Lennar Corp. - Class A | 704 | 88775 |
|  Lennar Corp. - Class B | 1 | 61 |
|  Lithia Motors, Inc. - Class A | 1 | 308 |
|  LKQ Corp. | 11 | 340 |
|  Lowe's Companies, Inc. | 24 | 6068 |
|  Lucid Group, Inc. - Class A(1) | 5 | 127 |
|  Lululemon Athletica, Inc.(1) | 2 | 340 |
|  Macy's, Inc. | 195 | 3497 |
|  Marriott International, Inc. - Class A | 263 | 68590 |
|  Marriott Vacations Worldwide Corp. | 34 | 2290 |
|  Mattel, Inc.(1) | 1227 | 20657 |
|  McDonald's Corp. | 501 | 152244 |
|  MGM Resorts International(1) | 160 | 5535 |
|  Mohawk Industries, Inc.(1) | 2 | 284 |
|  Newell Brands, Inc. | 18 | 96 |
|  NIKE, Inc. - Class B | 1581 | 110240 |
|  Norwegian Cruise Line Holdings Ltd.(1) | 2 | 46 |
|  NVR, Inc.(1)(2) | 0 | 964 |
|  Ollie's Bargain Outlet Holdings, Inc.(1) | 3 | 351 |
|  O'Reilly Automotive, Inc.(1) | 3 | 332 |
|  Penn Entertainment, Inc.(1) | 7 | 135 |
|  Penske Automotive Group, Inc. | 73 | 12770 |
|  Phinia, Inc. | 106 | 6099 |
|  Pool Corp. | 1 | 389 |
|  PulteGroup, Inc. | 167 | 22005 |
|  PVH Corp. | 123 | 10326 |
|  QuantumScape Corp. - Class A(1) | 18 | 218 |
|  Ralph Lauren Corp. - Class A | 2 | 488 |
|  Restaurant Brands International, Inc. | 5 | 323 |
|  RH(1) | 1 | 109 |
|  Rivian Automotive, Inc. - Class A(1) | 33 | 488 |
|  Ross Stores, Inc. | 11 | 1685 |
|  Service Corp. International | 6 | 497 |
|  SharkNinja, Inc.(1) | 3 | 279 |
|  Starbucks Corp. | 42 | 3582 |

---

------

---

| | | |
|:---|:---|:---|
|  Tapestry, Inc. | 1 | 83 |
|  Thor Industries, Inc. | 2 | 236 |
|  TJX Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173442 |
|  Toll Brothers, Inc. | 4 | 586 |
|  TopBuild Corp.(1) | 152 | 59442 |
|  Travel + Leisure Co. | 2 | 108 |
|  Ulta Beauty, Inc.(1) | 1 | 794 |
|  Under Armour, Inc. - Class A(1) | 8 | 41 |
|  Under Armour, Inc. - Class C(1) | 9 | 41 |
|  United Parks & Resorts, Inc.(1) | 1543 | 79764 |
|  Vail Resorts, Inc.(2) | 0 | 41 |
|  Valvoline, Inc.(1) | 1 | 24 |
|  VF Corp. | 16 | 226 |
|  Wayfair, Inc. - Class A(1) | 3 | 295 |
|  Wendy's Co. | 4 | 36 |
|  Whirlpool Corp. | 70 | 5500 |
|  Williams-Sonoma, Inc. | 4 | 845 |
|  Wyndham Hotels & Resorts, Inc.(2) | 0 | 27 |
|  Wynn Resorts Ltd. | 975 | 125114 |
|  YETI Holdings, Inc.(1) | 4 | 118 |
|  Yum! Brands, Inc. | 8 | 1206 |
|  Total Consumer Discretionary | Total Consumer Discretionary | 1956159 |
|  **Consumer Staples – 7.60%** |  |  |
|  Albertsons Companies, Inc. - Class A | 637 | 11146 |
|  Altria Group, Inc. | 648 | 42836 |
|  Archer-Daniels-Midland Co. | 175 | 10437 |
|  BellRing Brands, Inc.(1) | 5 | 198 |
|  BJ's Wholesale Club Holdings, Inc.(1) | 5 | 445 |
|  Boston Beer Co., Inc. - Class A(1)(2) | 0 | 69 |
|  Brown-Forman Corp. - Class A | 2 | 59 |
|  Brown-Forman Corp. - Class B | 6 | 172 |
|  Bunge Global SA | 95 | 7686 |
|  Campbell's Co. | 199 | 6281 |
|  Casey's General Stores, Inc. | 1 | 763 |
|  Church & Dwight Co., Inc. | 11 | 926 |
|  Clorox Co. | 5 | 652 |
|  Coca-Cola Co. | 1530 | 101502 |
|  Coca-Cola Consolidated, Inc. | 2 | 225 |
|  Colgate-Palmolive Co. | 1652 | 132052 |
|  Conagra Brands, Inc. | 880 | 16109 |
|  Constellation Brands, Inc. - Class A | 39 | 5295 |
|  Coty, Inc. - Class A(1) | 18 | 71 |
|  Darling Ingredients, Inc.(1) | 6 | 184 |
|  Diageo Plc - ADR | 463 | 44147 |
|  Diageo Plc | 4380 | 104813 |
|  Dollar General Corp. | 149 | 15380 |
|  Dollar Tree, Inc.(1) | 9 | 822 |
|  Edgewell Personal Care Co. | 115 | 2348 |
|  elf Beauty, Inc.(1) | 2 | 311 |
|  Estee Lauder Companies, Inc. - Class A | 10 | 883 |
|  Flowers Foods, Inc. | 9 | 121 |
|  Freshpet, Inc.(1) | 1 | 78 |
|  General Mills, Inc. | 246 | 12408 |
|  Heineken Holding NV | 2306 | 158304 |
|  Herbalife Ltd.(1) | 208 | 1753 |
|  Hershey Co. | 5 | 1028 |
|  Hormel Foods Corp. | 12 | 307 |
|  Ingredion, Inc. | 91 | 11117 |
|  J.M. Smucker Co. | 106 | 11495 |
|  Kellanova | 12 | 986 |
|  Kenvue, Inc. | 2927 | 47507 |
|  Kerry Group Plc - Class A | 1544 | 139391 |
|  Keurig Dr Pepper, Inc. | 3288 | 83872 |
|  Kimberly-Clark Corp. | 575 | 71542 |
|  Kraft Heinz Co. | 532 | 13851 |
|  Kroger Co. | 1276 | 86005 |
|  Lamb Weston Holdings, Inc. | 6 | 339 |
|  Maplebear, Inc.(1) | 8 | 283 |
|  McCormick & Co., Inc. | 11 | 727 |
|  Molson Coors Beverage Co. - Class B | 400 | 18086 |
|  Mondelez International, Inc. - Class A | 56 | 3472 |
|  Nestle SA | 1215 | 111586 |
|  PepsiCo, Inc. | 620 | 87049 |

---

------

---

| | | |
|:---|:---|:---|
|  Performance Food Group Co.(1) | 6 | 597 |
|  Philip Morris International, Inc. | 1933 | 313455 |
|  Pilgrim's Pride Corp. | 2 | 72 |
|  Post Holdings, Inc.(1) | 2 | 232 |
|  Primo Brands Corp. - Class A | 11 | 243 |
|  Procter & Gamble Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;178989 |
|  Reynolds Consumer Products, Inc. | 2 | 57 |
|  Seaboard Corp.(2) | 0 | 51 |
|  Smithfield Foods, Inc. | 1 | 28 |
|  Spectrum Brands Holdings, Inc. | 68 | 3593 |
|  Sysco Corp. | 10 | 796 |
|  Target Corp. | 20 | 1773 |
|  Tyson Foods, Inc. - Class A | 611 | 33188 |
|  US Foods Holding Corp.(1) | 10 | 755 |
|  Walmart, Inc. | 395 | 40748 |
|  Total Consumer Staples | Total Consumer Staples | 1941696 |
|  **Energy – 5.75%** |  |  |
|  Antero Midstream Corp. | 14 | 279 |
|  Antero Resources Corp.(1) | 12 | 417 |
|  APA Corp. | 223 | 5402 |
|  Baker Hughes Co. - Class A | 43 | 2073 |
|  Cheniere Energy, Inc. | 5 | 1235 |
|  Chevron Corp. | 1119 | 173808 |
|  Chord Energy Corp. | 3 | 275 |
|  Civitas Resources, Inc. | 4 | 129 |
|  ConocoPhillips | 848 | 80173 |
|  Coterra Energy, Inc. | 33 | 786 |
|  Devon Energy Corp. | 27 | 935 |
|  Diamondback Energy, Inc. | 688 | 98428 |
|  DT Midstream, Inc. | 4 | 492 |
|  Enbridge, Inc. | 1402 | 70753 |
|  EOG Resources, Inc. | 1406 | 157649 |
|  EQT Corp. | 357 | 19427 |
|  Expand Energy Corp. | 265 | 28126 |
|  Exxon Mobil Corp. | 2232 | 251643 |
|  Halliburton Co. | 454 | 11160 |
|  HF Sinclair Corp. | 190 | 9933 |
|  Kinder Morgan, Inc. | 83 | 2362 |
|  Marathon Petroleum Corp. | 111 | 21388 |
|  Matador Resources Co. | 252 | 11312 |
|  Murphy Oil Corp. | 210 | 5958 |
|  NOV, Inc. | 16 | 212 |
|  Occidental Petroleum Corp. | 30 | 1438 |
|  ONEOK, Inc. | 27 | 1956 |
|  Ovintiv, Inc. | 11 | 450 |
|  Permian Resources Corp. - Class A | 3465 | 44348 |
|  Phillips 66 | 925 | 125805 |
|  Plains GP Holdings LP - Class A(1) | 2296 | 41886 |
|  Range Resources Corp. | 10 | 381 |
|  Schlumberger NV | 4123 | 141715 |
|  Scorpio Tankers, Inc. | 95 | 5302 |
|  South Bow Corp. | 598 | 16913 |
|  TC Energy Corp. | 385 | 20939 |
|  TechnipFMC Plc | 18 | 703 |
|  TotalEnergies SE - ADR | 162 | 9645 |
|  TotalEnergies SE | 955 | 58152 |
|  Valero Energy Corp. | 92 | 15645 |
|  Viper Energy, Inc. - Class A | 7 | 277 |
|  Weatherford International Plc | 3 | 209 |
|  Williams Companies, Inc. | 456 | 28918 |
|  Total Energy | Total Energy | 1469037 |
|  **Financials – 21.74%** |  |  |
|  Affiliated Managers Group, Inc. | 50 | 11993 |
|  Affirm Holdings, Inc. - Class A(1) | 5 | 341 |
|  Aflac, Inc. | 21 | 2360 |
|  AGNC Investment Corp. | 45 | 439 |
|  Allstate Corp. | 458 | 98417 |
|  Ally Financial, Inc. | 11 | 416 |
|  American Express Co. | 879 | 291839 |
|  American Financial Group, Inc. | 50 | 7248 |
|  American International Group, Inc. | 1762 | 138406 |

---

------

---

| | | |
|:---|:---|:---|
|  Ameriprise Financial, Inc. | 19 | 9380 |
|  Annaly Capital Management, Inc. | 286 | 5770 |
|  Aon Plc - Class A | 1 | 245 |
|  Apollo Global Management, Inc. | 83 | 11003 |
|  Arch Capital Group Ltd. | 1084 | 98379 |
|  Ares Capital Corp. | 394 | 8039 |
|  Arthur J. Gallagher & Co. | 10 | 3190 |
|  Associated Banc-Corp. | 243 | 6235 |
|  Assurant, Inc. | 2 | 471 |
|  Assured Guaranty Ltd. | 2 | 169 |
|  Axis Capital Holdings Ltd. | 3 | 312 |
|  Bank of America Corp. | 8224 | 424249 |
|  Bank of New York Mellon Corp. | 448 | 48823 |
|  Bank OZK | 172 | 8780 |
|  Berkshire Hathaway, Inc. - Class B(1) | 565 | 283958 |
|  Blackrock, Inc. | 7 | 7659 |
|  Block, Inc. - Class A(1) | 15 | 1093 |
|  Blue Owl Capital Corp. | 276 | 3522 |
|  BOK Financial Corp. | 1 | 113 |
|  Brighthouse Financial, Inc.(1) | 2 | 130 |
|  Brookfield Asset Management Ltd. - Class A | 11 | 612 |
|  Brown & Brown, Inc. | 11 | 991 |
|  Capital One Financial Corp. | 540 | 114858 |
|  Carlyle Group, Inc. | 11 | 705 |
|  CBOE Global Markets, Inc. | 4 | 1102 |
|  Charles Schwab Corp. | 950 | 90670 |
|  Chubb Ltd. | 970 | 273799 |
|  Cincinnati Financial Corp. | 7 | 1045 |
|  Citigroup, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135066 |
|  Citizens Financial Group, Inc. | 496 | 26349 |
|  CME Group, Inc. - Class A | 330 | 89256 |
|  CNA Financial Corp. | 1 | 41 |
|  Coinbase Global, Inc. - Class A(1) | 8 | 2762 |
|  Columbia Banking System, Inc. | 13 | 332 |
|  Comerica, Inc. | 6 | 378 |
|  Commerce Bancshares, Inc. | 5 | 312 |
|  Corebridge Financial, Inc. | 969 | 31051 |
|  Credit Acceptance Corp.(1)(2) | 0 | 123 |
|  Cullen/Frost Bankers, Inc. | 3 | 334 |
|  East West Bancorp, Inc. | 6 | 624 |
|  Equitable Holdings, Inc. | 1102 | 55951 |
|  Essent Group Ltd. | 99 | 6311 |
|  Euronet Worldwide, Inc.(1) | 2 | 170 |
|  Evercore, Inc. - Class A | 2 | 555 |
|  Everest Group Ltd. | 20 | 6985 |
|  FactSet Research Systems, Inc. | 2 | 436 |
|  Fidelity National Financial, Inc. | 11 | 675 |
|  Fidelity National Information Services, Inc. | 1333 | 87914 |
|  Fifth Third Bancorp | 1251 | 55713 |
|  First American Financial Corp. | 4 | 271 |
|  First Citizens BancShares, Inc. - Class A(2) | 0 | 757 |
|  First Hawaiian, Inc. | 6 | 146 |
|  First Horizon Corp. | 872 | 19726 |
|  Fiserv, Inc.(1) | 799 | 103069 |
|  FNB Corp. | 401 | 6454 |
|  Franklin Resources, Inc. | 13 | 305 |
|  Freedom Holding Corp.(1)(2) | 0 | 22 |
|  Global Payments, Inc. | 180 | 14973 |
|  Globe Life, Inc. | 4 | 509 |
|  Goldman Sachs Group, Inc. | 193 | 153389 |
|  Hamilton Lane, Inc. - Class A | 1 | 80 |
|  Hanover Insurance Group, Inc. | 2 | 279 |
|  Hartford Insurance Group, Inc. | 543 | 72417 |
|  Houlihan Lokey, Inc. - Class A | 1 | 295 |
|  Huntington Bancshares, Inc. | 2696 | 46560 |
|  Interactive Brokers Group, Inc. - Class A | 18 | 1211 |
|  Intercontinental Exchange, Inc. | 25 | 4147 |
|  Invesco Ltd. | 16 | 357 |
|  Jack Henry & Associates, Inc. | 3 | 464 |
|  Janus Henderson Group Plc | 6 | 258 |
|  Jefferies Financial Group, Inc. | 1266 | 82805 |
|  JP Morgan Chase & Co. | 548 | 172874 |
|  Kemper Corp. | 3 | 144 |
|  KeyCorp | 41 | 758 |
|  KKR & Co., Inc. - Class Miscella | 22 | 2838 |

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------

---

| | | |
|:---|:---|:---|
|  Lazard, Inc. - Class A | 4 | 201 |
|  Lincoln National Corp. | 132 | 5322 |
|  Loews Corp. | 485 | 48640 |
|  M&T Bank Corp. | 35 | 6833 |
|  Markel Group, Inc.(1)(2) | 0 | 812 |
|  MarketAxess Holdings, Inc. | 2 | 288 |
|  Marsh & McLennan Companies, Inc. | 626 | 126223 |
|  Mastercard, Inc. - Class A | 364 | 207293 |
|  MetLife, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112266 |
|  MGIC Investment Corp. | 476 | 13510 |
|  Morgan Stanley | 789 | 125435 |
|  Morningstar, Inc.(2) | 0 | 75 |
|  Mr Cooper Group, Inc. | 29 | 6145 |
|  MSCI, Inc. - Class A | 2 | 930 |
|  Nasdaq, Inc. | 18 | 1565 |
|  Navient Corp. | 388 | 5104 |
|  Northern Trust Corp. | 8 | 1117 |
|  Old Republic International Corp. | 10 | 416 |
|  OneMain Holdings, Inc. - Class A | 5 | 286 |
|  PayPal Holdings, Inc.(1) | 2581 | 173080 |
|  Pinnacle Financial Partners, Inc. | 3 | 286 |
|  PNC Financial Services Group, Inc. | 581 | 116731 |
|  Popular, Inc. | 3 | 335 |
|  Primerica, Inc. | 1 | 393 |
|  Principal Financial Group, Inc. | 10 | 790 |
|  Progressive Corp. | 24 | 5921 |
|  Prosperity Bancshares, Inc. | 4 | 271 |
|  Prudential Financial, Inc. | 15 | 1578 |
|  Radian Group, Inc. | 311 | 11254 |
|  Raymond James Financial, Inc. | 8 | 1354 |
|  Regions Financial Corp. | 674 | 17779 |
|  Reinsurance Group of America, Inc. - Class A | 44 | 8479 |
|  RenaissanceRe Holdings Ltd. | 2 | 520 |
|  Rithm Capital Corp. | 558 | 6353 |
|  RLI Corp. | 4 | 228 |
|  Robinhood Markets, Inc. - Class A(1) | 27 | 3937 |
|  Rocket Companies, Inc. - Class A | 10 | 192 |
|  S&P Global, Inc. | 256 | 124635 |
|  SEI Investments Co. | 5 | 384 |
|  SLM Corp. | 3236 | 89569 |
|  SoFi Technologies, Inc.(1) | 42 | 1110 |
|  SouthState Bank Corp. | 4 | 425 |
|  Starwood Property Trust, Inc. | 15 | 288 |
|  State Street Corp. | 504 | 58468 |
|  Stifel Financial Corp. | 4 | 486 |
|  Synchrony Financial | 233 | 16535 |
|  Synovus Financial Corp. | 6 | 292 |
|  T Rowe Price Group, Inc. | 9 | 963 |
|  TFS Financial Corp. | 4 | 46 |
|  TPG, Inc. - Class A(2) | 0 | 20 |
|  Tradeweb Markets, Inc. - Class A | 5 | 509 |
|  Travelers Companies, Inc. | 10 | 2733 |
|  Truist Financial Corp. | 195 | 8931 |
|  Unum Group | 132 | 10230 |
|  US Bancorp | 1093 | 52826 |
|  UWM Holdings Corp. | 6 | 40 |
|  Virtu Financial, Inc. - Class A | 3 | 123 |
|  Visa, Inc. - Class A | 786 | 268387 |
|  Voya Financial, Inc. | 77 | 5754 |
|  Webster Financial Corp. | 7 | 427 |
|  Wells Fargo & Co. | 6752 | 565925 |
|  Western Alliance Bancorp | 772 | 66914 |
|  Western Union Co. | 398 | 3177 |
|  WEX, Inc.(1) | 1 | 211 |
|  White Mountains Insurance Group Ltd.(2) | 0 | 179 |
|  Willis Towers Watson Plc | 298 | 103043 |
|  Wintrust Financial Corp. | 3 | 387 |
|  WR Berkley Corp. | 13 | 998 |
|  XP, Inc. - Class A | 17 | 311 |
|  Zions Bancorp N.A. | 207 | 11713 |
|  Total Financials | Total Financials | 5551188 |

---

------

---

| | | |
|:---|:---|:---|
|  **Healthcare – 12.44%** |  |  |
|  Abbott Laboratories | 963 | 128957 |
|  Acadia Healthcare Co., Inc.(1) | 4 | 108 |
|  Agilent Technologies, Inc. | 12 | 1569 |
|  Align Technology, Inc.(1) | 3 | 368 |
|  Amgen, Inc. | 6 | 1708 |
|  AstraZeneca Plc - ADR | 373 | 28602 |
|  Avantor, Inc.(1) | 6560 | 81864 |
|  Baxter International, Inc. | 3425 | 77980 |
|  Becton Dickinson & Co. | 350 | 65483 |
|  Biogen, Inc.(1) | 170 | 23784 |
|  BioMarin Pharmaceutical, Inc.(1) | 139 | 7510 |
|  Bio-Rad Laboratories, Inc. - Class A(1) | 1 | 243 |
|  Bio-Techne Corp. | 7 | 374 |
|  Boston Scientific Corp.(1) | 53 | 5139 |
|  Bristol Myers Squibb Co. | 937 | 42254 |
|  Bruker Corp. | 4 | 144 |
|  Cardinal Health, Inc. | 80 | 12569 |
|  Centene Corp.(1) | 329 | 11753 |
|  Certara, Inc.(1) | 5 | 66 |
|  Charles River Laboratories International, Inc.(1) | 26 | 4020 |
|  Chemed Corp. | 1 | 267 |
|  Cigna Group | 153 | 44173 |
|  Cooper Companies, Inc.(1) | 9 | 586 |
|  CVS Health Corp. | 1190 | 89689 |
|  Danaher Corp. | 648 | 128438 |
|  DaVita, Inc.(1) | 63 | 8384 |
|  Dentsply Sirona, Inc. | 10 | 127 |
|  Edwards Lifesciences Corp.(1) | 25 | 1920 |
|  Elanco Animal Health, Inc.(1) | 3461 | 69709 |
|  Elevance Health, Inc. | 688 | 222294 |
|  Eli Lilly & Co. | 247 | 188446 |
|  Encompass Health Corp. | 4 | 543 |
|  Envista Holdings Corp.(1) | 8 | 159 |
|  Exact Sciences Corp.(1) | 8 | 413 |
|  Exelixis, Inc.(1) | 319 | 13155 |
|  GE HealthCare Technologies, Inc. | 20 | 1477 |
|  Gilead Sciences, Inc. | 343 | 38046 |
|  Globus Medical, Inc. - Class A(1) | 5 | 287 |
|  HCA Healthcare, Inc. | 61 | 26132 |
|  Henry Schein, Inc.(1) | 5 | 312 |
|  Hologic, Inc.(1) | 10 | 646 |
|  Humana, Inc. | 478 | 124253 |
|  Illumina, Inc.(1) | 7 | 644 |
|  Incyte Corp.(1) | 200 | 16999 |
|  Insmed, Inc.(1)(2) | 0 | 69 |
|  Ionis Pharmaceuticals, Inc.(1) | 1 | 58 |
|  IQVIA Holdings, Inc.(1) | 8 | 1433 |
|  Jazz Pharmaceuticals Plc(1) | 121 | 15925 |
|  Johnson & Johnson | 897 | 166322 |
|  Koninklijke Philips NV | 3497 | 95788 |
|  Labcorp Holdings, Inc. | 4 | 1029 |
|  LivaNova Plc(1) | 136 | 7113 |
|  McKesson Corp.(2) | 0 | 320 |
|  Medtronic Plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;253958 |
|  Merck & Co., Inc. | 3741 | 313965 |
|  Mettler-Toledo International, Inc.(1) | 1 | 1095 |
|  Moderna, Inc.(1) | 15 | 391 |
|  Molina Healthcare, Inc.(1) | 1 | 184 |
|  Neurocrine Biosciences, Inc.(1) | 1 | 84 |
|  Organon & Co. | 235 | 2513 |
|  Perrigo Co. Plc | 6 | 135 |
|  Pfizer, Inc. | 1574 | 40106 |
|  QIAGEN NV | 9 | 408 |
|  Quest Diagnostics, Inc. | 5 | 911 |
|  Regeneron Pharmaceuticals, Inc. | 4 | 2521 |
|  Repligen Corp.(1) | 2 | 286 |
|  ResMed, Inc. | 5 | 1323 |
|  Revolution Medicines, Inc.(1) | 7 | 347 |
|  Revvity, Inc. | 5 | 452 |
|  Roivant Sciences Ltd.(1) | 16 | 246 |
|  Royalty Pharma Plc - Class A | 17 | 590 |
|  Sanofi SA | 186 | 17614 |
|  Sanofi SA - ADR | 1836 | 86656 |
|  Solventum Corp.(1) | 6 | 464 |
|  Sotera Health Co.(1) | 7 | 110 |
|  STERIS Plc | 4 | 1042 |

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------

---

| | | |
|:---|:---|:---|
|  Stryker Corp. | 378 | 139655 |
|  Teleflex, Inc. | 2 | 234 |
|  Tenet Healthcare Corp.(1) | 4 | 798 |
|  Thermo Fisher Scientific, Inc. | 332 | 161122 |
|  United Therapeutics Corp.(1) | 32 | 13208 |
|  UnitedHealth Group, Inc. | 416 | 143539 |
|  Universal Health Services, Inc. - Class B | 55 | 11171 |
|  Veeva Systems, Inc. - Class A(1) | 1 | 385 |
|  Viatris, Inc. | 4081 | 40403 |
|  Viking Therapeutics, Inc.(1) | 4 | 113 |
|  Waters Corp.(1) | 1 | 366 |
|  West Pharmaceutical Services, Inc. | 3 | 806 |
|  Zimmer Biomet Holdings, Inc. | 646 | 63585 |
|  Zoetis, Inc. - Class A | 792 | 115958 |
|  Total Healthcare | Total Healthcare | 3176395 |
|  **Industrials – 11.65%** |  |  |
|  3M Co. | 79 | 12206 |
|  Acuity, Inc. | 1 | 456 |
|  Advanced Drainage Systems, Inc. | 3 | 420 |
|  AECOM | 884 | 115373 |
|  AGCO Corp. | 307 | 32882 |
|  Air Lease Corp. - Class A | 4 | 284 |
|  Airbus SE | 444 | 103570 |
|  Alaska Air Group, Inc.(1) | 4 | 216 |
|  Allegion Plc | 4 | 655 |
|  Allison Transmission Holdings, Inc. | 132 | 11241 |
|  Amentum Holdings, Inc.(1) | 7 | 171 |
|  American Airlines Group, Inc.(1) | 243 | 2728 |
|  AMETEK, Inc. | 10 | 1883 |
|  AO Smith Corp. | 5 | 364 |
|  API Group Corp.(1) | 16 | 551 |
|  Applied Industrial Technologies, Inc. | 2 | 427 |
|  Armstrong World Industries, Inc. | 1 | 253 |
|  ATI, Inc.(1) | 6 | 472 |
|  Atkore, Inc. | 68 | 4285 |
|  Automatic Data Processing, Inc. | 425 | 124862 |
|  Avis Budget Group, Inc.(1)(2) | 0 | 75 |
|  Boeing Co.(1) | 300 | 64696 |
|  Brink's Co. | 72 | 8355 |
|  Broadridge Financial Solutions, Inc.(2) | 0 | 109 |
|  Builders FirstSource, Inc.(1) | 5 | 581 |
|  BWX Technologies, Inc. | 336 | 61868 |
|  CACI International, Inc. - Class A(1) | 185 | 92075 |
|  Canadian National Railway Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101262 |
|  Carlisle Companies, Inc. | 2 | 534 |
|  Carpenter Technology Corp. | 2 | 417 |
|  Carrier Global Corp. | 35 | 2063 |
|  Caterpillar, Inc. | 252 | 120216 |
|  CH Robinson Worldwide, Inc. | 5 | 667 |
|  Clarivate Plc(1) | 18 | 70 |
|  Clean Harbors, Inc.(1) | 2 | 505 |
|  CNH Industrial NV | 1034 | 11215 |
|  Concentrix Corp. | 2 | 98 |
|  Copart, Inc.(1) | 3 | 119 |
|  Core & Main, Inc. - Class A(1) | 3 | 184 |
|  Crane Co. | 2 | 389 |
|  CSX Corp. | 1320 | 46872 |
|  Cummins, Inc. | 95 | 39956 |
|  Curtiss-Wright Corp. | 2 | 875 |
|  Dayforce, Inc.(1) | 6 | 430 |
|  Deere & Co. | 129 | 58800 |
|  Delta Air Lines, Inc. | 216 | 12274 |
|  Donaldson Co., Inc. | 5 | 418 |
|  Dover Corp. | 59 | 9924 |
|  Eaton Corp. Plc | 17 | 6318 |
|  EMCOR Group, Inc. | 1 | 818 |
|  Emerson Electric Co. | 24 | 3172 |
|  Equifax, Inc. | 4 | 1126 |
|  Esab Corp. | 3 | 283 |
|  Everus Construction Group, Inc.(1) | 1668 | 143051 |
|  Expeditors International of Washington, Inc. | 6 | 721 |
|  Fastenal Co. | 9 | 432 |
|  FedEx Corp. | 97 | 22812 |

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------

---

| | | |
|:---|:---|:---|
|  Ferguson Enterprises, Inc. | 8 | 1756 |
|  Flowserve Corp. | 6 | 312 |
|  Fortive Corp. | 1546 | 75753 |
|  Fortune Brands Innovations, Inc. | 6 | 298 |
|  FTI Consulting, Inc.(1) | 1 | 231 |
|  Gates Industrial Corp. Plc(1) | 477 | 11846 |
|  Generac Holdings, Inc.(1) | 3 | 419 |
|  General Dynamics Corp. | 29 | 10011 |
|  General Electric Co. | 181 | 54554 |
|  Genpact Ltd. | 204 | 8562 |
|  Graco, Inc. | 7 | 605 |
|  Griffon Corp. | 111 | 8453 |
|  GXO Logistics, Inc.(1) | 5 | 260 |
|  Hayward Holdings, Inc.(1) | 9 | 129 |
|  Hexcel Corp. | 3 | 215 |
|  Hillenbrand, Inc. | 56 | 1509 |
|  Honeywell International, Inc. | 689 | 145102 |
|  Hubbell, Inc. - Class B | 2 | 988 |
|  Huntington Ingalls Industries, Inc. | 26 | 7506 |
|  IDEX Corp. | 3 | 528 |
|  Illinois Tool Works, Inc. | 8 | 2210 |
|  Ingersoll Rand, Inc. | 17 | 1430 |
|  ITT, Inc. | 3 | 618 |
|  Jacobs Solutions, Inc. | 5 | 780 |
|  JB Hunt Transport Services, Inc. | 316 | 42422 |
|  Johnson Controls International Plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133469 |
|  KBR, Inc. | 5 | 258 |
|  Kirby Corp.(1) | 3 | 217 |
|  Knight-Swift Transportation Holdings, Inc. - Class A | 7 | 277 |
|  L3Harris Technologies, Inc. | 272 | 83176 |
|  Landstar System, Inc. | 2 | 195 |
|  Leidos Holdings, Inc. | 25 | 4728 |
|  Leonardo DRS, Inc. | 2 | 89 |
|  Lincoln Electric Holdings, Inc. | 2 | 549 |
|  Loar Holdings, Inc.(1)(2) | 0 | 19 |
|  Lockheed Martin Corp. | 154 | 77093 |
|  Lyft, Inc. - Class A(1) | 14 | 316 |
|  ManpowerGroup, Inc. | 2 | 90 |
|  Masco Corp. | 9 | 637 |
|  MasTec, Inc.(1) | 2 | 448 |
|  Matson, Inc. | 61 | 5984 |
|  Middleby Corp.(1) | 2 | 288 |
|  MSA Safety, Inc. | 2 | 286 |
|  MSC Industrial Direct Co., Inc. - Class A | 2 | 198 |
|  Mueller Industries, Inc. | 115 | 11623 |
|  Nordson Corp. | 2 | 525 |
|  Norfolk Southern Corp. | 40 | 11948 |
|  Northrop Grumman Corp. | 234 | 142464 |
|  nVent Electric Plc | 7 | 689 |
|  Old Dominion Freight Line, Inc. | 8 | 1062 |
|  Oshkosh Corp. | 112 | 14506 |
|  Otis Worldwide Corp. | 17 | 1550 |
|  Owens Corning | 85 | 12058 |
|  PACCAR, Inc. | 22 | 2174 |
|  Parker-Hannifin Corp. | 6 | 4211 |
|  Parsons Corp.(1) | 2 | 170 |
|  Paychex, Inc. | 10 | 1210 |
|  Paycom Software, Inc. | 1 | 208 |
|  Paylocity Holding Corp.(1)(2) | 0 | 25 |
|  Pentair Plc | 7 | 777 |
|  Quanta Services, Inc. | 1 | 590 |
|  QXO, Inc.(1) | 26 | 487 |
|  RB Global, Inc. | 7 | 809 |
|  RBC Bearings, Inc.(1) | 1 | 414 |
|  Regal Rexnord Corp. | 3 | 406 |
|  Republic Services, Inc. - Class A | 9 | 1994 |
|  Robert Half, Inc. | 5 | 156 |
|  Rockwell Automation, Inc. | 92 | 32304 |
|  RTX Corp. | 58 | 9661 |
|  Ryder System, Inc. | 101 | 19095 |
|  Safran SA | 339 | 120215 |
|  Saia, Inc.(1) | 1 | 342 |
|  Schneider National, Inc. - Class B | 3 | 56 |
|  Science Applications International Corp. | 82 | 8180 |
|  Sensata Technologies Holding Plc | 6 | 190 |

---

------

---

| | | |
|:---|:---|:---|
|  Siemens AG | 209 | 56369 |
|  Simpson Manufacturing Co., Inc. | 2 | 288 |
|  SiteOne Landscape Supply, Inc.(1) | 1 | 181 |
|  Snap-on, Inc. | 40 | 14030 |
|  Southwest Airlines Co. | 1383 | 44123 |
|  Spirit AeroSystems Holdings, Inc. - Class A(1) | 5 | 184 |
|  SS&C Technologies Holdings, Inc. | 9 | 805 |
|  StandardAero, Inc.(1) | 6 | 151 |
|  Stanley Black & Decker, Inc. | 731 | 54313 |
|  Tetra Tech, Inc. | 9 | 311 |
|  Textron, Inc. | 285 | 24056 |
|  Timken Co. | 3 | 193 |
|  Toro Co. | 4 | 326 |
|  Trane Technologies Plc | 156 | 65817 |
|  TransDigm Group, Inc. | 2 | 2579 |
|  TransUnion | 8 | 708 |
|  Trex Co., Inc.(1) | 5 | 236 |
|  U-Haul Holding Co.(1)(2) | 0 | 23 |
|  U-Haul Holding Co. - Class B | 3 | 130 |
|  Union Pacific Corp. | 254 | 59991 |
|  United Airlines Holdings, Inc.(1) | 168 | 16179 |
|  United Parcel Service, Inc. - Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148835 |
|  United Rentals, Inc. | 3 | 2680 |
|  Upwork, Inc.(1) | 232 | 4312 |
|  Valmont Industries, Inc. | 1 | 345 |
|  Veralto Corp. | 6 | 674 |
|  Verisk Analytics, Inc. - Class A | 2 | 604 |
|  Vertiv Holdings Co. - Class A | 479 | 72244 |
|  Watsco, Inc. | 1 | 604 |
|  WESCO International, Inc. | 412 | 87036 |
|  Westinghouse Air Brake Technologies Corp. | 7 | 1458 |
|  WillScot Holdings Corp. - Class A | 6 | 123 |
|  Woodward, Inc. | 3 | 643 |
|  WW Grainger, Inc.(2) | 0 | 268 |
|  XPO, Inc.(1) | 4 | 505 |
|  Xylem, Inc. | 10 | 1540 |
|  Total Industrials | Total Industrials | 2974856 |
|  **Information Technology – 14.06%** |  |  |
|  Accenture Plc - Class A | 1050 | 259004 |
|  ACM Research, Inc. - Class A(1) | 225 | 8816 |
|  Adobe, Inc.(1) | 27 | 9444 |
|  Advanced Micro Devices, Inc.(1) | 172 | 27833 |
|  Akamai Technologies, Inc.(1) | 6 | 466 |
|  Allegro MicroSystems, Inc.(1) | 6 | 162 |
|  Amdocs Ltd. | 216 | 17718 |
|  Amkor Technology, Inc. | 223 | 6340 |
|  Analog Devices, Inc. | 21 | 5254 |
|  Apple, Inc. | 850 | 216438 |
|  Applied Materials, Inc. | 282 | 57671 |
|  Arrow Electronics, Inc.(1) | 93 | 11206 |
|  ASML Holding NV | 154 | 150250 |
|  Aurora Innovation, Inc. - Class A(1) | 42 | 228 |
|  Avnet, Inc. | 110 | 5733 |
|  BILL Holdings, Inc.(1) | 4 | 213 |
|  Broadcom, Inc. | 673 | 222012 |
|  CCC Intelligent Solutions Holdings, Inc.(1) | 23 | 213 |
|  CDW Corp. | 5 | 834 |
|  Ciena Corp.(1) | 341 | 49641 |
|  Circle Internet Group, Inc. - Class A(1) | 2 | 228 |
|  Cirrus Logic, Inc.(1) | 72 | 9072 |
|  Cisco Systems, Inc. | 607 | 41563 |
|  Cognex Corp. | 7 | 330 |
|  Cognizant Technology Solutions Corp. - Class A | 988 | 66268 |
|  Coherent Corp.(1) | 7 | 710 |
|  Corning, Inc. | 33 | 2747 |
|  Crane NXT Co. | 47 | 3159 |
|  Dell Technologies, Inc. - Class C | 202 | 28701 |
|  Docusign, Inc. - Class A(1) | 2 | 152 |
|  Dolby Laboratories, Inc. - Class A | 3 | 199 |
|  Dropbox, Inc. - Class A(1) | 505 | 15243 |
|  DXC Technology Co.(1) | 175 | 2385 |
|  Entegris, Inc. | 1167 | 107865 |
|  EPAM Systems, Inc.(1) | 2 | 351 |

---

------

---

| | | |
|:---|:---|:---|
|  F5, Inc.(1) | 2 | 798 |
|  Fair Isaac Corp.(1)(2) | 0 | 274 |
|  First Solar, Inc.(1) | 4 | 960 |
|  Flex Ltd.(1) | 338 | 19591 |
|  Gen Digital, Inc. | 233 | 6615 |
|  GlobalFoundries, Inc.(1) | 4 | 161 |
|  Globant SA(1) | 2 | 96 |
|  Hewlett Packard Enterprise Co. | 528 | 12974 |
|  HP, Inc. | 616 | 16786 |
|  Informatica, Inc. - Class A(1) | 5 | 118 |
|  Ingram Micro Holding Corp. | 1 | 24 |
|  Intel Corp.(1) | 908 | 30472 |
|  International Business Machines Corp. | 40 | 11329 |
|  Intuit, Inc. | 169 | 115704 |
|  IPG Photonics Corp.(1) | 1 | 85 |
|  Jabil, Inc. | 67 | 14631 |
|  Keysight Technologies, Inc.(1) | 7 | 1291 |
|  Kyndryl Holdings, Inc.(1) | 9 | 279 |
|  Lam Research Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166558 |
|  Lattice Semiconductor Corp.(1) | 1 | 60 |
|  Littelfuse, Inc. | 361 | 93594 |
|  Lumentum Holdings, Inc.(1) | 3 | 444 |
|  MACOM Technology Solutions Holdings, Inc.(1) | 2 | 254 |
|  Marvell Technology, Inc. | 34 | 2900 |
|  Microchip Technology, Inc. | 1341 | 86109 |
|  Micron Technology, Inc. | 48 | 8057 |
|  Microsoft Corp. | 634 | 328591 |
|  MKS, Inc. | 3 | 349 |
|  MongoDB, Inc. - Class A(1) | 3 | 950 |
|  Motorola Solutions, Inc. | 4 | 1892 |
|  nCino, Inc.(1) | 4 | 107 |
|  NetApp, Inc. | 5 | 632 |
|  Nice Ltd. - ADR(1) | 603 | 87340 |
|  Nutanix, Inc. - Class A(1) | 9 | 633 |
|  NXP Semiconductors NV | 554 | 126195 |
|  Okta, Inc. - Class A(1) | 4 | 401 |
|  ON Semiconductor Corp.(1) | 18 | 892 |
|  Onto Innovation, Inc.(1) | 2 | 211 |
|  Oracle Corp. | 345 | 97067 |
|  Pegasystems, Inc. | 2 | 143 |
|  PTC, Inc.(1) | 5 | 918 |
|  Pure Storage, Inc. - Class A(1) | 2 | 165 |
|  Qorvo, Inc.(1) | 4 | 364 |
|  QUALCOMM, Inc. | 2075 | 345121 |
|  Ralliant Corp. | 644 | 28147 |
|  Roper Technologies, Inc. | 5 | 2297 |
|  Rubrik, Inc. - Class A(1) | 2 | 138 |
|  SailPoint, Inc.(1) | 3 | 57 |
|  Salesforce, Inc. | 787 | 186515 |
|  Samsung Electronics Co. Ltd. | 823 | 49315 |
|  Sandisk Corp.(1) | 42 | 4714 |
|  SentinelOne, Inc. - Class A(1) | 3 | 61 |
|  Skyworks Solutions, Inc. | 73 | 5641 |
|  Strategy, Inc. - Class A(1) | 11 | 3468 |
|  Super Micro Computer, Inc.(1) | 12 | 572 |
|  Synopsys, Inc.(1) | 2 | 1050 |
|  TD SYNNEX Corp. | 90 | 14764 |
|  TE Connectivity Plc | 33 | 7201 |
|  Teledyne Technologies, Inc.(1) | 2 | 1169 |
|  Teradata Corp.(1) | 3 | 68 |
|  Teradyne, Inc. | 7 | 950 |
|  Texas Instruments, Inc. | 1877 | 344921 |
|  Trimble, Inc.(1) | 10 | 834 |
|  Twilio, Inc. - Class A(1) | 5 | 503 |
|  Tyler Technologies, Inc.(1)(2) | 0 | 172 |
|  UiPath, Inc. - Class A(1) | 19 | 250 |
|  Unity Software, Inc.(1) | 13 | 512 |
|  Universal Display Corp. | 2 | 271 |
|  VeriSign, Inc. | 4 | 1013 |
|  Vontier Corp. | 7 | 290 |
|  Western Digital Corp. | 122 | 14689 |
|  Zebra Technologies Corp. - Class A(1) | 2 | 648 |
|  Zoom Communications, Inc. - Class A(1) | 125 | 10277 |
|  Total Information Technology | Total Information Technology | 3591091 |

---

------

---

| | | |
|:---|:---|:---|
|  **Materials – 3.45%** |  |  |
|  Air Products & Chemicals, Inc. | 329 | 89667 |
|  Albemarle Corp. | 5 | 426 |
|  Alcoa Corp. | 11 | 370 |
|  Amcor Plc | 98 | 799 |
|  Anglogold Ashanti Plc | 19 | 1335 |
|  AptarGroup, Inc. | 3 | 375 |
|  Ashland, Inc. | 2 | 91 |
|  Avery Dennison Corp. | 48 | 7850 |
|  Axalta Coating Systems Ltd.(1) | 2741 | 78448 |
|  Ball Corp. | 12 | 611 |
|  Cabot Corp. | 121 | 9172 |
|  Celanese Corp. - Class A | 5 | 201 |
|  CF Industries Holdings, Inc. | 752 | 67475 |
|  Cleveland-Cliffs, Inc.(1) | 21 | 255 |
|  Corteva, Inc. | 29 | 1985 |
|  CRH Plc | 814 | 97641 |
|  Crown Holdings, Inc. | 5 | 480 |
|  Dow, Inc. | 30 | 696 |
|  DuPont de Nemours, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98511 |
|  Eagle Materials, Inc. | 1 | 309 |
|  Eastman Chemical Co. | 102 | 6440 |
|  Ecolab, Inc. | 159 | 43440 |
|  Element Solutions, Inc. | 10 | 252 |
|  FMC Corp. | 6 | 188 |
|  Freeport-McMoRan, Inc. | 61 | 2406 |
|  Graphic Packaging Holding Co. | 264 | 5161 |
|  Huntsman Corp. | 8 | 70 |
|  International Flavors & Fragrances, Inc. | 11 | 676 |
|  International Paper Co. | 1241 | 57600 |
|  James Hardie Industries Plc(1) | 2 | 38 |
|  Knife River Corp.(1) | 695 | 53426 |
|  Linde Plc | 358 | 170283 |
|  Louisiana-Pacific Corp. | 3 | 240 |
|  LyondellBasell Industries NV - Class A | 11 | 539 |
|  Martin Marietta Materials, Inc. | 3 | 1622 |
|  Mosaic Co. | 14 | 469 |
|  MP Materials Corp.(1) | 6 | 373 |
|  NewMarket Corp. | 16 | 13213 |
|  Newmont Corp. | 380 | 32062 |
|  Nucor Corp. | 10 | 1334 |
|  Olin Corp. | 5 | 134 |
|  Packaging Corp. of America | 4 | 826 |
|  PPG Industries, Inc. | 10 | 1025 |
|  Reliance, Inc. | 2 | 636 |
|  Royal Gold, Inc. | 3 | 565 |
|  RPM International, Inc. | 5 | 643 |
|  Scotts Miracle-Gro Co. | 2 | 108 |
|  Sealed Air Corp. | 6 | 222 |
|  Sherwin-Williams Co. | 1 | 324 |
|  Silgan Holdings, Inc. | 4 | 175 |
|  Smurfit WestRock Plc | 22 | 951 |
|  Sonoco Products Co. | 5 | 200 |
|  Southern Copper Corp. | 4 | 430 |
|  Steel Dynamics, Inc. | 62 | 8610 |
|  Vulcan Materials Co. | 6 | 1770 |
|  West Fraser Timber Co. Ltd. | 245 | 16666 |
|  Westlake Corp. | 2 | 119 |
|  Total Materials | Total Materials | 879933 |
|  **Real Estate – 2.67%** |  |  |
|  Agree Realty Corp. | 5 | 346 |
|  Alexandria Real Estate Equities, Inc. | 7 | 613 |
|  American Assets Trust, Inc. | 216 | 4385 |
|  American Homes 4 Rent - Class A | 15 | 487 |
|  American Tower Corp. | 356 | 68423 |
|  Americold Realty Trust, Inc. | 13 | 156 |
|  AvalonBay Communities, Inc. | 6 | 1179 |
|  Brandywine Realty Trust | 330 | 1378 |
|  Brixmor Property Group, Inc. | 13 | 370 |
|  BXP, Inc. | 7 | 505 |
|  Camden Property Trust | 5 | 492 |
|  CBRE Group, Inc. - Class A(1) | 11 | 1789 |
|  CoStar Group, Inc.(1) | 16 | 1324 |

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------

---

| | | |
|:---|:---|:---|
|  Cousins Properties, Inc. | 293 | 8468 |
|  Crown Castle, Inc. | 19 | 1796 |
|  CubeSmart | 38 | 1527 |
|  Digital Realty Trust, Inc. | 14 | 2502 |
|  EastGroup Properties, Inc. | 2 | 385 |
|  EPR Properties | 3 | 199 |
|  Equinix, Inc. | 4 | 3305 |
|  Equity LifeStyle Properties, Inc. | 8 | 494 |
|  Equity Residential | 944 | 61109 |
|  Essex Property Trust, Inc. | 3 | 732 |
|  Extra Space Storage, Inc. | 9 | 1274 |
|  Federal Realty Investment Trust | 4 | 391 |
|  First Industrial Realty Trust, Inc. | 5 | 283 |
|  Gaming & Leisure Properties, Inc. | 12 | 552 |
|  Healthcare Realty Trust, Inc. - Class A | 14 | 254 |
|  Healthpeak Properties, Inc. | 30 | 569 |
|  Highwoods Properties, Inc. | 5 | 147 |
|  Host Hotels & Resorts, Inc. | 701 | 11930 |
|  Howard Hughes Holdings, Inc.(1) | 2 | 132 |
|  Invitation Homes, Inc. | 26 | 770 |
|  Iron Mountain, Inc. | 13 | 1283 |
|  Jones Lang LaSalle, Inc.(1) | 1 | 435 |
|  Kilroy Realty Corp. | 5 | 213 |
|  Kimco Realty Corp. | 29 | 626 |
|  Lineage, Inc. | 3 | 108 |
|  Medical Properties Trust, Inc. | 21 | 108 |
|  Mid-America Apartment Communities, Inc. | 336 | 46942 |
|  Millrose Properties, Inc. | 43 | 1436 |
|  National Storage Affiliates Trust | 3 | 87 |
|  NNN REIT, Inc. | 8 | 341 |
|  Omega Healthcare Investors, Inc. | 181 | 7654 |
|  Outfront Media, Inc. | 358 | 6557 |
|  Park Hotels & Resorts, Inc. | 9 | 103 |
|  Prologis, Inc. | 905 | 103673 |
|  Public Storage | 432 | 124764 |
|  Rayonier, Inc. | 994 | 26392 |
|  Realty Income Corp. | 38 | 2329 |
|  Regency Centers Corp. | 8 | 565 |
|  Rexford Industrial Realty, Inc. | 693 | 28479 |
|  SBA Communications Corp. - Class A | 5 | 891 |
|  Simon Property Group, Inc. | 11 | 2029 |
|  STAG Industrial, Inc. | 8 | 285 |
|  Sun Communities, Inc. | 64 | 8245 |
|  UDR, Inc. | 13 | 499 |
|  Ventas, Inc. | 20 | 1368 |
|  VICI Properties, Inc. - Class A | 2744 | 89493 |
|  Vornado Realty Trust | 8 | 318 |
|  Welltower, Inc. | 29 | 5145 |
|  Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42833 |
|  WP Carey, Inc. | 9 | 628 |
|  Zillow Group, Inc. - Class A(1) | 2 | 159 |
|  Zillow Group, Inc. - Class C(1) | 7 | 547 |
|  Total Real Estate | Total Real Estate | 682801 |
|  **Utilities – 3.80%** |  |  |
|  AES Corp. | 32 | 418 |
|  Alliant Energy Corp. | 28 | 1904 |
|  Ameren Corp. | 520 | 54277 |
|  American Electric Power Co., Inc. | 23 | 2582 |
|  American Water Works Co., Inc. | 8 | 1163 |
|  Atmos Energy Corp. | 7 | 1159 |
|  Brookfield Renewable Corp. | 6 | 214 |
|  CenterPoint Energy, Inc. | 2682 | 104072 |
|  Clearway Energy, Inc. - Class A | 1 | 40 |
|  Clearway Energy, Inc. - Class C | 3 | 99 |
|  CMS Energy Corp. | 13 | 935 |
|  Consolidated Edison, Inc. | 15 | 1554 |
|  Constellation Energy Corp. | 14 | 4449 |
|  Dominion Energy, Inc. | 423 | 25858 |
|  DTE Energy Co. | 9 | 1257 |
|  Duke Energy Corp. | 34 | 4156 |
|  Edison International | 16 | 904 |
|  Entergy Corp. | 1267 | 118073 |
|  Essential Utilities, Inc. | 12 | 474 |

---

------

---

| | | |
|:---|:---|:---|
|  Evergy, Inc. | 10 | 751 |
|  Eversource Energy | 16 | 1121 |
|  Exelon Corp. | 43 | 1952 |
|  FirstEnergy Corp. | 24 | 1079 |
|  IDACORP, Inc. - Class Rights | 2 | 327 |
|  MDU Resources Group, Inc. | 5391 | 96014 |
|  National Fuel Gas Co. | 131 | 12123 |
|  NextEra Energy, Inc. | 551 | 41605 |
|  NiSource, Inc. | 20 | 874 |
|  NRG Energy, Inc. | 9 | 1506 |
|  OGE Energy Corp. | 9 | 399 |
|  PG&E Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99862 |
|  Pinnacle West Capital Corp. | 1031 | 92448 |
|  PPL Corp. | 32 | 1180 |
|  Public Service Enterprise Group, Inc. | 22 | 1814 |
|  Sempra | 504 | 45374 |
|  Southern Co. | 1044 | 98977 |
|  Talen Energy Corp.(1) | 2 | 828 |
|  UGI Corp. | 396 | 13182 |
|  WEC Energy Group, Inc. | 14 | 1570 |
|  Xcel Energy, Inc. | 1659 | 133777 |
|  Total Utilities | Total Utilities | 970351 |
|  **Total Common Stocks (Cost: $18,293,547)** | **Total Common Stocks (Cost: $18,293,547)** | **24789918** |
|  **CONVERTIBLE PREFERRED STOCKS – 0.08%** |  |  |
|  **Industrials – 0.08%** |  |  |
|  Boeing Co., 6.00% | 297 | 20649 |
|  Total Industrials | Total Industrials | 20649 |
|  **Total Convertible Preferred Stocks (Cost: $15,640)** | **Total Convertible Preferred Stocks (Cost: $15,640)** | **20649** |
|  **PREFERRED STOCKS – 0.07%** |  |  |
|  **Consumer Discretionary – 0.07%** |  |  |
|  Volkswagen AG | 174 | 18854 |
|  Total Consumer Discretionary | Total Consumer Discretionary | 18854 |
|  **Total Preferred Stocks (Cost: $24,032)** | **Total Preferred Stocks (Cost: $24,032)** | **18854** |
|  **SHORT-TERM INVESTMENTS – 2.67%** |  |  |
|  **Money Market Funds – 2.62%** |  |  |
|  JP Morgan U.S. Government Money Market Fund, 4.09%(3) | 669326 | 669326 |
|  **Total Money Market Funds (Cost: $669,326)** |  | **669326** |
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **Time Deposits – 0.05%** |  |  |
|  ANZ, London, 3.59% due 10/01/2025 | $904 | 904 |
|  Brown Brothers Harriman, -0.60% due 10/01/2025(2) | 0 | 0 |
|  Brown Brothers Harriman, 1.07% due 10/01/2025(2) | 0 | 0 |
|  Citibank, London, 1.04% due 10/01/2025 | 4556 | 5350 |
|  Citibank, London, 3.17% due 10/01/2025 | 2 | 2 |
|  JP Morgan, New York, 3.59% due 10/01/2025 | $3597 | 3597 |
|  Royal Bank of Canada, Toronto, 1.58% due 10/01/2025(2) | 0 | 0 |
|  Royal Bank of Canada, Toronto, 3.59% due 10/01/2025 | $3075 | 3075 |
|  Sumitomo Trust Bank, London, 3.59% due 10/01/2025 | 221 | 221 |
|  Sumitomo, Tokyo, 3.59% due 10/01/2025 | 662 | 662 |
|  **Total Time Deposits (Cost: $13,811)** |  | **13811** |
|  **Total Short-Term Investments (Cost: $683,137)** | **Total Short-Term Investments (Cost: $683,137)** | **683137** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.89%**<br> **(Cost: $19,016,356)** |  | **25512558** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.11%** |  | **27164** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**25539722** |

---

Percentages are stated as a percent of net assets.

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

---

| | |
|:---|:---|
| ADR | American Depositary Receipt |
| REIT | Real Estate Investment Trust |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| EUR | Euro |
| GBP | British Pound |
| SEK | Swedish Krona |

---

(1) Non-income producing security.

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

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

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

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

------

**Open Futures Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts**<br>**Purchased** | **Reference Entity** | **Expiration Date** | **Notional**<br>**Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| 72 | E-mini Russell 1000 Future | Dec. 2025 | $7237 | $7262 | $25 |
|  |  |  |  |  | $25 |

---

------

**Bridge Builder Tax Managed Large Cap Fund** 

**Schedule of Investments** 

**September 30, 2025 (Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Shares**<br>**(000s)** | **Value**<br>**(000s)** |
|  **COMMON STOCKS – 98.01%** |  |  |
|  **Communication Services – 10.24%** |  |  |
|  Alphabet, Inc. - Class A | 899 | $218655 |
|  Alphabet, Inc. - Class C | 417 | 101553 |
|  AT&T, Inc. | 144 | 4079 |
|  Comcast Corp. - Class A | 168 | 5280 |
|  Electronic Arts, Inc. | 121 | 24419 |
|  Fox Corp. - Class B | 42 | 2409 |
|  Interpublic Group of Companies, Inc. | 126 | 3519 |
|  Live Nation Entertainment, Inc.(1) | 13 | 2103 |
|  Meta Platforms, Inc. - Class A | 270 | 198249 |
|  Netflix, Inc.(1) | 73 | 86935 |
|  Omnicom Group, Inc. | 29 | 2376 |
|  Spotify Technology SA(1) | 11 | 8003 |
|  T-Mobile U.S., Inc. | 101 | 24256 |
|  Trade Desk, Inc. - Class A(1) | 20 | 986 |
|  Walt Disney Co. | 292 | 33387 |
|  Warner Music Group Corp. - Class A | 710 | 24198 |
|  Total Communication Services | Total Communication Services | 740407 |
|  **Consumer Discretionary – 8.73%** |  |  |
|  Airbnb, Inc. - Class A(1) | 12 | 1468 |
|  Amazon.com, Inc.(1) | 950 | 208587 |
|  Aptiv Plc(1) | 260 | 22388 |
|  Aramark | 207 | 7939 |
|  AutoZone, Inc.(1)(2) | 0 | 819 |
|  Booking Holdings, Inc. | 5 | 26888 |
|  Caesars Entertainment, Inc.(1) | 60 | 1609 |
|  Carnival Corp.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45670 |
|  Chipotle Mexican Grill, Inc. - Class A(1) | 150 | 5867 |
|  Coupang, Inc. - Class A(1) | 445 | 14344 |
|  Darden Restaurants, Inc.(2) | 0 | 1 |
|  Domino's Pizza, Inc. | 2 | 802 |
|  DR Horton, Inc. | 28 | 4713 |
|  eBay, Inc. | 30 | 2698 |
|  General Motors Co. | 40 | 2462 |
|  Hilton Worldwide Holdings, Inc. | 8 | 2027 |
|  Home Depot, Inc. | 31 | 12660 |
|  Las Vegas Sands Corp. | 320 | 17239 |
|  Lennar Corp. - Class A | 242 | 30533 |
|  Lithia Motors, Inc. - Class A | 13 | 4025 |
|  Marriott International, Inc. - Class A | 38 | 9903 |
|  McDonald's Corp. | 7 | 2042 |
|  MercadoLibre, Inc.(1) | 4 | 10390 |
|  MGM Resorts International(1) | 50 | 1717 |
|  Norwegian Cruise Line Holdings Ltd.(1) | 86 | 2113 |
|  O'Reilly Automotive, Inc.(1) | 16 | 1679 |
|  PulteGroup, Inc. | 35 | 4633 |
|  Ralph Lauren Corp. - Class A | 1 | 357 |
|  Ross Stores, Inc. | 80 | 12120 |
|  SharkNinja, Inc.(1) | 38 | 3914 |
|  Starbucks Corp. | 29 | 2431 |
|  Tesla, Inc.(1) | 102 | 45440 |
|  TJX Companies, Inc. | 317 | 45760 |
|  TopBuild Corp.(1) | 45 | 17655 |
|  United Parks & Resorts, Inc.(1) | 391 | 20225 |
|  Wynn Resorts Ltd. | 294 | 37715 |
|  Total Consumer Discretionary | Total Consumer Discretionary | 630833 |
|  Consumer Staples – 3.57% |  |  |
|  Altria Group, Inc. | 29 | 1930 |
|  BJ's Wholesale Club Holdings, Inc.(1) | 65 | 6040 |
|  Campbell's Co. | 71 | 2251 |
|  Coca-Cola Co. | 481 | 31912 |
|  Colgate-Palmolive Co. | 5 | 383 |
|  Conagra Brands, Inc. | 225 | 4116 |
|  Costco Wholesale Corp. | 8 | 7069 |
|  Dollar General Corp. | 15 | 1558 |
|  Dollar Tree, Inc.(1) | 60 | 5702 |

---

------

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| | | |
|:---|:---|:---|
|  Kellanova | 27 | 2187 |
|  Keurig Dr Pepper, Inc. | 687 | 17521 |
|  Kimberly-Clark Corp. | 24 | 2983 |
|  Kraft Heinz Co. | 240 | 6241 |
|  Kroger Co. | 4 | 237 |
|  Lamb Weston Holdings, Inc. | 25 | 1433 |
|  McCormick & Co., Inc. | 257 | 17203 |
|  Mondelez International, Inc. - Class A | 57 | 3536 |
|  Monster Beverage Corp.(1) | 80 | 5398 |
|  PepsiCo, Inc. | 22 | 3160 |
|  Philip Morris International, Inc. | 184 | 29898 |
|  Procter & Gamble Co. | 285 | 43769 |
|  Walmart, Inc. | 618 | 63687 |
|  Total Consumer Staples | Total Consumer Staples | 258214 |
|  **Energy – 3.79%** |  |  |
|  Baker Hughes Co. - Class A | 126 | 6151 |
|  Chevron Corp. | 380 | 59048 |
|  ConocoPhillips | 13 | 1264 |
|  Devon Energy Corp. | 39 | 1351 |
|  Enbridge, Inc. | 540 | 27247 |
|  EOG Resources, Inc. | 27 | 3058 |
|  EQT Corp. | 241 | 13102 |
|  Exxon Mobil Corp. | 724 | 81654 |
|  Halliburton Co. | 142 | 3494 |
|  Kinder Morgan, Inc. | 589 | 16681 |
|  Marathon Petroleum Corp. | 9 | 1745 |
|  ONEOK, Inc. | 1 | 87 |
|  Permian Resources Corp. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1061 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13583 |
|  Phillips 66 | 207 | 28222 |
|  Plains GP Holdings LP - Class A(1) | 818 | 14912 |
|  Targa Resources Corp. | 5 | 801 |
|  Valero Energy Corp. | 6 | 1030 |
|  Williams Companies, Inc. | 10 | 615 |
|  Total Energy | Total Energy | 274045 |
|  **Financials – 14.20%** |  |  |
|  Affirm Holdings, Inc. - Class A(1) | 48 | 3498 |
|  Aflac, Inc. | 7 | 739 |
|  Allstate Corp. | 98 | 21007 |
|  American Express Co. | 87 | 29060 |
|  American International Group, Inc. | 224 | 17615 |
|  Ameriprise Financial, Inc.(2) | 0 | 49 |
|  Aon Plc - Class A | 2 | 860 |
|  Ares Management Corp. - Class A | 35 | 5591 |
|  Arthur J. Gallagher & Co.(2) | 0 | 86 |
|  Axis Capital Holdings Ltd. | 109 | 10482 |
|  Bank of America Corp. | 2143 | 110563 |
|  Berkshire Hathaway, Inc. - Class B(1) | 243 | 121995 |
|  Blackrock, Inc. | 8 | 8943 |
|  Blackstone, Inc. - Class A | 7 | 1128 |
|  Block, Inc. - Class A(1) | 646 | 46700 |
|  Brown & Brown, Inc. | 10 | 945 |
|  Capital One Financial Corp. | 144 | 30605 |
|  Charles Schwab Corp. | 133 | 12729 |
|  Chubb Ltd. | 66 | 18624 |
|  Citigroup, Inc. | 27 | 2720 |
|  Citizens Financial Group, Inc. | 74 | 3939 |
|  CME Group, Inc. - Class A | 45 | 12102 |
|  Comerica, Inc. | 43 | 2932 |
|  FactSet Research Systems, Inc. | 3 | 765 |
|  Fidelity National Information Services, Inc. | 312 | 20561 |
|  Fifth Third Bancorp | 50 | 2244 |
|  Fiserv, Inc.(1) | 147 | 19006 |
|  Globe Life, Inc. | 34 | 4862 |
|  Goldman Sachs Group, Inc. | 8 | 6191 |
|  Hartford Insurance Group, Inc. | 77 | 10286 |
|  Intercontinental Exchange, Inc. | 135 | 22677 |
|  Jefferies Financial Group, Inc. | 413 | 27014 |
|  JP Morgan Chase & Co. | 286 | 90061 |
|  KeyCorp | 103 | 1934 |
|  M&T Bank Corp. | 56 | 11083 |
|  Marsh & McLennan Companies, Inc. | 48 | 9714 |

---

------

---

| | | |
|:---|:---|:---|
|  Mastercard, Inc. - Class A | 101 | 57615 |
|  Moody's Corp. | 2 | 997 |
|  MSCI, Inc. - Class A | 1 | 705 |
|  PayPal Holdings, Inc.(1) | 44 | 2983 |
|  PNC Financial Services Group, Inc. | 11 | 2160 |
|  Progressive Corp. | 74 | 18165 |
|  Prudential Financial, Inc. | 21 | 2151 |
|  Raymond James Financial, Inc. | 14 | 2495 |
|  Regions Financial Corp. | 50 | 1324 |
|  S&P Global, Inc. | 3 | 1284 |
|  SLM Corp. | 821 | 22733 |
|  State Street Corp. | 2 | 188 |
|  Tradeweb Markets, Inc. - Class A | 80 | 8878 |
|  Travelers Companies, Inc. | 111 | 30957 |
|  Truist Financial Corp. | 37 | 1713 |
|  US Bancorp | 167 | 8053 |
|  Visa, Inc. - Class A | 301 | 102669 |
|  Wells Fargo & Co. | 452 | 37854 |
|  Western Alliance Bancorp | 93 | 8059 |
|  Willis Towers Watson Plc | 71 | 24613 |
|  WR Berkley Corp. | 21 | 1582 |
|  Total Financials | Total Financials | 1026488 |
|  **Healthcare – 8.33%** |  |  |
|  Abbott Laboratories | 44 | 5933 |
|  AbbVie, Inc. | 180 | 41686 |
|  Agilent Technologies, Inc. | 13 | 1620 |
|  Amgen, Inc. | 13 | 3799 |
|  Argenx SE - ADR(1) | 14 | 10645 |
|  Avantor, Inc.(1) | &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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23114 |
|  Becton Dickinson & Co. | 9 | 1611 |
|  Bio-Techne Corp. | 25 | 1393 |
|  Boston Scientific Corp.(1) | 11 | 1071 |
|  Bristol Myers Squibb Co. | 63 | 2827 |
|  Cencora, Inc. - Class A(2) | 0 | 118 |
|  Charles River Laboratories International, Inc.(1) | 11 | 1689 |
|  Cigna Group | 57 | 16338 |
|  Danaher Corp. | 28 | 5550 |
|  DaVita, Inc.(1) | 9 | 1215 |
|  DexCom, Inc.(1) | 15 | 1028 |
|  Edwards Lifesciences Corp.(1) | 50 | 3875 |
|  Elanco Animal Health, Inc.(1) | 1304 | 26272 |
|  Elevance Health, Inc. | 10 | 3220 |
|  Eli Lilly & Co. | 113 | 85858 |
|  GE HealthCare Technologies, Inc. | 17 | 1273 |
|  Gilead Sciences, Inc. | 25 | 2720 |
|  HCA Healthcare, Inc. | 2 | 923 |
|  Hologic, Inc.(1) | 27 | 1851 |
|  Humana, Inc. | 22 | 5804 |
|  IDEXX Laboratories, Inc.(1) | 1 | 620 |
|  Incyte Corp.(1) | 27 | 2312 |
|  Intuitive Surgical, Inc.(1) | 74 | 33111 |
|  IQVIA Holdings, Inc.(1) | 13 | 2557 |
|  Johnson & Johnson | 261 | 48332 |
|  Labcorp Holdings, Inc. | 2 | 669 |
|  McKesson Corp. | 3 | 2292 |
|  Medtronic Plc | 320 | 30506 |
|  Merck & Co., Inc. | 331 | 27773 |
|  Mettler-Toledo International, Inc.(1) | 1 | 1554 |
|  Moderna, Inc.(1) | 46 | 1199 |
|  Natera, Inc.(1) | 87 | 13944 |
|  Penumbra, Inc.(1) | 13 | 3170 |
|  Pfizer, Inc. | 141 | 3595 |
|  Regeneron Pharmaceuticals, Inc. | 7 | 4156 |
|  ResMed, Inc. | 4 | 1061 |
|  Sanofi SA - ADR | 408 | 19279 |
|  Solventum Corp.(1) | 6 | 432 |
|  Sonova Holding AG - ADR | 82 | 4454 |
|  Stryker Corp. | 128 | 47196 |
|  Thermo Fisher Scientific, Inc. | 62 | 29863 |
|  UnitedHealth Group, Inc. | 178 | 61540 |
|  Vertex Pharmaceuticals, Inc.(1) | 15 | 5961 |
|  West Pharmaceutical Services, Inc. | 16 | 4198 |
|  Zoetis, Inc. - Class A | 5 | 748 |
|  Total Healthcare | Total Healthcare | 601955 |

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------

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| | | |
|:---|:---|:---|
|  **Industrials – 9.54%** |  |  |
|  3M Co. | 24 | 3670 |
|  AECOM | 254 | 33110 |
|  AerCap Holdings NV | 115 | 13941 |
|  Amentum Holdings, Inc.(1) | 5 | 123 |
|  Automatic Data Processing, Inc. | 122 | 35876 |
|  Boeing Co.(1) | 206 | 44545 |
|  BWX Technologies, Inc. | 171 | 31469 |
|  CACI International, Inc. - Class A(1) | 73 | 36449 |
|  Canadian Pacific Kansas City Ltd. | 149 | 11077 |
|  Carrier Global Corp. | 21 | 1239 |
|  Caterpillar, Inc. | 16 | 7862 |
|  Cintas Corp. | 6 | 1185 |
|  Copart, Inc.(1) | 62 | 2776 |
|  CSX Corp. | 41 | 1454 |
|  Cummins, Inc.(2) | 0 | 85 |
|  Dayforce, Inc.(1) | 148 | 10173 |
|  Deere & Co. | 6 | 2694 |
|  Delta Air Lines, Inc. | 41 | 2352 |
|  Dover Corp. | 3 | 529 |
|  Eaton Corp. Plc | 128 | 47803 |
|  Emerson Electric Co. | 227 | 29714 |
|  Equifax, Inc. | 38 | 9736 |
|  Everus Construction Group, Inc.(1) | 502 | 43074 |
|  Expeditors International of Washington, Inc. | 21 | 2609 |
|  Fastenal Co. | 3 | 156 |
|  Fortive Corp. | 30 | 1450 |
|  GE Vernova, Inc. | 2 | 1511 |
|  General Dynamics Corp. | 9 | 2999 |
|  General Electric Co. | 10 | 3145 |
|  Honeywell International, Inc. | 174 | 36616 |
|  Howmet Aerospace, Inc. | 95 | 18686 |
|  Hubbell, Inc. - Class B | 5 | 2000 |
|  Illinois Tool Works, Inc. | 21 | 5471 |
|  Ingersoll Rand, Inc. | 133 | 10963 |
|  Jacobs Solutions, Inc. | 75 | 11195 |
|  JB Hunt Transport Services, Inc. | 88 | 11754 |
|  Johnson Controls International Plc | 361 | 39719 |
|  L3Harris Technologies, Inc. | 8 | 2407 |
|  Leidos Holdings, Inc. | 23 | 4293 |
|  Lockheed Martin Corp. | 5 | 2351 |
|  Norfolk Southern Corp. | 7 | 2079 |
|  Northrop Grumman Corp. | 6 | 3650 |
|  Old Dominion Freight Line, Inc. | 40 | 5603 |
|  Otis Worldwide Corp. | 10 | 882 |
|  PACCAR, Inc. | 7 | 705 |
|  Parker-Hannifin Corp.(2) | 0 | 370 |
|  Paychex, Inc. | 12 | 1556 |
|  Pentair Plc | 21 | 2336 |
|  Quanta Services, Inc. | 11 | 4698 |
|  Republic Services, Inc. - Class A | 4 | 860 |
|  Rockwell Automation, Inc. | 1 | 487 |
|  Rollins, Inc. | 22 | 1321 |
|  RTX Corp. | 207 | 34563 |
|  Trane Technologies Plc | 6 | 2703 |
|  Uber Technologies, Inc.(1) | 14 | 1393 |
|  Union Pacific Corp. | 66 | 15640 |
|  Vertiv Holdings Co. - Class A | 225 | 33888 |
|  Waste Management, Inc. | 141 | 31169 |
|  WESCO International, Inc. | 83 | 17470 |
|  Westinghouse Air Brake Technologies Corp.(2) | 0 | 1 |
|  Total Industrials | Total Industrials | 689635 |
|  **Information Technology – 30.10%** |  |  |
|  Accenture Plc - Class A | 9 | 2205 |
|  Adobe, Inc.(1) | 18 | 6268 |
|  Advanced Micro Devices, Inc.(1) | 89 | 14325 |
|  Akamai Technologies, Inc.(1) | 14 | 1095 |
|  Amphenol Corp. - Class A | 363 | 44895 |
|  Analog Devices, Inc. | 7 | 1750 |
|  Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329343 |
|  Applied Materials, Inc. | 7 | 1490 |
|  AppLovin Corp. - Class A(1) | 32 | 23054 |
|  Arista Networks, Inc.(1) | 202 | 29448 |

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------

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| | | |
|:---|:---|:---|
|  ASML Holding NV - Class REG | 51 | 48914 |
|  Atlassian Corp. - Class A(1) | 23 | 3637 |
|  Autodesk, Inc.(1) | 13 | 4189 |
|  Broadcom, Inc. | 535 | 176552 |
|  Cadence Design Systems, Inc.(1) | 37 | 12901 |
|  CDW Corp. | 9 | 1368 |
|  Ciena Corp.(1) | 183 | 26644 |
|  Cisco Systems, Inc. | 131 | 8975 |
|  Cognizant Technology Solutions Corp. - Class A | 235 | 15747 |
|  Corning, Inc. | 74 | 6041 |
|  Datadog, Inc. - Class A(1) | 55 | 7803 |
|  Dynatrace, Inc.(1) | 66 | 3216 |
|  Entegris, Inc. | 471 | 43579 |
|  Fair Isaac Corp.(1) | 3 | 5030 |
|  First Solar, Inc.(1) | 22 | 4858 |
|  Fortinet, Inc.(1) | 24 | 2010 |
|  Gen Digital, Inc. | 47 | 1335 |
|  Hewlett Packard Enterprise Co. | 8 | 188 |
|  HP, Inc. | 57 | 1550 |
|  HubSpot, Inc.(1) | 9 | 4206 |
|  Intel Corp.(1) | 125 | 4181 |
|  Intuit, Inc. | 73 | 49658 |
|  KLA Corp. | 6 | 6110 |
|  Lam Research Corp. | 80 | 10660 |
|  Lattice Semiconductor Corp.(1) | 185 | 13562 |
|  Littelfuse, Inc. | 96 | 24756 |
|  Microchip Technology, Inc. | 383 | 24619 |
|  Micron Technology, Inc. | 37 | 6227 |
|  Microsoft Corp. | 955 | 494865 |
|  MongoDB, Inc. - Class A(1) | 23 | 7273 |
|  Motorola Solutions, Inc. | 2 | 839 |
|  Nice Ltd. - ADR(1) | 162 | 23387 |
|  NVIDIA Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2418 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451230 |
|  NXP Semiconductors NV | 6 | 1373 |
|  ON Semiconductor Corp.(1) | 44 | 2178 |
|  Oracle Corp. | 222 | 62549 |
|  Palantir Technologies, Inc. - Class A(1) | 25 | 4621 |
|  Palo Alto Networks, Inc.(1) | 136 | 27719 |
|  QUALCOMM, Inc. | 181 | 30058 |
|  Salesforce, Inc. | 42 | 9893 |
|  ServiceNow, Inc.(1) | 28 | 25467 |
|  Shopify, Inc. - Class A(1) | 141 | 20916 |
|  Synopsys, Inc.(1) | 10 | 4690 |
|  TE Connectivity Plc | 7 | 1616 |
|  Teledyne Technologies, Inc.(1) | 4 | 2566 |
|  Teradyne, Inc. | 16 | 2181 |
|  Texas Instruments, Inc. | 129 | 23644 |
|  Trimble, Inc.(1) | 22 | 1793 |
|  VeriSign, Inc. | 14 | 3829 |
|  Total Information Technology | Total Information Technology | 2175076 |
|  **Materials – 3.75%** |  |  |
|  Air Products & Chemicals, Inc. | 100 | 27181 |
|  Albemarle Corp. | 22 | 1790 |
|  Axalta Coating Systems Ltd.(1) | 778 | 22264 |
|  Ball Corp. | 55 | 2773 |
|  Corteva, Inc. | 8 | 547 |
|  CRH Plc | 348 | 41745 |
|  Crown Holdings, Inc. | 86 | 8268 |
|  Dow, Inc. | 125 | 2861 |
|  DuPont de Nemours, Inc. | 376 | 29268 |
|  Ecolab, Inc. | 75 | 20659 |
|  Freeport-McMoRan, Inc. | 10 | 399 |
|  International Flavors & Fragrances, Inc. | 15 | 941 |
|  International Paper Co. | 171 | 7949 |
|  Knife River Corp.(1) | 219 | 16818 |
|  Linde Plc | 70 | 33395 |
|  Newmont Corp. | 63 | 5273 |
|  Nucor Corp. | 9 | 1179 |
|  PPG Industries, Inc. | 39 | 4124 |
|  Sherwin-Williams Co. | 41 | 14359 |
|  Vulcan Materials Co. | 96 | 29647 |
|  Total Materials | Total Materials | 271440 |

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------

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| | | |
|:---|:---|:---|
|  **Real Estate – 2.31%** |  |  |
|  Alexandria Real Estate Equities, Inc. | 29 | 2396 |
|  American Tower Corp. | 179 | 34457 |
|  AvalonBay Communities, Inc. | 5 | 935 |
|  BXP, Inc. | 22 | 1633 |
|  CBRE Group, Inc. - Class A(1) | 1 | 165 |
|  CoStar Group, Inc.(1) | 23 | 1962 |
|  Crown Castle, Inc. | 28 | 2719 |
|  Digital Realty Trust, Inc. | 10 | 1756 |
|  Equinix, Inc. | 6 | 4648 |
|  Equity Residential | 82 | 5303 |
|  Extra Space Storage, Inc. | 9 | 1209 |
|  Host Hotels & Resorts, Inc. | 162 | 2765 |
|  Howard Hughes Holdings, Inc.(1) | 33 | 2749 |
|  Invitation Homes, Inc. | 66 | 1934 |
|  Iron Mountain, Inc. | 25 | 2543 |
|  Mid-America Apartment Communities, Inc. | 103 | 14437 |
|  Prologis, Inc. | 280 | 32086 |
|  Public Storage | 74 | 21451 |
|  Realty Income Corp. | 62 | 3759 |
|  SBA Communications Corp. - Class A | 20 | 3956 |
|  Simon Property Group, Inc. | 10 | 1930 |
|  VICI Properties, Inc. - Class A | 687 | 22409 |
|  Total Real Estate | Total Real Estate | 167202 |
|  **Utilities – 3.45%** |  |  |
|  Alliant Energy Corp. | 44 | 2980 |
|  Ameren Corp. | 15 | 1559 |
|  American Electric Power Co., Inc. | 34 | 3850 |
|  Atmos Energy Corp. | 17 | 2947 |
|  CenterPoint Energy, Inc. | 721 | 27959 |
|  Consolidated Edison, Inc. | 35 | 3479 |
|  Constellation Energy Corp. | 19 | 6133 |
|  DTE Energy Co. | 2 | 307 |
|  Duke Energy Corp. | 22 | 2772 |
|  Entergy Corp. | 640 | 59507 |
|  Eversource Energy | 70 | 4998 |
|  Exelon Corp. | 79 | 3572 |
|  FirstEnergy Corp. | 100 | 4587 |
|  MDU Resources Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23225 |
|  NextEra Energy, Inc. | 81 | 6112 |
|  NiSource, Inc. | 6 | 265 |
|  PG&E Corp. | 1624 | 24487 |
|  Pinnacle West Capital Corp. | 306 | 27479 |
|  PPL Corp. | 46 | 1716 |
|  Sempra | 45 | 4051 |
|  Southern Co. | 41 | 3893 |
|  WEC Energy Group, Inc. | 17 | 1929 |
|  Xcel Energy, Inc. | 396 | 31941 |
|  Total Utilities | Total Utilities | 249748 |
|  **Total Common Stocks (Cost: $4,769,916)** | **Total Common Stocks (Cost: $4,769,916)** | **7085043** |
|  **SHORT-TERM INVESTMENTS – 1.80%** |  |  |
|  **Money Market Funds – 1.79%** |  |  |
|  JP Morgan U.S. Government Money Market Fund, 4.09%(3) | 129762 | 129762 |
|  **Total Money Market Funds (Cost: $129,762)** |  | **129762** |
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **Time Deposits – 0.01%** |  |  |
|  Sumitomo Trust Bank, London, 3.59% due 10/01/2025 | $532 | 532 |
|  **Total Time Deposits (Cost: $532)** |  | **532** |
|  **Total Short-Term Investments (Cost: $130,294)** | **Total Short-Term Investments (Cost: $130,294)** | **130294** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.81%**<br> **(Cost: $4,900,210)** |  | **7215337** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.19%** |  | **13835** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**7229172** |

---

Percentages are stated as a percent of net assets.

ADR American Depositary Receipt

(1) Non-income producing security.

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

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

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

------

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

**Schedule of Investments** 

**September 30, 2025 (Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Shares**<br>**(000s)** | **Value**<br>**(000s)** |
|  **COMMON STOCKS – 97.43%** |  |  |
|  **Communication Services – 4.85%** |  |  |
|  Altice USA, Inc. - Class A(1) | 8 | $19 |
|  Anterix, Inc.(1) | 2 | 48 |
|  Arena Group Holdings, Inc.(1) | 2 | 14 |
|  AST SpaceMobile, Inc. - Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | 12997 |
|  Atlanta Braves Holdings, Inc. - Class A(1) | 1 | 67 |
|  Atlanta Braves Holdings, Inc. - Class C(1) | 9 | 370 |
|  Bandwidth, Inc. - Class A(1) | 1 | 19 |
|  Boston Omaha Corp. - Class A(1)(2) | 0 | 3 |
|  Bumble, Inc. - Class A(1) | 2 | 10 |
|  Cargurus, Inc. - Class A(1) | 16 | 594 |
|  Cinemark Holdings, Inc. | 20 | 566 |
|  Cogent Communications Holdings, Inc. | 9 | 334 |
|  CuriosityStream, Inc. | 6 | 32 |
|  DoubleVerify Holdings, Inc. - Class Rights(1) | 12 | 139 |
|  Electronic Arts, Inc. | 95 | 19124 |
|  Emerald Holding, Inc. | 2 | 12 |
|  Entravision Communications Corp. - Class A | 2 | 5 |
|  EverQuote, Inc. - Class A(1) | 5 | 124 |
|  fuboTV, Inc.(1) | 65 | 269 |
|  Gambling.com Group Ltd.(1) | 3 | 24 |
|  Gannett Co., Inc.(1) | 24 | 101 |
|  GCI Liberty, Inc. - Class A(1)(2) | 0 | 6 |
|  GCI Liberty, Inc. - Class C(1) | 1 | 29 |
|  Globalstar, Inc.(1) | 10 | 355 |
|  Gogo, Inc.(1) | 15 | 128 |
|  Golden Matrix Group, Inc.(1) | 4 | 4 |
|  Grindr, Inc.(1) | 7 | 99 |
|  Ibotta, Inc. - Class A(1) | 3 | 77 |
|  IDT Corp. - Class B | 2 | 130 |
|  IMAX Corp.(1) | 9 | 279 |
|  Integral Ad Science Holding Corp.(1) | 2 | 24 |
|  Iridium Communications, Inc. | 1 | 24 |
|  John Wiley & Sons, Inc. - Class A | 198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7994 |
|  Liberty Broadband Corp. - Class A(1) | 1 | 55 |
|  Liberty Broadband Corp. - Class C(1) | 4 | 240 |
|  Liberty Media Corp.-Liberty Formula One - Class A(1) | 1 | 125 |
|  Liberty Media Corp.-Liberty Formula One - Class C(1) | 437 | 45692 |
|  Live Nation Entertainment, Inc.(1) | 432 | 70565 |
|  Lumen Technologies, Inc.(1) | 164 | 1004 |
|  Madison Square Garden Entertainment Corp. - Class A(1) | 8 | 349 |
|  Magnite, Inc.(1) | 27 | 593 |
|  MediaAlpha, Inc. - Class A(1) | 7 | 74 |
|  Nexstar Media Group, Inc. - Class A(2) | 0 | 57 |
|  NIQ Global Intelligence Plc(1) | 4 | 62 |
|  Pinterest, Inc. - Class A(1) | 50 | 1609 |
|  Playtika Holding Corp. | 3 | 10 |
|  QuinStreet, Inc.(1) | 11 | 165 |
|  Reddit, Inc. - Class A(1) | 179 | 41197 |
|  ROBLOX Corp. - Class A(1) | 463 | 64082 |
|  Roku, Inc. - Class A(1) | 106 | 10619 |
|  Rumble, Inc.(1) | 5 | 34 |
|  Spotify Technology SA(1) | 93 | 64766 |
|  Stagwell, Inc. - Class A(1) | 22 | 126 |
|  Take-Two Interactive Software, Inc.(1) | 229 | 59210 |
|  TechTarget, Inc.(1) | 1 | 4 |
|  Thryv Holdings, Inc.(1) | 7 | 88 |
|  TKO Group Holdings, Inc. - Class A | 110 | 22312 |
|  Trade Desk, Inc. - Class A(1) | 446 | 21865 |
|  Travelzoo(1) | 1 | 12 |
|  TripAdvisor, Inc.(1) | 11 | 176 |
|  Trump Media & Technology Group Corp.(1) | 15 | 244 |
|  Vimeo, Inc.(1) | 12 | 94 |
|  Vivid Seats, Inc. - Class A(1)(2) | 0 | 8 |
|  Yelp, Inc. - Class A(1) | 12 | 372 |
|  ZipRecruiter, Inc. - Class A(1) | 13 | 53 |
|  Total Communication Services | Total Communication Services | 449882 |

---

------

---

| | | |
|:---|:---|:---|
|  **Consumer Discretionary – 11.35%** |  |  |
|  Abercrombie & Fitch Co. - Class A(1) | 9 | 783 |
|  Academy Sports & Outdoors, Inc. | 180 | 8983 |
|  Accel Entertainment, Inc. - Class A(1) | 10 | 116 |
|  Acushnet Holdings Corp. | 160 | 12524 |
|  Adtalem Global Education, Inc.(1) | 7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 |
|  Amer Sports, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | 10728 |
|  American Public Education, Inc.(1) | 3 | 128 |
|  Arhaus, Inc. - Class A(1) | 10 | 106 |
|  Arko Corp. | 1 | 7 |
|  AutoZone, Inc.(1) | 10 | 41374 |
|  Bally's Corp.(1) | 1 | 15 |
|  BARK, Inc.(1) | 14 | 12 |
|  Birkenstock Holding Plc(1) | 117 | 5308 |
|  BJ's Restaurants, Inc.(1) | 110 | 3363 |
|  Bloomin' Brands, Inc. | 10 | 74 |
|  Boot Barn Holdings, Inc.(1) | 187 | 30929 |
|  Bright Horizons Family Solutions, Inc.(1) | 115 | 12520 |
|  Brinker International, Inc.(1) | 9 | 1092 |
|  Buckle, Inc. | 6 | 338 |
|  Build-A-Bear Workshop, Inc. | 2 | 156 |
|  Burlington Stores, Inc.(1) | 72 | 18398 |
|  Camping World Holdings, Inc. - Class A | 12 | 184 |
|  Carnival Corp.(1) | 57 | 1646 |
|  Carriage Services, Inc. - Class A | 3 | 124 |
|  Carvana Co. - Class A(1) | 150 | 56737 |
|  Cava Group, Inc.(1) | 368 | 22231 |
|  Cavco Industries, Inc.(1) | 1 | 861 |
|  Champion Homes, Inc.(1) | 84 | 6433 |
|  Cheesecake Factory, Inc. | 84 | 4576 |
|  Chewy, Inc. - Class A(1) | 531 | 21495 |
|  Choice Hotels International, Inc. | 1 | 147 |
|  Churchill Downs, Inc. | 9 | 883 |
|  Coupang, Inc. - Class A(1) | 212 | 6820 |
|  Coursera, Inc.(1) | 27 | 315 |
|  Cracker Barrel Old Country Store, Inc. | 1 | 53 |
|  Darden Restaurants, Inc. | 19 | 3608 |
|  Dave & Buster's Entertainment, Inc.(1) | 5 | 97 |
|  Deckers Outdoor Corp.(1) | 25 | 2557 |
|  Denny's Corp.(1) | 1 | 7 |
|  Dine Brands Global, Inc. | 1 | 13 |
|  Domino's Pizza, Inc. | 100 | 43074 |
|  DoorDash, Inc. - Class A(1) | 213 | 58005 |
|  Dorman Products, Inc.(1) | 5 | 836 |
|  DraftKings, Inc. - Class A(1) | 82 | 3066 |
|  Dream Finders Homes, Inc. - Class A(1) | 1 | 36 |
|  Driven Brands Holdings, Inc.(1) | 11 | 185 |
|  Duolingo, Inc. - Class A(1) | 44 | 14266 |
|  Dutch Bros, Inc. - Class A(1) | 191 | 9976 |
|  Envela Corp.(1) | 2 | 12 |
|  Ermenegildo Zegna NV | 12 | 113 |
|  Etsy, Inc.(1) | 10 | 639 |
|  European Wax Center, Inc. - Class A(1) | 6 | 23 |
|  EVgo, Inc. - Class A(1) | 4 | 19 |
|  Expedia Group, Inc. | 21 | 4414 |
|  Figs, Inc. - Class A(1) | 17 | 116 |
|  First Watch Restaurant Group, Inc.(1) | 9 | 136 |
|  Five Below, Inc.(1) | 258 | 39859 |
|  Floor & Decor Holdings, Inc. - Class A(1) | 214 | 15739 |
|  Flutter Entertainment Plc(1) | 25 | 6281 |
|  Fox Factory Holding Corp.(1) | 2 | 51 |
|  Frontdoor, Inc.(1) | 14 | 973 |
|  Genesco, Inc.(1)(2) | 0 | 5 |
|  Genius Sports Ltd.(1) | 954 | 11808 |
|  Global Business Travel Group I(1) | 16 | 132 |
|  Grand Canyon Education, Inc.(1) | 92 | 20097 |
|  Green Brick Partners, Inc.(1) | 2 | 147 |
|  Group 1 Automotive, Inc. | 1 | 467 |
|  Groupon, Inc. - Class A(1) | 5 | 115 |
|  H&R Block, Inc. | 4 | 193 |
|  Hanesbrands, Inc.(1) | 68 | 450 |
|  Hilton Grand Vacations, Inc.(1) | 11 | 468 |
|  Hilton Worldwide Holdings, Inc. | 39 | 10227 |
|  Inspired Entertainment, Inc.(1) | 5 | 48 |
|  Installed Building Products, Inc. | 62 | 15336 |
|  Jack in the Box, Inc. | 3 | 62 |

---

------

---

| | | |
|:---|:---|:---|
|  KinderCare Learning Companies, Inc.(1) | 6 | 43 |
|  Kontoor Brands, Inc. | 54 | 4336 |
|  Krispy Kreme, Inc. | 1 | 5 |
|  Kura Sushi USA, Inc. - Class A(1) | 1 | 74 |
|  Las Vegas Sands Corp. | 53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2861 |
|  Latham Group, Inc.(1) | 7 | 57 |
|  Laureate Education, Inc. - Class A(1) | 9 | 273 |
|  LCI Industries | 1 | 50 |
|  Life Time Group Holdings, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 | 10185 |
|  Light & Wonder, Inc.(1) | 14 | 1186 |
|  Lincoln Educational Services Corp.(1) | 6 | 137 |
|  Lindblad Expeditions Holdings, Inc.(1) | 7 | 93 |
|  Lithia Motors, Inc. - Class A(2) | 0 | 151 |
|  Livewire Group, Inc.(1) | 7 | 35 |
|  Lovesac Co.(1) | 2 | 30 |
|  Lululemon Athletica, Inc.(1) | 10 | 1842 |
|  Luminar Technologies, Inc. - Class A(1) | 3 | 5 |
|  Marine Products Corp. | 1 | 7 |
|  MarineMax, Inc.(1)(2) | 0 | 6 |
|  McGraw Hill, Inc.(1) | 3 | 37 |
|  Mister Car Wash, Inc.(1) | 17 | 93 |
|  Modine Manufacturing Co.(1) | 181 | 25710 |
|  Monarch Casino & Resort, Inc. | 2 | 263 |
|  Murphy USA, Inc. | 3 | 1193 |
|  Nathan's Famous, Inc.(2) | 0 | 54 |
|  Nerdy, Inc.(1) | 12 | 15 |
|  Norwegian Cruise Line Holdings Ltd.(1) | 68 | 1680 |
|  Ollie's Bargain Outlet Holdings, Inc.(1) | 260 | 33383 |
|  On Holding AG - Class A(1) | 38 | 1591 |
|  OneSpaWorld Holdings Ltd. | 996 | 21057 |
|  Papa John's International, Inc. | 1 | 24 |
|  Patrick Industries, Inc. | 93 | 9633 |
|  Peloton Interactive, Inc. - Class A(1) | 26 | 231 |
|  Petco Health & Wellness Co., Inc. - Class A(1) | 2 | 7 |
|  Planet Fitness, Inc. - Class A(1) | 248 | 25707 |
|  Pool Corp. | 19 | 5922 |
|  Potbelly Corp.(1) | 4 | 76 |
|  Pursuit Attractions & Hospitality, Inc.(1)(2) | 0 | 8 |
|  Ralph Lauren Corp. - Class A | 1 | 160 |
|  RCI Hospitality Holdings, Inc. | 1 | 27 |
|  RealReal, Inc.(1) | 5 | 48 |
|  Red Rock Resorts, Inc. - Class A | 5 | 322 |
|  Restaurant Brands International, Inc. | 35 | 2260 |
|  Revolve Group, Inc. - Class A(1) | 8 | 166 |
|  RH(1)(2) | 0 | 91 |
|  Ross Stores, Inc. | 11 | 1675 |
|  Royal Caribbean Cruises Ltd. | 43 | 14003 |
|  Rush Street Interactive, Inc.(1) | 17 | 354 |
|  Sabre Corp.(1) | 18 | 33 |
|  Savers Value Village, Inc.(1) | 7 | 91 |
|  Serve Robotics, Inc.(1) | 8 | 96 |
|  Shake Shack, Inc. - Class A(1) | 8 | 708 |
|  SharkNinja, Inc.(1) | 128 | 13215 |
|  Six Flags Entertainment Corp.(1) | 15 | 337 |
|  Solid Power, Inc.(1) | 3 | 11 |
|  Somnigroup International, Inc. | 160 | 13511 |
|  Sonic Automotive, Inc. - Class A | 1 | 79 |
|  Sonos, Inc.(1) | 21 | 332 |
|  Sportradar Group AG - Class A(1) | 445 | 11962 |
|  Steven Madden Ltd. | 1 | 41 |
|  Stitch Fix, Inc. - Class A(1) | 2 | 7 |
|  Stride, Inc.(1) | 8 | 1238 |
|  Stubhub Holdings, Inc. - Class A(1) | 170 | 2870 |
|  Sturm Ruger & Co., Inc. | 1 | 49 |
|  Super Group SGHC Ltd. | 31 | 412 |
|  Sweetgreen, Inc. - Class A(1) | 20 | 159 |
|  Tapestry, Inc. | 213 | 24171 |
|  Texas Roadhouse, Inc. - Class A | 70 | 11567 |
|  Thor Industries, Inc. | 99 | 10314 |
|  ThredUp, Inc. - Class A(1) | 18 | 167 |
|  Tile Shop Holdings, Inc.(1) | 3 | 17 |
|  Toll Brothers, Inc. | 85 | 11759 |
|  TopBuild Corp.(1) | 34 | 13204 |
|  Tractor Supply Co. | 255 | 14509 |
|  Travel + Leisure Co. | 3 | 205 |

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------

---

| | | |
|:---|:---|:---|
|  Udemy, Inc.(1) | 19 | 135 |
|  Ulta Beauty, Inc.(1) | 29 | 15814 |
|  United Parks & Resorts, Inc.(1) | 5 | 258 |
|  Universal Technical Institute, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376 | 12227 |
|  Upbound Group, Inc. | 4 | 85 |
|  Urban Outfitters, Inc.(1) | 4 | 297 |
|  Vail Resorts, Inc. | 5 | 749 |
|  Valvoline, Inc.(1) | 19 | 695 |
|  Victoria's Secret & Co.(1) | 4 | 106 |
|  Viking Holdings Ltd.(1) | 798 | 49578 |
|  Visteon Corp. | 92 | 11049 |
|  Warby Parker, Inc. - Class A(1) | 280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7716 |
|  Wayfair, Inc. - Class A(1) | 107 | 9575 |
|  Wendy's Co. | 11 | 104 |
|  Williams-Sonoma, Inc. | 3 | 589 |
|  Wingstop, Inc. | 306 | 76918 |
|  Winmark Corp. | 14 | 6916 |
|  Wolverine World Wide, Inc. | 16 | 430 |
|  Wyndham Hotels & Resorts, Inc. | 299 | 23925 |
|  XPEL, Inc.(1) | 5 | 157 |
|  Xponential Fitness, Inc. - Class A(1) | 5 | 41 |
|  Yum! Brands, Inc. | 16 | 2432 |
|  Zspace, Inc.(1)(2) | 0 | 0 |
|  Total Consumer Discretionary | Total Consumer Discretionary | 1052207 |
|  **Consumer Staples – 3.29%** |  |  |
|  Beauty Health Co.(1) | 19 | 39 |
|  BellRing Brands, Inc.(1) | 211 | 7658 |
|  BJ's Wholesale Club Holdings, Inc.(1) | 3 | 305 |
|  BRC, Inc. - Class A(1) | 17 | 27 |
|  Calavo Growers, Inc. | 3 | 76 |
|  Cal-Maine Foods, Inc. | 9 | 842 |
|  Casey's General Stores, Inc. | 24 | 13550 |
|  Celsius Holdings, Inc.(1) | 419 | 24089 |
|  Chefs' Warehouse, Inc.(1) | 7 | 411 |
|  Clorox Co. | 117 | 14426 |
|  Coca-Cola Consolidated, Inc. | 1 | 148 |
|  Darling Ingredients, Inc.(1) | 3 | 96 |
|  elf Beauty, Inc.(1) | 493 | 65331 |
|  Energizer Holdings, Inc. | 10 | 252 |
|  FitLife Brands, Inc.(1) | 1 | 17 |
|  Forafric Global Plc(1) | 1 | 5 |
|  Freshpet, Inc.(1) | 333 | 18370 |
|  Guardian Pharmacy Services, Inc. - Class A(1) | 4 | 98 |
|  Herbalife Ltd.(1) | 14 | 121 |
|  Hershey Co. | 3 | 564 |
|  Honest Co., Inc.(1) | 1265 | 4654 |
|  Hormel Foods Corp. | 662 | 16378 |
|  Interparfums, Inc. | 89 | 8785 |
|  Ispire Technology, Inc.(1) | 4 | 11 |
|  J&J Snack Foods Corp. | 3 | 292 |
|  John B Sanfilippo & Son, Inc. | 1 | 61 |
|  Lifevantage Corp. | 2 | 21 |
|  Lifeway Foods, Inc.(1) | 1 | 26 |
|  Mama's Creations, Inc.(1) | 7 | 69 |
|  Maplebear, Inc.(1) | 374 | 13748 |
|  Marzetti Co. | 4 | 678 |
|  McCormick & Co., Inc. | 411 | 27501 |
|  Monster Beverage Corp.(1) | 316 | 21270 |
|  National Beverage Corp.(1) | 5 | 172 |
|  Natural Grocers by Vitamin Cottage, Inc. | 169 | 6741 |
|  Nature's Sunshine Products, Inc.(1) | 1 | 13 |
|  Oil-Dri Corp. of America | 2 | 93 |
|  Performance Food Group Co.(1) | 3 | 332 |
|  PriceSmart, Inc. | 5 | 603 |
|  Simply Good Foods Co.(1) | 12 | 288 |
|  Sprouts Farmers Market, Inc.(1) | 17 | 1816 |
|  SunOpta, Inc.(1) | 19 | 110 |
|  Sysco Corp. | 44 | 3658 |
|  Tootsie Roll Industries, Inc. | 4 | 147 |
|  Turning Point Brands, Inc. | 3 | 293 |
|  US Foods Holding Corp.(1) | 461 | 35303 |
|  Vita Coco Co., Inc.(1) | 147 | 6250 |
|  Vital Farms, Inc.(1) | 7 | 275 |
|  WD-40 Co. | 43 | 8587 |
|  Westrock Coffee Co.(1) | 7 | 35 |
|  Zevia PBC - Class A(1) | 6 | 17 |
|  Total Consumer Staples | Total Consumer Staples | 304652 |

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| | | |
|:---|:---|:---|
|  **Energy – 2.72%** |  |  |
|  Antero Resources Corp.(1) | 438 | 14689 |
|  Archrock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | 7074 |
|  Aris Water Solutions, Inc. - Class A | 6 | 146 |
|  Atlas Energy Solutions, Inc. - Class A | 11 | 126 |
|  Baker Hughes Co. - Class A | 1129 | 54993 |
|  Cactus, Inc. - Class A | 13 | 524 |
|  Calumet, Inc.(1) | 2 | 30 |
|  Cameco Corp. | 233 | 19555 |
|  Centrus Energy Corp. - Class A(1) | 2 | 735 |
|  Cheniere Energy, Inc. | 17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3984 |
|  Chord Energy Corp. | 64 | 6398 |
|  Comstock Resources, Inc.(1) | 10 | 196 |
|  Core Laboratories, Inc. | 188 | 2320 |
|  Core Natural Resources, Inc. | 3 | 292 |
|  CVR Energy, Inc. | 6 | 219 |
|  Delek U.S. Holdings, Inc. | 12 | 375 |
|  DMC Global, Inc.(1) | 1 | 9 |
|  Empire Petroleum Corp.(1) | 3 | 13 |
|  Energy Fuels, Inc.(1) | 11 | 171 |
|  Energy Services of America Corp. | 2 | 24 |
|  Evolution Petroleum Corp. | 7 | 33 |
|  Expand Energy Corp. | 125 | 13235 |
|  FLEX LNG Ltd. | 1 | 24 |
|  Flowco Holdings, Inc. - Class A | 2 | 31 |
|  Gulfport Energy Corp.(1) | 57 | 10369 |
|  Helix Energy Solutions Group, Inc.(1) | 7 | 44 |
|  HF Sinclair Corp. | 3 | 138 |
|  Infinity Natural Resources, Inc. - Class A(1)(2) | 0 | 5 |
|  Kinetik Holdings, Inc. - Class A | 6 | 267 |
|  Kodiak Gas Services, Inc. | 13 | 482 |
|  Kolibri Global Energy, Inc.(1) | 1 | 8 |
|  Lightbridge Corp.(1) | 4 | 86 |
|  Magnolia Oil & Gas Corp. - Class A | 345 | 8236 |
|  Matador Resources Co. | 124 | 5557 |
|  National Energy Services Reunited Corp.(1) | 1 | 10 |
|  Natural Gas Services Group, Inc. | 1 | 14 |
|  NexGen Energy Ltd.(1) | 2866 | 25649 |
|  NextDecade Corp.(1) | 26 | 177 |
|  Oceaneering International, Inc.(1) | 16 | 401 |
|  OPAL Fuels, Inc. - Class A(1) | 3 | 7 |
|  Par Pacific Holdings, Inc.(1) | 3 | 100 |
|  Permian Resources Corp. - Class A | 251 | 3217 |
|  Phillips 66 | 5 | 678 |
|  REX American Resources Corp.(1) | 2 | 49 |
|  Riley Exploration Permian, Inc. | 1 | 14 |
|  Sable Offshore Corp.(1) | 15 | 258 |
|  Seadrill Ltd.(1) | 4 | 133 |
|  Select Water Solutions, Inc. - Class A | 1 | 9 |
|  SM Energy Co. | 281 | 7022 |
|  Solaris Energy Infrastructure, Inc. - Class A | 7 | 282 |
|  Targa Resources Corp. | 37 | 6142 |
|  TechnipFMC Plc | 779 | 30721 |
|  Texas Pacific Land Corp. | 3 | 3063 |
|  Tidewater, Inc.(1) | 68 | 3645 |
|  Uranium Energy Corp.(1) | 83 | 1104 |
|  VAALCO Energy, Inc. | 2 | 9 |
|  Verde Clean Fuels, Inc.(1) | 1 | 4 |
|  Viper Energy, Inc. - Class A | 150 | 5716 |
|  Weatherford International Plc | 194 | 13293 |
|  World Kinect Corp. | 1 | 35 |
|  Total Energy | Total Energy | 252140 |
|  **Financials – 9.25%** |  |  |
|  Abacus Global Management, Inc.(1) | 2 | 12 |
|  Acadian Asset Management, Inc. | 5 | 253 |
|  Affirm Holdings, Inc. - Class A(1) | 256 | 18679 |
|  Ally Financial, Inc. | 6 | 218 |
|  Amerant Bancorp, Inc. - Class A | 3 | 56 |
|  American Coastal Insurance Corp. | 3 | 30 |
|  American Integrity Insurance Group, Inc.(1)(2) | 0 | 7 |
|  Ameriprise Financial, Inc. | 15 | 7266 |
|  AMERISAFE, Inc. | 2 | 92 |
|  Angel Oak Mortgage REIT, Inc. | 1 | 13 |

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------

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| | | |
|:---|:---|:---|
|  Apollo Commercial Real Estate Finance, Inc. | 14 | 141 |
|  Arch Capital Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 | 26040 |
|  Ares Management Corp. - Class A | 142 | 22684 |
|  Arrow Financial Corp.(2) | 0 | 9 |
|  Artisan Partners Asset Management, Inc. - Class A | 7 | 304 |
|  Aspen Insurance Holdings Ltd. - Class A(1) | 2 | 65 |
|  Assured Guaranty Ltd. | 78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6591 |
|  Atlanticus Holdings Corp.(1)(2) | 0 | 3 |
|  AvidXchange Holdings, Inc.(1) | 33 | 331 |
|  Axos Financial, Inc.(1) | 1 | 113 |
|  Bakkt Holdings, Inc. - Class A(1)(2) | 0 | 6 |
|  Baldwin Insurance Group, Inc. - Class A(1) | 354 | 9976 |
|  Banc of California, Inc. | 2 | 31 |
|  BancFirst Corp. | 4 | 471 |
|  Bancorp, Inc.(1) | 9 | 663 |
|  Bank First Corp.(2) | 0 | 35 |
|  Bank of Hawaii Corp. | 6 | 383 |
|  Bank of New York Mellon Corp. | 9 | 965 |
|  Bank7 Corp.(2) | 0 | 7 |
|  Bankwell Financial Group, Inc.(2) | 0 | 7 |
|  Banner Corp. | 155 | 10162 |
|  BGC Group, Inc. - Class A | 71 | 669 |
|  Block, Inc. - Class A(1) | 34 | 2485 |
|  Blue Owl Capital, Inc. - Class A | 104 | 1764 |
|  Bowhead Specialty Holdings, Inc.(1) | 3 | 85 |
|  Bridgewater Bancshares, Inc.(1) | 2 | 34 |
|  Brown & Brown, Inc. | 5 | 483 |
|  Bullish(1) | 70 | 4440 |
|  Burford Capital Ltd. | 25 | 296 |
|  California BanCorp(1) | 1 | 9 |
|  Cantaloupe, Inc.(1) | 11 | 120 |
|  Capital Bancorp, Inc. | 1 | 19 |
|  Carter Bankshares, Inc.(1) | 1 | 15 |
|  Cass Information Systems, Inc. | 2 | 82 |
|  Citizens Financial Services, Inc.(2) | 0 | 5 |
|  City Holding Co. | 2 | 221 |
|  Coastal Financial Corp.(1) | 3 | 272 |
|  Cohen & Steers, Inc. | 134 | 8764 |
|  Coinbase Global, Inc. - Class A(1) | 4 | 1183 |
|  Columbia Financial, Inc.(1)(2) | 0 | 6 |
|  Community Financial System, Inc. | 2 | 136 |
|  Community West Bancshares | 1 | 14 |
|  ConnectOne Bancorp, Inc. | 2 | 57 |
|  Corpay, Inc.(1) | 12 | 3344 |
|  Crawford & Co. - Class A | 3 | 33 |
|  Credit Acceptance Corp.(1)(2) | 0 | 39 |
|  Cullen/Frost Bankers, Inc. | 238 | 30171 |
|  Customers Bancorp, Inc.(1)(2) | 0 | 32 |
|  Dave, Inc.(1) | 2 | 360 |
|  Diamond Hill Investment Group, Inc.(2) | 0 | 21 |
|  Dime Community Bancshares, Inc. | 1 | 43 |
|  Donnelley Financial Solutions, Inc.(1) | 4 | 193 |
|  Eagle Bancorp, Inc. | 1 | 25 |
|  Encore Capital Group, Inc.(1) | 178 | 7425 |
|  Enova International, Inc.(1) | 5 | 541 |
|  Equitable Holdings, Inc. | 49 | 2490 |
|  Esquire Financial Holdings, Inc. | 1 | 140 |
|  Euronet Worldwide, Inc.(1) | 77 | 6734 |
|  Evercore, Inc. - Class A | 66 | 22170 |
|  Everest Group Ltd. | 87 | 30474 |
|  EVERTEC, Inc. | 13 | 422 |
|  F&G Annuities & Life, Inc.(2) | 0 | 8 |
|  FactSet Research Systems, Inc. | 66 | 19039 |
|  Federal Agricultural Mortgage Corp. - Class C | 38 | 6418 |
|  Finwise Bancorp(1) | 1 | 18 |
|  First Bancorp | 17 | 381 |
|  First Business Financial Services, Inc.(2) | 0 | 4 |
|  First Community Corp.(2) | 0 | 10 |
|  First Financial Bankshares, Inc. | 26 | 879 |
|  First Financial Corp.(2) | 0 | 17 |
|  First Internet Bancorp | 1 | 18 |
|  First Interstate BancSystem, Inc. - Class A | 310 | 9874 |
|  First Merchants Corp. | 222 | 8371 |
|  First Western Financial, Inc.(1) | 1 | 15 |
|  FirstCash Holdings, Inc. | 179 | 28316 |

---

------

---

| | | |
|:---|:---|:---|
|  Five Star Bancorp | 2 | 69 |
|  Flywire Corp.(1) | 21 | 279 |
|  Freedom Holding Corp.(1) | 3 | 443 |
|  GBank Financial Holdings, Inc.(1)(2) | 0 | 5 |
|  GCM Grosvenor, Inc. - Class A | 8 | 100 |
|  Glacier Bancorp, Inc. | 5 | 226 |
|  Goosehead Insurance, Inc. - Class A | 4 | 275 |
|  Greene County Bancorp, Inc. | 1 | 20 |
|  Guaranty Bancshares, Inc.(2) | 0 | 8 |
|  Hamilton Lane, Inc. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | 33773 |
|  HCI Group, Inc. | 2 | 385 |
|  Heritage Insurance Holdings, Inc.(1) | 3 | 86 |
|  Hingham Institution for Savings(2) | 0 | 8 |
|  Hippo Holdings, Inc.(1) | 2 | 67 |
|  Hope Bancorp, Inc. | 2 | 20 |
|  Houlihan Lokey, Inc. - Class A | 150 | 30703 |
|  International Bancshares Corp. | 1 | 81 |
|  International Money Express, Inc.(1) | 5 | 75 |
|  Investors Title Co.(2) | 0 | 18 |
|  Jefferies Financial Group, Inc. | 7 | 426 |
|  Jefferson Capital, Inc. | 1 | 9 |
|  Kestrel Group Ltd.(1)(2) | 0 | 12 |
|  Kingstone Companies, Inc. | 2 | 32 |
|  Kingsway Financial Services, Inc.(1) | 4 | 59 |
|  Kinsale Capital Group, Inc. | 88 | 37216 |
|  Lakeland Financial Corp. | 125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8004 |
|  Lazard, Inc. - Class A | 3 | 163 |
|  Lemonade, Inc.(1) | 11 | 578 |
|  LendingTree, Inc.(1) | 50 | 3258 |
|  Live Oak Bancshares, Inc. | 3 | 106 |
|  LPL Financial Holdings, Inc. | 14 | 4527 |
|  Marex Group Plc | 7 | 242 |
|  Markel Group, Inc.(1)(2) | 0 | 833 |
|  Marqeta, Inc. - Class A(1) | 34 | 180 |
|  Meridian Corp. | 1 | 8 |
|  Metrocity Bankshares, Inc. | 2 | 63 |
|  Metropolitan Bank Holding Corp.(2) | 0 | 31 |
|  Moelis & Co. - Class A | 12 | 878 |
|  Morningstar, Inc. | 3 | 618 |
|  MSCI, Inc. - Class A | 67 | 38201 |
|  NBT Bancorp, Inc. | 198 | 8288 |
|  NCR Atleos Corp.(1) | 14 | 560 |
|  NerdWallet, Inc. - Class A(1) | 8 | 89 |
|  Nicolet Bankshares, Inc. | 1 | 102 |
|  Northeast Bank | 1 | 88 |
|  Northfield Bancorp, Inc. | 1 | 14 |
|  Northrim BanCorp, Inc. | 2 | 50 |
|  Old National Bancorp | 8 | 174 |
|  OppFi, Inc. | 5 | 53 |
|  Orange County Bancorp, Inc. | 1 | 15 |
|  Origin Bancorp, Inc.(2) | 0 | 10 |
|  Oscar Health, Inc. - Class A(1) | 38 | 714 |
|  P10, Inc. - Class A | 10 | 112 |
|  Pagseguro Digital Ltd. - Class A | 22 | 218 |
|  Palomar Holdings, Inc. - Class A(1) | 151 | 17626 |
|  Pathward Financial, Inc. | 5 | 340 |
|  Patria Investments Ltd. - Class A | 13 | 184 |
|  Patriot National Bancorp, Inc.(1) | 8 | 11 |
|  Paymentus Holdings, Inc. - Class A(1) | 620 | 18965 |
|  Payoneer Global, Inc.(1) | 1457 | 8814 |
|  Paysign, Inc.(1) | 7 | 43 |
|  PCB Bancorp(2) | 0 | 7 |
|  Peapack Gladstone Financial Corp. | 1 | 35 |
|  Peoples Financial Services Corp.(2) | 0 | 12 |
|  Perella Weinberg Partners - Class A | 12 | 260 |
|  Pinnacle Financial Partners, Inc. | 1 | 79 |
|  Piper Sandler Companies | 47 | 16386 |
|  PJT Partners, Inc. - Class A | 92 | 16346 |
|  Popular, Inc. | 1 | 148 |
|  Priority Technology Holdings, Inc.(1) | 5 | 36 |
|  Provident Financial Services, Inc. | 3 | 56 |
|  Regional Management Corp.(2) | 0 | 11 |
|  Remitly Global, Inc.(1) | 32 | 528 |
|  RLI Corp. | 1 | 43 |
|  Robinhood Markets, Inc. - Class A(1) | 458 | 65600 |

---

------

---

| | | |
|:---|:---|:---|
|  Root, Inc. - Class A(1) | 2 | 200 |
|  Ryan Specialty Holdings, Inc. - Class A | 1070 | 60312 |
|  Selective Insurance Group, Inc. | 125 | 10131 |
|  Selectquote, Inc.(1) | 20 | 39 |
|  ServisFirst Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 | 25288 |
|  Sezzle, Inc.(1) | 3 | 224 |
|  Shift4 Payments, Inc. - Class A(1) | 11 | 862 |
|  Shore Bancshares, Inc. | 1 | 16 |
|  SiriusPoint Ltd.(1) | 1 | 21 |
|  Skyward Specialty Insurance Group, Inc.(1) | 7 | 332 |
|  Slide Insurance Holdings, Inc.(1) | 2 | 25 |
|  SLM Corp. | 5 | 143 |
|  SmartFinancial, Inc. | 1 | 19 |
|  SoFi Technologies, Inc.(1) | 26 | 699 |
|  Southern Missouri Bancorp, Inc.(2) | 0 | 9 |
|  StepStone Group, Inc. - Class A | 14 | 890 |
|  Stock Yards Bancorp, Inc. | 5 | 341 |
|  StoneCo Ltd. - Class A(1) | 49 | 923 |
|  StoneX Group, Inc.(1) | 191 | 19317 |
|  Texas Capital Bancshares, Inc.(1) | 1 | 98 |
|  Tiptree, Inc. | 1 | 28 |
|  Toast, Inc. - Class A(1) | 862 | 31454 |
|  TPG, Inc. - Class A | 21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1220 |
|  Tradeweb Markets, Inc. - Class A | 292 | 32396 |
|  Triumph Financial, Inc.(1) | 2 | 101 |
|  Trupanion, Inc.(1) | 7 | 315 |
|  TWFG, Inc. - Class A(1) | 227 | 6241 |
|  Two Harbors Investment Corp. | 11 | 108 |
|  UMB Financial Corp. | 52 | 6125 |
|  Union Bankshares, Inc. | 1 | 14 |
|  Unity Bancorp, Inc. | 1 | 33 |
|  Universal Insurance Holdings, Inc. | 1 | 30 |
|  Upstart Holdings, Inc.(1) | 16 | 832 |
|  USCB Financial Holdings, Inc. | 1 | 15 |
|  UWM Holdings Corp. | 2 | 15 |
|  Valley National Bancorp | 24 | 252 |
|  Value Line, Inc.(2) | 0 | 5 |
|  Victory Capital Holdings, Inc. - Class A | 9 | 565 |
|  WesBanco, Inc. | 1 | 33 |
|  West BanCorp, Inc.(2) | 0 | 6 |
|  Western Alliance Bancorp | 4 | 334 |
|  WEX, Inc.(1) | 1 | 81 |
|  Wintrust Financial Corp. | 102 | 13503 |
|  WisdomTree, Inc. | 584 | 8116 |
|  WSFS Financial Corp. | 232 | 12534 |
|  XP, Inc. - Class A | 6 | 118 |
|  Total Financials | Total Financials | 857262 |
|  **Healthcare – 19.00%** |  |  |
|  10X Genomics, Inc. - Class A(1) | 5 | 62 |
|  89bio, Inc.(1) | 8 | 123 |
|  Aardvark Therapeutics, Inc.(1) | 1 | 7 |
|  Abeona Therapeutics, Inc.(1) | 8 | 45 |
|  Absci Corp.(1) | 20 | 59 |
|  ACADIA Pharmaceuticals, Inc.(1) | 24 | 515 |
|  Accuray, Inc.(1) | 17 | 29 |
|  Actuate Therapeutics, Inc.(1) | 1 | 7 |
|  Adaptive Biotechnologies Corp.(1) | 755 | 11290 |
|  ADC Therapeutics SA(1) | 15 | 59 |
|  Addus HomeCare Corp.(1) | 33 | 3849 |
|  ADMA Biologics, Inc.(1) | 45 | 660 |
|  Aduro Bioteech, Inc.(1)(6) | 5 | 10 |
|  Agilent Technologies, Inc. | 208 | 26697 |
|  agilon health, Inc.(1) | 61 | 62 |
|  AirSculpt Technologies, Inc.(1) | 2 | 18 |
|  Akebia Therapeutics, Inc.(1) | 6 | 16 |
|  Akero Therapeutics, Inc.(1) | 14 | 645 |
|  Aldeyra Therapeutics, Inc.(1) | 9 | 46 |
|  Alignment Healthcare, Inc.(1) | 28 | 494 |
|  Alimera Sciences, Inc.(1)(2)(6) | 4 | 0 |
|  Alkermes Plc(1) | 24 | 707 |
|  Alnylam Pharmaceuticals, Inc.(1) | 67 | 30592 |
|  Alpha Teknova, Inc.(1) | 2 | 13 |
|  Alphatec Holdings, Inc.(1) | 23 | 328 |
|  Altimmune, Inc.(1) | 15 | 56 |
|  Amicus Therapeutics, Inc.(1) | 54 | 424 |

---

------

---

| | | |
|:---|:---|:---|
|  Amneal Pharmaceuticals, Inc.(1) | 26 | 256 |
|  Amphastar Pharmaceuticals, Inc.(1)(2) | 0 | 12 |
|  Amylyx Pharmaceuticals, Inc.(1) | 10 | 142 |
|  AnaptysBio, Inc.(1) | 85 | 2614 |
|  Anavex Life Sciences Corp.(1) | 16 | 143 |
|  AngioDynamics, Inc.(1) | 2 | 20 |
|  ANI Pharmaceuticals, Inc.(1) | 4 | 322 |
|  Anteris Technologies Global Corp.(1) | 6 | 28 |
|  Apellis Pharmaceuticals, Inc.(1) | 18 | 417 |
|  Apogee Therapeutics, Inc.(1) | 352 | 13977 |
|  Aquestive Therapeutics, Inc.(1) | 6 | 33 |
|  Arbutus Biopharma Corp.(1) | 29 | 130 |
|  Arcellx, Inc.(1) | 94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7744 |
|  Arcturus Therapeutics Holdings, Inc.(1) | 2 | 34 |
|  Arcus Biosciences, Inc.(1) | 10 | 135 |
|  Arcutis Biotherapeutics, Inc.(1) | 21 | 392 |
|  Ardelyx, Inc.(1) | 46 | 253 |
|  Ardent Health, Inc.(1)(2) | 0 | 3 |
|  Argenx SE - ADR(1) | 159 | 116968 |
|  ArriVent Biopharma, Inc.(1) | 5 | 84 |
|  Arrowhead Pharmaceuticals, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 | 16705 |
|  ARS Pharmaceuticals, Inc.(1) | 11 | 114 |
|  Artivion, Inc.(1) | 6 | 254 |
|  Arvinas, Inc.(1) | 2 | 14 |
|  Ascendis Pharma - ADR(1) | 622 | 123635 |
|  Astrana Health, Inc.(1) | 8 | 224 |
|  Atlantic International Corp.(1) | 1 | 4 |
|  AtriCure, Inc.(1) | 182 | 6404 |
|  aTyr Pharma, Inc.(1) | 16 | 11 |
|  Aura Biosciences, Inc.(1) | 2 | 14 |
|  Aurinia Pharmaceuticals, Inc.(1) | 23 | 250 |
|  Avadel Pharmaceuticals Plc(1) | 17 | 265 |
|  Aveanna Healthcare Holdings, Inc.(1) | 8 | 67 |
|  Avidity Biosciences, Inc.(1) | 176 | 7649 |
|  Avita Medical, Inc.(1) | 3 | 13 |
|  Axogen, Inc.(1) | 8 | 150 |
|  Axsome Therapeutics, Inc.(1) | 8 | 955 |
|  Azenta, Inc.(1) | 149 | 4289 |
|  Beam Therapeutics, Inc.(1) | 18 | 449 |
|  Benitec Biopharma, Inc.(1) | 3 | 40 |
|  Beta Bionics, Inc.(1) | 6 | 129 |
|  Bicara Therapeutics, Inc.(1)(2) | 0 | 8 |
|  BioCryst Pharmaceuticals, Inc.(1) | 41 | 310 |
|  Biohaven Ltd.(1) | 17 | 263 |
|  BioLife Solutions, Inc.(1) | 323 | 8242 |
|  Biote Corp. - Class A(1) | 1 | 4 |
|  Bio-Techne Corp. | 629 | 34968 |
|  Bioventus, Inc. - Class A(1) | 9 | 58 |
|  Bridgebio Pharma, Inc.(1) | 482 | 25015 |
|  Bright Minds Biosciences, Inc.(1) | 1 | 54 |
|  BrightSpring Health Services, Inc.(1) | 18 | 538 |
|  Brookdale Senior Living, Inc.(1) | 40 | 336 |
|  Butterfly Network, Inc. - Class A(1) | 37 | 72 |
|  Candel Therapeutics, Inc.(1) | 7 | 38 |
|  Capricor Therapeutics, Inc.(1) | 8 | 55 |
|  Cardiff Oncology, Inc.(1) | 6 | 13 |
|  Cardinal Health, Inc. | 21 | 3220 |
|  CareDx, Inc.(1) | 10 | 152 |
|  Caris Life Sciences, Inc.(1) | 2 | 58 |
|  Carlsmed, Inc.(1) | 1 | 9 |
|  Cartesian Therapeutics, Inc.(1)(2) | 0 | 4 |
|  Catalyst Pharmaceuticals, Inc.(1) | 22 | 441 |
|  Celcuity, Inc.(1) | 5 | 269 |
|  Cencora, Inc. - Class A | 110 | 34517 |
|  Ceribell, Inc.(1) | 5 | 55 |
|  Cerus Corp.(1) | 37 | 59 |
|  CG oncology, Inc.(1) | 11 | 438 |
|  Chemed Corp.(2) | 0 | 88 |
|  Chinook Therapeutics, Inc.(1)(6) | 3 | 1 |
|  Claritev Corp.(1) | 1 | 76 |
|  ClearPoint Neuro, Inc.(1) | 5 | 108 |
|  Clover Health Investments Corp. - Class A(1) | 78 | 240 |
|  Codexis, Inc.(1) | 13 | 33 |
|  Cogent Biosciences, Inc.(1) | 24 | 340 |
|  Coherus Oncology, Inc.(1) | 6 | 10 |

---

------

---

| | | |
|:---|:---|:---|
|  Collegium Pharmaceutical, Inc.(1) | 6 | 216 |
|  Community Health Systems, Inc.(1) | 16 | 51 |
|  Compass Therapeutics, Inc.(1) | 10 | 34 |
|  Concentra Group Holdings Parent, Inc. | 21 | 448 |
|  Cooper Companies, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 | 29755 |
|  Corcept Therapeutics, Inc.(1) | 149 | 12394 |
|  CorMedix, Inc.(1) | 14 | 158 |
|  CorVel Corp.(1) | 6 | 438 |
|  Corvus Pharmaceuticals, Inc.(1) | 12 | 86 |
|  Crinetics Pharmaceuticals, Inc.(1) | 996 | 41468 |
|  CryoPort, Inc.(1) | 2 | 24 |
|  CVRx, Inc.(1) | 3 | 24 |
|  Cytokinetics, Inc.(1) | 3 | 141 |
|  DaVita, Inc.(1) | 6 | 854 |
|  Day One Biopharmaceuticals, Inc.(1) | 1 | 4 |
|  Delcath Systems, Inc.(1) | 6 | 63 |
|  Denali Therapeutics, Inc.(1) | 1 | 21 |
|  DexCom, Inc.(1) | 451 | 30333 |
|  DiaMedica Therapeutics, Inc.(1) | 6 | 41 |
|  Dianthus Therapeutics, Inc.(1)(2) | 0 | 13 |
|  Disc Medicine, Inc. - Class A(1) | 80 | 5270 |
|  Doximity, Inc. - Class A(1) | 23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668 |
|  Dynavax Technologies Corp. - Class A(1) | 20 | 197 |
|  Dyne Therapeutics, Inc.(1) | 7 | 85 |
|  Edgewise Therapeutics, Inc.(1) | 13 | 213 |
|  Edwards Lifesciences Corp.(1) | 473 | 36785 |
|  Electromed, Inc.(1) | 1 | 34 |
|  Eledon Pharmaceuticals, Inc.(1) | 1 | 3 |
|  Embecta Corp. | 1 | 17 |
|  Enliven Therapeutics, Inc.(1) | 8 | 164 |
|  Ensign Group, Inc. | 11 | 1889 |
|  Esperion Therapeutics, Inc.(1) | 13 | 36 |
|  Eton Pharmaceuticals, Inc.(1) | 5 | 110 |
|  Evolent Health, Inc. - Class A(1) | 8 | 64 |
|  Evolus, Inc.(1) | 11 | 69 |
|  Exact Sciences Corp.(1) | 658 | 35975 |
|  Exelixis, Inc.(1) | 604 | 24947 |
|  Fennec Pharmaceuticals, Inc.(1) | 2 | 14 |
|  Foghorn Therapeutics, Inc.(1) | 4 | 22 |
|  Fulcrum Therapeutics, Inc.(1)(2) | 0 | 4 |
|  GeneDx Holdings Corp. - Class A(1) | 36 | 3827 |
|  Geron Corp.(1) | 107 | 146 |
|  Ginkgo Bioworks Holdings, Inc.(1) | 1 | 9 |
|  Glaukos Corp.(1) | 59 | 4818 |
|  Globus Medical, Inc. - Class A(1) | 288 | 16479 |
|  Gossamer Bio, Inc.(1) | 37 | 96 |
|  Greenwich Lifesciences, Inc.(1) | 1 | 11 |
|  GTX, Inc.(1)(2)(6) | 0 |  |
|  Guardant Health, Inc.(1) | 716 | 44750 |
|  Gyre Therapeutics, Inc.(1) | 2 | 14 |
|  Haemonetics Corp.(1) | 9 | 456 |
|  Halozyme Therapeutics, Inc.(1) | 301 | 22053 |
|  Harmony Biosciences Holdings, Inc.(1) | 9 | 234 |
|  Harrow, Inc.(1) | 6 | 295 |
|  HealthEquity, Inc.(1) | 168 | 15957 |
|  HealthStream, Inc. | 2 | 58 |
|  Hims & Hers Health, Inc.(1) | 108 | 6113 |
|  Hinge Health, Inc. - Class A(1) | 115 | 5642 |
|  Hologic, Inc.(1) | 93 | 6283 |
|  Humacyte, Inc.(1) | 5 | 9 |
|  ICON Plc(1) | 64 | 11135 |
|  ICU Medical, Inc.(1) | 4 | 421 |
|  Ideaya Biosciences, Inc.(1) | 114 | 3100 |
|  IDEXX Laboratories, Inc.(1) | 28 | 18018 |
|  Illumina, Inc.(1) | 47 | 4510 |
|  ImmunityBio, Inc.(1) | 38 | 92 |
|  Immunome, Inc.(1) | 15 | 171 |
|  Immunovant, Inc.(1) | 13 | 214 |
|  Incyte Corp.(1) | 7 | 594 |
|  Indivior Plc(1) | 20 | 484 |
|  Inhibrx, Inc.(1)(6) | 4 | 3 |
|  Inmune Bio, Inc.(1) | 3 | 6 |
|  Innovage Holding Corp.(1) | 1 | 7 |
|  Innoviva, Inc.(1) | 11 | 197 |
|  Insmed, Inc.(1) | 553 | 79698 |

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------

---

| | | |
|:---|:---|:---|
|  Inspire Medical Systems, Inc.(1) | 5 | 363 |
|  Insulet Corp.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | 61652 |
|  Integer Holdings Corp.(1) | 94 | 9723 |
|  Ionis Pharmaceuticals, Inc.(1) | 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1610 |
|  iRadimed Corp. | 2 | 114 |
|  iRhythm Technologies, Inc.(1) | 435 | 74778 |
|  Ironwood Pharmaceuticals, Inc. - Class A(1) | 28 | 37 |
|  Janux Therapeutics, Inc.(1) | 3 | 61 |
|  Joint Corp.(1) | 3 | 28 |
|  Journey Medical Corp.(1) | 2 | 16 |
|  KalVista Pharmaceuticals, Inc.(1) | 7 | 91 |
|  Kestra Medical Technologies Ltd.(1) | 2 | 55 |
|  KORU Medical Systems, Inc.(1) | 8 | 30 |
|  Krystal Biotech, Inc.(1) | 32 | 5630 |
|  Kymera Therapeutics, Inc.(1) | 10 | 553 |
|  Lantheus Holdings, Inc.(1) | 53 | 2702 |
|  LeMaitre Vascular, Inc. | 4 | 356 |
|  LENSAR, Inc.(1) | 2 | 25 |
|  LENZ Therapeutics, Inc.(1) | 3 | 146 |
|  Lifecore Biomedical, Inc.(1) | 4 | 29 |
|  LifeMD, Inc.(1) | 5 | 34 |
|  LifeStance Health Group, Inc.(1) | 14 | 78 |
|  Ligand Pharmaceuticals, Inc.(1) | 85 | 15073 |
|  Liquidia Corp.(1) | 12 | 284 |
|  Lucid Diagnostics, Inc.(1) | 6 | 6 |
|  Madrigal Pharmaceuticals, Inc.(1) | 4 | 1657 |
|  MannKind Corp.(1) | 59 | 316 |
|  Masimo Corp.(1) | 8 | 1136 |
|  Maze Therapeutics, Inc.(1)(2) | 0 | 8 |
|  MediWound Ltd.(1) | 1 | 27 |
|  Medpace Holdings, Inc.(1) | 34 | 17572 |
|  MeiraGTx Holdings Plc(1) | 6 | 51 |
|  Merit Medical Systems, Inc.(1) | 41 | 3378 |
|  Merus NV(1) | 54 | 5098 |
|  Mesa Laboratories, Inc. | 1 | 68 |
|  Metsera, Inc.(1) | 6 | 303 |
|  Mettler-Toledo International, Inc.(1) | 25 | 30690 |
|  MiMedx Group, Inc.(1) | 23 | 159 |
|  Mind Medicine MindMed, Inc.(1) | 5 | 54 |
|  Mineralys Therapeutics, Inc.(1) | 8 | 288 |
|  Mirum Pharmaceuticals, Inc.(1) | 8 | 575 |
|  Molina Healthcare, Inc.(1) | 5 | 964 |
|  Monopar Therapeutics, Inc.(1) | 1 | 58 |
|  Myomo, Inc.(1) | 7 | 6 |
|  Nano-X Imaging Ltd.(1) | 3 | 10 |
|  Natera, Inc.(1) | 165 | 26599 |
|  National Research Corp. | 3 | 33 |
|  NeoGenomics, Inc.(1) | 2 | 18 |
|  Neurocrine Biosciences, Inc.(1) | 92 | 12977 |
|  Neuronetics, Inc.(1) | 8 | 21 |
|  NeuroPace, Inc.(1) | 5 | 47 |
|  Niagen Bioscience, Inc.(1) | 10 | 96 |
|  Novavax, Inc.(1) | 24 | 209 |
|  Novocure Ltd.(1) | 20 | 256 |
|  Nutex Health, Inc.(1) | 1 | 69 |
|  Nuvalent, Inc. - Class A(1) | 8 | 722 |
|  Nuvation Bio, Inc.(1) | 4 | 15 |
|  Nuvectis Pharma, Inc.(1) | 3 | 15 |
|  Ocular Therapeutix, Inc.(1) | 27 | 319 |
|  Omada Health, Inc.(1) | 1 | 24 |
|  Omeros Corp.(1) | 11 | 47 |
|  OmniAb, Inc.(1) | 2 | 3 |
|  OmniAb, Inc. - Class CR3(1)(2)(5)(6) | 19 |  |
|  OmniAb, Inc. - Class CR4(1)(2)(5)(6) | 19 |  |
|  Oncology Institute, Inc.(1) | 12 | 42 |
|  OptimizeRx Corp.(1) | 3 | 63 |
|  Option Care Health, Inc.(1) | 32 | 889 |
|  Organogenesis Holdings, Inc. - Class A(1) | 13 | 54 |
|  ORIC Pharmaceuticals, Inc.(1) | 3 | 38 |
|  OrthoPediatrics Corp.(1) | 1 | 15 |
|  Outset Medical, Inc.(1) | 1 | 20 |
|  Pacira BioSciences, Inc.(1) | 1 | 17 |
|  PACS Group, Inc.(1) | 8 | 107 |
|  Palvella Therapeutics, Inc.(1) | 1 | 80 |
|  Pennant Group, Inc.(1) | 7 | 168 |

---

------

---

| | | |
|:---|:---|:---|
|  Penumbra, Inc.(1) | &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 | 37122 |
|  Performant Healthcare, Inc.(1) | 10 | 80 |
|  Phathom Pharmaceuticals, Inc.(1) | 2 | 28 |
|  Phibro Animal Health Corp. - Class A | 4 | 159 |
|  Phreesia, Inc.(1) | 251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5900 |
|  Praxis Precision Medicines, Inc.(1)(2) | 0 | 13 |
|  Precigen, Inc.(1) | 27 | 88 |
|  Prestige Consumer Healthcare, Inc.(1) | 166 | 10385 |
|  Privia Health Group, Inc.(1) | 22 | 554 |
|  PROCEPT BioRobotics Corp.(1) | 110 | 3926 |
|  Pro-Dex, Inc.(1)(2) | 0 | 14 |
|  Progyny, Inc.(1) | 15 | 313 |
|  Protagonist Therapeutics, Inc.(1) | 11 | 751 |
|  Protalix BioTherapeutics, Inc.(1) | 14 | 30 |
|  Prothena Corp. Plc(1) | 1 | 5 |
|  PTC Therapeutics, Inc.(1) | 242 | 14851 |
|  Pulmonx Corp.(1) | 8 | 13 |
|  Pulse Biosciences, Inc.(1) | 3 | 59 |
|  Quanterix Corp.(1) | 1 | 5 |
|  QuidelOrtho Corp.(1) | 6 | 166 |
|  RadNet, Inc.(1) | 95 | 7212 |
|  Recursion Pharmaceuticals, Inc. - Class A(1) | 71 | 346 |
|  Repligen Corp.(1) | 271 | 36238 |
|  ResMed, Inc. | 51 | 14075 |
|  Revolution Medicines, Inc.(1) | 115 | 5352 |
|  Rezolute, Inc.(1) | 13 | 120 |
|  Rhythm Pharmaceuticals, Inc.(1) | 98 | 9888 |
|  Rigel Pharmaceuticals, Inc.(1) | 3 | 96 |
|  Rocket Pharmaceuticals, Inc.(1) | 2 | 6 |
|  RxSight, Inc.(1) | 7 | 63 |
|  Sana Biotechnology, Inc.(1) | 3 | 9 |
|  Sanara Medtech, Inc.(1) | 1 | 20 |
|  SANUWAVE Health, Inc.(1) | 1 | 54 |
|  Sarepta Therapeutics, Inc.(1) | 13 | 256 |
|  Savara, Inc.(1) | 22 | 80 |
|  Scholar Rock Holding Corp.(1) | 14 | 539 |
|  Schrodinger, Inc.(1) | 342 | 6861 |
|  scPharmaceuticals, Inc.(1) | 7 | 42 |
|  SELLAS Life Sciences Group, Inc.(1) | 19 | 31 |
|  Semler Scientific, Inc.(1)(2) | 0 | 10 |
|  Shoulder Innovations, Inc.(1)(2) | 0 | 6 |
|  SI-BONE, Inc.(1) | 309 | 4550 |
|  SIGA Technologies, Inc. | 7 | 60 |
|  Sight Sciences, Inc.(1) | 8 | 29 |
|  Simulations Plus, Inc.(1) | 3 | 49 |
|  Sionna Therapeutics, Inc.(1) | 2 | 72 |
|  Soleno Therapeutics, Inc.(1) | 8 | 548 |
|  Sonida Senior Living, Inc.(1) | 1 | 19 |
|  Sotera Health Co.(1) | 3 | 45 |
|  Spyre Therapeutics, Inc.(1) | 200 | 3350 |
|  STAAR Surgical Co.(1) | 8 | 226 |
|  Stereotaxis, Inc.(1) | 10 | 31 |
|  STERIS Plc | 87 | 21527 |
|  Stevanato Group SpA | 246 | 6340 |
|  Stoke Therapeutics, Inc.(1) | 9 | 204 |
|  Summit Therapeutics, Inc.(1) | 20 | 411 |
|  Supernus Pharmaceuticals, Inc.(1) | 212 | 10132 |
|  Surmodics, Inc.(1) | 3 | 80 |
|  Syndax Pharmaceuticals, Inc.(1) | 15 | 237 |
|  Talkspace, Inc.(1) | 27 | 75 |
|  Tandem Diabetes Care, Inc.(1) | 13 | 156 |
|  Tarsus Pharmaceuticals, Inc.(1) | 8 | 451 |
|  Taysha Gene Therapies, Inc.(1) | 41 | 133 |
|  Tectonic Therapeutic, Inc.(1)(2) | 0 | 6 |
|  Teladoc Health, Inc.(1) | 6 | 50 |
|  Tempus AI, Inc. - Class A(1) | 14 | 1134 |
|  Tevogen Bio Holdings, Inc.(1) | 3 | 2 |
|  TG Therapeutics, Inc.(1) | 28 | 1020 |
|  Theravance Biopharma, Inc.(1) | 6 | 90 |
|  TransMedics Group, Inc.(1) | 103 | 11562 |
|  Travere Therapeutics, Inc. - Class Preferre(1) | 275 | 6584 |
|  Treace Medical Concepts, Inc.(1) | 9 | 64 |
|  Trevi Therapeutics, Inc.(1) | 17 | 154 |
|  TruBridge, Inc.(1) | 2 | 37 |
|  TuHURA Biosciences, Inc.(1) | 4 | 11 |

---

------

---

| | | |
|:---|:---|:---|
|  Tvardi Therapeutics, Inc.(1)(2) | 0 | 8 |
|  Twist Bioscience Corp.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 | 18485 |
|  UFP Technologies, Inc.(1) | 1 | 293 |
|  Ultragenyx Pharmaceutical, Inc.(1) | 147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4432 |
|  UroGen Pharma Ltd.(1) | 6 | 116 |
|  US Physical Therapy, Inc. | 2 | 153 |
|  Veeva Systems, Inc. - Class A(1) | 236 | 70177 |
|  Vera Therapeutics, Inc. - Class A(1) | 10 | 290 |
|  Veracyte, Inc.(1) | 846 | 29028 |
|  Verastem, Inc.(1) | 5 | 42 |
|  Vericel Corp.(1) | 304 | 9555 |
|  Viemed Healthcare, Inc.(1) | 7 | 46 |
|  Viking Therapeutics, Inc.(1) | 2 | 44 |
|  Viridian Therapeutics, Inc.(1) | 236 | 5091 |
|  Waters Corp.(1) | 133 | 39839 |
|  WaVe Life Sciences Ltd.(1) | 19 | 139 |
|  Waystar Holding Corp.(1) | 388 | 14720 |
|  West Pharmaceutical Services, Inc. | 337 | 88369 |
|  Xenon Pharmaceuticals, Inc.(1) | 348 | 13980 |
|  Xeris Biopharma Holdings, Inc.(1) | 30 | 242 |
|  XOMA Royalty Corp.(1) | 1 | 50 |
|  Zevra Therapeutics, Inc.(1) | 11 | 102 |
|  Zymeworks, Inc.(1) | 10 | 166 |
|  Total Healthcare | Total Healthcare | 1761706 |
|  **Industrials – 21.76%** |  |  |
|  AAON, Inc. | 528 | 49357 |
|  AAR Corp.(1) | 2 | 156 |
|  Acuren Corp.(1) | 8 | 105 |
|  ACV Auctions, Inc. - Class A(1) | 33 | 326 |
|  Advanced Drainage Systems, Inc. | 93 | 12919 |
|  Aebi Schmidt Holding AG | 1 | 7 |
|  Aerovironment, Inc.(1) | 189 | 59644 |
|  AIRO Group Holdings, Inc.(1)(2) | 0 | 6 |
|  Alamo Group, Inc. | 1 | 118 |
|  Alaska Air Group, Inc.(1) | 3 | 162 |
|  Albany International Corp. - Class A | 2 | 96 |
|  Allegiant Travel Co. - Class A(1)(2) | 0 | 28 |
|  Allient, Inc.(2) | 0 | 7 |
|  Allison Transmission Holdings, Inc. | 2 | 207 |
|  Alta Equipment Group, Inc. | 1 | 8 |
|  American Airlines Group, Inc.(1) | 8 | 86 |
|  American Superconductor Corp.(1) | 8 | 504 |
|  AMETEK, Inc. | 193 | 36284 |
|  Amprius Technologies, Inc.(1) | 18 | 193 |
|  API Group Corp.(1) | 1149 | 39499 |
|  Applied Industrial Technologies, Inc. | 37 | 9713 |
|  Archer Aviation, Inc. - Class A(1) | 107 | 1025 |
|  Arcosa, Inc. | 3 | 246 |
|  Argan, Inc. | 50 | 13594 |
|  Armstrong World Industries, Inc. | 80 | 15590 |
|  Array Technologies, Inc.(1) | 6 | 52 |
|  Astronics Corp.(1) | 5 | 243 |
|  Atmus Filtration Technologies, Inc. | 197 | 8898 |
|  Avis Budget Group, Inc.(1) | 1 | 164 |
|  Axon Enterprise, Inc.(1) | 107 | 76600 |
|  AZZ, Inc. | 6 | 629 |
|  Barrett Business Services, Inc. | 5 | 214 |
|  BlackSky Technology, Inc. - Class A(1) | 6 | 121 |
|  Bloom Energy Corp. - Class A(1) | 261 | 22094 |
|  Blue Bird Corp.(1) | 6 | 354 |
|  Booz Allen Hamilton Holding Corp. - Class A | 21 | 2075 |
|  Bowman Consulting Group Ltd. - Class A(1) | 3 | 110 |
|  Brink's Co. | 8 | 957 |
|  Broadridge Financial Solutions, Inc. | 18 | 4317 |
|  Brookfield Business Corp. - Class A | 2 | 52 |
|  BWX Technologies, Inc. | 416 | 76700 |
|  Byrna Technologies, Inc.(1) | 4 | 80 |
|  CACI International, Inc. - Class A(1) | 29 | 14581 |
|  Cadre Holdings, Inc. | 219 | 7984 |
|  Carlisle Companies, Inc. | 31 | 10152 |
|  Carpenter Technology Corp. | 76 | 18776 |
|  Casella Waste Systems, Inc. - Class A(1) | 128 | 12099 |
|  CBIZ, Inc.(1) | 10 | 508 |
|  CECO Environmental Corp.(1) | 6 | 290 |
|  Centuri Holdings, Inc.(1) | 14 | 288 |

---

------

---

| | | |
|:---|:---|:---|
|  CH Robinson Worldwide, Inc. | 72 | 9548 |
|  Chart Industries, Inc.(1) | 20 | 3951 |
|  Cimpress Plc(1) | 1 | 38 |
|  Comfort Systems USA, Inc. | 86 | 71227 |
|  Complete Solaria, Inc.(1) | 3 | 6 |
|  CompX International, Inc.(2) | 0 | 6 |
|  Construction Partners, Inc. - Class A(1) | 9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160 |
|  Core & Main, Inc. - Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | 11427 |
|  CoreCivic, Inc.(1) | 3 | 66 |
|  Costamare Bulkers Holdings Ltd.(1)(2) | 0 | 2 |
|  Covenant Logistics Group, Inc. - Class A | 1 | 16 |
|  CRA International, Inc. | 39 | 8199 |
|  Crane Co. | 142 | 26171 |
|  CSG Systems International, Inc. | 5 | 311 |
|  CSW Industrials, Inc. | 3 | 768 |
|  Curtiss-Wright Corp. | 62 | 33450 |
|  Dayforce, Inc.(1) | 2 | 172 |
|  Distribution Solutions Group, Inc.(1) | 2 | 53 |
|  Douglas Dynamics, Inc. | 4 | 120 |
|  DXP Enterprises, Inc.(1) | 3 | 301 |
|  Dycom Industries, Inc.(1) | 5 | 1591 |
|  EMCOR Group, Inc. | 3 | 1692 |
|  Energy Recovery, Inc.(1) | 10 | 161 |
|  Enerpac Tool Group Corp. - Class A | 11 | 431 |
|  EnerSys(2) | 0 | 48 |
|  Enovix Corp.(1) | 32 | 322 |
|  Enpro, Inc. | 1 | 121 |
|  Eos Energy Enterprises, Inc.(1) | 49 | 563 |
|  Equifax, Inc. | 4 | 944 |
|  Esab Corp. | 358 | 40033 |
|  ESCO Technologies, Inc. | 74 | 15598 |
|  Eve Holding, Inc.(1) | 10 | 39 |
|  Everus Construction Group, Inc.(1) | 116 | 9957 |
|  ExlService Holdings, Inc.(1) | 299 | 13175 |
|  Exponent, Inc. | 10 | 686 |
|  Fastenal Co. | 641 | 31429 |
|  Federal Signal Corp. | 12 | 1391 |
|  Ferguson Enterprises, Inc. | 93 | 20882 |
|  First Advantage Corp.(1) | 11 | 163 |
|  Flowserve Corp. | 235 | 12467 |
|  Fluence Energy, Inc. - Class A(1) | 12 | 131 |
|  Fortive Corp. | 367 | 17979 |
|  Forward Air Corp.(1) | 2 | 40 |
|  Franklin Covey Co.(1) | 2 | 35 |
|  Franklin Electric Co., Inc. | 8 | 737 |
|  Frontier Group Holdings, Inc.(1) | 11 | 48 |
|  FTAI Aviation Ltd. | 342 | 57086 |
|  FTAI Infrastructure, Inc. | 21 | 90 |
|  Gates Industrial Corp. Plc(1) | 629 | 15621 |
|  GATX Corp. | 1 | 94 |
|  Generac Holdings, Inc.(1) | 115 | 19197 |
|  GEO Group, Inc.(1) | 26 | 539 |
|  Global Industrial Co. | 3 | 104 |
|  Gorman-Rupp Co. | 4 | 187 |
|  Graco, Inc. | 227 | 19286 |
|  Graham Corp.(1) | 2 | 112 |
|  Granite Construction, Inc. | 7 | 804 |
|  Griffon Corp. | 7 | 567 |
|  Hayward Holdings, Inc.(1) | 685 | 10350 |
|  Healthcare Services Group, Inc.(1) | 6 | 109 |
|  HEICO Corp. | 7 | 2328 |
|  HEICO Corp. - Class A | 81 | 20530 |
|  Herc Holdings, Inc. | 6 | 741 |
|  Hertz Global Holdings, Inc.(1) | 23 | 159 |
|  Hillman Solutions Corp.(1) | 800 | 7342 |
|  HireQuest, Inc. | 1 | 6 |
|  HNI Corp. | 5 | 237 |
|  Howmet Aerospace, Inc. | 69 | 13445 |
|  Hubbell, Inc. - Class B | 53 | 22763 |
|  Huron Consulting Group, Inc.(1) | 3 | 489 |
|  IBEX Holdings Ltd.(1) | 2 | 80 |
|  IDEX Corp. | 213 | 34668 |
|  IES Holdings, Inc.(1) | 2 | 700 |
|  Ingersoll Rand, Inc. | 276 | 22839 |
|  Innodata, Inc.(1) | 6 | 462 |

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------

---

| | | |
|:---|:---|:---|
|  Insperity, Inc. | 7 | 343 |
|  Insteel Industries, Inc. | 2 | 76 |
|  Interface, Inc. - Class A | 1 | 37 |
|  Intuitive Machines, Inc. - Class A(1) | 1 | 15 |
|  Janus International Group, Inc.(1) | 10 | 95 |
|  JB Hunt Transport Services, Inc. | 31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4105 |
|  JBT Marel Corp. | 5 | 688 |
|  Joby Aviation, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 | 7458 |
|  Kadant, Inc. | 2 | 681 |
|  Karat Packaging, Inc. | 2 | 38 |
|  Karman Holdings, Inc.(1) | 347 | 25062 |
|  KBR, Inc. | 2 | 78 |
|  Kforce, Inc. | 3 | 90 |
|  Korn Ferry | 66 | 4599 |
|  Kornit Digital Ltd.(1) | 179 | 2423 |
|  Kratos Defense & Security Solutions, Inc.(1) | 332 | 30315 |
|  KULR Technology Group, Inc.(1) | 6 | 26 |
|  Landstar System, Inc. | 38 | 4611 |
|  Legalzoom.com, Inc.(1) | 23 | 238 |
|  Lennox International, Inc. | 5 | 2872 |
|  Leonardo DRS, Inc. | 5 | 239 |
|  Limbach Holdings, Inc.(1) | 2 | 200 |
|  Lincoln Electric Holdings, Inc. | 158 | 37211 |
|  Lindsay Corp. | 2 | 297 |
|  Liquidity Services, Inc.(1) | 5 | 126 |
|  Loar Holdings, Inc.(1) | 7 | 527 |
|  LSI Industries, Inc. | 4 | 94 |
|  Lyft, Inc. - Class A(1) | 11 | 249 |
|  MasTec, Inc.(1) | 75 | 16028 |
|  Matrix Service Co.(1) | 1 | 16 |
|  Maximus, Inc. | 117 | 10734 |
|  Mayville Engineering Co., Inc.(1)(2) | 0 | 4 |
|  McGrath RentCorp | 4 | 423 |
|  Mercury Systems, Inc.(1) | 2 | 178 |
|  Microvast Holdings, Inc.(1) | 25 | 95 |
|  Middleby Corp.(1) | 36 | 4746 |
|  Moog, Inc. - Class A | 21 | 4268 |
|  MSA Safety, Inc. | 190 | 32693 |
|  Mueller Water Products, Inc. - Class A | 433 | 11054 |
|  MYR Group, Inc.(1) | 3 | 623 |
|  NANO Nuclear Energy, Inc.(1) | 6 | 219 |
|  NEXTracker, Inc. - Class A(1) | 213 | 15728 |
|  Nordson Corp. | 139 | 31546 |
|  NuScale Power Corp.(1) | 25 | 888 |
|  nVent Electric Plc | 491 | 48462 |
|  Old Dominion Freight Line, Inc. | 2 | 247 |
|  Omega Flex, Inc. | 1 | 24 |
|  Orion Group Holdings, Inc.(1) | 2 | 13 |
|  Park Aerospace Corp. | 2 | 41 |
|  Parsons Corp.(1) | 255 | 21134 |
|  Paychex, Inc. | 17 | 2189 |
|  Paycom Software, Inc. | 5 | 996 |
|  Paylocity Holding Corp.(1) | 7 | 1107 |
|  Perma-Fix Environmental Services, Inc.(1) | 1 | 5 |
|  Pitney Bowes, Inc. | 9 | 106 |
|  Planet Labs PBC(1) | 45 | 588 |
|  Powell Industries, Inc. | 7 | 2141 |
|  Power Solutions International, Inc.(1) | 1 | 116 |
|  Preformed Line Products Co.(2) | 0 | 7 |
|  Primoris Services Corp. | 192 | 26382 |
|  Quad/Graphics, Inc. | 4 | 24 |
|  Quanta Services, Inc. | 109 | 45207 |
|  QXO, Inc.(1) | 594 | 11329 |
|  RB Global, Inc. | 2 | 208 |
|  RBC Bearings, Inc.(1) | 234 | 91469 |
|  RCM Technologies, Inc.(1) | 1 | 28 |
|  Redwire Corp.(1) | 10 | 86 |
|  Resolute Holdings Management, Inc.(1)(2) | 0 | 27 |
|  REV Group, Inc. | 9 | 534 |
|  Richtech Robotics, Inc. - Class B(1) | 14 | 61 |
|  Rocket Lab Corp.(1) | 558 | 26715 |
|  Rockwell Automation, Inc. | 106 | 37015 |
|  Rollins, Inc. | 48 | 2811 |
|  Rush Enterprises, Inc. - Class A | 6 | 341 |
|  Rush Enterprises, Inc. - Class B | 1 | 54 |

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------

---

| | | |
|:---|:---|:---|
|  RXO, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | 3774 |
|  Saia, Inc.(1) | 19 | 5745 |
|  Satellogic, Inc. - Class A(1) | 11 | 37 |
|  Shoals Technologies Group, Inc. - Class A(1) | 5 | 37 |
|  Simpson Manufacturing Co., Inc. | 52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8723 |
|  SiteOne Landscape Supply, Inc.(1) | 66 | 8483 |
|  Sky Harbour Group Corp. - Class A(1) | 4 | 43 |
|  SKYX Platforms Corp.(1) | 11 | 13 |
|  Southwest Airlines Co. | 8 | 270 |
|  Spire Global, Inc.(1) | 5 | 59 |
|  Spirit AeroSystems Holdings, Inc. - Class A(1) | 2 | 86 |
|  SPX Technologies, Inc.(1) | 56 | 10536 |
|  StandardAero, Inc.(1) | 2 | 57 |
|  Standex International Corp. | 59 | 12431 |
|  Sterling Infrastructure, Inc.(1) | 79 | 26795 |
|  Sun Country Airlines Holdings, Inc.(1) | 6 | 67 |
|  Tecnoglass, Inc. | 140 | 9360 |
|  Tetra Tech, Inc. | 8 | 278 |
|  Thermon Group Holdings, Inc.(1) | 1 | 19 |
|  Toro Co. | 130 | 9893 |
|  Transcat, Inc.(1) | 1 | 67 |
|  Trex Co., Inc.(1) | 244 | 12616 |
|  TriNet Group, Inc. | 6 | 389 |
|  Trinity Industries, Inc. | 7 | 207 |
|  UFP Industries, Inc. | 1 | 56 |
|  U-Haul Holding Co.(1)(2) | 0 | 5 |
|  U-Haul Holding Co. - Class B | 7 | 353 |
|  UL Solutions, Inc. - Class A | 209 | 14801 |
|  Upwork, Inc.(1) | 24 | 444 |
|  V2X, Inc.(1)(2) | 0 | 16 |
|  Veralto Corp. | 355 | 37861 |
|  Verisk Analytics, Inc. - Class A | 58 | 14529 |
|  Verra Mobility Corp. - Class A(1) | 31 | 767 |
|  Vertiv Holdings Co. - Class A | 164 | 24763 |
|  Vicor Corp.(1) | 5 | 225 |
|  Voyager Technologies, Inc. - Class A(1) | 2 | 55 |
|  VSE Corp. | 3 | 564 |
|  Watts Water Technologies, Inc. - Class A | 20 | 5490 |
|  Werner Enterprises, Inc. | 2 | 42 |
|  Willdan Group, Inc.(1) | 2 | 177 |
|  Willis Lease Finance Corp.(2) | 0 | 10 |
|  WillScot Holdings Corp. - Class A | 8 | 166 |
|  WNS Holdings Ltd.(1) | 7 | 557 |
|  Woodward, Inc. | 115 | 29127 |
|  Worthington Enterprises, Inc. | 2 | 110 |
|  WW Grainger, Inc. | 37 | 35698 |
|  Xometry, Inc. - Class A(1) | 8 | 461 |
|  XPO, Inc.(1) | 4 | 522 |
|  Xylem, Inc. | 513 | 75699 |
|  Zurn Elkay Water Solutions Corp. | 160 | 7547 |
|  Total Industrials | Total Industrials | 2018341 |
|  **Information Technology – 22.13%** |  |  |
|  908 Devices, Inc.(1) | 4 | 37 |
|  A10 Networks, Inc. | 12 | 217 |
|  ACI Worldwide, Inc.(1) | 205 | 10793 |
|  Adeia, Inc. | 19 | 311 |
|  ADTRAN Holdings, Inc.(1) | 15 | 139 |
|  Advanced Energy Industries, Inc. | 7 | 1248 |
|  Aehr Test Systems(1) | 4 | 134 |
|  Aeluma, Inc.(1)(2) | 0 | 5 |
|  Aeva Technologies, Inc.(1) | 6 | 88 |
|  Agilysys, Inc.(1) | 121 | 12787 |
|  Airship AI Holdings, Inc.(1) | 3 | 17 |
|  Akamai Technologies, Inc.(1) | 156 | 11819 |
|  Alarm.com Holdings, Inc.(1) | 9 | 490 |
|  Alkami Technology, Inc.(1) | 158 | 3914 |
|  Ambarella, Inc.(1) | 84 | 6892 |
|  Ambiq Micro, Inc.(1) | 1 | 16 |
|  Amplitude, Inc. - Class A(1) | 17 | 185 |
|  Appfolio, Inc. - Class A(1) | 43 | 11986 |
|  Appian Corp. - Class A(1) | 8 | 234 |
|  Applied Digital Corp.(1) | 32 | 725 |
|  Applied Optoelectronics, Inc.(1) | 8 | 220 |
|  Arlo Technologies, Inc.(1) | 19 | 328 |
|  Arteris, Inc.(1)(2) | 0 | 4 |

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------

---

| | | |
|:---|:---|:---|
|  Asana, Inc. - Class A(1) | 17 | 225 |
|  Astera Labs, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 | 54424 |
|  Atomera, Inc.(1) | 6 | 26 |
|  AudioEye, Inc.(1) | 1 | 20 |
|  Autodesk, Inc.(1) | 68 | 21602 |
|  AvePoint, Inc.(1) | 1035 | 15535 |
|  Axcelis Technologies, Inc.(1)(2) | 0 | 46 |
|  Backblaze, Inc. - Class A(1) | 11 | 99 |
|  Badger Meter, Inc. | 21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3759 |
|  Belden, Inc. | 8 | 926 |
|  Bentley Systems, Inc. - Class B | 27 | 1380 |
|  BigBear.ai Holdings, Inc.(1) | 13 | 86 |
|  Bitdeer Technologies Group - Class A(1) | 414 | 7071 |
|  BK Technologies Corp.(1) | 1 | 46 |
|  Blackbaud, Inc.(1) | 6 | 387 |
|  BlackLine, Inc.(1) | 120 | 6349 |
|  Blaize Holdings, Inc.(1) | 9 | 30 |
|  Blend Labs, Inc. - Class A(1) | 41 | 151 |
|  Box, Inc. - Class A(1) | 228 | 7353 |
|  Braze, Inc. - Class A(1) | 304 | 8659 |
|  C3.ai, Inc. - Class A(1) | 24 | 412 |
|  Calix, Inc.(1) | 11 | 704 |
|  CCC Intelligent Solutions Holdings, Inc.(1) | 3397 | 30945 |
|  CDW Corp. | 2 | 253 |
|  Celestica, Inc.(1) | 81 | 20013 |
|  Cerence, Inc.(1) | 2 | 29 |
|  CEVA, Inc.(1) | 4 | 108 |
|  Ciena Corp.(1) | 89 | 13000 |
|  Circle Internet Group, Inc. - Class A(1) | 39 | 5131 |
|  Clear Secure, Inc. - Class A | 16 | 544 |
|  Clearfield, Inc.(1) | 1 | 33 |
|  Clearwater Analytics Holdings, Inc. - Class A(1) | 786 | 14163 |
|  Climb Global Solutions, Inc. | 1 | 104 |
|  Cloudflare, Inc. - Class A(1) | 185 | 39715 |
|  Cognex Corp. | 140 | 6361 |
|  Coherent Corp.(1) | 270 | 29078 |
|  Commerce.com, Inc.(1) | 13 | 64 |
|  CommScope Holding Co., Inc.(1) | 26 | 396 |
|  Commvault Systems, Inc.(1) | 207 | 39041 |
|  CompoSecure, Inc. - Class A(1) | 8 | 158 |
|  Confluent, Inc. - Class A(1) | 1604 | 31763 |
|  Core Scientific, Inc.(1) | 1232 | 22109 |
|  CoreCard Corp.(1) | 1 | 30 |
|  CPI Card Group, Inc.(1) | 1 | 19 |
|  Credo Technology Group Holding Ltd.(1) | 309 | 45003 |
|  Crexendo, Inc.(1) | 3 | 18 |
|  CS Disco, Inc.(1) | 4 | 23 |
|  CSP, Inc. | 1 | 12 |
|  CTS Corp. | 1 | 31 |
|  CyberArk Software Ltd.(1) | 26 | 12532 |
|  Daily Journal Corp.(1)(2) | 0 | 87 |
|  Daktronics, Inc.(1) | 1 | 28 |
|  Datadog, Inc. - Class A(1) | 259 | 36827 |
|  Diebold Nixdorf, Inc.(1) | 5 | 265 |
|  Digimarc Corp.(1) | 3 | 31 |
|  Digital Turbine, Inc.(1) | 13 | 82 |
|  DigitalOcean Holdings, Inc.(1) | 13 | 453 |
|  Docusign, Inc. - Class A(1) | 26 | 1866 |
|  Domo, Inc. - Class B(1) | 5 | 87 |
|  Dropbox, Inc. - Class A(1) | 8 | 257 |
|  D-Wave Quantum, Inc.(1) | 429 | 10603 |
|  Dynatrace, Inc.(1) | 219 | 10602 |
|  eGain Corp.(1) | 3 | 25 |
|  Elastic NV(1) | 15 | 1306 |
|  Enphase Energy, Inc.(1) | 22 | 769 |
|  Entegris, Inc. | 4 | 385 |
|  EverCommerce, Inc.(1) | 3 | 31 |
|  Evolv Technologies Holdings, Inc.(1) | 23 | 172 |
|  Expensify, Inc. - Class A(1) | 6 | 11 |
|  Extreme Networks, Inc.(1) | 26 | 530 |
|  Fabrinet(1) | 143 | 52106 |
|  Fair Isaac Corp.(1) | 14 | 20760 |
|  Five9, Inc.(1) | 15 | 361 |
|  FormFactor, Inc.(1) | 11 | 415 |
|  Frequency Electronics, Inc.(1) | 1 | 44 |

---

------

---

| | | |
|:---|:---|:---|
|  Freshworks, Inc. - Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 | 5863 |
|  Gartner, Inc.(1) | 13 | 3365 |
|  Gen Digital, Inc. | 10 | 289 |
|  Gitlab, Inc. - Class A(1) | 739 | 33326 |
|  Globant SA(1) | 1 | 46 |
|  GoDaddy, Inc. - Class A(1) | 23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3213 |
|  Grid Dynamics Holdings, Inc.(1) | 11 | 82 |
|  Guidewire Software, Inc.(1) | 317 | 72767 |
|  Hackett Group, Inc. | 5 | 88 |
|  Harmonic, Inc.(1) | 6 | 58 |
|  HubSpot, Inc.(1) | 34 | 15923 |
|  I3 Verticals, Inc. - Class A(1)(2) | 0 | 13 |
|  Impinj, Inc.(1) | 121 | 21904 |
|  indie Semiconductor, Inc. - Class A(1) | 15 | 62 |
|  Information Services Group, Inc. | 2 | 14 |
|  Inseego Corp.(1)(2) | 0 | 5 |
|  Insight Enterprises, Inc.(1) | 2 | 218 |
|  Intapp, Inc.(1) | 11 | 448 |
|  InterDigital, Inc. | 70 | 24205 |
|  IonQ, Inc.(1) | 283 | 17406 |
|  Itron, Inc.(1) | 40 | 5025 |
|  Jabil, Inc. | 75 | 16379 |
|  Jamf Holding Corp.(1) | 14 | 148 |
|  JFrog Ltd.(1) | 440 | 20814 |
|  Kaltura, Inc.(1) | 18 | 25 |
|  Klaviyo, Inc. - Class A(1) | 229 | 6353 |
|  Knowles Corp.(1) | 484 | 11278 |
|  Kopin Corp.(1) | 30 | 74 |
|  Kulicke & Soffa Industries, Inc. | 6 | 236 |
|  Kyndryl Holdings, Inc.(1) | 3 | 81 |
|  Lattice Semiconductor Corp.(1) | 649 | 47553 |
|  Life360, Inc.(1) | 74 | 7875 |
|  Littelfuse, Inc. | 36 | 9449 |
|  LiveRamp Holdings, Inc.(1) | 12 | 339 |
|  Lumentum Holdings, Inc.(1) | 138 | 22516 |
|  MACOM Technology Solutions Holdings, Inc.(1) | 434 | 54086 |
|  Manhattan Associates, Inc.(1) | 64 | 13139 |
|  MaxLinear, Inc. - Class A(1) | 2 | 33 |
|  MeridianLink, Inc.(1) | 6 | 124 |
|  Microchip Technology, Inc. | 108 | 6943 |
|  MicroVision, Inc.(1) | 32 | 39 |
|  Mirion Technologies, Inc. - Class A(1) | 858 | 19959 |
|  Mitek Systems, Inc.(1) | 2 | 16 |
|  MKS, Inc. | 46 | 5662 |
|  Monday.com Ltd.(1) | 21 | 4014 |
|  MongoDB, Inc. - Class A(1) | 171 | 52946 |
|  Monolithic Power Systems, Inc. | 39 | 35557 |
|  M-Tron Industries, Inc.(1)(2) | 0 | 27 |
|  Napco Security Technologies, Inc. | 7 | 288 |
|  Navitas Semiconductor Corp. - Class A(1) | 5 | 33 |
|  nCino, Inc.(1) | 2 | 64 |
|  Neonode, Inc.(1) | 2 | 7 |
|  NetApp, Inc. | 14 | 1600 |
|  NextNav, Inc.(1) | 17 | 245 |
|  nLight, Inc.(1) | 1 | 17 |
|  Novanta, Inc.(1) | 78 | 7799 |
|  Nutanix, Inc. - Class A(1) | 719 | 53493 |
|  NVE Corp. | 1 | 61 |
|  Okta, Inc. - Class A(1) | 462 | 42400 |
|  OneSpan, Inc. | 1 | 15 |
|  Onto Innovation, Inc.(1) | 149 | 19284 |
|  Ooma, Inc.(1) | 5 | 57 |
|  OSI Systems, Inc.(1) | 3 | 777 |
|  Ouster, Inc.(1) | 10 | 267 |
|  Pagaya Technologies Ltd. - Class A(1) | 9 | 265 |
|  PagerDuty, Inc.(1) | 16 | 270 |
|  Palo Alto Networks, Inc.(1) | 109 | 22195 |
|  PAR Technology Corp.(1) | 5 | 181 |
|  PDF Solutions, Inc.(1) | 6 | 160 |
|  Pegasystems, Inc. | 5 | 289 |
|  Plexus Corp.(1) | 5 | 702 |
|  Porch Group, Inc.(1) | 13 | 211 |
|  Power Integrations, Inc. | 124 | 4976 |
|  Procore Technologies, Inc.(1) | 513 | 37394 |
|  Progress Software Corp.(1) | 8 | 364 |

---

------

---

| | | |
|:---|:---|:---|
|  PROS Holdings, Inc.(1) | &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 | 2879 |
|  PTC, Inc.(1) | 60 | 12195 |
|  Pure Storage, Inc. - Class A(1) | 1254 | 105073 |
|  Q2 Holdings, Inc.(1) | 138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9964 |
|  Qualys, Inc.(1) | 7 | 942 |
|  Quantum Computing, Inc.(1) | 26 | 480 |
|  Rackspace Technology, Inc.(1) | 5 | 7 |
|  Rambus, Inc.(1) | 147 | 15361 |
|  Rapid7, Inc.(1) | 12 | 233 |
|  Red Cat Holdings, Inc.(1) | 17 | 171 |
|  Red Violet, Inc. | 2 | 118 |
|  ReposiTrak, Inc. | 2 | 34 |
|  Rezolve AI Plc(1) | 28 | 141 |
|  Rigetti Computing, Inc.(1) | 62 | 1850 |
|  Rimini Street, Inc.(1) | 1 | 7 |
|  RingCentral, Inc. - Class A(1) | 14 | 388 |
|  Rubrik, Inc. - Class A(1) | 199 | 16369 |
|  SailPoint, Inc.(1) | 262 | 5781 |
|  Samsara, Inc. - Class A(1) | 636 | 23699 |
|  Sanmina Corp.(1) | 5 | 525 |
|  Sapiens International Corp. NV | 6 | 260 |
|  SEMrush Holdings, Inc. - Class A(1) | 10 | 69 |
|  Semtech Corp.(1) | 199 | 14189 |
|  SentinelOne, Inc. - Class A(1) | 430 | 7566 |
|  ServiceTitan, Inc. - Class A(1) | 180 | 18172 |
|  Shopify, Inc. - Class A(1) | 348 | 51655 |
|  Silicon Laboratories, Inc.(1) | 118 | 15512 |
|  SiTime Corp.(1) | 103 | 30932 |
|  SkyWater Technology, Inc.(1) | 5 | 99 |
|  Snowflake, Inc. - Class A(1) | 154 | 34734 |
|  SoundHound AI, Inc. - Class A(1) | 71 | 1146 |
|  SoundThinking, Inc.(1) | 2 | 21 |
|  Sprinklr, Inc. - Class A(1) | 22 | 169 |
|  Sprout Social, Inc. - Class A(1) | 10 | 132 |
|  SPS Commerce, Inc.(1) | 7 | 772 |
|  Super Micro Computer, Inc.(1) | 40 | 1925 |
|  Synaptics, Inc.(1) | 1 | 44 |
|  Synchronoss Technologies, Inc.(1) | 2 | 15 |
|  Synopsys, Inc.(1) | 111 | 54805 |
|  Teledyne Technologies, Inc.(1) | 68 | 39733 |
|  Tenable Holdings, Inc.(1) | 191 | 5575 |
|  Teradata Corp.(1) | 4 | 78 |
|  Terawulf, Inc.(1) | 52 | 595 |
|  TSS, Inc.(1) | 4 | 66 |
|  Tucows, Inc. - Class A(1)(2) | 0 | 6 |
|  Turtle Beach Corp.(1) | 2 | 33 |
|  Twilio, Inc. - Class A(1) | 4 | 412 |
|  Tyler Technologies, Inc.(1) | 113 | 59356 |
|  Ubiquiti, Inc. | 1 | 468 |
|  Ultra Clean Holdings, Inc.(1) | 1 | 15 |
|  Unisys Corp.(1) | 11 | 42 |
|  Unity Software, Inc.(1) | 226 | 9045 |
|  Varonis Systems, Inc. - Class B(1) | 507 | 29123 |
|  Veeco Instruments, Inc.(1) | 325 | 9878 |
|  Vertex, Inc. - Class A(1) | 13 | 312 |
|  Viant Technology, Inc. - Class A(1) | 2 | 21 |
|  Viavi Solutions, Inc.(1) | 43 | 547 |
|  VTEX - Class A(1) | 12 | 51 |
|  Vuzix Corp.(1) | 12 | 39 |
|  Weave Communications, Inc.(1) | 11 | 77 |
|  WM Technology, Inc.(1) | 19 | 22 |
|  Workday, Inc. - Class A(1) | 124 | 29851 |
|  Workiva, Inc. - Class A(1) | 10 | 842 |
|  Yext, Inc.(1) | 20 | 169 |
|  Zeta Global Holdings Corp. - Class A(1) | 323 | 6423 |
|  Zscaler, Inc.(1) | 191 | 57214 |
|  Total Information Technology | Total Information Technology | 2052484 |
|  **Materials – 1.14%** |  |  |
|  Alpha Metallurgical Resources, Inc.(1) | 1 | 113 |
|  American Battery Technology Co.(1) | 8 | 39 |
|  Anglogold Ashanti Plc | 10 | 735 |
|  Ardagh Metal Packaging SA | 7 | 28 |
|  Ashland, Inc. | 153 | 7332 |
|  ASP Isotopes, Inc.(1) | 15 | 142 |
|  Avient Corp. | 149 | 4908 |

---

------

---

| | | |
|:---|:---|:---|
|  Balchem Corp. | 103 | 15437 |
|  Cabot Corp. | 10 | 747 |
|  Century Aluminum Co.(1) | 10 | 303 |
|  Chemours Co. | 29 | 464 |
|  Coeur Mining, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818 | 15338 |
|  Compass Minerals International, Inc.(1) | 5 | 100 |
|  Constellium SE - Class A(1) | 10 | 154 |
|  Contango ORE, Inc.(1) | 2 | 44 |
|  Critical Metals Corp.(1) | 3 | 17 |
|  Dakota Gold Corp.(1) | 17 | 75 |
|  Eagle Materials, Inc.(2) | 0 | 78 |
|  Flotek Industries, Inc.(1) | 1 | 12 |
|  Hawkins, Inc. | 4 | 694 |
|  Hecla Mining Co. | 28 | 335 |
|  Idaho Strategic Resources, Inc.(1) | 3 | 87 |
|  Ingevity Corp.(1) | 7 | 391 |
|  Innospec, Inc.(2) | 0 | 16 |
|  Ivanhoe Electric, Inc.(1) | 14 | 182 |
|  James Hardie Industries Plc(1) | 289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5543 |
|  Kaiser Aluminum Corp. | 2 | 129 |
|  Knife River Corp.(1) | 93 | 7155 |
|  Lifezone Metals Ltd.(1) | 5 | 28 |
|  Materion Corp. | 49 | 5870 |
|  Mosaic Co. | 280 | 9727 |
|  MP Materials Corp.(1) | 200 | 13403 |
|  Myers Industries, Inc. | 1 | 21 |
|  NioCorp Developments Ltd.(1) | 13 | 89 |
|  Novagold Resources, Inc.(1) | 55 | 481 |
|  O-I Glass, Inc.(1) | 7 | 96 |
|  Perpetua Resources Corp.(1) | 15 | 295 |
|  PureCycle Technologies, Inc.(1) | 25 | 330 |
|  Ramaco Resources, Inc. - Class A(1) | 6 | 187 |
|  Sensient Technologies Corp. | 56 | 5292 |
|  Silgan Holdings, Inc. | 169 | 7249 |
|  Smith-Midland Corp.(1) | 1 | 22 |
|  Solesence, Inc.(1) | 4 | 11 |
|  Steel Dynamics, Inc. | 2 | 330 |
|  Sylvamo Corp. | 2 | 81 |
|  Titan America SA(1) | 50 | 742 |
|  United States Antimony Corp.(1) | 19 | 115 |
|  United States Lime & Minerals, Inc. | 2 | 277 |
|  US Gold Corp.(1) | 2 | 37 |
|  Vox Royalty Corp. | 7 | 31 |
|  Total Materials | Total Materials | 105312 |
|  **Real Estate – 1.24%** |  |  |
|  Agree Realty Corp. | 103 | 7303 |
|  Alexander's, Inc.(2) | 0 | 102 |
|  American Healthcare REIT, Inc. | 11 | 461 |
|  Apartment Investment & Management Co. - Class A | 15 | 118 |
|  CareTrust REIT, Inc. | 400 | 13855 |
|  CBL & Associates Properties, Inc. | 3 | 83 |
|  CBRE Group, Inc. - Class A(1) | 239 | 37633 |
|  Compass, Inc. - Class A(1) | 91 | 729 |
|  COPT Defense Properties | 287 | 8350 |
|  CoStar Group, Inc.(1) | 125 | 10566 |
|  DiamondRock Hospitality Co. | 24 | 190 |
|  eXp World Holdings, Inc. | 17 | 180 |
|  FirstService Corp. | 38 | 7317 |
|  Gladstone Commercial Corp. | 2 | 20 |
|  Jones Lang LaSalle, Inc.(1) | 2 | 650 |
|  Lamar Advertising Co. - Class A | 15 | 1824 |
|  Maui Land & Pineapple Co., Inc.(1) | 1 | 26 |
|  National Health Investors, Inc. | 2 | 163 |
|  National Storage Affiliates Trust | 108 | 3265 |
|  NETSTREIT Corp. | 4 | 76 |
|  Newmark Group, Inc. - Class A | 475 | 8853 |
|  NexPoint Residential Trust, Inc. | 1 | 42 |
|  Outfront Media, Inc. | 27 | 497 |
|  Phillips Edison & Co., Inc. | 4 | 148 |
|  PotlatchDeltic Corp. | 1 | 36 |
|  Real Brokerage, Inc.(1) | 21 | 87 |
|  Ryman Hospitality Properties, Inc. | 12 | 1076 |
|  Saul Centers, Inc. | 2 | 71 |
|  Simon Property Group, Inc. | 12 | 2316 |
|  St Joe Co. | 7 | 368 |

---

------

---

| | | |
|:---|:---|:---|
|  Strawberry Fields REIT, Inc. | 2 | 20 |
|  Sun Communities, Inc. | 4 | 538 |
|  Sunstone Hotel Investors, Inc. | 3 | 26 |
|  Tanger, Inc. | 20 | 665 |
|  Terreno Realty Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6805 |
|  UDR, Inc. | 3 | 104 |
|  UMH Properties, Inc. | 15 | 226 |
|  Universal Health Realty Income Trust | 2 | 86 |
|  Xenia Hotels & Resorts, Inc. | 3 | 42 |
|  Total Real Estate | Total Real Estate | 114917 |
|  **Utilities – 0.70%** |  |  |
|  American States Water Co. | 5 | 360 |
|  Cadiz, Inc.(1) | 11 | 53 |
|  Chesapeake Utilities Corp. | 2 | 206 |
|  Consolidated Water Co. Ltd. | 1 | 34 |
|  Genie Energy Ltd. - Class B(2) | 0 | 4 |
|  Global Water Resources, Inc. | 2 | 22 |
|  Hallador Energy Co.(1) | 6 | 112 |
|  MGE Energy, Inc. | 4 | 316 |
|  Middlesex Water Co. | 1 | 27 |
|  Montauk Renewables, Inc.(1) | 2 | 5 |
|  NRG Energy, Inc. | 32 | 5263 |
|  Oklo, Inc. - Class A(1) | 87 | 9743 |
|  Ormat Technologies, Inc. | 108 | 10413 |
|  Otter Tail Corp. | 1 | 45 |
|  Talen Energy Corp.(1) | 18 | 7550 |
|  Vistra Corp. | 157 | 30785 |
|  York Water Co.(2) | 0 | 14 |
|  Total Utilities | Total Utilities | 64952 |
|  **Total Common Stocks (Cost: $6,550,508)** | **Total Common Stocks (Cost: $6,550,508)** | **9033855** |
|  **WARRANTS – 0.00%(3)** |  |  |
|  **Consumer, Non-cyclical – 0.00%(3)** |  |  |
|  Pulse Biosciences, Inc., expires 06/27/2029(1)(2)(6) | 0 | 0 |
|  Total Consumer, Non-cyclical | Total Consumer, Non-cyclical | 0 |
|  **Total Warrants (Cost: $0)** | **Total Warrants (Cost: $0)** | **0** |
|  **SHORT-TERM INVESTMENTS – 2.64%** |  |  |
|  **Money Market Funds – 2.59%** |  |  |
|  JP Morgan U.S. Government Money Market Fund, 4.09%(4) | 240699 | 240699 |
|  **Total Money Market Funds (Cost: $240,699)** |  | **240699** |
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **Time Deposits – 0.05%** |  |  |
|  Citibank, New York, 3.59% due 10/01/2025 | $156 | 156 |
|  JP Morgan, New York, 3.59% due 10/01/2025 | 1254 | 1254 |
|  Royal Bank of Canada, Toronto, 3.59% due 10/01/2025 | 2533 | 2533 |
|  Sumitomo, Tokyo, 3.59% due 10/01/2025 | 454 | 454 |
|  **Total Time Deposits (Cost: $4,397)** |  | **4397** |
|  **Total Short-Term Investments (Cost: $245,096)** | **Total Short-Term Investments (Cost: $245,096)** | **245096** |
| **TOTAL INVESTMENTS IN SECURITIES – 100.07%<br>(Cost: $6,795,604)** |  | **9278951** |
|  **LIABILITIES IN EXCESS OF OTHER ASSETS – (0.07)%** |  | **(6575)** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**9272376** |

---

Percentages are stated as a percent of net assets.

---

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

---

(1) Non-income producing security.

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

(3) Amount calculated is less than 0.005%.

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

(5) Security that is restricted at September 30, 2025. The value of these securities totals $-, which
represents 0.00% of total net assets.

(6) Security that is categorized as Level 3 per the Trust's fair value hierarchy. The value of these
securities totals $14, which represents 0.00% of total net assets.

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

------

**Open Futures Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts**<br>**Purchased** | **Reference Entity** | **Expiration Date** | **Notional<br>Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| 13 | E-mini Russell 2000 Future | Dec. 2025 | $1579 | $1596 | $17 |
| 5 | S&P 500 E-mini Future | Dec. 2025 | 1665 | 1684 | 19 |
| 2 | S&P MidCap 400 E-mini Future | Dec. 2025 | 666 | 658 | (8) |
|  |  |  |  |  | $**28** |

---

------

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

**Schedule of Investments** 

**September 30, 2025 (Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Shares**<br>**(000s)** | **Value**<br>**(000s)** |
|  **COMMON STOCKS – 97.87%** |  |  |
|  **Communication Services – 1.36%** |  |  |
|  Advantage Solutions, Inc.(1) | 49 | $75 |
|  Altice USA, Inc. - Class A(1) | 99 | 240 |
|  AMC Entertainment Holdings, Inc. - Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | 567 |
|  AMC Networks, Inc. - Class A(1) | 14 | 115 |
|  Angi, Inc. - Class A(1) | 19 | 303 |
|  AST SpaceMobile, Inc. - Class A(1)(2) | 0 | 18 |
|  ATN International, Inc. | 4 | 61 |
|  Bandwidth, Inc. - Class A(1) | 10 | 168 |
|  Boston Omaha Corp. - Class A(1) | 9 | 112 |
|  Bumble, Inc. - Class A(1) | 29 | 175 |
|  Cable One, Inc. | 2 | 412 |
|  Cars.com, Inc.(1) | 27 | 328 |
|  Charter Communications, Inc. - Class A(1) | 2 | 650 |
|  CuriosityStream, Inc. | 3 | 16 |
|  DoubleVerify Holdings, Inc. - Class Rights(1) | 2 | 22 |
|  EchoStar Corp. - Class A(1) | 62 | 4722 |
|  Electronic Arts, Inc. | 72 | 14611 |
|  Entravision Communications Corp. - Class A | 617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1437 |
|  ESC GCI Liberty, Inc.(1)(2)(6) | 3 |  |
|  Eventbrite, Inc. - Class A(1) | 36 | 91 |
|  EW Scripps Co. - Class A(1) | 29 | 72 |
|  Fox Corp. - Class A | 235 | 14793 |
|  Fox Corp. - Class B | 4 | 224 |
|  Frontier Communications Parent, Inc.(1) | 7 | 243 |
|  Gaia, Inc. - Class A(1) | 8 | 46 |
|  Gannett Co., Inc.(1) | 9 | 36 |
|  GCI Liberty, Inc. - Class A(1)(2) | 0 | 3 |
|  GCI Liberty, Inc. - Class C(1)(2) | 0 | 17 |
|  Getty Images Holdings, Inc.(1) | 52 | 104 |
|  Gray Media, Inc. | 40 | 232 |
|  IAC, Inc.(1) | 2 | 63 |
|  IDT Corp. - Class B | 2 | 92 |
|  iHeartMedia, Inc. - Class A(1) | 52 | 150 |
|  Integral Ad Science Holding Corp.(1) | 31 | 313 |
|  Interpublic Group of Companies, Inc. | 10 | 271 |
|  Iridium Communications, Inc. | 2 | 42 |
|  John Wiley & Sons, Inc. - Class A | 1 | 49 |
|  Liberty Broadband Corp. - Class A(1)(2) | 0 | 28 |
|  Liberty Broadband Corp. - Class C(1) | 2 | 148 |
|  Liberty Global Ltd. - Class A(1) | 4 | 44 |
|  Liberty Global Ltd. - Class C(1) | 4 | 50 |
|  Liberty Latin America Ltd. - Class A(1) | 19 | 159 |
|  Liberty Latin America Ltd. - Class C(1) | 53 | 443 |
|  Liberty Media Corp.-Liberty Formula One - Class A(1)(2) | 0 | 34 |
|  Liberty Media Corp.-Liberty Formula One - Class C(1) | 131 | 13635 |
|  Liberty Media Corp.-Liberty Live - Class A(1) | 1 | 55 |
|  Liberty Media Corp.-Liberty Live - Class C(1) | 1 | 115 |
|  Lionsgate Studios Corp.(1) | 93 | 643 |
|  Lumen Technologies, Inc.(1) | 50 | 307 |
|  Madison Square Garden Sports Corp. - Class A(1)(2) | 0 | 103 |
|  Marcus Corp. | 10 | 161 |
|  Match Group, Inc. | 138 | 4887 |
|  Millicom International Cellular SA | 3 | 138 |
|  National CineMedia, Inc. | 29 | 130 |
|  New York Times Co. - Class A | 4 | 250 |
|  News Corp. - Class A | 10 | 302 |
|  News Corp. - Class B | 4 | 122 |
|  Newsmax, Inc. - Class B(1) | 5 | 59 |
|  Nexstar Media Group, Inc. - Class A | 88 | 17418 |
|  Nextdoor Holdings, Inc.(1) | 100 | 210 |
|  Nexxen International Ltd.(1) | 18 | 168 |
|  NIQ Global Intelligence Plc(1) | 1 | 10 |
|  Omnicom Group, Inc. | 5 | 419 |
|  Pinterest, Inc. - Class A(1) | 8 | 252 |
|  Playstudios, Inc.(1) | 41 | 39 |
|  Playtika Holding Corp. | 435 | 1694 |
|  PubMatic, Inc. - Class A(1) | 19 | 157 |

---

------

---

| | | |
|:---|:---|:---|
|  Reservoir Media, Inc.(1) | 8 | 67 |
|  Roku, Inc. - Class A(1) | 3 | 304 |
|  Rumble, Inc.(1) | 37 | 268 |
|  Scholastic Corp. | 9 | 254 |
|  Shenandoah Telecommunications Co. | 23 | 312 |
|  Shutterstock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | 2186 |
|  Sinclair, Inc. | 18 | 270 |
|  Sirius XM Holdings, Inc. | 151 | 3511 |
|  Sphere Entertainment Co.(1) | 13 | 796 |
|  Spok Holdings, Inc. | 9 | 160 |
|  Starz Entertainment Corp.(1) | 6 | 88 |
|  Take-Two Interactive Software, Inc.(1) | 3 | 836 |
|  Teads Holding Co.(1) | 19 | 32 |
|  TechTarget, Inc.(1) | 11 | 66 |
|  TEGNA, Inc. | 286 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5814 |
|  Telephone & Data Systems, Inc. | 45 | 1784 |
|  Thryv Holdings, Inc.(1) | 659 | 7941 |
|  TKO Group Holdings, Inc. - Class A | 1 | 213 |
|  Townsquare Media, Inc. - Class A | 56 | 377 |
|  TripAdvisor, Inc.(1) | 28 | 454 |
|  TrueCar, Inc.(1) | 33 | 61 |
|  Trump Media & Technology Group Corp.(1) | 2 | 33 |
|  Uniti Group, Inc.(1) | 247 | 1509 |
|  Vimeo, Inc.(1) | 40 | 311 |
|  Vivid Seats, Inc. - Class A(1) | 1 | 10 |
|  Warner Bros Discovery, Inc.(1) | 62 | 1218 |
|  Webtoon Entertainment, Inc.(1) | 9 | 168 |
|  WideOpenWest, Inc.(1) | 24 | 126 |
|  Yelp, Inc. - Class A(1) | 104 | 3257 |
|  Ziff Davis, Inc.(1) | 19 | 724 |
|  ZoomInfo Technologies, Inc. - Class A(1) | 8 | 87 |
|  Total Communication Services | Total Communication Services | 116290 |
|  **Consumer Discretionary – 12.20%** |  |  |
|  1-800-Flowers.com, Inc. - Class A(1) | 9 | 41 |
|  Academy Sports & Outdoors, Inc. | 30 | 1524 |
|  Adient Plc(1) | 39 | 928 |
|  ADT, Inc. | 481 | 4190 |
|  Adtalem Global Education, Inc.(1) | 46 | 7053 |
|  Advance Auto Parts, Inc. | 27 | 1681 |
|  A-Mark Precious Metals, Inc. | 108 | 2799 |
|  Amer Sports, Inc.(1) | 4 | 138 |
|  American Axle & Manufacturing Holdings, Inc.(1) | 52 | 314 |
|  American Eagle Outfitters, Inc. | 890 | 15235 |
|  American Outdoor Brands, Inc.(1) | 6 | 49 |
|  American Public Education, Inc.(1) | 1 | 22 |
|  America's Car-Mart, Inc.(1) | 3 | 98 |
|  Aptiv Plc(1) | 6 | 501 |
|  Aramark | 7 | 267 |
|  Arko Corp. | 31 | 142 |
|  Asbury Automotive Group, Inc.(1) | 9 | 2196 |
|  AutoNation, Inc.(1) | 1 | 161 |
|  AutoZone, Inc.(1) | 11 | 48805 |
|  BARK, Inc.(1) | 16 | 14 |
|  Barnes & Noble Education, Inc.(1) | 7 | 70 |
|  Bassett Furniture Industries, Inc. | 3 | 52 |
|  Bath & Body Works, Inc. | 403 | 10370 |
|  Beazer Homes USA, Inc.(1) | 13 | 309 |
|  Bed Bath & Beyond, Inc.(1) | 24 | 238 |
|  Best Buy Co., Inc. | 70 | 5258 |
|  Biglari Holdings, Inc. - Class B(1)(2) | 0 | 106 |
|  Birkenstock Holding Plc(1) | 1 | 47 |
|  BJ's Restaurants, Inc.(1) | 3 | 97 |
|  Bloomin' Brands, Inc. | 169 | 1215 |
|  BorgWarner, Inc. | 197 | 8642 |
|  Boyd Gaming Corp. | 236 | 20413 |
|  Bright Horizons Family Solutions, Inc.(1) | 1 | 144 |
|  Brightstar Lottery Plc | 497 | 8573 |
|  Brunswick Corp. | 211 | 13375 |
|  Buckle, Inc. | 1 | 46 |
|  Burlington Stores, Inc.(1) | 150 | 38074 |
|  Caesars Entertainment, Inc.(1) | 5 | 148 |
|  Caleres, Inc. | 15 | 194 |
|  Capri Holdings Ltd.(1) | 53 | 1065 |
|  CarMax, Inc.(1) | 92 | 4115 |
|  Carnival Corp.(1) | 292 | 8453 |

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------

---

| | | |
|:---|:---|:---|
|  Carter's, Inc. | 16 | 454 |
|  Cavco Industries, Inc.(1) | 18 | 10379 |
|  Century Communities, Inc. | 12 | 755 |
|  Champion Homes, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7910 |
|  Choice Hotels International, Inc. | 1 | 55 |
|  Churchill Downs, Inc. | 76 | 7415 |
|  Citi Trends, Inc.(1) | 2 | 72 |
|  Clarus Corp. | 13 | 45 |
|  Columbia Sportswear Co. | 66 | 3460 |
|  Cooper-Standard Holdings, Inc.(1) | 8 | 295 |
|  Cracker Barrel Old Country Store, Inc. | 7 | 320 |
|  Cricut, Inc. - Class A | 23 | 142 |
|  Crocs, Inc.(1) | 42 | 3546 |
|  Dana, Inc. | 517 | 10355 |
|  Darden Restaurants, Inc. | 37 | 7055 |
|  Denny's Corp.(1) | 22 | 116 |
|  Designer Brands, Inc. - Class A | 14 | 48 |
|  Dick's Sporting Goods, Inc. | 18 | 4039 |
|  Dillard's, Inc. - Class A(2) | 0 | 54 |
|  Dine Brands Global, Inc. | 6 | 153 |
|  Domino's Pizza, Inc. | 1 | 251 |
|  Dorman Products, Inc.(1) | 101 | 15771 |
|  DR Horton, Inc. | 214 | 36265 |
|  Dream Finders Homes, Inc. - Class A(1) | 10 | 265 |
|  eBay, Inc. | 448 | 40761 |
|  El Pollo Loco Holdings, Inc.(1) | 13 | 124 |
|  Escalade, Inc. | 5 | 58 |
|  Ethan Allen Interiors, Inc. | 11 | 311 |
|  Etsy, Inc.(1) | 1 | 75 |
|  EVgo, Inc. - Class A(1) | 52 | 245 |
|  Expedia Group, Inc. | 37 | 7887 |
|  Faraday Future Intelligent Electric, Inc.(1) | 41 | 53 |
|  Five Below, Inc.(1) | 1 | 223 |
|  Flexsteel Industries, Inc. | 2 | 85 |
|  Floor & Decor Holdings, Inc. - Class A(1) | 379 | 27951 |
|  Flutter Entertainment Plc(1) | 1 | 207 |
|  Ford Motor Co. | 421 | 5038 |
|  Fox Factory Holding Corp.(1) | 15 | 353 |
|  Frontdoor, Inc.(1) | 272 | 18305 |
|  Funko, Inc. - Class A(1) | 15 | 51 |
|  GameStop Corp. - Class A(1) | 11 | 303 |
|  Gap, Inc. | 260 | 5561 |
|  Garmin Ltd. | 4 | 1071 |
|  Garrett Motion, Inc. | 61 | 836 |
|  General Motors Co. | 215 | 13115 |
|  Genesco, Inc.(1) | 4 | 121 |
|  Gentex Corp. | 360 | 10189 |
|  Gentherm, Inc.(1) | 14 | 472 |
|  Genuine Parts Co. | 4 | 512 |
|  GigaCloud Technology, Inc. - Class A(1) | 11 | 321 |
|  G-III Apparel Group Ltd.(1) | 141 | 3752 |
|  Global Business Travel Group I(1) | 6 | 48 |
|  Golden Entertainment, Inc. | 9 | 215 |
|  Goodyear Tire & Rubber Co.(1) | 874 | 6537 |
|  Graham Holdings Co. - Class B | 1 | 1748 |
|  Grand Canyon Education, Inc.(1) | 47 | 10342 |
|  Green Brick Partners, Inc.(1) | 9 | 685 |
|  Group 1 Automotive, Inc. | 25 | 11047 |
|  H&R Block, Inc. | 359 | 18135 |
|  Hamilton Beach Brands Holding Co. - Class A | 3 | 42 |
|  Harley-Davidson, Inc. | 402 | 11203 |
|  Hasbro, Inc. | 98 | 7466 |
|  Haverty Furniture Companies, Inc. | 6 | 130 |
|  Helen of Troy Ltd.(1) | 11 | 270 |
|  Holley, Inc.(1) | 26 | 81 |
|  Hovnanian Enterprises, Inc. - Class A(1) | 2 | 277 |
|  Hyatt Hotels Corp. - Class A | 1 | 152 |
|  Installed Building Products, Inc. | 52 | 12756 |
|  J Jill, Inc. | 4 | 61 |
|  Jack in the Box, Inc. | 1 | 27 |
|  JAKKS Pacific, Inc. | 4 | 78 |
|  Johnson Outdoors, Inc. - Class A | 2 | 95 |
|  KB Home | 83 | 5280 |
|  KinderCare Learning Companies, Inc.(1) | 370 | 2460 |
|  Kohl's Corp. | 49 | 759 |

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------

---

| | | |
|:---|:---|:---|
|  Kontoor Brands, Inc. | 5 | 386 |
|  Krispy Kreme, Inc. | 33 | 127 |
|  Lakeland Industries, Inc. | 4 | 61 |
|  Lands' End, Inc.(1) | 5 | 74 |
|  Latham Group, Inc.(1) | 3 | 22 |
|  Laureate Education, Inc. - Class A(1) | 39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1217 |
|  La-Z-Boy, Inc. | 428 | 14694 |
|  LCI Industries | 10 | 935 |
|  Lear Corp. | 64 | 6416 |
|  Legacy Housing Corp.(1) | 4 | 100 |
|  Leggett & Platt, Inc. | 60 | 534 |
|  Lennar Corp. - Class A | 6 | 764 |
|  Lennar Corp. - Class B(2) | 0 | 24 |
|  LGI Homes, Inc.(1) | 9 | 489 |
|  Lithia Motors, Inc. - Class A | 1 | 193 |
|  LKQ Corp. | 517 | 15790 |
|  Lovesac Co.(1) | 3 | 48 |
|  Lucid Group, Inc. - Class A(1) | 3 | 82 |
|  Lululemon Athletica, Inc.(1) | 1 | 215 |
|  Luminar Technologies, Inc. - Class A(1) | 11 | 20 |
|  M/I Homes, Inc.(1) | 125 | 18064 |
|  Macy's, Inc. | 141 | 2527 |
|  Malibu Boats, Inc. - Class A(1) | 8 | 267 |
|  Marine Products Corp. | 2 | 15 |
|  MarineMax, Inc.(1) | 189 | 4798 |
|  Marriott International, Inc. - Class A | 29 | 7632 |
|  Marriott Vacations Worldwide Corp. | 13 | 857 |
|  MasterCraft Boat Holdings, Inc.(1) | 7 | 157 |
|  Mattel, Inc.(1) | 208 | 3505 |
|  Matthews International Corp. - Class A | 13 | 326 |
|  McGraw Hill, Inc.(1) | 254 | 3184 |
|  Meritage Homes Corp. | 98 | 7089 |
|  MGM Resorts International(1) | 129 | 4468 |
|  Mister Car Wash, Inc.(1) | 3 | 16 |
|  Mohawk Industries, Inc.(1) | 22 | 2818 |
|  Monro, Inc. | 13 | 241 |
|  Motorcar Parts of America, Inc.(1) | 6 | 101 |
|  Movado Group, Inc. | 7 | 135 |
|  Nathan's Famous, Inc.(2) | 0 | 19 |
|  National Vision Holdings, Inc.(1) | 36 | 1048 |
|  Newell Brands, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 | 5643 |
|  Norwegian Cruise Line Holdings Ltd.(1) | 1 | 30 |
|  NVR, Inc.(1) | 5 | 36638 |
|  ODP Corp.(1) | 82 | 2274 |
|  Ollie's Bargain Outlet Holdings, Inc.(1) | 2 | 213 |
|  OneWater Marine, Inc. - Class A(1) | 164 | 2604 |
|  Outdoor Holding Co.(1) | 35 | 51 |
|  Oxford Industries, Inc. | 148 | 5989 |
|  Papa John's International, Inc. | 14 | 666 |
|  Patrick Industries, Inc. | 222 | 22950 |
|  Peloton Interactive, Inc. - Class A(1) | 112 | 1004 |
|  Penn Entertainment, Inc.(1) | 4 | 74 |
|  Penske Automotive Group, Inc. | 29 | 5059 |
|  Perdoceo Education Corp. | 28 | 1044 |
|  Pet Valu Holdings Ltd. | 253 | 6549 |
|  Petco Health & Wellness Co., Inc. - Class A(1) | 35 | 135 |
|  Phinia, Inc. | 68 | 3913 |
|  Polaris, Inc. | 24 | 1413 |
|  Pool Corp. | 1 | 238 |
|  Portillo's, Inc. - Class A(1) | 26 | 165 |
|  Potbelly Corp.(1) | 2 | 26 |
|  PulteGroup, Inc. | 116 | 15308 |
|  Pursuit Attractions & Hospitality, Inc.(1) | 9 | 321 |
|  PVH Corp. | 310 | 25985 |
|  QuantumScape Corp. - Class A(1) | 11 | 136 |
|  Ralph Lauren Corp. - Class A | 43 | 13612 |
|  RCI Hospitality Holdings, Inc. | 1 | 45 |
|  RealReal, Inc.(1) | 32 | 342 |
|  Red Rock Resorts, Inc. - Class A | 393 | 23984 |
|  Restaurant Brands International, Inc. | 3 | 203 |
|  RH(1)(2) | 0 | 69 |
|  Rivian Automotive, Inc. - Class A(1) | 21 | 308 |
|  Rocky Brands, Inc. | 3 | 102 |
|  Ross Stores, Inc. | 90 | 13647 |
|  Royal Caribbean Cruises Ltd. | 23 | 7531 |

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------

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| | | |
|:---|:---|:---|
|  Sabre Corp.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | 227 |
|  Sally Beauty Holdings, Inc.(1) | 46 | 749 |
|  Savers Value Village, Inc.(1) | 2 | 21 |
|  Serve Robotics, Inc.(1) | 3 | 31 |
|  Service Corp. International | 4 | 305 |
|  SharkNinja, Inc.(1) | 169 | 17426 |
|  Shoe Carnival, Inc. | 8 | 174 |
|  Signet Jewelers Ltd. | 18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1757 |
|  Six Flags Entertainment Corp.(1) | 9 | 200 |
|  Sleep Number Corp.(1) | 9 | 61 |
|  Smith & Wesson Brands, Inc. | 20 | 195 |
|  Smith Douglas Homes Corp. - Class A(1) | 142 | 2507 |
|  Solid Power, Inc.(1) | 63 | 219 |
|  Somnigroup International, Inc. | 306 | 25803 |
|  Sonic Automotive, Inc. - Class A | 4 | 339 |
|  Sonos, Inc.(1) | 4 | 68 |
|  Standard Motor Products, Inc. | 10 | 393 |
|  Steven Madden Ltd. | 30 | 1000 |
|  Stitch Fix, Inc. - Class A(1) | 46 | 199 |
|  Strategic Education, Inc. | 11 | 909 |
|  Strattec Security Corp.(1) | 2 | 127 |
|  Sturm Ruger & Co., Inc. | 4 | 192 |
|  Superior Group of Companies, Inc. | 5 | 55 |
|  Tapestry, Inc.(2) | 0 | 56 |
|  Target Hospitality Corp.(1) | 16 | 132 |
|  Taylor Morrison Home Corp. - Class A(1) | 130 | 8568 |
|  Thor Industries, Inc. | 1 | 140 |
|  Tile Shop Holdings, Inc.(1) | 7 | 41 |
|  Toll Brothers, Inc. | 281 | 38768 |
|  TopBuild Corp.(1) | 41 | 16042 |
|  Topgolf Callaway Brands Corp.(1) | 59 | 564 |
|  Torrid Holdings, Inc.(1) | 11 | 19 |
|  Traeger, Inc.(1) | 16 | 19 |
|  Travel + Leisure Co. | 111 | 6598 |
|  TRI Pointe Homes, Inc.(1) | 39 | 1339 |
|  Ulta Beauty, Inc.(1) | 1 | 490 |
|  Under Armour, Inc. - Class A(1) | 5 | 24 |
|  Under Armour, Inc. - Class C(1) | 975 | 4710 |
|  United Parks & Resorts, Inc.(1) | 1 | 37 |
|  Upbound Group, Inc. | 16 | 371 |
|  Urban Outfitters, Inc.(1) | 18 | 1302 |
|  Vail Resorts, Inc.(2) | 0 | 26 |
|  Valvoline, Inc.(1) | 328 | 11787 |
|  VF Corp. | 9 | 136 |
|  Victoria's Secret & Co.(1) | 23 | 611 |
|  Visteon Corp. | 223 | 26759 |
|  Wayfair, Inc. - Class A(1) | 2 | 183 |
|  Wendy's Co. | 2 | 22 |
|  Weyco Group, Inc. | 3 | 95 |
|  Whirlpool Corp. | 34 | 2658 |
|  Williams-Sonoma, Inc. | 81 | 15773 |
|  Winmark Corp. | 1 | 673 |
|  Winnebago Industries, Inc. | 13 | 424 |
|  Wyndham Hotels & Resorts, Inc. | 111 | 8860 |
|  Wynn Resorts Ltd. | 2 | 281 |
|  YETI Holdings, Inc.(1) | 2 | 68 |
|  Yum! Brands, Inc. | 5 | 746 |
|  Zumiez, Inc.(1) | 7 | 128 |
|  Total Consumer Discretionary | Total Consumer Discretionary | 1043392 |
|  **Consumer Staples – 4.31%** |  |  |
|  Albertsons Companies, Inc. - Class A | 470 | 8226 |
|  Alico, Inc. | 2 | 84 |
|  Andersons, Inc. | 15 | 605 |
|  Archer-Daniels-Midland Co. | 123 | 7325 |
|  B&G Foods, Inc. | 33 | 148 |
|  Beauty Health Co.(1) | 9 | 18 |
|  BellRing Brands, Inc.(1) | 3 | 123 |
|  Beyond Meat, Inc.(1) | 32 | 60 |
|  BJ's Wholesale Club Holdings, Inc.(1) | 397 | 37033 |
|  Boston Beer Co., Inc. - Class A(1)(2) | 0 | 42 |
|  Brown-Forman Corp. - Class A | 1 | 33 |
|  Brown-Forman Corp. - Class B | 4 | 105 |
|  Bunge Global SA | 67 | 5484 |
|  Calavo Growers, Inc. | 1 | 19 |
|  Campbell's Co. | 102 | 3222 |

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------

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| | | |
|:---|:---|:---|
|  Casey's General Stores, Inc. | 1 | 473 |
|  Central Garden & Pet Co. - Class A(1) | 4 | 143 |
|  Central Garden & Pet Co. - Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | 9249 |
|  Chefs' Warehouse, Inc.(1) | 103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6033 |
|  Church & Dwight Co., Inc. | 7 | 571 |
|  Clorox Co. | 3 | 403 |
|  Coca-Cola Consolidated, Inc. | 144 | 16884 |
|  Coca-Cola Europacific Partners Plc | 112 | 10145 |
|  Conagra Brands, Inc. | 161 | 2946 |
|  Constellation Brands, Inc. - Class A | 4 | 523 |
|  Coty, Inc. - Class A(1) | 8 | 32 |
|  Darling Ingredients, Inc.(1) | 4 | 113 |
|  Dole Plc | 32 | 434 |
|  Dollar General Corp. | 6 | 609 |
|  Dollar Tree, Inc.(1) | 5 | 499 |
|  Edgewell Personal Care Co. | 333 | 6771 |
|  elf Beauty, Inc.(1) | 1 | 194 |
|  Energizer Holdings, Inc. | 201 | 4993 |
|  Estee Lauder Companies, Inc. - Class A | 6 | 550 |
|  Flowers Foods, Inc. | 5 | 68 |
|  Fresh Del Monte Produce, Inc. | 15 | 523 |
|  Freshpet, Inc.(1) | 1 | 50 |
|  General Mills, Inc. | 94 | 4728 |
|  Grocery Outlet Holding Corp.(1) | 44 | 700 |
|  Hain Celestial Group, Inc.(1) | 41 | 66 |
|  Herbalife Ltd.(1) | 13 | 108 |
|  Hershey Co. | 3 | 647 |
|  HF Foods Group, Inc.(1) | 20 | 55 |
|  Honest Co., Inc.(1) | 21 | 78 |
|  Hormel Foods Corp. | 8 | 190 |
|  Ingles Markets, Inc. - Class A | 7 | 460 |
|  Ingredion, Inc. | 68 | 8355 |
|  J.M. Smucker Co. | 60 | 6514 |
|  John B Sanfilippo & Son, Inc. | 1 | 88 |
|  Kellanova | 7 | 610 |
|  Kenvue, Inc. | 51 | 824 |
|  Kraft Heinz Co. | 235 | 6117 |
|  Kroger Co. | 279 | 18779 |
|  Lamb Weston Holdings, Inc. | 131 | 7612 |
|  Limoneira Co. | 8 | 112 |
|  Maplebear, Inc.(1) | 217 | 7990 |
|  Marzetti Co. | 88 | 15192 |
|  McCormick & Co., Inc. | 7 | 458 |
|  Medifast, Inc.(1) | 5 | 64 |
|  MGP Ingredients, Inc. | 6 | 149 |
|  Mission Produce, Inc.(1) | 19 | 232 |
|  Molson Coors Beverage Co. - Class B | 221 | 10007 |
|  Nature's Sunshine Products, Inc.(1) | 5 | 85 |
|  Nomad Foods Ltd. | 615 | 8085 |
|  Nu Skin Enterprises, Inc. - Class A | 23 | 282 |
|  Oil-Dri Corp. of America | 1 | 61 |
|  Olaplex Holdings, Inc.(1) | 63 | 82 |
|  Performance Food Group Co.(1) | 220 | 22897 |
|  Pilgrim's Pride Corp. | 1 | 50 |
|  Post Holdings, Inc.(1) | 293 | 31465 |
|  Primo Brands Corp. - Class A | 296 | 6539 |
|  Reynolds Consumer Products, Inc. | 1 | 36 |
|  Seaboard Corp.(2) | 0 | 22 |
|  Seneca Foods Corp. - Class A(1) | 2 | 243 |
|  Simply Good Foods Co.(1) | 327 | 8117 |
|  Smithfield Foods, Inc. | 1 | 28 |
|  Spectrum Brands Holdings, Inc. | 170 | 8938 |
|  Sysco Corp. | 379 | 31201 |
|  TreeHouse Foods, Inc.(1) | 23 | 470 |
|  Turning Point Brands, Inc. | 27 | 2693 |
|  Tyson Foods, Inc. - Class A | 8 | 407 |
|  United Natural Foods, Inc.(1) | 28 | 1042 |
|  Universal Corp. | 11 | 615 |
|  US Foods Holding Corp.(1) | 310 | 23727 |
|  USANA Health Sciences, Inc.(1) | 5 | 138 |
|  Utz Brands, Inc. | 439 | 5337 |
|  Village Super Market, Inc. - Class A | 4 | 154 |
|  Waldencast Plc - Class A(1) | 19 | 37 |
|  Weis Markets, Inc. | 8 | 542 |
|  Total Consumer Staples | Total Consumer Staples | 368161 |

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------

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| | | |
|:---|:---|:---|
|  **Energy – 5.11%** |  |  |
|  Antero Midstream Corp. | 9 | 173 |
|  Antero Resources Corp.(1) | 286 | 9599 |
|  APA Corp. | 311 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7556 |
|  Ardmore Shipping Corp. | 15 | 178 |
|  Atlas Energy Solutions, Inc. - Class A | 10 | 118 |
|  Baker Hughes Co. - Class A | 27 | 1298 |
|  Berry Corp. | 37 | 142 |
|  BKV Corp.(1) | 8 | 184 |
|  Borr Drilling Ltd.(1) | 112 | 303 |
|  Bristow Group, Inc.(1) | 13 | 473 |
|  California Resources Corp. | 31 | 1644 |
|  Calumet, Inc.(1) | 28 | 513 |
|  Centrus Energy Corp. - Class A(1) | 2 | 500 |
|  Cheniere Energy, Inc. | 3 | 765 |
|  Chord Energy Corp. | 102 | 10179 |
|  Civitas Resources, Inc. | 307 | 9985 |
|  Clean Energy Fuels Corp.(1) | 77 | 198 |
|  CNX Resources Corp.(1) | 62 | 2005 |
|  Comstock Resources, Inc.(1) | 10 | 204 |
|  Core Laboratories, Inc. | 21 | 259 |
|  Core Natural Resources, Inc. | 16 | 1301 |
|  Coterra Energy, Inc. | 441 | 10429 |
|  Crescent Energy Co. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113 | 9925 |
|  Devon Energy Corp. | 17 | 581 |
|  DHT Holdings, Inc. | 57 | 682 |
|  Diamondback Energy, Inc. | 131 | 18699 |
|  Diversified Energy Co. Plc | 26 | 367 |
|  DMC Global, Inc.(1) | 6 | 53 |
|  Dorian LPG Ltd. | 17 | 510 |
|  DT Midstream, Inc. | 3 | 310 |
|  Encore Energy Corp.(1) | 87 | 279 |
|  Energy Fuels, Inc.(1) | 72 | 1102 |
|  Epsilon Energy Ltd. | 7 | 35 |
|  EQT Corp. | 290 | 15765 |
|  Excelerate Energy, Inc. - Class A | 11 | 270 |
|  Expand Energy Corp. | 6 | 624 |
|  Expro Group Holdings NV(1) | 777 | 9232 |
|  FLEX LNG Ltd. | 12 | 292 |
|  Flowco Holdings, Inc. - Class A | 219 | 3255 |
|  Forum Energy Technologies, Inc.(1) | 5 | 135 |
|  FutureFuel Corp. | 12 | 48 |
|  Gevo, Inc.(1) | 109 | 213 |
|  Golar LNG Ltd. | 45 | 1836 |
|  Granite Ridge Resources, Inc. | 24 | 130 |
|  Green Plains, Inc.(1) | 30 | 260 |
|  Halliburton Co. | 361 | 8880 |
|  Helix Energy Solutions Group, Inc.(1) | 50 | 330 |
|  Helmerich & Payne, Inc. | 44 | 974 |
|  HF Sinclair Corp. | 112 | 5857 |
|  HighPeak Energy, Inc. | 9 | 66 |
|  Infinity Natural Resources, Inc. - Class A(1) | 113 | 1479 |
|  Innovex International, Inc.(1) | 17 | 321 |
|  International Seaways, Inc. | 18 | 846 |
|  Kinder Morgan, Inc. | 52 | 1477 |
|  Kinetik Holdings, Inc. - Class A | 5 | 226 |
|  Kolibri Global Energy, Inc.(1) | 10 | 56 |
|  Kosmos Energy Ltd.(1) | 219 | 364 |
|  Liberty Energy, Inc. - Class A | 171 | 2104 |
|  Mach Natural Resources LP | 220 | 2898 |
|  Magnolia Oil & Gas Corp. - Class A | 1053 | 25146 |
|  Mammoth Energy Services, Inc.(1) | 12 | 29 |
|  Marathon Petroleum Corp. | 182 | 35085 |
|  Matador Resources Co. | 694 | 31177 |
|  Murphy Oil Corp. | 223 | 6342 |
|  Nabors Industries Ltd.(1) | 7 | 290 |
|  NACCO Industries, Inc. - Class A | 2 | 77 |
|  National Energy Services Reunited Corp.(1) | 25 | 257 |
|  Natural Gas Services Group, Inc. | 4 | 101 |
|  Navigator Holdings Ltd. | 15 | 235 |
|  New Fortress Energy, Inc. - Class A(1) | 76 | 169 |
|  NextNRG, Inc.(1) | 6 | 11 |
|  Noble Corp. Plc | 58 | 1634 |
|  Nordic American Tankers Ltd. | 96 | 301 |
|  Northern Oil & Gas, Inc. | 390 | 9674 |

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| | | |
|:---|:---|:---|
|  NOV, Inc. | 227 | 3003 |
|  Occidental Petroleum Corp. | 19 | 895 |
|  Oceaneering International, Inc.(1) | 5 | 135 |
|  Oil States International, Inc.(1) | 26 | 160 |
|  ONEOK, Inc. | 17 | 1221 |
|  Ovintiv, Inc. | 100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4020 |
|  Par Pacific Holdings, Inc.(1) | 17 | 588 |
|  Patterson-UTI Energy, Inc. | 161 | 833 |
|  PBF Energy, Inc. - Class A | 38 | 1158 |
|  Peabody Energy Corp. | 56 | 1491 |
|  Permian Resources Corp. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2143 | 27434 |
|  Phillips 66 | 102 | 13867 |
|  Plains GP Holdings LP - Class A(1) | 628 | 11451 |
|  Prairie Operating Co.(1) | 9 | 18 |
|  PrimeEnergy Resources Corp.(1)(2) | 0 | 18 |
|  ProFrac Holding Corp. - Class A(1) | 6 | 22 |
|  ProPetro Holding Corp.(1) | 37 | 193 |
|  Range Resources Corp. | 479 | 18026 |
|  Ranger Energy Services, Inc. - Class A | 9 | 126 |
|  REX American Resources Corp.(1) | 10 | 297 |
|  Riley Exploration Permian, Inc. | 5 | 128 |
|  RPC, Inc. | 39 | 186 |
|  SandRidge Energy, Inc. | 17 | 193 |
|  Scorpio Tankers, Inc. | 90 | 5064 |
|  SEACOR Marine Holdings, Inc.(1) | 8 | 54 |
|  Seadrill Ltd.(1) | 18 | 544 |
|  Select Water Solutions, Inc. - Class A | 40 | 423 |
|  SFL Corp. Ltd. - Class B | 56 | 419 |
|  SM Energy Co. | 52 | 1304 |
|  Summit Midstream Corp.(1) | 5 | 92 |
|  Talos Energy, Inc.(1) | 56 | 539 |
|  TechnipFMC Plc | 1295 | 51097 |
|  Teekay Corp. Ltd. | 24 | 192 |
|  Teekay Tankers Ltd. - Class A | 11 | 553 |
|  TETRA Technologies, Inc.(1) | 59 | 341 |
|  Tidewater, Inc.(1) | 139 | 7411 |
|  Transocean Ltd.(1) | 389 | 1212 |
|  TXO Partners LP | 121 | 1698 |
|  VAALCO Energy, Inc. | 44 | 175 |
|  Valaris Ltd.(1) | 29 | 1428 |
|  Valero Energy Corp. | 34 | 5764 |
|  Viper Energy, Inc. - Class A | 212 | 8107 |
|  Vital Energy, Inc.(1) | 14 | 230 |
|  Vitesse Energy, Inc. | 13 | 293 |
|  W&T Offshore, Inc. | 47 | 85 |
|  Weatherford International Plc | 2 | 127 |
|  World Kinect Corp. | 208 | 5397 |
|  XCF Global, Inc. - Class A(1) | 14 | 19 |
|  Total Energy | Total Energy | 437046 |
|  **Financials – 20.64%** |  |  |
|  1st Source Corp. | 8 | 522 |
|  Abacus Global Management, Inc.(1) | 12 | 71 |
|  Acacia Research Corp.(1) | 16 | 51 |
|  Accelerant Holdings - Class A(1) | 76 | 1125 |
|  ACNB Corp. | 5 | 215 |
|  ACRES Commercial Realty Corp.(1) | 3 | 60 |
|  Adamas Trust, Inc. | 40 | 277 |
|  Advanced Flower Capital, Inc. | 10 | 38 |
|  Affiliated Managers Group, Inc. | 97 | 23180 |
|  Affirm Holdings, Inc. - Class A(1) | 3 | 214 |
|  AG Mortgage Investment Trust, Inc. | 13 | 94 |
|  AGNC Investment Corp. | 28 | 274 |
|  Alerus Financial Corp. | 11 | 235 |
|  Allstate Corp. | 7 | 1521 |
|  Ally Financial, Inc. | 188 | 7359 |
|  AlTi Global, Inc.(1) | 20 | 70 |
|  Amalgamated Financial Corp. | 11 | 298 |
|  Ambac Financial Group, Inc.(1) | 20 | 167 |
|  Amerant Bancorp, Inc. - Class A | 10 | 186 |
|  American Coastal Insurance Corp. | 7 | 78 |
|  American Financial Group, Inc. | 27 | 3995 |
|  American Integrity Insurance Group, Inc.(1) | 2 | 48 |
|  American International Group, Inc. | 621 | 48786 |
|  Ameriprise Financial, Inc. | 79 | 38831 |
|  Ameris Bancorp | 140 | 10276 |

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| | | |
|:---|:---|:---|
|  AMERISAFE, Inc. | 4 | 173 |
|  Ames National Corp. | 4 | 83 |
|  Angel Oak Mortgage REIT, Inc. | 4 | 35 |
|  Annaly Capital Management, Inc. | 203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4096 |
|  Apollo Commercial Real Estate Finance, Inc. | 33 | 332 |
|  Arbor Realty Trust, Inc. | 82 | 1003 |
|  Arch Capital Group Ltd. | 10 | 894 |
|  Ares Commercial Real Estate Corp. | 23 | 103 |
|  Ares Management Corp. - Class A | 78 | 12445 |
|  ARMOUR Residential REIT, Inc. | 50 | 749 |
|  Arrow Financial Corp. | 7 | 195 |
|  Artisan Partners Asset Management, Inc. - Class A | 13 | 552 |
|  Aspen Insurance Holdings Ltd. - Class A(1) | 3 | 119 |
|  Associated Banc-Corp. | 259 | 6647 |
|  Assurant, Inc. | 1 | 303 |
|  Assured Guaranty Ltd. | 1 | 105 |
|  Ategrity Specialty Holdings LLC(1) | 1 | 18 |
|  Atlantic Union Bankshares Corp. | 462 | 16290 |
|  Atlanticus Holdings Corp.(1) | 2 | 135 |
|  Axis Capital Holdings Ltd. | 312 | 29937 |
|  Axos Financial, Inc.(1) | 87 | 7380 |
|  Bakkt Holdings, Inc. - Class A(1) | 4 | 132 |
|  Baldwin Insurance Group, Inc. - Class A(1) | 29 | 806 |
|  Banc of California, Inc. | 454 | 7513 |
|  BancFirst Corp. | 9 | 1108 |
|  Banco Latinoamericano de Comercio Exterior SA - Class E | 13 | 600 |
|  Bank First Corp. | 3 | 416 |
|  Bank of Hawaii Corp. | 4 | 274 |
|  Bank of Marin Bancorp | 7 | 163 |
|  Bank of New York Mellon Corp. | 156 | 17038 |
|  Bank of NT Butterfield & Son Ltd. | 19 | 830 |
|  Bank OZK | 3 | 147 |
|  Bank7 Corp. | 2 | 86 |
|  BankFinancial Corp. | 5 | 62 |
|  BankUnited, Inc. | 34 | 1313 |
|  Bankwell Financial Group, Inc. | 3 | 118 |
|  Banner Corp. | 15 | 1015 |
|  Bar Harbor Bankshares | 7 | 218 |
|  BayCom Corp. | 5 | 148 |
|  BCB Bancorp, Inc. | 7 | 58 |
|  Beacon Financial Corp. | 324 | 7690 |
|  Better Home & Finance Holding Co.(1) | 2 | 136 |
|  Blackstone Mortgage Trust, Inc. - Class A | 75 | 1380 |
|  Block, Inc. - Class A(1) | 9 | 666 |
|  Blue Foundry Bancorp(1) | 9 | 80 |
|  Blue Owl Capital Corp. | 243 | 3107 |
|  Blue Owl Capital, Inc. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1977 | 33473 |
|  Blue Ridge Bankshares, Inc.(1) | 28 | 119 |
|  BOK Financial Corp. | 1 | 66 |
|  Bowhead Specialty Holdings, Inc.(1) | 21 | 572 |
|  Bread Financial Holdings, Inc. | 15 | 836 |
|  Bridgewater Bancshares, Inc.(1) | 6 | 100 |
|  Brighthouse Financial, Inc.(1) | 2 | 91 |
|  BrightSpire Capital, Inc. - Class A | 58 | 313 |
|  Brown & Brown, Inc. | 99 | 9296 |
|  Bullish(1) | 95 | 6050 |
|  Burford Capital Ltd. | 33 | 394 |
|  Burke & Herbert Financial Services Corp. | 6 | 376 |
|  Business First Bancshares, Inc. | 13 | 300 |
|  BV Financial, Inc.(1) | 4 | 62 |
|  Byline Bancorp, Inc. | 14 | 398 |
|  C&F Financial Corp. | 1 | 99 |
|  Cadence Bank | 550 | 20637 |
|  California BanCorp(1) | 9 | 149 |
|  Camden National Corp. | 7 | 287 |
|  Cannae Holdings, Inc. | 26 | 469 |
|  Capital Bancorp, Inc. | 4 | 137 |
|  Capital City Bank Group, Inc. | 7 | 276 |
|  Capitol Federal Financial, Inc. | 56 | 355 |
|  Carlyle Group, Inc. | 372 | 23318 |
|  Carter Bankshares, Inc.(1) | 9 | 166 |
|  Cass Information Systems, Inc. | 1 | 45 |
|  Cathay General Bancorp | 354 | 16994 |
|  CB Financial Services, Inc. | 2 | 70 |
|  CBOE Global Markets, Inc. | 3 | 688 |

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| | | |
|:---|:---|:---|
|  Central Pacific Financial Corp. | 12 | 378 |
|  CF Bankshares, Inc. | 2 | 42 |
|  Chain Bridge Bancorp, Inc. - Class A(1) | 1 | 34 |
|  Chemung Financial Corp. | 2 | 105 |
|  Chicago Atlantic Real Estate Finance, Inc. | 9 | 109 |
|  Chimera Investment Corp. | 37 | 485 |
|  ChoiceOne Financial Services, Inc. | 7 | 195 |
|  Cincinnati Financial Corp. | 4 | 658 |
|  Citizens & Northern Corp. | 6 | 122 |
|  Citizens Community Bancorp, Inc. | 4 | 68 |
|  Citizens Financial Group, Inc. | 228 | 12115 |
|  Citizens Financial Services, Inc. | 2 | 118 |
|  Citizens, Inc. - Class A(1) | 22 | 117 |
|  City Holding Co. | 2 | 278 |
|  Civista Bancshares, Inc. | 9 | 176 |
|  Claros Mortgage Trust, Inc.(1) | 45 | 149 |
|  CNA Financial Corp. | 1 | 35 |
|  CNB Financial Corp. | 13 | 313 |
|  CNO Financial Group, Inc. | 153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6049 |
|  CoastalSouth Bancshares, Inc.(1) | 2 | 35 |
|  Cohen & Steers, Inc. | 1 | 75 |
|  Coinbase Global, Inc. - Class A(1) | 5 | 1714 |
|  Colony Bankcorp, Inc. | 8 | 139 |
|  Columbia Banking System, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1096 | 28223 |
|  Columbia Financial, Inc.(1) | 11 | 161 |
|  Comerica, Inc. | 317 | 21706 |
|  Commerce Bancshares, Inc. | 3 | 201 |
|  Community Financial System, Inc. | 19 | 1095 |
|  Community Trust Bancorp, Inc. | 7 | 414 |
|  Community West Bancshares | 6 | 134 |
|  Compass Diversified Holdings | 408 | 2700 |
|  ConnectOne Bancorp, Inc. | 16 | 400 |
|  Consumer Portfolio Services, Inc.(1) | 5 | 36 |
|  Corebridge Financial, Inc. | 184 | 5891 |
|  Credit Acceptance Corp.(1) | 20 | 9344 |
|  Cullen/Frost Bankers, Inc. | 2 | 203 |
|  Customers Bancorp, Inc.(1) | 13 | 822 |
|  CVB Financial Corp. | 1440 | 27230 |
|  Diamond Hill Investment Group, Inc. | 1 | 128 |
|  DigitalBridge Group, Inc. | 78 | 916 |
|  Dime Community Bancshares, Inc. | 15 | 452 |
|  Donegal Group, Inc. - Class A | 8 | 147 |
|  Donnelley Financial Solutions, Inc.(1) | 3 | 171 |
|  Dynex Capital, Inc. | 58 | 715 |
|  Eagle Bancorp Montana, Inc. | 3 | 55 |
|  Eagle Bancorp, Inc. | 11 | 216 |
|  Eagle Financial Services, Inc. | 2 | 66 |
|  East West Bancorp, Inc. | 330 | 35173 |
|  Eastern Bankshares, Inc. | 655 | 11885 |
|  ECB Bancorp, Inc.(1) | 3 | 45 |
|  eHealth, Inc.(1) | 14 | 60 |
|  Ellington Financial, Inc. | 42 | 550 |
|  Employers Holdings, Inc. | 11 | 475 |
|  Enact Holdings, Inc. | 14 | 519 |
|  Encore Capital Group, Inc.(1) | 11 | 443 |
|  Enterprise Financial Services Corp. | 17 | 976 |
|  Equitable Holdings, Inc. | 391 | 19859 |
|  Equity Bancshares, Inc. - Class A | 7 | 272 |
|  Essent Group Ltd. | 113 | 7179 |
|  Euronet Worldwide, Inc.(1) | 144 | 12626 |
|  Evercore, Inc. - Class A | 68 | 22994 |
|  Everest Group Ltd. | 13 | 4585 |
|  EVERTEC, Inc. | 377 | 12748 |
|  F&G Annuities & Life, Inc. | 10 | 299 |
|  FactSet Research Systems, Inc. | 1 | 273 |
|  Farmers & Merchants Bancorp, Inc. | 6 | 146 |
|  Farmers National Banc Corp. | 16 | 231 |
|  FB Bancorp, Inc.(1) | 8 | 101 |
|  FB Financial Corp. | 19 | 1067 |
|  Federal Agricultural Mortgage Corp. - Class C(2) | 0 | 62 |
|  Federated Hermes, Inc. - Class B | 152 | 7883 |
|  Fidelis Insurance Holdings Ltd. | 89 | 1607 |
|  Fidelity D&D Bancorp, Inc. | 2 | 95 |
|  Fidelity National Financial, Inc. | 7 | 418 |
|  Fidelity National Information Services, Inc. | 14 | 928 |

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| | | |
|:---|:---|:---|
|  Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 | 19037 |
|  Finance Of America Companies, Inc. - Class A(1) | 2 | 50 |
|  Financial Institutions, Inc. | 9 | 247 |
|  Finward Bancorp | 2 | 62 |
|  Finwise Bancorp(1) | 2 | 31 |
|  First American Financial Corp. | 427 | 27437 |
|  First Bancorp | 18 | 974 |
|  First Bancorp | 233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5141 |
|  First Bancorp, Inc. | 5 | 134 |
|  First Bank | 10 | 155 |
|  First Busey Corp. | 39 | 898 |
|  First Business Financial Services, Inc. | 4 | 187 |
|  First Capital, Inc. | 2 | 69 |
|  First Citizens BancShares, Inc. - Class A(2) | 0 | 456 |
|  First Commonwealth Financial Corp. | 47 | 809 |
|  First Community Bankshares, Inc. | 7 | 246 |
|  First Community Corp. | 2 | 66 |
|  First Financial Bancorp | 44 | 1107 |
|  First Financial Corp. | 5 | 268 |
|  First Foundation, Inc.(1) | 30 | 165 |
|  First Hawaiian, Inc. | 493 | 12236 |
|  First Horizon Corp. | 370 | 8369 |
|  First Internet Bancorp | 2 | 42 |
|  First Interstate BancSystem, Inc. - Class A | 418 | 13337 |
|  First Merchants Corp. | 45 | 1679 |
|  First Mid Bancshares, Inc. | 9 | 356 |
|  First National Corp. | 3 | 71 |
|  First Savings Financial Group, Inc. | 3 | 79 |
|  First United Corp. | 3 | 105 |
|  First Western Financial, Inc.(1) | 3 | 63 |
|  Firstsun Capital Bancorp(1) | 6 | 230 |
|  Five Star Bancorp | 3 | 81 |
|  Flagstar Financial, Inc. | 139 | 1600 |
|  Flushing Financial Corp. | 15 | 211 |
|  Flywire Corp.(1) | 6 | 76 |
|  FNB Corp. | 461 | 7424 |
|  Forge Global Holdings, Inc.(1) | 5 | 84 |
|  Franklin BSP Realty Trust, Inc. | 38 | 410 |
|  Franklin Financial Services Corp. | 2 | 85 |
|  Franklin Resources, Inc. | 8 | 190 |
|  Freedom Holding Corp.(1)(2) | 0 | 12 |
|  FS Bancorp, Inc. | 3 | 134 |
|  FS KKR Capital Corp. | 122 | 1823 |
|  Fulton Financial Corp. | 83 | 1545 |
|  FVCBankcorp, Inc. | 7 | 92 |
|  GBank Financial Holdings, Inc.(1) | 4 | 163 |
|  GCM Grosvenor, Inc. - Class A | 2 | 28 |
|  Genworth Financial, Inc. - Class A(1) | 189 | 1686 |
|  German American Bancorp, Inc. | 16 | 645 |
|  Glacier Bancorp, Inc. | 440 | 21408 |
|  Global Payments, Inc. | 7 | 540 |
|  Globe Life, Inc. | 2 | 326 |
|  GoHealth, Inc. - Class A(1) | 3 | 14 |
|  Goosehead Insurance, Inc. - Class A | 2 | 165 |
|  Great Southern Bancorp, Inc. | 4 | 235 |
|  Green Dot Corp. - Class A(1) | 25 | 336 |
|  Greene County Bancorp, Inc. | 1 | 23 |
|  Greenlight Capital Re Ltd. - Class A(1) | 13 | 163 |
|  Guaranty Bancshares, Inc. | 4 | 182 |
|  HA Sustainable Infrastructure Capital, Inc. | 55 | 1681 |
|  Hamilton Insurance Group Ltd. - Class B(1) | 186 | 4617 |
|  Hamilton Lane, Inc. - Class A(2) | 0 | 52 |
|  Hancock Whitney Corp. | 230 | 14406 |
|  Hanmi Financial Corp. | 14 | 338 |
|  Hanover Bancorp, Inc. | 2 | 43 |
|  Hanover Insurance Group, Inc. | 54 | 9818 |
|  HarborOne Bancorp, Inc. | 18 | 245 |
|  Hartford Insurance Group, Inc. | 174 | 23144 |
|  Hawthorn Bancshares, Inc. | 3 | 84 |
|  HBT Financial, Inc. | 6 | 148 |
|  Heritage Commerce Corp. | 28 | 274 |
|  Heritage Financial Corp. | 15 | 364 |
|  Heritage Insurance Holdings, Inc.(1) | 3 | 67 |
|  Hilltop Holdings, Inc. | 21 | 693 |
|  Hingham Institution for Savings | 1 | 177 |

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| | | |
|:---|:---|:---|
|  Hippo Holdings, Inc.(1) | 4 | 146 |
|  Home Bancorp, Inc. | 3 | 169 |
|  Home Bancshares, Inc. | 463 | 13101 |
|  HomeTrust Bancshares, Inc. | 7 | 300 |
|  Hope Bancorp, Inc. | 54 | 579 |
|  Horace Mann Educators Corp. | 19 | 849 |
|  Horizon Bancorp, Inc. | 19 | 312 |
|  Houlihan Lokey, Inc. - Class A | 1 | 179 |
|  Huntington Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361 | 23502 |
|  Independent Bank Corp. | 9 | 290 |
|  Independent Bank Corp. | 191 | 13207 |
|  International Bancshares Corp. | 144 | 9895 |
|  Invesco Ltd. | 10 | 224 |
|  Invesco Mortgage Capital, Inc. | 33 | 247 |
|  Investar Holding Corp. | 5 | 109 |
|  Investors Title Co. | 1 | 145 |
|  Jack Henry & Associates, Inc. | 2 | 279 |
|  Jackson Financial, Inc. - Class A | 102 | 10277 |
|  James River Group Holdings Ltd. | 15 | 86 |
|  Janus Henderson Group Plc | 3 | 149 |
|  Jefferies Financial Group, Inc. | 3 | 204 |
|  Jefferson Capital, Inc. | 3 | 57 |
|  John Marshall Bancorp, Inc. | 6 | 122 |
|  Kearny Financial Corp. | 26 | 171 |
|  Kemper Corp. | 2 | 86 |
|  Kestrel Group Ltd.(1)(2) | 0 | 7 |
|  KeyCorp | 26 | 478 |
|  Kingstone Companies, Inc. | 1 | 20 |
|  KKR Real Estate Finance Trust, Inc. | 25 | 228 |
|  Ladder Capital Corp. - Class A | 54 | 589 |
|  Lakeland Financial Corp. | 225 | 14474 |
|  Landmark Bancorp, Inc. | 2 | 53 |
|  Lazard, Inc. - Class A | 2 | 106 |
|  LCNB Corp. | 6 | 91 |
|  LendingClub Corp.(1) | 52 | 791 |
|  LendingTree, Inc.(1)(2) | 0 | 21 |
|  Lincoln National Corp. | 311 | 12530 |
|  LINKBANCORP, Inc. | 8 | 56 |
|  Live Oak Bancshares, Inc. | 9 | 327 |
|  loanDepot, Inc. - Class A(1) | 38 | 118 |
|  Loews Corp. | 5 | 472 |
|  LPL Financial Holdings, Inc. | 121 | 40418 |
|  Lument Finance Trust, Inc. | 27 | 56 |
|  M&T Bank Corp. | 4 | 836 |
|  MainStreet Bancshares, Inc. | 3 | 57 |
|  Marex Group Plc | 117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3932 |
|  Markel Group, Inc.(1) | 12 | 22426 |
|  MarketAxess Holdings, Inc. | 1 | 171 |
|  MarketWise, Inc. | 1 | 21 |
|  Marqeta, Inc. - Class A(1) | 94 | 497 |
|  MBIA, Inc.(1) | 20 | 148 |
|  Mechanics Bancorp - Class A(1) | 9 | 114 |
|  Medallion Financial Corp. | 8 | 76 |
|  Mercantile Bank Corp. | 8 | 338 |
|  Merchants Bancorp | 12 | 379 |
|  Mercury General Corp. | 12 | 1055 |
|  Meridian Corp. | 4 | 56 |
|  Metrocity Bankshares, Inc. | 3 | 95 |
|  Metropolitan Bank Holding Corp. | 3 | 244 |
|  MFA Financial, Inc. | 48 | 444 |
|  MGIC Investment Corp. | 280 | 7941 |
|  Mid Penn Bancorp, Inc. | 9 | 255 |
|  Middlefield Banc Corp. | 3 | 102 |
|  Midland States Bancorp, Inc. | 9 | 160 |
|  MidWestOne Financial Group, Inc. | 7 | 193 |
|  Morningstar, Inc.(2) | 0 | 48 |
|  Mr Cooper Group, Inc. | 139 | 29240 |
|  MSCI, Inc. - Class A | 1 | 578 |
|  MVB Financial Corp. | 5 | 134 |
|  Nasdaq, Inc. | 266 | 23494 |
|  National Bank Holdings Corp. - Class A | 17 | 670 |
|  National Bankshares, Inc. | 3 | 82 |
|  Navient Corp. | 257 | 3374 |
|  NB Bancorp, Inc. | 16 | 278 |
|  NBT Bancorp, Inc. | 249 | 10416 |

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| | | |
|:---|:---|:---|
|  NCR Atleos Corp.(1) | 420 | 16498 |
|  Nelnet, Inc. - Class A | 6 | 740 |
|  Neptune Insurance Holdings, Inc.(1) | 121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2421 |
|  NewtekOne, Inc. | 11 | 122 |
|  Nexpoint Real Estate Finance, Inc. | 5 | 67 |
|  NI Holdings, Inc.(1) | 4 | 54 |
|  Nicolet Bankshares, Inc. | 15 | 2066 |
|  NMI Holdings, Inc. - Class A(1) | 36 | 1376 |
|  Northeast Bank | 1 | 149 |
|  Northeast Community Bancorp, Inc. | 6 | 122 |
|  Northern Trust Corp. | 5 | 688 |
|  Northfield Bancorp, Inc. | 15 | 179 |
|  Northpointe Bancshares, Inc. | 5 | 82 |
|  Northrim BanCorp, Inc. | 5 | 104 |
|  Northwest Bancshares, Inc. | 67 | 831 |
|  Norwood Financial Corp. | 4 | 92 |
|  Oak Valley Bancorp | 3 | 92 |
|  OceanFirst Financial Corp. | 27 | 468 |
|  OFG Bancorp | 21 | 898 |
|  Ohio Valley Banc Corp. | 2 | 66 |
|  Old National Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1591 | 34927 |
|  Old Republic International Corp. | 242 | 10259 |
|  Old Second Bancorp, Inc. | 23 | 398 |
|  OneMain Holdings, Inc. - Class A | 3 | 185 |
|  Onity Group, Inc.(1) | 3 | 130 |
|  OP Bancorp | 5 | 74 |
|  Open Lending Corp. - Class A(1) | 48 | 102 |
|  Oportun Financial Corp.(1) | 19 | 117 |
|  Orange County Bancorp, Inc. | 4 | 88 |
|  Orchid Island Capital, Inc. - Class A | 56 | 392 |
|  Origin Bancorp, Inc. | 304 | 10489 |
|  Orrstown Financial Services, Inc. | 9 | 294 |
|  P10, Inc. - Class A | 780 | 8483 |
|  Pagseguro Digital Ltd. - Class A | 31 | 312 |
|  Park National Corp. | 7 | 1101 |
|  Parke Bancorp, Inc. | 5 | 115 |
|  Pathward Financial, Inc. | 23 | 1703 |
|  Paysafe Ltd.(1) | 15 | 197 |
|  PCB Bancorp | 4 | 93 |
|  Peapack Gladstone Financial Corp. | 4 | 118 |
|  PennantPark Investment Corp. | 164 | 1097 |
|  PennyMac Financial Services, Inc. | 92 | 11352 |
|  PennyMac Mortgage Investment Trust | 40 | 493 |
|  Peoples Bancorp of North Carolina, Inc. | 2 | 70 |
|  Peoples Bancorp, Inc. | 16 | 467 |
|  Peoples Financial Services Corp. | 4 | 182 |
|  Pinnacle Financial Partners, Inc. | 2 | 179 |
|  Pioneer Bancorp, Inc.(1) | 5 | 65 |
|  Plumas Bancorp | 3 | 119 |
|  Ponce Financial Group, Inc.(1) | 10 | 142 |
|  Popular, Inc. | 214 | 27184 |
|  PRA Group, Inc.(1) | 18 | 278 |
|  Preferred Bank | 3 | 282 |
|  Primerica, Inc. | 1 | 253 |
|  Primis Financial Corp. | 9 | 96 |
|  Princeton Bancorp, Inc. | 2 | 70 |
|  Principal Financial Group, Inc. | 6 | 495 |
|  ProAssurance Corp.(1) | 23 | 556 |
|  PROG Holdings, Inc. | 18 | 593 |
|  Prosperity Bancshares, Inc. | 184 | 12181 |
|  Provident Bancorp, Inc.(1) | 7 | 83 |
|  Provident Financial Services, Inc. | 48 | 922 |
|  Prudential Financial, Inc. | 10 | 986 |
|  QCR Holdings, Inc. | 8 | 587 |
|  Radian Group, Inc. | 62 | 2250 |
|  Raymond James Financial, Inc. | 5 | 849 |
|  RBB Bancorp | 8 | 142 |
|  Ready Capital Corp. | 78 | 300 |
|  Red River Bancshares, Inc. | 2 | 134 |
|  Redwood Trust, Inc. | 60 | 350 |
|  Regional Management Corp. | 4 | 137 |
|  Regions Financial Corp. | 448 | 11822 |
|  Reinsurance Group of America, Inc. - Class A | 2 | 343 |
|  RenaissanceRe Holdings Ltd. | 30 | 7700 |
|  Renasant Corp. | 43 | 1592 |

---

------

---

| | | |
|:---|:---|:---|
|  Repay Holdings Corp. - Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2948 |
|  Republic Bancorp, Inc. - Class A | 4 | 290 |
|  Rhinebeck Bancorp, Inc.(1) | 1 | 15 |
|  Richmond Mutual BanCorp, Inc. | 3 | 47 |
|  Rithm Capital Corp. | 14 | 164 |
|  Rithm Property Trust, Inc. | 17 | 44 |
|  Riverview Bancorp, Inc. | 9 | 48 |
|  RLI Corp. | 2 | 136 |
|  Robinhood Markets, Inc. - Class A(1) | 196 | 28085 |
|  Rocket Companies, Inc. - Class A | 823 | 15950 |
|  S&T Bancorp, Inc. | 17 | 649 |
|  Safety Insurance Group, Inc. | 7 | 475 |
|  SB Financial Group, Inc. | 3 | 53 |
|  Seacoast Banking Corp. of Florida | 39 | 1175 |
|  Security National Financial Corp. - Class A(1) | 8 | 65 |
|  SEI Investments Co. | 3 | 232 |
|  Selective Insurance Group, Inc. | 160 | 12943 |
|  Selectquote, Inc.(1) | 21 | 41 |
|  Seven Hills Realty Trust | 6 | 64 |
|  Sezzle, Inc.(1) | 1 | 61 |
|  Shore Bancshares, Inc. | 12 | 204 |
|  Siebert Financial Corp.(1) | 6 | 19 |
|  Sierra Bancorp | 6 | 177 |
|  Silvercrest Asset Management Group, Inc. - Class A | 4 | 57 |
|  Simmons First National Corp. - Class A | 321 | 6145 |
|  SiriusPoint Ltd.(1) | 188 | 3410 |
|  Slide Insurance Holdings, Inc.(1) | 183 | 2891 |
|  SLM Corp. | 608 | 16837 |
|  SmartFinancial, Inc. | 6 | 200 |
|  SoFi Technologies, Inc.(1) | 26 | 688 |
|  Sound Financial Bancorp, Inc. | 1 | 46 |
|  South Plains Financial, Inc. | 6 | 227 |
|  Southern First Bancshares, Inc.(1) | 4 | 168 |
|  Southern Missouri Bancorp, Inc. | 4 | 212 |
|  Southside Bancshares, Inc. | 13 | 366 |
|  SouthState Bank Corp. | 151 | 14884 |
|  SR Bancorp, Inc. | 3 | 45 |
|  Starwood Property Trust, Inc. | 9 | 179 |
|  State Street Corp. | 193 | 22333 |
|  Stellar Bancorp, Inc. | 21 | 641 |
|  Sterling Bancorp, Inc.(1)(2)(6) | 10 |  |
|  Stewart Information Services Corp. | 111 | 8120 |
|  Stifel Financial Corp. | 179 | 20354 |
|  Stock Yards Bancorp, Inc. | 1 | 54 |
|  StoneX Group, Inc.(1) | 51 | 5191 |
|  Sunrise Realty Trust, Inc. | 5 | 50 |
|  SWK Holdings Corp. | 1 | 16 |
|  Synchrony Financial | 692 | 49186 |
|  Synovus Financial Corp. | 4 | 184 |
|  T Rowe Price Group, Inc. | 6 | 601 |
|  Texas Capital Bancshares, Inc.(1) | 127 | 10706 |
|  TFS Financial Corp. | 1 | 19 |
|  Third Coast Bancshares, Inc.(1) | 6 | 222 |
|  Timberland Bancorp, Inc. | 4 | 117 |
|  Tiptree, Inc. | 8 | 147 |
|  Tompkins Financial Corp. | 6 | 415 |
|  Towne Bank | 34 | 1161 |
|  TPG RE Finance Trust, Inc. | 31 | 268 |
|  TPG, Inc. - Class A(2) | 0 | 14 |
|  Tradeweb Markets, Inc. - Class A | 3 | 320 |
|  Travelers Companies, Inc. | 42 | 11823 |
|  TriCo Bancshares | 14 | 628 |
|  Triller Group, Inc.(1) | 46 | 38 |
|  Triumph Financial, Inc.(1) | 6 | 283 |
|  Truist Financial Corp. | 103 | 4709 |
|  TrustCo Bank Corp. NY | 8 | 307 |
|  Trustmark Corp. | 26 | 1029 |
|  Two Harbors Investment Corp. | 23 | 225 |
|  UMB Financial Corp. | 215 | 25456 |
|  United Bankshares, Inc. | 418 | 15552 |
|  United Community Banks, Inc. | 375 | 11771 |
|  United Fire Group, Inc. | 10 | 301 |
|  United Security Bancshares | 6 | 52 |
|  Unity Bancorp, Inc. | 2 | 92 |
|  Universal Insurance Holdings, Inc. | 33 | 869 |

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------

---

| | | |
|:---|:---|:---|
|  Univest Financial Corp. | 13 | 393 |
|  Unum Group | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7949 |
|  USCB Financial Holdings, Inc. | 3 | 54 |
|  UWM Holdings Corp. | 4 | 24 |
|  Valley National Bancorp | 169 | 1795 |
|  Velocity Financial, Inc.(1) | 4 | 75 |
|  Veritex Holdings, Inc. | 24 | 809 |
|  Virginia National Bankshares Corp. | 2 | 84 |
|  Virtu Financial, Inc. - Class A | 2 | 75 |
|  Virtus Investment Partners, Inc. | 3 | 583 |
|  Voya Financial, Inc. | 163 | 12184 |
|  Vroom, Inc.(1) | 1 | 17 |
|  WaFd, Inc. | 36 | 1100 |
|  Walker & Dunlop, Inc. | 15 | 1255 |
|  Washington Trust Bancorp, Inc. | 8 | 238 |
|  Waterstone Financial, Inc. | 6 | 100 |
|  Webster Financial Corp. | 350 | 20786 |
|  WesBanco, Inc. | 41 | 1301 |
|  West BanCorp, Inc. | 6 | 118 |
|  Westamerica BanCorp | 11 | 563 |
|  Western Alliance Bancorp | 603 | 52267 |
|  Western New England Bancorp, Inc. | 8 | 100 |
|  Western Union Co. | 193 | 1540 |
|  Westwood Holdings Group, Inc. | 3 | 55 |
|  WEX, Inc.(1) | 52 | 8222 |
|  White Mountains Insurance Group Ltd.(2) | 0 | 115 |
|  Willis Towers Watson Plc | 52 | 17885 |
|  Wintrust Financial Corp. | 2 | 235 |
|  World Acceptance Corp.(1) | 1 | 209 |
|  WR Berkley Corp. | 8 | 607 |
|  WSFS Financial Corp. | 26 | 1408 |
|  XP, Inc. - Class A | 10 | 184 |
|  Zions Bancorp N.A. | 977 | 55267 |
|  Total Financials | Total Financials | 1764685 |
|  **Healthcare – 7.37%** |  |  |
|  10X Genomics, Inc. - Class A(1) | 36 | 419 |
|  4D Molecular Therapeutics, Inc.(1) | 19 | 165 |
|  89bio, Inc.(1) | 38 | 554 |
|  Aardvark Therapeutics, Inc.(1) | 1 | 15 |
|  Abeona Therapeutics, Inc.(1) | 3 | 17 |
|  Absci Corp.(1) | 10 | 31 |
|  Acadia Healthcare Co., Inc.(1) | 3 | 63 |
|  ACADIA Pharmaceuticals, Inc.(1) | 285 | 6085 |
|  Aclaris Therapeutics, Inc.(1) | 42 | 80 |
|  AdaptHealth Corp. - Class A(1) | 46 | 413 |
|  Addus HomeCare Corp.(1) | 129 | 15250 |
|  Aduro Bioteech, Inc.(1)(6) | 1 | 2 |
|  Agilent Technologies, Inc. | 131 | 16819 |
|  Agios Pharmaceuticals, Inc.(1) | 26 | 1037 |
|  AirSculpt Technologies, Inc.(1) | 3 | 23 |
|  Akebia Therapeutics, Inc.(1) | 101 | 277 |
|  Aldeyra Therapeutics, Inc.(1) | 5 | 29 |
|  Alector, Inc.(1) | 31 | 92 |
|  Align Technology, Inc.(1) | 2 | 227 |
|  Alimera Sciences, Inc.(1)(2)(6) | 3 | 0 |
|  Alkermes Plc(1) | 19 | 559 |
|  Allogene Therapeutics, Inc.(1) | 72 | 89 |
|  Alumis, Inc.(1) | 26 | 104 |
|  AMN Healthcare Services, Inc.(1) | 17 | 334 |
|  Amneal Pharmaceuticals, Inc.(1) | 10 | 97 |
|  Amphastar Pharmaceuticals, Inc.(1) | 16 | 418 |
|  Amylyx Pharmaceuticals, Inc.(1) | 8 | 102 |
|  AngioDynamics, Inc.(1) | 15 | 163 |
|  Anika Therapeutics, Inc.(1) | 5 | 49 |
|  Annexon, Inc.(1) | 43 | 131 |
|  Aquestive Therapeutics, Inc.(1) | 25 | 141 |
|  Arbutus Biopharma Corp.(1) | 5 | 25 |
|  Arcturus Therapeutics Holdings, Inc.(1) | 7 | 137 |
|  Arcus Biosciences, Inc.(1) | 9 | 117 |
|  Ardent Health, Inc.(1) | 11 | 140 |
|  Artivion, Inc.(1) | 3 | 145 |
|  Arvinas, Inc.(1) | 26 | 221 |
|  Astria Therapeutics, Inc.(1) | 16 | 120 |
|  Atea Pharmaceuticals, Inc.(1) | 36 | 105 |
|  aTyr Pharma, Inc.(1) | 3 | 2 |

---

------

---

| | | |
|:---|:---|:---|
|  Aura Biosciences, Inc.(1) | 12 | 77 |
|  Avanos Medical, Inc.(1) | 19 | 224 |
|  Avantor, Inc.(1) | 18 | 223 |
|  Aveanna Healthcare Holdings, Inc.(1) | 5 | 43 |
|  Avidity Biosciences, Inc.(1) | 4 | 163 |
|  Azenta, Inc.(1) | 18 | 528 |
|  Baxter International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4080 |
|  Beta Bionics, Inc.(1) | 2 | 40 |
|  Bicara Therapeutics, Inc.(1) | 15 | 242 |
|  BioAge Labs, Inc.(1) | 11 | 65 |
|  Biogen, Inc.(1) | 33 | 4603 |
|  BioMarin Pharmaceutical, Inc.(1) | 55 | 3001 |
|  Bio-Rad Laboratories, Inc. - Class A(1) | 1 | 144 |
|  Biote Corp. - Class A(1) | 9 | 26 |
|  Bio-Techne Corp. | 4 | 230 |
|  Boston Scientific Corp.(1) | 158 | 15448 |
|  Brookdale Senior Living, Inc.(1) | 13 | 109 |
|  Bruker Corp. | 3 | 87 |
|  Candel Therapeutics, Inc.(1) | 4 | 19 |
|  Cardiff Oncology, Inc.(1) | 17 | 35 |
|  Cardinal Health, Inc. | 25 | 3846 |
|  Caris Life Sciences, Inc.(1)(2) | 0 | 10 |
|  Carlsmed, Inc.(1) | 1 | 16 |
|  Cartesian Therapeutics, Inc.(1) | 4 | 37 |
|  Castle Biosciences, Inc.(1) | 13 | 289 |
|  Celcuity, Inc.(1) | 1 | 41 |
|  Celldex Therapeutics, Inc.(1) | 30 | 774 |
|  Cencora, Inc. - Class A | 83 | 26074 |
|  Centene Corp.(1) | 529 | 18882 |
|  Certara, Inc.(1) | 3 | 39 |
|  Charles River Laboratories International, Inc.(1) | 1 | 205 |
|  Chemed Corp.(2) | 0 | 154 |
|  Chinook Therapeutics, Inc.(1)(6) | 17 | 3 |
|  Cidara Therapeutics, Inc.(1) | 7 | 675 |
|  Codexis, Inc.(1) | 8 | 20 |
|  Cogent Biosciences, Inc.(1) | 3 | 44 |
|  Coherus Oncology, Inc.(1) | 36 | 59 |
|  Community Health Systems, Inc.(1) | 21 | 69 |
|  Compass Therapeutics, Inc.(1) | 21 | 75 |
|  Concentra Group Holdings Parent, Inc. | 467 | 9780 |
|  CONMED Corp. | 177 | 8343 |
|  Cooper Companies, Inc.(1) | 95 | 6529 |
|  CRISPR Therapeutics AG(1) | 38 | 2453 |
|  Cross Country Healthcare, Inc.(1) | 14 | 194 |
|  CryoPort, Inc.(1) | 18 | 169 |
|  Cullinan Therapeutics, Inc.(1) | 24 | 144 |
|  Cytek Biosciences, Inc.(1) | 55 | 190 |
|  Cytokinetics, Inc.(1) | 48 | 2613 |
|  DaVita, Inc.(1) | 38 | 5062 |
|  Day One Biopharmaceuticals, Inc.(1) | 30 | 209 |
|  Definitive Healthcare Corp. - Class A(1) | 18 | 71 |
|  Denali Therapeutics, Inc.(1) | 56 | 819 |
|  Dentsply Sirona, Inc. | 5 | 68 |
|  Design Therapeutics, Inc.(1) | 10 | 73 |
|  Dianthus Therapeutics, Inc.(1) | 7 | 268 |
|  DocGo, Inc.(1) | 39 | 53 |
|  Dyne Therapeutics, Inc.(1) | 34 | 426 |
|  Editas Medicine, Inc. - Class A(1) | 40 | 138 |
|  Elanco Animal Health, Inc.(1) | 13 | 268 |
|  Eledon Pharmaceuticals, Inc.(1) | 26 | 67 |
|  Embecta Corp. | 425 | 6004 |
|  Emergent BioSolutions, Inc.(1) | 26 | 229 |
|  Enanta Pharmaceuticals, Inc.(1) | 9 | 107 |
|  Encompass Health Corp. | 3 | 334 |
|  Enhabit, Inc.(1) | 24 | 189 |
|  Enovis Corp.(1) | 408 | 12364 |
|  Entrada Therapeutics, Inc.(1) | 12 | 71 |
|  Envista Holdings Corp.(1) | 561 | 11425 |
|  Erasca, Inc.(1) | 80 | 173 |
|  Esperion Therapeutics, Inc.(1) | 62 | 164 |
|  Evolent Health, Inc. - Class A(1) | 36 | 308 |
|  Exact Sciences Corp.(1) | 5 | 253 |
|  Exelixis, Inc.(1) | 263 | 10879 |
|  EyePoint Pharmaceuticals, Inc.(1) | 26 | 376 |
|  Fate Therapeutics, Inc.(1) | 46 | 58 |

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------

---

| | | |
|:---|:---|:---|
|  Fennec Pharmaceuticals, Inc.(1) | 8 | 74 |
|  Foghorn Therapeutics, Inc.(1) | 3 | 14 |
|  Fortrea Holdings, Inc.(1) | 42 | 356 |
|  Fulcrum Therapeutics, Inc.(1) | 18 | 166 |
|  Fulgent Genetics, Inc.(1) | 9 | 203 |
|  GE HealthCare Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 | 11495 |
|  Ginkgo Bioworks Holdings, Inc.(1) | 16 | 230 |
|  Globus Medical, Inc. - Class A(1) | 3 | 173 |
|  GRAIL, Inc.(1) | 14 | 833 |
|  Haemonetics Corp.(1) | 173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8454 |
|  Harmony Biosciences Holdings, Inc.(1) | 147 | 4040 |
|  Health Catalyst, Inc.(1) | 32 | 92 |
|  HealthStream, Inc. | 6 | 173 |
|  Henry Schein, Inc.(1) | 3 | 188 |
|  Heron Therapeutics, Inc.(1) | 65 | 82 |
|  Hologic, Inc.(1) | 6 | 409 |
|  Humacyte, Inc.(1) | 46 | 79 |
|  Humana, Inc. | 72 | 18797 |
|  ICON Plc(1) | 151 | 26458 |
|  Icosavax, Inc.(1)(6) | 11 | 3 |
|  ICU Medical, Inc.(1) | 113 | 13509 |
|  Ideaya Biosciences, Inc.(1) | 36 | 990 |
|  Illumina, Inc.(1) | 119 | 11280 |
|  ImmunityBio, Inc.(1) | 21 | 51 |
|  Incyte Corp.(1) | 161 | 13685 |
|  Indivior Plc(1) | 9 | 208 |
|  Inhibikase Therapeutics, Inc.(1) | 25 | 40 |
|  Inhibrx Biosciences, Inc.(1) | 4 | 147 |
|  Inhibrx, Inc.(1)(6) | 5 | 3 |
|  Innovage Holding Corp.(1) | 7 | 36 |
|  Innoviva, Inc.(1) | 3 | 51 |
|  Inogen, Inc.(1) | 12 | 97 |
|  Insmed, Inc.(1)(2) | 0 | 45 |
|  Integer Holdings Corp.(1) | 209 | 21627 |
|  Integra LifeSciences Holdings Corp.(1) | 31 | 447 |
|  Intellia Therapeutics, Inc.(1) | 45 | 778 |
|  Ionis Pharmaceuticals, Inc.(1) | 106 | 6934 |
|  Iovance Biotherapeutics, Inc.(1) | 114 | 248 |
|  IQVIA Holdings, Inc.(1) | 87 | 16519 |
|  Ironwood Pharmaceuticals, Inc. - Class A(1) | 14 | 19 |
|  Jade Biosciences, Inc. | 15 | 133 |
|  Janux Therapeutics, Inc.(1) | 12 | 295 |
|  Jazz Pharmaceuticals Plc(1) | 93 | 12279 |
|  Keros Therapeutics, Inc.(1) | 15 | 236 |
|  Kestra Medical Technologies Ltd.(1) | 1 | 24 |
|  Kodiak Sciences, Inc.(1) | 15 | 247 |
|  Korro Bio, Inc.(1) | 3 | 136 |
|  Kura Oncology, Inc.(1) | 38 | 332 |
|  Labcorp Holdings, Inc. | 45 | 12932 |
|  Lantheus Holdings, Inc.(1) | 93 | 4792 |
|  Larimar Therapeutics, Inc.(1) | 20 | 64 |
|  Lexeo Therapeutics, Inc.(1) | 11 | 74 |
|  Lifecore Biomedical, Inc.(1) | 4 | 28 |
|  LifeMD, Inc.(1) | 5 | 33 |
|  LifeStance Health Group, Inc.(1) | 28 | 156 |
|  Ligand Pharmaceuticals, Inc.(1) | 58 | 10359 |
|  LivaNova Plc(1) | 101 | 5309 |
|  Lucid Diagnostics, Inc.(1) | 17 | 17 |
|  Maravai LifeSciences Holdings, Inc. - Class A(1) | 49 | 141 |
|  MaxCyte, Inc.(1) | 46 | 73 |
|  Maze Therapeutics, Inc.(1) | 8 | 211 |
|  MBX Biosciences, Inc.(1) | 6 | 107 |
|  McKesson Corp. | 16 | 12408 |
|  MeiraGTx Holdings Plc(1) | 5 | 43 |
|  Merit Medical Systems, Inc.(1) | 2 | 165 |
|  Metsera, Inc.(1) | 11 | 558 |
|  Mettler-Toledo International, Inc.(1) | 1 | 685 |
|  Mind Medicine MindMed, Inc.(1) | 22 | 263 |
|  Moderna, Inc.(1) | 9 | 242 |
|  Molina Healthcare, Inc.(1) | 1 | 124 |
|  Monte Rosa Therapeutics, Inc.(1) | 20 | 149 |
|  Myriad Genetics, Inc.(1) | 41 | 295 |
|  Nano-X Imaging Ltd.(1) | 23 | 86 |
|  National HealthCare Corp. | 6 | 698 |
|  Neogen Corp.(1) | 100 | 574 |

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------

---

| | | |
|:---|:---|:---|
|  NeoGenomics, Inc.(1) | 54 | 415 |
|  Neurocrine Biosciences, Inc.(1)(2) | 0 | 54 |
|  Neurogene, Inc.(1) | 5 | 81 |
|  Nkarta, Inc.(1) | 24 | 49 |
|  Novavax, Inc.(1) | 13 | 111 |
|  Nurix Therapeutics, Inc.(1) | 35 | 319 |
|  Nuvation Bio, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | 391 |
|  Olema Pharmaceuticals, Inc.(1) | 28 | 278 |
|  Omada Health, Inc.(1) | 2 | 33 |
|  Omeros Corp.(1) | 3 | 14 |
|  OmniAb, Inc.(1) | 36 | 58 |
|  OmniAb, Inc. - Class CR3(1)(2)(5)(6) | 2 |  |
|  OmniAb, Inc. - Class CR4(1)(2)(5)(6) | 2 |  |
|  Omnicell, Inc.(1) | 21 | 648 |
|  OPKO Health, Inc.(1) | 182 | 282 |
|  Option Care Health, Inc.(1) | 340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9440 |
|  OraSure Technologies, Inc.(1) | 33 | 107 |
|  Organon & Co. | 626 | 6681 |
|  ORIC Pharmaceuticals, Inc.(1) | 19 | 225 |
|  Orthofix Medical, Inc.(1) | 18 | 268 |
|  OrthoPediatrics Corp.(1) | 6 | 114 |
|  Oruka Therapeutics, Inc.(1) | 13 | 245 |
|  Outset Medical, Inc.(1) | 5 | 73 |
|  Owens & Minor, Inc.(1) | 34 | 163 |
|  Pacific Biosciences of California, Inc.(1) | 125 | 161 |
|  Pacira BioSciences, Inc.(1) | 19 | 490 |
|  PACS Group, Inc.(1) | 1 | 20 |
|  Palvella Therapeutics, Inc.(1)(2) | 0 | 21 |
|  Pediatrix Medical Group, Inc.(1) | 102 | 1702 |
|  Performant Healthcare, Inc.(1) | 7 | 53 |
|  Perrigo Co. Plc | 3 | 76 |
|  Personalis, Inc.(1) | 24 | 157 |
|  Perspective Therapeutics, Inc.(1) | 28 | 96 |
|  Phathom Pharmaceuticals, Inc.(1) | 15 | 171 |
|  Praxis Precision Medicines, Inc.(1) | 7 | 394 |
|  Precigen, Inc.(1) | 6 | 19 |
|  Premier, Inc. - Class A | 180 | 4999 |
|  Prestige Consumer Healthcare, Inc.(1) | 167 | 10409 |
|  Prime Medicine, Inc.(1) | 34 | 186 |
|  Protara Therapeutics, Inc.(1) | 15 | 66 |
|  Prothena Corp. Plc(1) | 17 | 164 |
|  PTC Therapeutics, Inc.(1) | 7 | 405 |
|  Puma Biotechnology, Inc.(1) | 21 | 112 |
|  QIAGEN NV | 249 | 11130 |
|  Quanterix Corp.(1) | 17 | 95 |
|  Quantum-Si, Inc.(1) | 67 | 95 |
|  Quest Diagnostics, Inc. | 72 | 13640 |
|  QuidelOrtho Corp.(1) | 360 | 10603 |
|  RadNet, Inc.(1) | 6 | 459 |
|  Rapport Therapeutics, Inc.(1) | 8 | 245 |
|  REGENXBIO, Inc.(1) | 21 | 201 |
|  Relay Therapeutics, Inc.(1) | 60 | 315 |
|  Repligen Corp.(1) | 1 | 164 |
|  Replimune Group, Inc. - Class Rights(1) | 30 | 126 |
|  ResMed, Inc. | 3 | 816 |
|  Revolution Medicines, Inc.(1) | 5 | 216 |
|  Revvity, Inc. | 148 | 12931 |
|  Rezolute, Inc.(1) | 4 | 39 |
|  Rocket Pharmaceuticals, Inc.(1) | 34 | 110 |
|  Roivant Sciences Ltd.(1) | 10 | 153 |
|  Royalty Pharma Plc - Class A | 10 | 362 |
|  Sana Biotechnology, Inc.(1) | 52 | 186 |
|  Sarepta Therapeutics, Inc.(1)(2) | 0 | 9 |
|  SBC Medical Group Holdings, Inc.(1) | 4 | 17 |
|  Scholar Rock Holding Corp.(1) | 3 | 120 |
|  Select Medical Holdings Corp. | 51 | 658 |
|  Semler Scientific, Inc.(1) | 5 | 136 |
|  Septerna, Inc.(1) | 10 | 191 |
|  Shoulder Innovations, Inc.(1) | 1 | 15 |
|  SIGA Technologies, Inc. | 3 | 28 |
|  Solid Biosciences, Inc.(1) | 28 | 174 |
|  Solventum Corp.(1) | 366 | 26689 |
|  Sonida Senior Living, Inc.(1) | 1 | 19 |
|  Sotera Health Co.(1) | 4 | 65 |
|  Spyre Therapeutics, Inc.(1) | 8 | 133 |

---

------

---

| | | |
|:---|:---|:---|
|  STAAR Surgical Co.(1) | 3 | 91 |
|  Standard BioTools, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;142 | 184 |
|  STERIS Plc | 41 | 10125 |
|  Supernus Pharmaceuticals, Inc.(1) | 23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 |
|  Surgery Partners, Inc.(1) | 35 | 763 |
|  Syndax Pharmaceuticals, Inc.(1) | 3 | 40 |
|  Tactile Systems Technology, Inc.(1) | 10 | 142 |
|  Tango Therapeutics, Inc.(1) | 34 | 283 |
|  Tectonic Therapeutic, Inc.(1) | 4 | 68 |
|  Teladoc Health, Inc.(1) | 64 | 491 |
|  Teleflex, Inc. | 112 | 13716 |
|  Tenet Healthcare Corp.(1) | 107 | 21672 |
|  Terns Pharmaceuticals, Inc.(1) | 32 | 237 |
|  Theravance Biopharma, Inc.(1) | 4 | 54 |
|  Third Harmonic Bio, Inc.(1)(2)(6) | 12 | 0 |
|  Tonix Pharmaceuticals Holding Corp.(1) | 4 | 88 |
|  Tourmaline Bio, Inc.(1) | 8 | 381 |
|  Travere Therapeutics, Inc. - Class Preferre(1) | 3 | 68 |
|  TriSalus Life Sciences, Inc.(1) | 4 | 19 |
|  Tvardi Therapeutics, Inc.(1) | 2 | 77 |
|  Tyra Biosciences, Inc.(1) | 11 | 159 |
|  United Therapeutics Corp.(1) | 31 | 13116 |
|  Universal Health Services, Inc. - Class B | 35 | 7084 |
|  Upstream Bio, Inc.(1) | 15 | 279 |
|  UroGen Pharma Ltd.(1) | 2 | 48 |
|  US Physical Therapy, Inc. | 3 | 213 |
|  Utah Medical Products, Inc. | 1 | 67 |
|  Vanda Pharmaceuticals, Inc.(1) | 26 | 130 |
|  Varex Imaging Corp.(1) | 19 | 230 |
|  Vaxcyte, Inc.(1) | 52 | 1880 |
|  Veeva Systems, Inc. - Class A(1) | 1 | 241 |
|  Verastem, Inc.(1) | 9 | 78 |
|  Viatris, Inc. | 441 | 4369 |
|  Viking Therapeutics, Inc.(1) | 3 | 67 |
|  Vir Biotechnology, Inc.(1) | 39 | 221 |
|  Viridian Therapeutics, Inc.(1) | 7 | 150 |
|  Voyager Therapeutics, Inc.(1) | 21 | 96 |
|  Waters Corp.(1) | 1 | 231 |
|  WaVe Life Sciences Ltd.(1) | 6 | 47 |
|  Waystar Holding Corp.(1) | 8 | 291 |
|  West Pharmaceutical Services, Inc. | 2 | 497 |
|  Xencor, Inc.(1) | 32 | 371 |
|  XOMA Royalty Corp.(1) | 1 | 45 |
|  Zenas Biopharma, Inc.(1) | 8 | 169 |
|  Zimmer Biomet Holdings, Inc. | 5 | 520 |
|  Zimvie, Inc.(1) | 12 | 236 |
|  Total Healthcare | Total Healthcare | 629974 |
|  **Industrials – 20.26%** |  |  |
|  3D Systems Corp.(1) | 63 | 182 |
|  3M Co. | 79 | 12285 |
|  AAR Corp.(1) | 12 | 1102 |
|  ABM Industries, Inc. | 370 | 17082 |
|  ACCO Brands Corp. | 42 | 166 |
|  Acme United Corp. | 2 | 63 |
|  Acuity, Inc. | 1 | 281 |
|  Acuren Corp.(1) | 60 | 797 |
|  Advanced Drainage Systems, Inc. | 2 | 264 |
|  Aebi Schmidt Holding AG | 15 | 186 |
|  AECOM | 4 | 460 |
|  AerSale Corp.(1) | 15 | 120 |
|  AGCO Corp. | 44 | 4698 |
|  Air Lease Corp. - Class A | 3 | 182 |
|  AirJoule Technologies Corp.(1) | 10 | 46 |
|  AIRO Group Holdings, Inc.(1) | 1 | 18 |
|  Alamo Group, Inc. | 3 | 616 |
|  Alaska Air Group, Inc.(1) | 81 | 4057 |
|  Albany International Corp. - Class A | 144 | 7691 |
|  Alight, Inc. - Class A | 198 | 645 |
|  Allegiant Travel Co. - Class A(1) | 5 | 330 |
|  Allegion Plc | 245 | 43398 |
|  Allient, Inc. | 6 | 275 |
|  Allison Transmission Holdings, Inc. | 180 | 15254 |
|  Alta Equipment Group, Inc. | 8 | 56 |
|  Amentum Holdings, Inc.(1) | 4 | 100 |
|  Ameresco, Inc. - Class A(1) | 14 | 486 |

---

------

---

| | | |
|:---|:---|:---|
|  American Airlines Group, Inc.(1) | 17 | 187 |
|  American Woodmark Corp.(1) | 7 | 436 |
|  AMETEK, Inc. | 160 | 30137 |
|  AO Smith Corp. | 3 | 220 |
|  API Group Corp.(1) | 10 | 343 |
|  Apogee Enterprises, Inc. | 10 | 424 |
|  Applied Industrial Technologies, Inc. | 1 | 268 |
|  ArcBest Corp. | 54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3804 |
|  Arcosa, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446 | 41760 |
|  Armstrong World Industries, Inc. | 1 | 161 |
|  Array Technologies, Inc.(1) | 55 | 446 |
|  Astec Industries, Inc. | 11 | 512 |
|  Astronics Corp.(1) | 1 | 62 |
|  Asure Software, Inc.(1) | 11 | 92 |
|  ATI, Inc.(1) | 4 | 301 |
|  Atkore, Inc. | 78 | 4883 |
|  Atmus Filtration Technologies, Inc. | 253 | 11417 |
|  Avis Budget Group, Inc.(1)(2) | 0 | 48 |
|  Axon Enterprise, Inc.(1) | 33 | 23618 |
|  Blue Bird Corp.(1) | 56 | 3205 |
|  BlueLinx Holdings, Inc.(1) | 4 | 256 |
|  Boise Cascade Co. | 69 | 5309 |
|  Bowman Consulting Group Ltd. - Class A(1)(2) | 0 | 8 |
|  BrightView Holdings, Inc.(1) | 33 | 438 |
|  Brink's Co. | 318 | 37131 |
|  Broadridge Financial Solutions, Inc.(2) | 0 | 69 |
|  Brookfield Business Corp. - Class A | 7 | 233 |
|  Builders FirstSource, Inc.(1) | 205 | 24893 |
|  BWX Technologies, Inc. | 2 | 368 |
|  CACI International, Inc. - Class A(1) | 32 | 16066 |
|  Carlisle Companies, Inc. | 1 | 332 |
|  Carpenter Technology Corp. | 1 | 264 |
|  Casella Waste Systems, Inc. - Class A(1) | 122 | 11607 |
|  CBIZ, Inc.(1) | 183 | 9708 |
|  CH Robinson Worldwide, Inc. | 3 | 417 |
|  Cimpress Plc(1) | 5 | 335 |
|  Clarivate Plc(1) | 10 | 37 |
|  Clean Harbors, Inc.(1) | 1 | 316 |
|  CNH Industrial NV | 800 | 8677 |
|  Columbus McKinnon Corp. | 13 | 179 |
|  Complete Solaria, Inc.(1) | 14 | 25 |
|  Concentrix Corp. | 55 | 2556 |
|  Concrete Pumping Holdings, Inc. | 9 | 65 |
|  Conduent, Inc.(1) | 72 | 203 |
|  Core & Main, Inc. - Class A(1) | 2 | 121 |
|  CoreCivic, Inc.(1) | 42 | 851 |
|  Costamare Bulkers Holdings Ltd.(1) | 3 | 49 |
|  Costamare, Inc. | 21 | 253 |
|  Covenant Logistics Group, Inc. - Class A | 6 | 131 |
|  Crane Co. | 102 | 18778 |
|  CSG Systems International, Inc. | 49 | 3129 |
|  Cummins, Inc. | 36 | 15070 |
|  Curtiss-Wright Corp. | 1 | 554 |
|  Custom Truck One Source, Inc.(1) | 28 | 179 |
|  Dayforce, Inc.(1) | 4 | 261 |
|  Delta Air Lines, Inc. | 176 | 9991 |
|  Deluxe Corp. | 194 | 3765 |
|  DIRTT Environmental Solutions(1) | 229 | 132 |
|  Distribution Solutions Group, Inc.(1) | 1 | 18 |
|  DNOW, Inc.(1) | 272 | 4143 |
|  Donaldson Co., Inc. | 3 | 252 |
|  Douglas Dynamics, Inc. | 1 | 43 |
|  Dover Corp. | 53 | 8915 |
|  Ducommun, Inc.(1) | 6 | 599 |
|  DXP Enterprises, Inc.(1) | 18 | 2124 |
|  Eastern Co. | 3 | 70 |
|  Element Fleet Management Corp. | 225 | 5821 |
|  EMCOR Group, Inc. | 1 | 501 |
|  EnerSys | 17 | 1877 |
|  Ennis, Inc. | 11 | 197 |
|  Enpro, Inc. | 8 | 1905 |
|  Enviri Corp.(1) | 35 | 439 |
|  Equifax, Inc. | 54 | 13754 |
|  Esab Corp. | 77 | 8658 |
|  ESCO Technologies, Inc. | 108 | 22820 |

---

------

---

| | | |
|:---|:---|:---|
|  Everus Construction Group, Inc.(1) | 1 | 116 |
|  EVI Industries, Inc. | 2 | 67 |
|  Expeditors International of Washington, Inc. | 157 | 19273 |
|  Fastenal Co. | 5 | 267 |
|  Federal Signal Corp. | 92 | 10948 |
|  Ferguson Enterprises, Inc. | 61 | 13789 |
|  First Advantage Corp.(1) | 12 | 184 |
|  Flowserve Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 | 32711 |
|  Fluence Energy, Inc. - Class A(1) | 7 | 74 |
|  Fluor Corp.(1) | 75 | 3157 |
|  Forrester Research, Inc.(1) | 5 | 56 |
|  Fortive Corp. | 9 | 441 |
|  Fortune Brands Innovations, Inc. | 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8784 |
|  Forward Air Corp.(1) | 6 | 153 |
|  Franklin Covey Co.(1) | 1 | 15 |
|  Frontier Group Holdings, Inc.(1) | 14 | 60 |
|  FTI Consulting, Inc.(1) | 63 | 10241 |
|  Gates Industrial Corp. Plc(1) | 395 | 9804 |
|  GATX Corp. | 15 | 2641 |
|  GE Vernova, Inc. | 23 | 13851 |
|  Genco Shipping & Trading Ltd. | 16 | 277 |
|  Gencor Industries, Inc.(1) | 4 | 66 |
|  Generac Holdings, Inc.(1) | 112 | 18822 |
|  Genpact Ltd. | 104 | 4336 |
|  Gibraltar Industries, Inc.(1) | 183 | 11504 |
|  Graco, Inc. | 4 | 373 |
|  Granite Construction, Inc. | 3 | 305 |
|  Great Lakes Dredge & Dock Corp.(1) | 31 | 366 |
|  Greenbrier Companies, Inc. | 14 | 643 |
|  Griffon Corp. | 72 | 5513 |
|  GXO Logistics, Inc.(1) | 3 | 161 |
|  Hammond Power Solutions, Inc. - Class A | 21 | 1884 |
|  Hayward Holdings, Inc.(1) | 640 | 9682 |
|  Healthcare Services Group, Inc.(1) | 18 | 303 |
|  Heartland Express, Inc. | 19 | 163 |
|  Heidrick & Struggles International, Inc. | 9 | 456 |
|  Helios Technologies, Inc. | 539 | 28092 |
|  Herc Holdings, Inc. | 370 | 43215 |
|  Hexcel Corp. | 482 | 30202 |
|  Hillenbrand, Inc. | 32 | 872 |
|  Hillman Solutions Corp.(1) | 618 | 5675 |
|  Himalaya Shipping Ltd.(1) | 13 | 107 |
|  HireQuest, Inc. | 2 | 17 |
|  HNI Corp. | 9 | 411 |
|  Howmet Aerospace, Inc. | 114 | 22459 |
|  Hub Group, Inc. - Class A | 28 | 948 |
|  Hubbell, Inc. - Class B | 125 | 53926 |
|  Hudson Technologies, Inc.(1) | 17 | 171 |
|  Huntington Ingalls Industries, Inc. | 105 | 30260 |
|  Hyliion Holdings Corp.(1) | 53 | 104 |
|  Hyster-Yale, Inc. | 5 | 195 |
|  IBEX Holdings Ltd.(1) | 20 | 811 |
|  ICF International, Inc. | 103 | 9534 |
|  IDEX Corp. | 2 | 334 |
|  Ingersoll Rand, Inc. | 11 | 895 |
|  Insteel Industries, Inc. | 4 | 137 |
|  Interface, Inc. - Class A | 343 | 9919 |
|  Intuitive Machines, Inc. - Class A(1) | 46 | 485 |
|  ITT, Inc. | 44 | 7867 |
|  Jacobs Solutions, Inc. | 3 | 486 |
|  Janus International Group, Inc.(1) | 745 | 7357 |
|  JB Hunt Transport Services, Inc. | 2 | 281 |
|  JBT Marel Corp. | 12 | 1728 |
|  JELD-WEN Holding, Inc.(1) | 38 | 185 |
|  JetBlue Airways Corp.(1) | 150 | 738 |
|  Johnson Controls International Plc | 89 | 9837 |
|  Kadant, Inc. | 16 | 4822 |
|  KBR, Inc. | 134 | 6360 |
|  Kelly Services, Inc. - Class A | 15 | 192 |
|  Kennametal, Inc. | 123 | 2576 |
|  Kforce, Inc. | 1 | 36 |
|  Kirby Corp.(1) | 2 | 126 |
|  Knight-Swift Transportation Holdings, Inc. - Class A | 4 | 167 |
|  Korn Ferry | 101 | 7065 |
|  L3Harris Technologies, Inc. | 107 | 32801 |

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------

---

| | | |
|:---|:---|:---|
|  Landstar System, Inc. | 77 | 9479 |
|  LB Foster Co. - Class A(1) | 5 | 132 |
|  Legence Corp. - Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 | 9584 |
|  Leidos Holdings, Inc. | 73 | 13773 |
|  Leonardo DRS, Inc. | 1 | 49 |
|  Lincoln Electric Holdings, Inc. | 182 | 42921 |
|  Loar Holdings, Inc.(1)(2) | 0 | 7 |
|  Loomis AB - Class B | 90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3854 |
|  LSI Industries, Inc. | 3 | 66 |
|  Luxfer Holdings Plc | 47 | 650 |
|  Lyft, Inc. - Class A(1) | 9 | 195 |
|  Manitowoc Co., Inc.(1) | 15 | 154 |
|  ManpowerGroup, Inc. | 74 | 2821 |
|  Marten Transport Ltd. | 25 | 267 |
|  Masco Corp. | 729 | 51292 |
|  MasTec, Inc.(1) | 1 | 281 |
|  Masterbrand, Inc.(1) | 464 | 6105 |
|  Matrix Service Co.(1) | 10 | 130 |
|  Matson, Inc. | 15 | 1470 |
|  Mayville Engineering Co., Inc.(1) | 6 | 83 |
|  McGrath RentCorp | 3 | 320 |
|  Mercury Systems, Inc.(1) | 18 | 1417 |
|  Microvast Holdings, Inc.(1) | 34 | 132 |
|  Middleby Corp.(1) | 1 | 180 |
|  Miller Industries, Inc. | 5 | 200 |
|  MillerKnoll, Inc. | 31 | 544 |
|  Mistras Group, Inc.(1) | 8 | 76 |
|  Mobile Infrastructure Corp. - Class A(1) | 6 | 22 |
|  Montrose Environmental Group, Inc.(1) | 15 | 405 |
|  MRC Global, Inc.(1) | 246 | 3551 |
|  MSA Safety, Inc. | 1 | 171 |
|  MSC Industrial Direct Co., Inc. - Class A | 107 | 9844 |
|  Mueller Industries, Inc. | 82 | 8322 |
|  NANO Nuclear Energy, Inc.(1) | 1 | 33 |
|  National Presto Industries, Inc. | 2 | 273 |
|  Net Power, Inc.(1) | 12 | 37 |
|  NEXTracker, Inc. - Class A(1) | 13 | 989 |
|  NL Industries, Inc. | 5 | 31 |
|  Nordson Corp. | 1 | 332 |
|  NPK International, Inc.(1) | 36 | 412 |
|  nVent Electric Plc | 106 | 10423 |
|  NWPX Infrastructure, Inc.(1) | 4 | 226 |
|  Old Dominion Freight Line, Inc. | 126 | 17742 |
|  OPENLANE, Inc.(1) | 49 | 1407 |
|  Orion Group Holdings, Inc.(1) | 14 | 120 |
|  Oshkosh Corp. | 80 | 10391 |
|  Otis Worldwide Corp. | 11 | 969 |
|  Owens Corning | 59 | 8368 |
|  Palladyne AI Corp.(1) | 12 | 106 |
|  PAMT Corp.(1) | 3 | 33 |
|  Pangaea Logistics Solutions Ltd. | 15 | 74 |
|  Park Aerospace Corp. | 4 | 86 |
|  Parker-Hannifin Corp. | 69 | 52618 |
|  Park-Ohio Holdings Corp. | 5 | 99 |
|  Parsons Corp.(1) | 1 | 122 |
|  Paychex, Inc. | 6 | 752 |
|  Paycom Software, Inc. | 1 | 130 |
|  Paylocity Holding Corp.(1)(2) | 0 | 16 |
|  Pentair Plc | 4 | 493 |
|  Perma-Fix Environmental Services, Inc.(1) | 7 | 67 |
|  Pitney Bowes, Inc. | 38 | 437 |
|  Plug Power, Inc.(1) | 497 | 1159 |
|  Power Solutions International, Inc.(1)(2) | 0 | 27 |
|  Preformed Line Products Co. | 1 | 196 |
|  Primoris Services Corp. | 2 | 237 |
|  Proficient Auto Logistics, Inc.(1) | 136 | 938 |
|  Proto Labs, Inc.(1) | 11 | 547 |
|  Quad/Graphics, Inc. | 6 | 36 |
|  Quanex Building Products Corp. | 21 | 296 |
|  Quanta Services, Inc. | 1 | 366 |
|  QXO, Inc.(1) | 16 | 312 |
|  Radiant Logistics, Inc.(1) | 14 | 83 |
|  RB Global, Inc. | 164 | 17731 |
|  RBC Bearings, Inc.(1) | 1 | 261 |
|  Regal Rexnord Corp. | 250 | 35908 |

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------

---

| | | |
|:---|:---|:---|
|  Republic Services, Inc. - Class A  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 | 42070 |
|  Resideo Technologies, Inc.(1) | 374 | 16133 |
|  Resolute Holdings Management, Inc.(1) | 1 | 75 |
|  Resources Connection, Inc. | 14 | 70 |
|  Robert Half, Inc. | 3 | 91 |
|  Rockwell Automation, Inc. | 52 | 18017 |
|  Rush Enterprises, Inc. - Class A | 13 | 688 |
|  Rush Enterprises, Inc. - Class B | 2 | 107 |
|  RXO, Inc.(1) | 319 | 4906 |
|  Ryder System, Inc. | 48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8987 |
|  Safe Bulkers, Inc. | 25 | 113 |
|  Saia, Inc.(1) | 1 | 214 |
|  Satellogic, Inc. - Class A(1) | 7 | 23 |
|  Schneider National, Inc. - Class B | 1 | 28 |
|  Science Applications International Corp. | 93 | 9284 |
|  Sensata Technologies Holding Plc | 118 | 3605 |
|  Shoals Technologies Group, Inc. - Class A(1) | 65 | 479 |
|  Simpson Manufacturing Co., Inc. | 1 | 171 |
|  SiteOne Landscape Supply, Inc.(1) | 1 | 102 |
|  Skillsoft Corp.(1) | 2 | 26 |
|  SkyWest, Inc.(1) | 19 | 1871 |
|  Snap-on, Inc. | 16 | 5465 |
|  Southland Holdings, Inc.(1) | 7 | 29 |
|  Southwest Airlines Co. | 11 | 361 |
|  Spirit AeroSystems Holdings, Inc. - Class A(1) | 3 | 107 |
|  SS&C Technologies Holdings, Inc. | 6 | 496 |
|  StandardAero, Inc.(1) | 232 | 6318 |
|  Standex International Corp. | 84 | 17808 |
|  Stanley Black & Decker, Inc. | 4 | 311 |
|  Steelcase, Inc. - Class A | 38 | 660 |
|  Strata Critical Medical, Inc.(1) | 30 | 150 |
|  Sun Country Airlines Holdings, Inc.(1) | 248 | 2926 |
|  Sunrun, Inc.(1) | 96 | 1653 |
|  T1 Energy, Inc.(1) | 50 | 110 |
|  Tecnoglass, Inc. | 29 | 1960 |
|  Tennant Co. | 115 | 9361 |
|  Terex Corp. | 30 | 1529 |
|  Tetra Tech, Inc. | 6 | 194 |
|  Textron, Inc. | 518 | 43755 |
|  Thermon Group Holdings, Inc.(1) | 13 | 340 |
|  Timken Co. | 310 | 23281 |
|  Titan International, Inc.(1) | 35 | 268 |
|  Titan Machinery, Inc.(1) | 64 | 1074 |
|  Toro Co. | 55 | 4225 |
|  Transcat, Inc.(1) | 2 | 157 |
|  TransUnion | 122 | 10239 |
|  Trex Co., Inc.(1) | 428 | 22092 |
|  TriNet Group, Inc. | 291 | 19491 |
|  Trinity Industries, Inc. | 20 | 548 |
|  TrueBlue, Inc.(1) | 14 | 88 |
|  TTEC Holdings, Inc.(1) | 10 | 32 |
|  Tutor Perini Corp.(1) | 20 | 1338 |
|  UFP Industries, Inc. | 136 | 12709 |
|  U-Haul Holding Co. - Class B | 2 | 90 |
|  UniFirst Corp. | 7 | 1157 |
|  United Airlines Holdings, Inc.(1) | 99 | 9600 |
|  United Rentals, Inc. | 2 | 1640 |
|  Universal Logistics Holdings, Inc. | 3 | 75 |
|  Upwork, Inc.(1) | 270 | 5016 |
|  V2X, Inc.(1) | 8 | 473 |
|  Valmont Industries, Inc. | 40 | 15458 |
|  Veralto Corp. | 4 | 407 |
|  Verisk Analytics, Inc. - Class A | 2 | 379 |
|  Vertiv Holdings Co. - Class A | 72 | 10906 |
|  Vestis Corp. | 52 | 237 |
|  Virco Mfg. Corp. | 6 | 45 |
|  Voyager Technologies, Inc. - Class A(1) | 2 | 50 |
|  VSE Corp. | 1 | 216 |
|  Wabash National Corp. | 18 | 180 |
|  Watsco, Inc. | 1 | 379 |
|  Watts Water Technologies, Inc. - Class A | 54 | 15073 |
|  Werner Enterprises, Inc. | 22 | 581 |
|  WESCO International, Inc. | 199 | 42051 |
|  Westinghouse Air Brake Technologies Corp. | 5 | 918 |
|  Willdan Group, Inc.(1) | 2 | 191 |

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------

---

| | | |
|:---|:---|:---|
|  Willis Lease Finance Corp. | 1 | 163 |
|  WillScot Holdings Corp. - Class A | 4 | 77 |
|  Woodward, Inc. | 2 | 406 |
|  Worthington Enterprises, Inc. | 10 | 551 |
|  WW Grainger, Inc.(2) | 0 | 162 |
|  XPO, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 | 14726 |
|  Xylem, Inc. | 6 | 956 |
|  Total Industrials | Total Industrials | 1732613 |
|  **Information Technology – 9.83%** |  |  |
|  8x8, Inc.(1) | 61 | 129 |
|  908 Devices, Inc.(1) | 3 | 28 |
|  A10 Networks, Inc. | 5 | 94 |
|  ACI Worldwide, Inc.(1) | 211 | 11124 |
|  ACM Research, Inc. - Class A(1) | 124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4866 |
|  Adeia, Inc. | 7 | 116 |
|  Advanced Energy Industries, Inc. | 152 | 25798 |
|  Aehr Test Systems(1) | 2 | 68 |
|  Aeluma, Inc.(1) | 4 | 64 |
|  Airship AI Holdings, Inc.(1) | 3 | 17 |
|  Akamai Technologies, Inc.(1) | 4 | 294 |
|  Allegro MicroSystems, Inc.(1) | 3 | 95 |
|  Alpha & Omega Semiconductor Ltd.(1) | 11 | 316 |
|  Ambiq Micro, Inc.(1) | 1 | 21 |
|  Amdocs Ltd. | 78 | 6376 |
|  Amkor Technology, Inc. | 303 | 8598 |
|  Applied Digital Corp.(1) | 24 | 543 |
|  Applied Optoelectronics, Inc.(1) | 5 | 139 |
|  Arrow Electronics, Inc.(1) | 151 | 18305 |
|  Arteris, Inc.(1) | 12 | 123 |
|  ASGN, Inc.(1) | 20 | 935 |
|  Aurora Innovation, Inc. - Class A(1) | 28 | 151 |
|  Aviat Networks, Inc.(1) | 5 | 119 |
|  Avnet, Inc. | 142 | 7439 |
|  Axcelis Technologies, Inc.(1) | 96 | 9403 |
|  Bel Fuse, Inc. - Class A | 1 | 71 |
|  Bel Fuse, Inc. - Class B | 72 | 10093 |
|  Belden, Inc. | 115 | 13839 |
|  Benchmark Electronics, Inc. | 16 | 620 |
|  BigBear.ai Holdings, Inc.(1) | 101 | 656 |
|  BILL Holdings, Inc.(1) | 2 | 129 |
|  Bit Digital, Inc.(1) | 145 | 436 |
|  Blackbaud, Inc.(1) | 4 | 229 |
|  Blaize Holdings, Inc.(1) | 11 | 39 |
|  Box, Inc. - Class A(1) | 14 | 465 |
|  CCC Intelligent Solutions Holdings, Inc.(1) | 14 | 130 |
|  CDW Corp. | 132 | 21075 |
|  Cerence, Inc.(1) | 13 | 158 |
|  CEVA, Inc.(1) | 2 | 42 |
|  Check Point Software Technologies Ltd.(1) | 110 | 22767 |
|  Ciena Corp.(1) | 253 | 36842 |
|  Cipher Mining, Inc.(1) | 122 | 1534 |
|  Circle Internet Group, Inc. - Class A(1) | 1 | 143 |
|  Cirrus Logic, Inc.(1) | 77 | 9610 |
|  Cleanspark, Inc.(1) | 127 | 1843 |
|  Clearfield, Inc.(1) | 3 | 112 |
|  Cognex Corp. | 5 | 204 |
|  Cognizant Technology Solutions Corp. - Class A | 13 | 884 |
|  Coherent Corp.(1) | 387 | 41740 |
|  Cohu, Inc.(1) | 21 | 421 |
|  CommScope Holding Co., Inc.(1) | 38 | 584 |
|  CompoSecure, Inc. - Class A(1) | 2 | 50 |
|  Consensus Cloud Solutions, Inc.(1) | 9 | 260 |
|  Core Scientific, Inc.(1) | 22 | 399 |
|  Corning, Inc. | 21 | 1722 |
|  Corsair Gaming, Inc.(1) | 21 | 185 |
|  Crane NXT Co. | 1 | 88 |
|  CS Disco, Inc.(1) | 3 | 18 |
|  CTS Corp. | 11 | 447 |
|  Daily Journal Corp.(1)(2) | 0 | 65 |
|  Daktronics, Inc.(1) | 15 | 307 |
|  Dell Technologies, Inc. - Class C | 78 | 11029 |
|  Diebold Nixdorf, Inc.(1) | 1 | 45 |
|  Digi International, Inc.(1) | 16 | 595 |
|  Digital Turbine, Inc.(1) | 18 | 113 |
|  Diodes, Inc.(1) | 21 | 1123 |

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------

---

| | | |
|:---|:---|:---|
|  Docusign, Inc. - Class A(1) | 1 | 93 |
|  Dolby Laboratories, Inc. - Class A | 2 | 115 |
|  Domo, Inc. - Class B(1) | 2 | 35 |
|  Dropbox, Inc. - Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377 | 11387 |
|  DXC Technology Co.(1) | 120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1631 |
|  Eastman Kodak Co.(1) | 31 | 196 |
|  eGain Corp.(1) | 3 | 24 |
|  Entegris, Inc. | 3 | 305 |
|  EPAM Systems, Inc.(1) | 1 | 223 |
|  ePlus, Inc. | 160 | 11370 |
|  Expensify, Inc. - Class A(1) | 14 | 25 |
|  F5, Inc.(1) | 2 | 501 |
|  Fabrinet(1) | 38 | 13712 |
|  Fair Isaac Corp.(1)(2) | 0 | 166 |
|  Fastly, Inc. - Class A(1) | 64 | 543 |
|  First Solar, Inc.(1) | 3 | 597 |
|  Flex Ltd.(1) | 272 | 15776 |
|  FormFactor, Inc.(1) | 237 | 8633 |
|  Gen Digital, Inc. | 776 | 22037 |
|  GlobalFoundries, Inc.(1) | 3 | 101 |
|  Globant SA(1) | 1 | 62 |
|  GoDaddy, Inc. - Class A(1) | 70 | 9516 |
|  Grid Dynamics Holdings, Inc.(1) | 7 | 51 |
|  Hackett Group, Inc. | 1 | 17 |
|  Harmonic, Inc.(1) | 38 | 392 |
|  Hewlett Packard Enterprise Co. | 468 | 11490 |
|  HP, Inc. | 441 | 12022 |
|  Hut 8 Corp.(1) | 43 | 1493 |
|  I3 Verticals, Inc. - Class A(1) | 10 | 324 |
|  Ichor Holdings Ltd.(1) | 15 | 269 |
|  Immersion Corp. | 14 | 102 |
|  indie Semiconductor, Inc. - Class A(1) | 57 | 230 |
|  Informatica, Inc. - Class A(1) | 3 | 77 |
|  Information Services Group, Inc. | 9 | 54 |
|  Ingram Micro Holding Corp. | 199 | 4275 |
|  Inseego Corp.(1) | 5 | 70 |
|  Insight Enterprises, Inc.(1) | 86 | 9741 |
|  InterDigital, Inc. | 51 | 17652 |
|  IPG Photonics Corp.(1) | 1 | 50 |
|  Itron, Inc.(1) | 11 | 1333 |
|  Jabil, Inc. | 67 | 14485 |
|  Keysight Technologies, Inc.(1) | 130 | 22715 |
|  Kimball Electronics, Inc.(1) | 11 | 332 |
|  Knowles Corp.(1) | 37 | 852 |
|  Kulicke & Soffa Industries, Inc. | 137 | 5577 |
|  Kyndryl Holdings, Inc.(1) | 6 | 176 |
|  Lattice Semiconductor Corp.(1)(2) | 0 | 37 |
|  Littelfuse, Inc. | 1 | 173 |
|  Lumentum Holdings, Inc.(1) | 2 | 275 |
|  MACOM Technology Solutions Holdings, Inc.(1) | 1 | 158 |
|  MARA Holdings, Inc.(1) | 170 | 3104 |
|  Marvell Technology, Inc. | 320 | 26899 |
|  MaxLinear, Inc. - Class A(1) | 33 | 527 |
|  Mercurity Fintech Holding, Inc.(1) | 15 | 357 |
|  Methode Electronics, Inc. | 16 | 118 |
|  Microchip Technology, Inc. | 343 | 22038 |
|  MicroVision, Inc.(1) | 43 | 54 |
|  Mirion Technologies, Inc. - Class A(1) | 359 | 8352 |
|  Mitek Systems, Inc.(1) | 17 | 166 |
|  MKS, Inc. | 2 | 218 |
|  MongoDB, Inc. - Class A(1) | 2 | 591 |
|  Monolithic Power Systems, Inc. | 47 | 43587 |
|  N-able, Inc.(1) | 33 | 258 |
|  Navitas Semiconductor Corp. - Class A(1) | 51 | 367 |
|  nCino, Inc.(1) | 210 | 5683 |
|  NCR Voyix Corp.(1) | 64 | 804 |
|  Neonode, Inc.(1) | 1 | 3 |
|  NetApp, Inc. | 193 | 22838 |
|  NETGEAR, Inc.(1) | 13 | 424 |
|  NetScout Systems, Inc.(1) | 218 | 5623 |
|  nLight, Inc.(1) | 20 | 601 |
|  Nutanix, Inc. - Class A(1) | 5 | 381 |
|  Okta, Inc. - Class A(1) | 3 | 248 |
|  ON Semiconductor Corp.(1) | 11 | 557 |
|  ON24, Inc.(1) | 18 | 100 |

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------

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| | | |
|:---|:---|:---|
|  OneSpan, Inc. | 14 | 224 |
|  Onto Innovation, Inc.(1) | 1 | 132 |
|  Opera Ltd. - ADR | 44 | 905 |
|  PAR Technology Corp.(1) | 8 | 302 |
|  PC Connection, Inc. | 5 | 325 |
|  Pegasystems, Inc. | 2 | 88 |
|  Penguin Solutions, Inc.(1) | 24 | 629 |
|  Photronics, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3807 |
|  Plexus Corp.(1) | 176 | 25408 |
|  Porch Group, Inc.(1) | 8 | 129 |
|  Powerfleet, Inc.(1) | 56 | 293 |
|  Progress Software Corp.(1) | 45 | 1975 |
|  PTC, Inc.(1) | 3 | 573 |
|  Pure Storage, Inc. - Class A(1) | 1 | 98 |
|  Qorvo, Inc.(1) | 56 | 5098 |
|  Rackspace Technology, Inc.(1) | 37 | 52 |
|  Ralliant Corp. | 3 | 131 |
|  Rambus, Inc.(1) | 116 | 12077 |
|  Ribbon Communications, Inc.(1) | 45 | 172 |
|  Richardson Electronics Ltd. | 6 | 58 |
|  Rimini Street, Inc.(1) | 19 | 88 |
|  Riot Platforms, Inc.(1) | 654 | 12452 |
|  Rogers Corp.(1) | 8 | 680 |
|  Rubrik, Inc. - Class A(1) | 1 | 104 |
|  SailPoint, Inc.(1) | 2 | 35 |
|  Sandisk Corp.(1) | 73 | 8157 |
|  Sanmina Corp.(1) | 72 | 8339 |
|  ScanSource, Inc.(1) | 10 | 430 |
|  Seagate Technology Holdings Plc | 80 | 18854 |
|  SentinelOne, Inc. - Class A(1) | 2 | 43 |
|  Silvaco Group, Inc.(1) | 5 | 26 |
|  Skyworks Solutions, Inc. | 4 | 310 |
|  Super Micro Computer, Inc.(1) | 7 | 354 |
|  Synaptics, Inc.(1) | 16 | 1100 |
|  TD SYNNEX Corp. | 48 | 7846 |
|  TE Connectivity Plc | 76 | 16656 |
|  Teledyne Technologies, Inc.(1) | 17 | 9972 |
|  Telos Corp.(1) | 26 | 178 |
|  Teradata Corp.(1) | 2 | 44 |
|  Teradyne, Inc. | 4 | 597 |
|  Terawulf, Inc.(1) | 7 | 84 |
|  Trimble, Inc.(1) | 6 | 527 |
|  TTM Technologies, Inc.(1) | 215 | 12374 |
|  Tucows, Inc. - Class A(1) | 3 | 47 |
|  Turtle Beach Corp.(1) | 2 | 35 |
|  Twilio, Inc. - Class A(1) | 3 | 313 |
|  Tyler Technologies, Inc.(1)(2) | 0 | 103 |
|  UiPath, Inc. - Class A(1) | 11 | 144 |
|  Ultra Clean Holdings, Inc.(1) | 19 | 526 |
|  Unisys Corp.(1) | 8 | 31 |
|  Unity Software, Inc.(1) | 8 | 319 |
|  Universal Display Corp. | 1 | 168 |
|  Veeco Instruments, Inc.(1) | 26 | 802 |
|  Verint Systems, Inc.(1) | 28 | 559 |
|  VeriSign, Inc. | 59 | 16536 |
|  Viasat, Inc.(1) | 54 | 1578 |
|  Vishay Intertechnology, Inc. | 55 | 846 |
|  Vishay Precision Group, Inc.(1) | 6 | 178 |
|  Vontier Corp. | 360 | 15126 |
|  Western Digital Corp. | 64 | 7693 |
|  Xerox Holdings Corp. | 55 | 207 |
|  Xperi, Inc.(1) | 20 | 131 |
|  Zebra Technologies Corp. - Class A(1) | 58 | 17183 |
|  Zoom Communications, Inc. - Class A(1) | 53 | 4413 |
|  Total Information Technology | Total Information Technology | 840305 |
|  **Materials – 5.43%** |  |  |
|  AdvanSix, Inc. | 12 | 240 |
|  Albemarle Corp. | 3 | 256 |
|  Alcoa Corp. | 7 | 231 |
|  Alpha Metallurgical Resources, Inc.(1) | 4 | 623 |
|  Amcor Plc | 62 | 508 |
|  American Battery Technology Co.(1) | 17 | 80 |
|  American Vanguard Corp.(1) | 12 | 70 |
|  Anglogold Ashanti Plc | 12 | 831 |
|  AptarGroup, Inc. | 2 | 236 |

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------

---

| | | |
|:---|:---|:---|
|  Ardagh Metal Packaging SA  | 50 | 199 |
|  Arq, Inc.(1) | 13 | 95 |
|  Ascent Industries Co.(1) | 3 | 44 |
|  Ashland, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;448 | 21458 |
|  Aspen Aerogels, Inc.(1) | 29 | 204 |
|  Avery Dennison Corp. | 2 | 342 |
|  Avient Corp. | 611 | 20129 |
|  Axalta Coating Systems Ltd.(1) | 201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5746 |
|  Ball Corp. | 235 | 11841 |
|  Cabot Corp. | 41 | 3115 |
|  Caledonia Mining Corp. Plc | 8 | 272 |
|  Celanese Corp. - Class A | 3 | 125 |
|  CF Industries Holdings, Inc. | 216 | 19345 |
|  Chemours Co. | 343 | 5431 |
|  Clearwater Paper Corp.(1) | 7 | 154 |
|  Cleveland-Cliffs, Inc.(1) | 13 | 154 |
|  Coeur Mining, Inc.(1) | 146 | 2739 |
|  Commercial Metals Co. | 268 | 15334 |
|  Compass Minerals International, Inc.(1) | 4 | 77 |
|  Constellium SE - Class A(1) | 41 | 607 |
|  Core Molding Technologies, Inc.(1) | 4 | 81 |
|  Corteva, Inc. | 18 | 1241 |
|  Critical Metals Corp.(1) | 8 | 53 |
|  Crown Holdings, Inc. | 48 | 4636 |
|  Dow, Inc. | 19 | 435 |
|  DuPont de Nemours, Inc. | 161 | 12514 |
|  Eagle Materials, Inc. | 1 | 192 |
|  Eastman Chemical Co. | 64 | 4056 |
|  Ecovyst, Inc.(1) | 221 | 1940 |
|  Element Solutions, Inc. | 983 | 24736 |
|  Ferroglobe Plc | 54 | 245 |
|  Flotek Industries, Inc.(1) | 5 | 74 |
|  FMC Corp. | 16 | 536 |
|  Freeport-McMoRan, Inc. | 586 | 22980 |
|  Friedman Industries, Inc. | 3 | 63 |
|  Graphic Packaging Holding Co. | 1128 | 22075 |
|  Greif, Inc. - Class A | 12 | 695 |
|  Greif, Inc. - Class B | 2 | 142 |
|  HB Fuller Co. | 158 | 9378 |
|  Hecla Mining Co. | 209 | 2530 |
|  Huntsman Corp. | 4 | 39 |
|  Ingevity Corp.(1) | 114 | 6296 |
|  Innospec, Inc. | 11 | 823 |
|  International Flavors & Fragrances, Inc. | 7 | 425 |
|  International Paper Co. | 176 | 8152 |
|  Intrepid Potash, Inc.(1) | 5 | 141 |
|  Ivanhoe Electric, Inc.(1) | 6 | 71 |
|  James Hardie Industries Plc(1) | 1 | 28 |
|  Kaiser Aluminum Corp. | 3 | 267 |
|  Knife River Corp.(1) | 155 | 11879 |
|  Koppers Holdings, Inc. | 93 | 2597 |
|  Kronos Worldwide, Inc. | 10 | 58 |
|  Louisiana-Pacific Corp. | 68 | 6030 |
|  LSB Industries, Inc.(1) | 24 | 189 |
|  LyondellBasell Industries NV - Class A | 7 | 338 |
|  MAC Copper Ltd. - Class A(1) | 28 | 344 |
|  Magnera Corp.(1) | 15 | 180 |
|  Martin Marietta Materials, Inc. | 23 | 14368 |
|  Materion Corp. | 8 | 933 |
|  Mativ Holdings, Inc. | 25 | 280 |
|  Metallus, Inc.(1) | 17 | 278 |
|  Minerals Technologies, Inc. | 113 | 7044 |
|  Mosaic Co. | 187 | 6480 |
|  MP Materials Corp.(1) | 3 | 233 |
|  Myers Industries, Inc. | 14 | 237 |
|  NewMarket Corp. | 12 | 9736 |
|  Novagold Resources, Inc.(1) | 8 | 74 |
|  Nucor Corp. | 178 | 24096 |
|  O-I Glass, Inc.(1) | 53 | 684 |
|  Olin Corp. | 3 | 76 |
|  Olympic Steel, Inc. | 5 | 138 |
|  OR Royalties, Inc. | 280 | 11238 |
|  Orion SA | 25 | 190 |
|  Packaging Corp. of America | 101 | 21992 |
|  Perimeter Solutions, Inc.(1) | 64 | 1426 |

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| | | |
|:---|:---|:---|
|  PPG Industries, Inc. | 6 | 638 |
|  Quaker Chemical Corp. | 72 | 9499 |
|  Ranpak Holdings Corp. - Class A(1) | 20 | 114 |
|  Rayonier Advanced Materials, Inc.(1) | 30 | 217 |
|  Reliance, Inc. | 68 | 19223 |
|  Royal Gold, Inc. | 2 | 354 |
|  RPM International, Inc. | 3 | 407 |
|  Ryerson Holding Corp. | 12 | 285 |
|  Scotts Miracle-Gro Co. | 1 | 67 |
|  Sealed Air Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4065 |
|  Silgan Holdings, Inc. | 227 | 9776 |
|  Smurfit WestRock Plc | 14 | 594 |
|  Sonoco Products Co. | 2 | 106 |
|  SSR Mining, Inc.(1) | 93 | 2269 |
|  Steel Dynamics, Inc. | 40 | 5625 |
|  Stepan Co. | 10 | 462 |
|  SunCoke Energy, Inc. | 321 | 2618 |
|  Sylvamo Corp. | 115 | 5075 |
|  Titan America SA(1) | 173 | 2580 |
|  Tredegar Corp.(1) | 12 | 97 |
|  TriMas Corp. | 258 | 9982 |
|  Trinseo Plc | 16 | 37 |
|  Tronox Holdings Plc - Class A | 55 | 219 |
|  Valhi, Inc. | 1 | 20 |
|  Vulcan Materials Co. | 102 | 31305 |
|  Warrior Met Coal, Inc. | 24 | 1519 |
|  Westlake Corp. | 1 | 73 |
|  Worthington Steel, Inc. | 15 | 464 |
|  Total Materials | Total Materials | 464138 |
|  **Real Estate – 6.44%** |  |  |
|  Acadia Realty Trust | 531 | 10709 |
|  Agree Realty Corp. | 3 | 205 |
|  Alexander & Baldwin, Inc. | 33 | 597 |
|  Alexandria Real Estate Equities, Inc. | 5 | 379 |
|  Alpine Income Property Trust, Inc. | 6 | 80 |
|  American Assets Trust, Inc. | 213 | 4319 |
|  American Healthcare REIT, Inc. | 92 | 3882 |
|  American Homes 4 Rent - Class A | 9 | 307 |
|  American Realty Investors, Inc.(1) | 1 | 11 |
|  Americold Realty Trust, Inc. | 628 | 7690 |
|  Anywhere Real Estate, Inc.(1) | 48 | 506 |
|  Apartment Investment & Management Co. - Class A | 27 | 212 |
|  Apple Hospitality REIT, Inc. | 527 | 6324 |
|  Armada Hoffler Properties, Inc. | 36 | 253 |
|  AvalonBay Communities, Inc. | 4 | 742 |
|  Braemar Hotels & Resorts, Inc. | 26 | 70 |
|  Brandywine Realty Trust | 300 | 1252 |
|  Brixmor Property Group, Inc. | 487 | 13475 |
|  Broadstone Net Lease, Inc. - Class A | 332 | 5937 |
|  BRT Apartments Corp. | 6 | 88 |
|  BXP, Inc. | 212 | 15771 |
|  Camden Property Trust | 3 | 309 |
|  CareTrust REIT, Inc. | 88 | 3047 |
|  CBL & Associates Properties, Inc. | 3 | 80 |
|  CBRE Group, Inc. - Class A(1) | 7 | 1119 |
|  Centerspace | 175 | 10333 |
|  Chatham Lodging Trust | 128 | 856 |
|  City Office REIT, Inc. | 19 | 132 |
|  Clipper Realty, Inc. | 6 | 22 |
|  Community Healthcare Trust, Inc. | 12 | 184 |
|  COPT Defense Properties | 53 | 1529 |
|  CoStar Group, Inc.(1) | 10 | 829 |
|  Cousins Properties, Inc. | 541 | 15664 |
|  Crown Castle, Inc. | 12 | 1125 |
|  CTO Realty Growth, Inc. | 14 | 229 |
|  CubeSmart | 486 | 19746 |
|  Curbline Properties Corp. | 45 | 998 |
|  Cushman & Wakefield Plc(1) | 2350 | 37414 |
|  DiamondRock Hospitality Co. | 44 | 348 |
|  Digital Realty Trust, Inc. | 9 | 1563 |
|  Diversified Healthcare Trust | 103 | 453 |
|  Douglas Elliman, Inc.(1) | 35 | 101 |
|  Douglas Emmett, Inc. | 470 | 7318 |
|  Easterly Government Properties, Inc. - Class A | 19 | 438 |
|  EastGroup Properties, Inc. | 73 | 12371 |

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| | | |
|:---|:---|:---|
|  Elme Communities | 40 | 679 |
|  Empire State Realty Trust, Inc. - Class A | 62 | 477 |
|  EPR Properties | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | 12535 |
|  Equity LifeStyle Properties, Inc. | 179 | 10874 |
|  Equity Residential | 156 | 10127 |
|  Essential Properties Realty Trust, Inc. | 430 | 12802 |
|  Essex Property Trust, Inc. | 41 | 10843 |
|  Extra Space Storage, Inc. | 138 | 19464 |
|  Farmland Partners, Inc. | 20 | 214 |
|  Federal Realty Investment Trust | 2 | 224 |
|  First Industrial Realty Trust, Inc. | 3 | 176 |
|  Forestar Group, Inc.(1) | 9 | 245 |
|  Four Corners Property Trust, Inc. | 337 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8235 |
|  Franklin Street Properties Corp. | 34 | 54 |
|  FrontView REIT, Inc. | 8 | 113 |
|  FRP Holdings, Inc.(1) | 6 | 135 |
|  Gaming & Leisure Properties, Inc. | 7 | 343 |
|  Getty Realty Corp. | 24 | 649 |
|  Gladstone Commercial Corp. | 18 | 221 |
|  Gladstone Land Corp. | 17 | 152 |
|  Global Medical REIT, Inc. | 6 | 192 |
|  Global Net Lease, Inc. | 91 | 740 |
|  Healthcare Realty Trust, Inc. - Class A | 9 | 155 |
|  Healthpeak Properties, Inc. | 18 | 349 |
|  Highwoods Properties, Inc. | 192 | 6103 |
|  Host Hotels & Resorts, Inc. | 306 | 5200 |
|  Howard Hughes Holdings, Inc.(1) | 1 | 59 |
|  Hudson Pacific Properties, Inc.(1) | 170 | 468 |
|  Independence Realty Trust, Inc. | 635 | 10404 |
|  Industrial Logistics Properties Trust | 25 | 148 |
|  Innovative Industrial Properties, Inc. - Class A | 48 | 2587 |
|  InvenTrust Properties Corp. | 36 | 1038 |
|  Invitation Homes, Inc. | 17 | 485 |
|  Iron Mountain, Inc. | 8 | 802 |
|  JBG SMITH Properties | 29 | 637 |
|  Jones Lang LaSalle, Inc.(1) | 1 | 276 |
|  Kennedy-Wilson Holdings, Inc. | 55 | 461 |
|  Kilroy Realty Corp. | 3 | 127 |
|  Kimco Realty Corp. | 18 | 394 |
|  Kite Realty Group Trust | 101 | 2262 |
|  Lamar Advertising Co. - Class A | 138 | 16852 |
|  Lineage, Inc. | 2 | 75 |
|  Logistic Properties Of The Americas(1) | 3 | 13 |
|  LTC Properties, Inc. | 82 | 3019 |
|  LXP Industrial Trust | 134 | 1201 |
|  Macerich Co. | 117 | 2130 |
|  Marcus & Millichap, Inc. | 11 | 321 |
|  Medical Properties Trust, Inc. | 14 | 69 |
|  Mid-America Apartment Communities, Inc. | 108 | 15119 |
|  Millrose Properties, Inc. | 3 | 103 |
|  Modiv Industrial, Inc. - Class C | 4 | 62 |
|  National Health Investors, Inc. | 16 | 1300 |
|  National Storage Affiliates Trust | 2 | 53 |
|  NET Lease Office Properties | 7 | 219 |
|  NETSTREIT Corp. | 32 | 584 |
|  Newmark Group, Inc. - Class A | 71 | 1331 |
|  NexPoint Diversified Real Estate Trust | 16 | 57 |
|  NexPoint Residential Trust, Inc. | 7 | 239 |
|  NNN REIT, Inc. | 5 | 213 |
|  Omega Healthcare Investors, Inc. | 104 | 4411 |
|  One Liberty Properties, Inc. | 9 | 196 |
|  Outfront Media, Inc. | 264 | 4838 |
|  Paramount Group, Inc.(1) | 85 | 555 |
|  Park Hotels & Resorts, Inc. | 5 | 57 |
|  Peakstone Realty Trust | 17 | 227 |
|  Pebblebrook Hotel Trust | 55 | 621 |
|  Phillips Edison & Co., Inc. | 48 | 1649 |
|  Piedmont Realty Trust, Inc. - Class A | 251 | 2260 |
|  Plymouth Industrial REIT, Inc. | 211 | 4711 |
|  Postal Realty Trust, Inc. - Class A | 10 | 157 |
|  PotlatchDeltic Corp. | 383 | 15621 |
|  Rayonier, Inc. | 4 | 112 |
|  Realty Income Corp. | 24 | 1474 |
|  Regency Centers Corp. | 216 | 15753 |
|  REX Holdings, Inc. - Class A(1) | 10 | 92 |

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| | | |
|:---|:---|:---|
|  Rexford Industrial Realty, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231 | 9507 |
|  RLJ Lodging Trust | 71 | 508 |
|  RMR Group, Inc. - Class A | 8 | 120 |
|  Ryman Hospitality Properties, Inc. | 208 | 18668 |
|  Sabra Health Care REIT, Inc. | 535 | 9974 |
|  Safehold, Inc. | 26 | 398 |
|  Saul Centers, Inc. | 1 | 17 |
|  SBA Communications Corp. - Class A | 47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9034 |
|  Seaport Entertainment Group, Inc.(1) | 3 | 78 |
|  Service Properties Trust | 70 | 190 |
|  Sila Realty Trust, Inc. | 25 | 631 |
|  Simon Property Group, Inc. | 153 | 28790 |
|  SITE Centers Corp. | 24 | 215 |
|  SL Green Realty Corp. | 33 | 1976 |
|  Smartstop Self Storage REIT, Inc. | 513 | 19322 |
|  STAG Industrial, Inc. | 5 | 180 |
|  Stratus Properties, Inc.(1) | 3 | 61 |
|  Strawberry Fields REIT, Inc. | 2 | 19 |
|  Summit Hotel Properties, Inc. | 51 | 280 |
|  Sun Communities, Inc. | 3 | 346 |
|  Sunstone Hotel Investors, Inc. | 83 | 774 |
|  Tanger, Inc. | 5 | 182 |
|  Tejon Ranch Co.(1) | 10 | 155 |
|  Terreno Realty Corp. | 164 | 9309 |
|  Transcontinental Realty Investors, Inc.(1) | 1 | 44 |
|  UDR, Inc. | 8 | 314 |
|  UMH Properties, Inc. | 175 | 2600 |
|  Universal Health Realty Income Trust | 1 | 33 |
|  Urban Edge Properties | 405 | 8285 |
|  Ventas, Inc. | 141 | 9866 |
|  Veris Residential, Inc. | 36 | 552 |
|  VICI Properties, Inc. - Class A | 301 | 9810 |
|  Vornado Realty Trust | 5 | 192 |
|  Weyerhaeuser Co. | 19 | 479 |
|  Whitestone REIT - Class B | 21 | 252 |
|  WP Carey, Inc. | 6 | 395 |
|  Xenia Hotels & Resorts, Inc. | 39 | 538 |
|  Zillow Group, Inc. - Class A(1) | 1 | 100 |
|  Zillow Group, Inc. - Class C(1) | 4 | 337 |
|  Total Real Estate | Total Real Estate | 550691 |
|  **Utilities – 4.92%** |  |  |
|  AES Corp. | 19 | 250 |
|  ALLETE, Inc. | 27 | 1769 |
|  Alliant Energy Corp. | 498 | 33567 |
|  Ameren Corp. | 7 | 755 |
|  American States Water Co. | 6 | 441 |
|  American Water Works Co., Inc. | 5 | 727 |
|  Atmos Energy Corp. | 4 | 722 |
|  Avista Corp. | 37 | 1387 |
|  Black Hills Corp. | 33 | 2049 |
|  Brookfield Infrastructure Corp. - Class A | 225 | 9232 |
|  Brookfield Renewable Corp. | 4 | 123 |
|  California Water Service Group | 27 | 1249 |
|  CenterPoint Energy, Inc. | 222 | 8630 |
|  Chesapeake Utilities Corp. | 7 | 908 |
|  Clearway Energy, Inc. - Class A | 1 | 22 |
|  Clearway Energy, Inc. - Class C | 2 | 65 |
|  CMS Energy Corp. | 446 | 32688 |
|  Consolidated Edison, Inc. | 10 | 973 |
|  Consolidated Water Co. Ltd. | 5 | 174 |
|  DTE Energy Co. | 155 | 21985 |
|  Edison International | 10 | 561 |
|  Entergy Corp. | 159 | 14797 |
|  Essential Utilities, Inc. | 7 | 297 |
|  Evergy, Inc. | 493 | 37494 |
|  Eversource Energy | 100 | 7116 |
|  Exelon Corp. | 27 | 1222 |
|  FirstEnergy Corp. | 252 | 11537 |
|  Genie Energy Ltd. - Class B | 9 | 136 |
|  H2O America | 14 | 698 |
|  Hallador Energy Co.(1) | 1 | 22 |
|  Hawaiian Electric Industries, Inc.(1) | 80 | 879 |
|  IDACORP, Inc. - Class Rights | 1 | 184 |
|  MDU Resources Group, Inc. | 259 | 4612 |
|  MGE Energy, Inc. | 81 | 6824 |

---

------

---

| | | |
|:---|:---|:---|
|  Middlesex Water Co. | 7 | 365 |
|  Montauk Renewables, Inc.(1) | 24 | 49 |
|  National Fuel Gas Co. | 140 | 12900 |
|  New Jersey Resources Corp. | 230 | 11087 |
|  NiSource, Inc. | 13 | 552 |
|  Northwest Natural Holding Co. | 18 | 816 |
|  Northwestern Energy Group, Inc. | 205 | 11993 |
|  NRG Energy, Inc. | 71 | 11541 |
|  OGE Energy Corp. | 350 | 16182 |
|  Oklo, Inc. - Class A(1) | 38 | 4249 |
|  ONE Gas, Inc. | 259 | 20969 |
|  Ormat Technologies, Inc. | 28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2698 |
|  Otter Tail Corp. | 73 | 6009 |
|  PG&E Corp. | 59 | 886 |
|  Pinnacle West Capital Corp. | 3 | 289 |
|  Portland General Electric Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | 13866 |
|  PPL Corp. | 20 | 735 |
|  Public Service Enterprise Group, Inc. | 13 | 1121 |
|  Pure Cycle Corp.(1) | 10 | 110 |
|  RGC Resources, Inc. | 4 | 83 |
|  Southwest Gas Holdings, Inc. | 30 | 2326 |
|  Spire, Inc. | 139 | 11338 |
|  Talen Energy Corp.(1) | 29 | 12496 |
|  TXNM Energy, Inc. | 45 | 2526 |
|  UGI Corp. | 847 | 28188 |
|  Unitil Corp. | 7 | 343 |
|  Vistra Corp. | 35 | 6939 |
|  WEC Energy Group, Inc. | 300 | 34392 |
|  Xcel Energy, Inc. | 16 | 1279 |
|  York Water Co. | 5 | 157 |
|  Total Utilities | Total Utilities | 420579 |
|  **Total Common Stocks (Cost: $6,466,494)** | **Total Common Stocks (Cost: $6,466,494)** | **8367874** |
|  **WARRANTS – 0.00%(3)** |  |  |
|  **Healthcare – 0.00%(3)** |  |  |
|  Pulse Biosciences, Inc., expires 06/27/2029(1)(6) | 1 | 2 |
|  Total Healthcare | Total Healthcare | 2 |
|  **Total Warrants (Cost: $0)** | **Total Warrants (Cost: $0)** | **2** |
|  **SHORT-TERM INVESTMENTS – 2.01%** |  |  |
|  **Money Market Funds – 1.96%** |  |  |
|  JP Morgan U.S. Government Money Market Fund, 4.09%(4) | 167545 | 167545 |
|  **Total Money Market Funds (Cost: $167,545)** |  | **167545** |
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **Time Deposits – 0.05%** |  |  |
|  Brown Brothers Harriman, 1.07% due 10/01/2025(2) | 0 | 0 |
|  Citibank, New York, 3.59% due 10/01/2025 | $798 | 798 |
|  JP Morgan, New York, 3.59% due 10/01/2025 | 2079 | 2079 |
|  Royal Bank of Canada, Toronto, 1.58% due 10/01/2025(2) | 0 | 0 |
|  Royal Bank of Canada, Toronto, 3.59% due 10/01/2025 | $942 | 942 |
|  Sumitomo Trust Bank, London, 3.59% due 10/01/2025 | 189 | 189 |
|  **Total Time Deposits (Cost: $4,008)** |  | **4008** |
|  **Total Short-Term Investments (Cost: $171,553)** | **Total Short-Term Investments (Cost: $171,553)** | **171553** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.88%**<br> **(Cost: $6,638,047)** |  | **8539429** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.12%** |  | **10483** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**8549912** |

---

Percentages are stated as a percent of net assets.

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

---

| | |
|:---|:---|
| ADR | American Depositary Receipt |
| REIT | Real Estate Investment Trust |
| CAD | Canadian Dollar |
| SEK | Swedish Krona |

---

(1) Non-income producing security.

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

(3) Amount calculated is less than 0.005%.

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

(5) Security that is restricted at September 30, 2025. The value of these securities totals $-, which
represents 0.00% of total net assets.

(6) Security that is categorized as Level 3 per the Trust's fair value hierarchy. The value of these
securities totals $13, which represents 0.00% of total net assets.

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

------

**Open Futures Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts**<br> **Purchased** | **Reference Entity** | **Expiration Date** | **Notional Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| 9 | E-mini Russell 1000 Future | Dec. 2025 | $905 | $907 | $2 |
| 35 | E-mini Russell 2000 Future | Dec. 2025 | 4259 | 4297 | 38 |
| 3 | S&P MidCap 400 E-mini Future | Dec. 2025 | 995 | 986 | (9) |
|  |  |  |  |  | $**31** |

---

------

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

**Schedule of Investments** 

**September 30, 2025 (Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Shares**<br>**(000s)** | **Value**<br>**(000s)** |
|  **COMMON STOCKS – 98.64%** |  |  |
|  **Communication Services – 2.43%** |  |  |
|  AST SpaceMobile, Inc. - Class A(1) | 17 | $827 |
|  Atlanta Braves Holdings, Inc. - Class C(1) | 23 | 974 |
|  Cargurus, Inc. - Class A(1) | 18 | 673 |
|  Criteo SA - ADR(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3009 |
|  EchoStar Corp. - Class A(1) | 25 | 1945 |
|  Frontier Communications Parent, Inc.(1) | 12 | 433 |
|  GCI Liberty, Inc. - Class C(1) | 1 | 34 |
|  IAC, Inc.(1) | 15 | 523 |
|  John Wiley & Sons, Inc. - Class A | 112 | 4534 |
|  Liberty Broadband Corp. - Class C(1) | 5 | 289 |
|  Liberty Media Corp.-Liberty Formula One - Class C(1) | 32 | 3379 |
|  Liberty Media Corp.-Liberty Live - Class C(1) | 1 | 89 |
|  Lumen Technologies, Inc.(1) | 97 | 592 |
|  Madison Square Garden Entertainment Corp. - Class A(1) | 12 | 540 |
|  Madison Square Garden Sports Corp. - Class A(1) | 1 | 116 |
|  Magnite, Inc.(1) | 77 | 1677 |
|  News Corp. - Class B | 1 | 50 |
|  Nexstar Media Group, Inc. - Class A | 72 | 14175 |
|  Nextdoor Holdings, Inc.(1) | 292 | 611 |
|  Omnicom Group, Inc.(2) | 0 | 27 |
|  Pinterest, Inc. - Class A(1) | 23 | 737 |
|  Reddit, Inc. - Class A(1) | 25 | 5738 |
|  ROBLOX Corp. - Class A(1) | 52 | 7270 |
|  Roku, Inc. - Class A(1) | 4 | 374 |
|  Scholastic Corp. | 33 | 900 |
|  Shutterstock, Inc. | 21 | 431 |
|  Sphere Entertainment Co.(1) | 1 | 72 |
|  Spotify Technology SA(1) | 2 | 1522 |
|  Take-Two Interactive Software, Inc.(1) | 14 | 3654 |
|  TEGNA, Inc. | 35 | 711 |
|  Telephone & Data Systems, Inc. | 23 | 884 |
|  Thryv Holdings, Inc.(1) | 55 | 658 |
|  Trade Desk, Inc. - Class A(1) | 18 | 891 |
|  TrueCar, Inc.(1) | 33 | 60 |
|  Vimeo, Inc.(1) | 116 | 899 |
|  Webtoon Entertainment, Inc.(1) | 45 | 872 |
|  Yelp, Inc. - Class A(1) | 20 | 623 |
|  Ziff Davis, Inc.(1) | 14 | 519 |
|  Total Communication Services | Total Communication Services | 61312 |
|  **Consumer Discretionary – 11.38%** |  |  |
|  Abercrombie & Fitch Co. - Class A(1) | 2 | 158 |
|  Academy Sports & Outdoors, Inc. | 6 | 305 |
|  Accel Entertainment, Inc. - Class A(1) | 10 | 111 |
|  Adient Plc(1) | 88 | 2117 |
|  ADT, Inc. | 635 | 5534 |
|  Adtalem Global Education, Inc.(1) | 1 | 119 |
|  Amer Sports, Inc.(1) | 118 | 4110 |
|  Aptiv Plc(1) | 66 | 5663 |
|  Aramark | 14 | 554 |
|  Asbury Automotive Group, Inc.(1) | 1 | 275 |
|  AutoNation, Inc.(1) | 31 | 6804 |
|  AutoZone, Inc.(1) | 1 | 5376 |
|  Bath & Body Works, Inc. | 175 | 4506 |
|  Best Buy Co., Inc. | 3 | 232 |
|  Birkenstock Holding Plc(1) | 141 | 6369 |
|  Boot Barn Holdings, Inc.(1) | 5 | 838 |
|  BorgWarner, Inc. | 168 | 7402 |
|  Bright Horizons Family Solutions, Inc.(1) | 73 | 7894 |
|  Brightstar Lottery Plc | 33 | 573 |
|  Brinker International, Inc.(1) | 26 | 3328 |
|  Brunswick Corp. | 73 | 4645 |
|  Burlington Stores, Inc.(1) | 10 | 2646 |
|  Camping World Holdings, Inc. - Class A | 64 | 1014 |
|  CarMax, Inc.(1) | 13 | 586 |
|  Carter's, Inc. | 18 | 520 |
|  Carvana Co. - Class A(1) | 15 | 5582 |
|  Cava Group, Inc.(1) | 8 | 467 |

---

------

---

| | | |
|:---|:---|:---|
|  Century Communities, Inc. | 3 | 206 |
|  Champion Homes, Inc.(1) | 10 | 775 |
|  Chipotle Mexican Grill, Inc. - Class A(1) | 27 | 1056 |
|  Choice Hotels International, Inc.(2) | 0 | 46 |
|  Churchill Downs, Inc. | 9 | 897 |
|  Coupang, Inc. - Class A(1) | 26 | 853 |
|  Coursera, Inc.(1) | 73 | 859 |
|  Cracker Barrel Old Country Store, Inc. | 46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2028 |
|  Crocs, Inc.(1) | 11 | 893 |
|  Darden Restaurants, Inc. | 5 | 876 |
|  Dave & Buster's Entertainment, Inc.(1) | 1 | 12 |
|  Deckers Outdoor Corp.(1) | 25 | 2581 |
|  Dick's Sporting Goods, Inc. | 28 | 6184 |
|  Dillard's, Inc. - Class A | 2 | 1281 |
|  Dine Brands Global, Inc. | 23 | 560 |
|  Domino's Pizza, Inc. | 4 | 1583 |
|  DoorDash, Inc. - Class A(1) | 17 | 4515 |
|  Dorman Products, Inc.(1) | 1 | 200 |
|  DR Horton, Inc. | 49 | 8320 |
|  Driven Brands Holdings, Inc.(1) | 25 | 409 |
|  Dutch Bros, Inc. - Class A(1) | 84 | 4374 |
|  eBay, Inc. | 2 | 176 |
|  Expedia Group, Inc. | 2 | 483 |
|  Five Below, Inc.(1) | 10 | 1491 |
|  Floor & Decor Holdings, Inc. - Class A(1) | 26 | 1913 |
|  Flutter Entertainment Plc(1) | 23 | 5757 |
|  Frontdoor, Inc.(1) | 10 | 651 |
|  GameStop Corp. - Class A(1) | 15 | 420 |
|  Garmin Ltd. | 12 | 2885 |
|  G-III Apparel Group Ltd.(1) | 14 | 363 |
|  Global Business Travel Group I(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | 1498 |
|  Golden Entertainment, Inc. | 26 | 609 |
|  Goodyear Tire & Rubber Co.(1) | 70 | 526 |
|  Graham Holdings Co. - Class B(2) | 0 | 69 |
|  Green Brick Partners, Inc.(1) | 1 | 94 |
|  Group 1 Automotive, Inc. | 12 | 5444 |
|  H&R Block, Inc. | 31 | 1577 |
|  Hanesbrands, Inc.(1) | 40 | 266 |
|  Hasbro, Inc. | 11 | 829 |
|  Hilton Worldwide Holdings, Inc. | 27 | 7077 |
|  Hovnanian Enterprises, Inc. - Class A(1) | 5 | 578 |
|  Hyatt Hotels Corp. - Class A | 17 | 2389 |
|  Installed Building Products, Inc. | 15 | 3678 |
|  KB Home | 15 | 984 |
|  Las Vegas Sands Corp. | 26 | 1403 |
|  Laureate Education, Inc. - Class A(1) | 188 | 5925 |
|  La-Z-Boy, Inc. | 1 | 22 |
|  LCI Industries | 1 | 84 |
|  Lear Corp. | 8 | 760 |
|  LGI Homes, Inc.(1) | 12 | 640 |
|  Life Time Group Holdings, Inc.(1) | 126 | 3487 |
|  Light & Wonder, Inc.(1) | 4 | 309 |
|  Lithia Motors, Inc. - Class A | 1 | 196 |
|  Macy's, Inc. | 20 | 361 |
|  Malibu Boats, Inc. - Class A(1) | 14 | 454 |
|  MarineMax, Inc.(1) | 23 | 572 |
|  Marriott Vacations Worldwide Corp. | 12 | 817 |
|  Meritage Homes Corp. | 4 | 274 |
|  Mister Car Wash, Inc.(1) | 76 | 406 |
|  Murphy USA, Inc. | 3 | 1091 |
|  Norwegian Cruise Line Holdings Ltd.(1) | 14 | 337 |
|  Ollie's Bargain Outlet Holdings, Inc.(1) | 37 | 4741 |
|  On Holding AG - Class A(1) | 126 | 5340 |
|  Oxford Industries, Inc. | 12 | 496 |
|  Patrick Industries, Inc. | 1 | 119 |
|  Penske Automotive Group, Inc.(2) | 0 | 58 |
|  Phinia, Inc. | 13 | 757 |
|  Planet Fitness, Inc. - Class A(1) | 70 | 7267 |
|  Pool Corp. | 3 | 989 |
|  PulteGroup, Inc. | 28 | 3660 |
|  PVH Corp. | 52 | 4321 |
|  Ralph Lauren Corp. - Class A | 8 | 2463 |
|  Red Rock Resorts, Inc. - Class A | 11 | 653 |
|  Revolve Group, Inc. - Class A(1) | 13 | 274 |
|  RH(1) | 5 | 933 |

---

------

---

| | | |
|:---|:---|:---|
|  Ross Stores, Inc. | 17 | 2641 |
|  Royal Caribbean Cruises Ltd. | 31 | 9896 |
|  Rush Street Interactive, Inc.(1) | 39 | 789 |
|  Shake Shack, Inc. - Class A(1) | 15 | 1407 |
|  SharkNinja, Inc.(1) | 48 | 4918 |
|  Signet Jewelers Ltd. | 11 | 1028 |
|  Somnigroup International, Inc. | 74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6220 |
|  Sonic Automotive, Inc. - Class A | 1 | 88 |
|  Sonos, Inc.(1) | 68 | 1069 |
|  Sportradar Group AG - Class A(1) | 61 | 1629 |
|  Tapestry, Inc. | 28 | 3145 |
|  Taylor Morrison Home Corp. - Class A(1) | 50 | 3307 |
|  Texas Roadhouse, Inc. - Class A | 63 | 10458 |
|  Thor Industries, Inc. | 12 | 1279 |
|  TopBuild Corp.(1) | 7 | 2811 |
|  Tractor Supply Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | 7500 |
|  Travel + Leisure Co. | 1 | 57 |
|  Ulta Beauty, Inc.(1) | 7 | 3864 |
|  Urban Outfitters, Inc.(1) | 2 | 146 |
|  Vail Resorts, Inc. | 3 | 476 |
|  Valvoline, Inc.(1) | 81 | 2916 |
|  Victoria's Secret & Co.(1) | 10 | 282 |
|  Viking Holdings Ltd.(1) | 116 | 7237 |
|  Visteon Corp. | 8 | 988 |
|  Williams-Sonoma, Inc. | 12 | 2363 |
|  Wingstop, Inc. | 5 | 1327 |
|  Wolverine World Wide, Inc. | 110 | 3012 |
|  Wyndham Hotels & Resorts, Inc. | 8 | 643 |
|  XPEL, Inc.(1) | 14 | 457 |
|  YETI Holdings, Inc.(1) | 5 | 180 |
|  Yum! Brands, Inc.(2) | 0 | 25 |
|  Total Consumer Discretionary | Total Consumer Discretionary | 287360 |
|  **Consumer Staples – 2.86%** |  |  |
|  Andersons, Inc. | 4 | 178 |
|  BJ's Wholesale Club Holdings, Inc.(1) | 120 | 11199 |
|  Brown-Forman Corp. - Class A | 30 | 816 |
|  Cal-Maine Foods, Inc. | 14 | 1354 |
|  Casey's General Stores, Inc. | 24 | 13797 |
|  Celsius Holdings, Inc.(1) | 15 | 862 |
|  Central Garden & Pet Co. - Class A(1) | 8 | 238 |
|  Church & Dwight Co., Inc. | 87 | 7660 |
|  Coca-Cola Consolidated, Inc. | 10 | 1159 |
|  Constellation Brands, Inc. - Class A | 4 | 591 |
|  Darling Ingredients, Inc.(1) | 14 | 444 |
|  Dollar General Corp. | 9 | 903 |
|  Dollar Tree, Inc.(1) | 57 | 5419 |
|  elf Beauty, Inc.(1) | 8 | 1083 |
|  Ingles Markets, Inc. - Class A | 11 | 750 |
|  Interparfums, Inc. | 4 | 371 |
|  J&J Snack Foods Corp. | 5 | 472 |
|  J.M. Smucker Co. | 4 | 456 |
|  Kellanova | 10 | 787 |
|  Kenvue, Inc. | 41 | 659 |
|  Keurig Dr Pepper, Inc. | 364 | 9289 |
|  Kroger Co. | 5 | 350 |
|  Medifast, Inc.(1) | 30 | 415 |
|  National Beverage Corp.(1) | 13 | 484 |
|  Nature's Sunshine Products, Inc.(1) | 12 | 191 |
|  Nomad Foods Ltd. | 291 | 3827 |
|  Performance Food Group Co.(1) | 11 | 1128 |
|  Post Holdings, Inc.(1) | 3 | 269 |
|  PriceSmart, Inc. | 1 | 160 |
|  Primo Brands Corp. - Class A | 61 | 1358 |
|  Sprouts Farmers Market, Inc.(1) | 8 | 836 |
|  Universal Corp. | 2 | 84 |
|  Village Super Market, Inc. - Class A | 1 | 25 |
|  WD-40 Co. | 22 | 4284 |
|  Weis Markets, Inc. | 4 | 322 |
|  Total Consumer Staples | Total Consumer Staples | 72220 |
|  **Energy – 4.24%** |  |  |
|  Antero Resources Corp.(1) | 19 | 643 |
|  Atlas Energy Solutions, Inc. - Class A | 40 | 456 |
|  Baker Hughes Co. - Class A | 176 | 8579 |
|  Berry Corp. | 170 | 643 |
|  Bristow Group, Inc.(1) | 19 | 688 |

---

------

---

| | | |
|:---|:---|:---|
|  Cactus, Inc. - Class A | 11 | 442 |
|  California Resources Corp. | 10 | 534 |
|  Cameco Corp. | 33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2757 |
|  Cheniere Energy, Inc. | 16 | 3672 |
|  Chord Energy Corp. | 7 | 742 |
|  CNX Resources Corp.(1) | 254 | 8165 |
|  Comstock Resources, Inc.(1) | 26 | 521 |
|  Core Laboratories, Inc. | 43 | 535 |
|  Core Natural Resources, Inc. | 7 | 559 |
|  Coterra Energy, Inc. | 40 | 935 |
|  Crescent Energy Co. - Class A | 72 | 640 |
|  CVR Energy, Inc. | 22 | 795 |
|  Diamondback Energy, Inc. | 3 | 398 |
|  Diversified Energy Co. Plc | 31 | 435 |
|  Dorian LPG Ltd. | 5 | 162 |
|  Encore Energy Corp.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | 805 |
|  Energy Fuels, Inc.(1) | 49 | 749 |
|  EOG Resources, Inc. | 54 | 6002 |
|  EQT Corp. | 119 | 6450 |
|  Excelerate Energy, Inc. - Class A | 23 | 590 |
|  Expand Energy Corp. | 8 | 806 |
|  Expro Group Holdings NV(1) | 57 | 676 |
|  FLEX LNG Ltd. | 29 | 721 |
|  Flowco Holdings, Inc. - Class A | 32 | 477 |
|  Golar LNG Ltd. | 15 | 589 |
|  Helix Energy Solutions Group, Inc.(1) | 80 | 524 |
|  Helmerich & Payne, Inc. | 32 | 713 |
|  HF Sinclair Corp. | 45 | 2346 |
|  Infinity Natural Resources, Inc. - Class A(1) | 30 | 399 |
|  Innovex International, Inc.(1) | 48 | 894 |
|  International Seaways, Inc. | 12 | 563 |
|  Kinetik Holdings, Inc. - Class A | 9 | 396 |
|  Kodiak Gas Services, Inc. | 17 | 645 |
|  Kosmos Energy Ltd.(1) | 293 | 487 |
|  Magnolia Oil & Gas Corp. - Class A | 227 | 5428 |
|  Matador Resources Co. | 82 | 3686 |
|  NextDecade Corp.(1) | 95 | 648 |
|  Noble Corp. Plc | 34 | 974 |
|  Northern Oil & Gas, Inc. | 111 | 2754 |
|  ONEOK, Inc.(2) | 0 | 27 |
|  Peabody Energy Corp. | 33 | 873 |
|  Permian Resources Corp. - Class A | 83 | 1059 |
|  Range Resources Corp. | 17 | 637 |
|  REX American Resources Corp.(1) | 7 | 206 |
|  RPC, Inc. | 102 | 485 |
|  Sable Offshore Corp.(1) | 21 | 374 |
|  Scorpio Tankers, Inc. | 11 | 603 |
|  SFL Corp. Ltd. - Class B | 61 | 462 |
|  SM Energy Co. | 25 | 633 |
|  Solaris Energy Infrastructure, Inc. - Class A | 2 | 92 |
|  Targa Resources Corp. | 13 | 2256 |
|  TechnipFMC Plc | 183 | 7211 |
|  Teekay Corp. Ltd. | 35 | 287 |
|  Tidewater, Inc.(1) | 135 | 7191 |
|  Transocean Ltd.(1) | 173 | 541 |
|  Uranium Energy Corp.(1) | 111 | 1480 |
|  Valero Energy Corp. | 34 | 5827 |
|  Viper Energy, Inc. - Class A | 97 | 3708 |
|  Vital Energy, Inc.(1) | 57 | 969 |
|  Vitesse Energy, Inc. | 16 | 369 |
|  Williams Companies, Inc. | 20 | 1248 |
|  Total Energy | Total Energy | 107161 |
|  **Financials – 14.66%** |  |  |
|  1st Source Corp. | 1 | 44 |
|  Affiliated Managers Group, Inc. | 1 | 185 |
|  Affirm Holdings, Inc. - Class A(1) | 10 | 762 |
|  Aflac, Inc. | 2 | 237 |
|  AGNC Investment Corp. | 15 | 146 |
|  Allstate Corp. | 13 | 2828 |
|  Ally Financial, Inc. | 9 | 340 |
|  Amerant Bancorp, Inc. - Class A | 9 | 177 |
|  American Financial Group, Inc. | 35 | 5055 |
|  Ameriprise Financial, Inc. | 1 | 278 |
|  Annaly Capital Management, Inc. | 414 | 8372 |
|  Apollo Commercial Real Estate Finance, Inc. | 74 | 752 |

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------

---

| | | |
|:---|:---|:---|
|  Apollo Global Management, Inc. | 4 | 537 |
|  Arch Capital Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 | 10652 |
|  Ares Management Corp. - Class A | 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3946 |
|  Arthur J. Gallagher & Co. | 7 | 2212 |
|  Artisan Partners Asset Management, Inc. - Class A | 19 | 826 |
|  Associated Banc-Corp. | 2 | 46 |
|  Atlantic Union Bankshares Corp. | 14 | 490 |
|  AvidXchange Holdings, Inc.(1) | 63 | 622 |
|  Axis Capital Holdings Ltd. | 21 | 1980 |
|  Axos Financial, Inc.(1) | 6 | 510 |
|  Baldwin Insurance Group, Inc. - Class A(1) | 10 | 273 |
|  Banc of California, Inc. | 63 | 1037 |
|  BancFirst Corp. | 5 | 594 |
|  Banco Latinoamericano de Comercio Exterior SA - Class E | 9 | 430 |
|  Bank First Corp. | 1 | 82 |
|  Bank of Hawaii Corp. | 7 | 482 |
|  Bank of Marin Bancorp | 9 | 224 |
|  BankUnited, Inc. | 74 | 2838 |
|  Beacon Financial Corp. | 12 | 296 |
|  Blackstone Mortgage Trust, Inc. - Class A | 22 | 401 |
|  Bread Financial Holdings, Inc. | 5 | 304 |
|  Bridgewater Bancshares, Inc.(1) | 32 | 559 |
|  Brown & Brown, Inc. | 91 | 8516 |
|  Burford Capital Ltd. | 44 | 523 |
|  Burke & Herbert Financial Services Corp. | 10 | 596 |
|  Byline Bancorp, Inc. | 1 | 29 |
|  Cadence Bank | 18 | 684 |
|  Capital One Financial Corp. | 13 | 2683 |
|  CBOE Global Markets, Inc. | 24 | 6006 |
|  Central Pacific Financial Corp. | 11 | 337 |
|  Chime Financial, Inc. - Class A(1) | 43 | 876 |
|  Cincinnati Financial Corp.(2) | 0 | 67 |
|  Citizens Financial Group, Inc. | 13 | 686 |
|  City Holding Co. | 1 | 137 |
|  CNO Financial Group, Inc. | 18 | 695 |
|  Coinbase Global, Inc. - Class A(1) | 9 | 2875 |
|  Columbia Banking System, Inc. | 16 | 403 |
|  Comerica, Inc. | 81 | 5530 |
|  Commerce Bancshares, Inc. | 9 | 551 |
|  Community Financial System, Inc. | 97 | 5660 |
|  Community Trust Bancorp, Inc.(2) | 0 | 1 |
|  ConnectOne Bancorp, Inc. | 7 | 177 |
|  Corpay, Inc.(1) | 1 | 369 |
|  Cullen/Frost Bankers, Inc. | 38 | 4862 |
|  Customers Bancorp, Inc.(1) | 9 | 567 |
|  CVB Financial Corp. | 21 | 391 |
|  Dime Community Bancshares, Inc. | 17 | 512 |
|  Eastern Bankshares, Inc. | 41 | 747 |
|  Enact Holdings, Inc. | 22 | 837 |
|  Enterprise Financial Services Corp. | 13 | 751 |
|  Equitable Holdings, Inc. | 70 | 3545 |
|  Essent Group Ltd. | 16 | 1003 |
|  Euronet Worldwide, Inc.(1) | 66 | 5824 |
|  Evercore, Inc. - Class A(2) | 0 | 83 |
|  Everest Group Ltd. | 4 | 1478 |
|  EVERTEC, Inc. | 3 | 91 |
|  FactSet Research Systems, Inc. | 4 | 1202 |
|  FB Financial Corp. | 13 | 719 |
|  Fidelity National Financial, Inc. | 4 | 233 |
|  Fifth Third Bancorp | 201 | 8973 |
|  Financial Institutions, Inc. | 18 | 501 |
|  First Bancorp | 270 | 5949 |
|  First Citizens BancShares, Inc. - Class A | 4 | 7926 |
|  First Commonwealth Financial Corp. | 47 | 800 |
|  First Community Bankshares, Inc. | 1 | 46 |
|  First Financial Bancorp | 2 | 49 |
|  First Financial Bankshares, Inc. | 18 | 589 |
|  First Foundation, Inc.(1) | 54 | 299 |
|  First Hawaiian, Inc. | 187 | 4631 |
|  First Interstate BancSystem, Inc. - Class A | 10 | 326 |
|  FirstCash Holdings, Inc. | 6 | 980 |
|  Flagstar Financial, Inc. | 285 | 3293 |
|  Flushing Financial Corp. | 19 | 257 |
|  FNB Corp. | 2 | 33 |
|  Fulton Financial Corp. | 31 | 585 |

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| | | |
|:---|:---|:---|
|  Genworth Financial, Inc. - Class A(1) | 39 | 343 |
|  German American Bancorp, Inc. | 1 | 53 |
|  Glacier Bancorp, Inc. | 22 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 |
|  HA Sustainable Infrastructure Capital, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 | 3596 |
|  Hagerty, Inc. - Class A(1) | 164 | 1973 |
|  Hamilton Lane, Inc. - Class A | 15 | 1995 |
|  Hancock Whitney Corp. | 4 | 249 |
|  Hanover Insurance Group, Inc. | 38 | 6887 |
|  HBT Financial, Inc. | 4 | 107 |
|  Heritage Commerce Corp. | 19 | 192 |
|  Heritage Financial Corp. | 22 | 533 |
|  Horace Mann Educators Corp. | 16 | 709 |
|  Horizon Bancorp, Inc. | 23 | 372 |
|  Houlihan Lokey, Inc. - Class A | 26 | 5267 |
|  Independent Bank Corp. | 3 | 88 |
|  Independent Bank Corp. | 49 | 3414 |
|  Interactive Brokers Group, Inc. - Class A | 69 | 4715 |
|  International Bancshares Corp. | 14 | 969 |
|  Invesco Ltd. | 398 | 9125 |
|  Jack Henry & Associates, Inc. | 10 | 1497 |
|  Jackson Financial, Inc. - Class A | 6 | 655 |
|  Jefferies Financial Group, Inc. | 355 | 23239 |
|  Kemper Corp. | 29 | 1470 |
|  KeyCorp | 55 | 1034 |
|  Kinsale Capital Group, Inc. | 13 | 5343 |
|  Ladder Capital Corp. - Class A | 21 | 225 |
|  Lincoln National Corp. | 12 | 464 |
|  Live Oak Bancshares, Inc. | 14 | 499 |
|  Loews Corp. | 70 | 7013 |
|  LPL Financial Holdings, Inc. | 11 | 3623 |
|  M&T Bank Corp. | 2 | 331 |
|  MarketAxess Holdings, Inc. | 3 | 479 |
|  Marqeta, Inc. - Class A(1) | 166 | 876 |
|  Mechanics Bancorp - Class A(1) | 25 | 336 |
|  Mercury General Corp. | 13 | 1087 |
|  Metropolitan Bank Holding Corp. | 4 | 263 |
|  MFA Financial, Inc. | 6 | 59 |
|  Moelis & Co. - Class A | 34 | 2447 |
|  Morningstar, Inc. | 3 | 694 |
|  Mr Cooper Group, Inc. | 2 | 333 |
|  MSCI, Inc. - Class A | 5 | 2949 |
|  NBT Bancorp, Inc. | 1 | 45 |
|  NCR Atleos Corp.(1) | 204 | 8015 |
|  Nelnet, Inc. - Class A | 2 | 291 |
|  NerdWallet, Inc. - Class A(1) | 16 | 177 |
|  NMI Holdings, Inc. - Class A(1) | 2 | 91 |
|  Northeast Bank | 5 | 466 |
|  NU Holdings Ltd. - Class A(1) | 62 | 994 |
|  OFG Bancorp | 2 | 109 |
|  Old Second Bancorp, Inc. | 5 | 83 |
|  Pagseguro Digital Ltd. - Class A | 66 | 660 |
|  Park National Corp. | 2 | 365 |
|  Pinnacle Financial Partners, Inc. | 3 | 241 |
|  Piper Sandler Companies | 6 | 2150 |
|  Primis Financial Corp. | 44 | 466 |
|  PROG Holdings, Inc. | 1 | 35 |
|  Prosperity Bancshares, Inc. | 76 | 5050 |
|  Provident Financial Services, Inc. | 51 | 983 |
|  Prudential Financial, Inc.(2) | 0 | 34 |
|  QCR Holdings, Inc.(2) | 0 | 33 |
|  Radian Group, Inc. | 10 | 362 |
|  Raymond James Financial, Inc. | 12 | 2114 |
|  RBB Bancorp | 19 | 363 |
|  Redwood Trust, Inc. | 9 | 50 |
|  Regions Financial Corp. | 162 | 4276 |
|  Reinsurance Group of America, Inc. - Class A | 9 | 1683 |
|  Remitly Global, Inc.(1) | 61 | 988 |
|  Renasant Corp. | 25 | 937 |
|  Republic Bancorp, Inc. - Class A | 8 | 546 |
|  RLI Corp. | 31 | 2003 |
|  Robinhood Markets, Inc. - Class A(1) | 57 | 8147 |
|  Rocket Companies, Inc. - Class A | 154 | 2988 |
|  Ryan Specialty Holdings, Inc. - Class A | 100 | 5616 |
|  S&T Bancorp, Inc. | 19 | 721 |
|  Safety Insurance Group, Inc. | 4 | 297 |

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| | | |
|:---|:---|:---|
|  Seacoast Banking Corp. of Florida | 12 | 369 |
|  SEI Investments Co.(2) | 0 | 28 |
|  Selective Insurance Group, Inc. | 12 | 933 |
|  ServisFirst Bancshares, Inc. | 8 | 626 |
|  Shift4 Payments, Inc. - Class A(1) | 37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2891 |
|  SiriusPoint Ltd.(1) | 20 | 369 |
|  Southern First Bancshares, Inc.(1) | 8 | 350 |
|  SouthState Bank Corp. | 13 | 1308 |
|  Stellar Bancorp, Inc. | 12 | 352 |
|  Stewart Information Services Corp. | 71 | 5191 |
|  Stifel Financial Corp. | 51 | 5768 |
|  Stock Yards Bancorp, Inc. | 13 | 888 |
|  StoneX Group, Inc.(1) | 4 | 451 |
|  Synchrony Financial | 1 | 101 |
|  Texas Capital Bancshares, Inc.(1) | 66 | 5607 |
|  TFS Financial Corp. | 18 | 234 |
|  Toast, Inc. - Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | 4812 |
|  Tompkins Financial Corp. | 4 | 258 |
|  TPG, Inc. - Class A | 63 | 3624 |
|  Tradeweb Markets, Inc. - Class A | 24 | 2691 |
|  TriCo Bancshares | 5 | 213 |
|  Triumph Financial, Inc.(1) | 12 | 616 |
|  TrustCo Bank Corp. NY | 1 | 44 |
|  UMB Financial Corp. | 101 | 11903 |
|  United Community Banks, Inc. | 30 | 940 |
|  Universal Insurance Holdings, Inc. | 12 | 303 |
|  Upstart Holdings, Inc.(1) | 10 | 484 |
|  Valley National Bancorp | 92 | 972 |
|  Virtu Financial, Inc. - Class A | 14 | 487 |
|  WaFd, Inc. | 22 | 681 |
|  Walker & Dunlop, Inc. | 42 | 3547 |
|  Washington Trust Bancorp, Inc. | 11 | 329 |
|  Webster Financial Corp. | 84 | 5009 |
|  WesBanco, Inc. | 32 | 1006 |
|  Westamerica BanCorp | 4 | 194 |
|  Western Alliance Bancorp | 3 | 250 |
|  White Mountains Insurance Group Ltd. | 3 | 5429 |
|  Wintrust Financial Corp. | 45 | 5895 |
|  XP, Inc. - Class A | 29 | 552 |
|  Zions Bancorp N.A. | 44 | 2502 |
|  Total Financials | Total Financials | 370169 |
|  **Healthcare – 12.62%** |  |  |
|  10X Genomics, Inc. - Class A(1) | 40 | 464 |
|  4D Molecular Therapeutics, Inc.(1) | 112 | 969 |
|  Abiomed, Inc.(1)(2)(6) | 0 | 0 |
|  Acadia Healthcare Co., Inc.(1) | 22 | 549 |
|  Agilent Technologies, Inc. | 12 | 1550 |
|  Agios Pharmaceuticals, Inc.(1) | 6 | 255 |
|  Akero Therapeutics, Inc.(1) | 13 | 630 |
|  Alcon AG | 68 | 5034 |
|  Align Technology, Inc.(1) | 5 | 647 |
|  Alignment Healthcare, Inc.(1) | 22 | 392 |
|  Alkermes Plc(1) | 82 | 2468 |
|  Alnylam Pharmaceuticals, Inc.(1) | 18 | 8230 |
|  Amicus Therapeutics, Inc.(1) | 73 | 575 |
|  Amneal Pharmaceuticals, Inc.(1) | 59 | 593 |
|  Anavex Life Sciences Corp.(1) | 116 | 1035 |
|  Apellis Pharmaceuticals, Inc.(1) | 24 | 544 |
|  Arcellx, Inc.(1) | 9 | 755 |
|  Arcus Biosciences, Inc.(1) | 51 | 699 |
|  Arrowhead Pharmaceuticals, Inc.(1) | 29 | 996 |
|  Ascendis Pharma - ADR(1) | 12 | 2458 |
|  Astria Therapeutics, Inc.(1) | 112 | 815 |
|  Aurinia Pharmaceuticals, Inc.(1) | 35 | 381 |
|  Avanos Medical, Inc.(1) | 54 | 620 |
|  Avidity Biosciences, Inc.(1) | 20 | 886 |
|  Axsome Therapeutics, Inc.(1) | 5 | 547 |
|  BioMarin Pharmaceutical, Inc.(1) | 9 | 478 |
|  Bio-Techne Corp. | 167 | 9298 |
|  Bridgebio Pharma, Inc.(1) | 71 | 3709 |
|  Caris Life Sciences, Inc.(1) | 15 | 458 |
|  Celldex Therapeutics, Inc.(1) | 19 | 502 |
|  Cencora, Inc. - Class A | 12 | 3740 |
|  CG oncology, Inc.(1) | 13 | 518 |
|  Charles River Laboratories International, Inc.(1) | 56 | 8816 |

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| | | |
|:---|:---|:---|
|  Chemed Corp. | 11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4904 |
|  Concentra Group Holdings Parent, Inc. | 41 | 859 |
|  CONMED Corp. | 10 | 452 |
|  Cooper Companies, Inc.(1) | 12 | 849 |
|  CorVel Corp.(1) | 10 | 757 |
|  Crinetics Pharmaceuticals, Inc.(1) | 6 | 248 |
|  CRISPR Therapeutics AG(1) | 10 | 644 |
|  Cross Country Healthcare, Inc.(1) | 61 | 864 |
|  Cullinan Therapeutics, Inc.(1) | 77 | 455 |
|  Cytokinetics, Inc.(1) | 16 | 881 |
|  DaVita, Inc.(1) | 2 | 284 |
|  Day One Biopharmaceuticals, Inc.(1) | 71 | 501 |
|  Denali Therapeutics, Inc.(1) | 47 | 689 |
|  DexCom, Inc.(1) | 42 | 2838 |
|  Doximity, Inc. - Class A(1) | 7 | 514 |
|  Dynavax Technologies Corp. - Class A(1) | 43 | 428 |
|  Dyne Therapeutics, Inc.(1) | 52 | 660 |
|  Embecta Corp. | 45 | 631 |
|  Encompass Health Corp. | 97 | 12344 |
|  Enovis Corp.(1) | 40 | 1208 |
|  Ensign Group, Inc. | 32 | 5607 |
|  Envista Holdings Corp.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299 | 6100 |
|  Evolent Health, Inc. - Class A(1) | 49 | 418 |
|  Exact Sciences Corp.(1) | 14 | 769 |
|  Exelixis, Inc.(1) | 54 | 2215 |
|  Fulgent Genetics, Inc.(1) | 23 | 524 |
|  GE HealthCare Technologies, Inc. | 8 | 613 |
|  Glaukos Corp.(1) | 21 | 1672 |
|  Globus Medical, Inc. - Class A(1) | 148 | 8501 |
|  Guardant Health, Inc.(1) | 55 | 3440 |
|  Haemonetics Corp.(1) | 62 | 3009 |
|  Halozyme Therapeutics, Inc.(1) | 19 | 1412 |
|  HealthEquity, Inc.(1) | 16 | 1518 |
|  Hims & Hers Health, Inc.(1) | 15 | 826 |
|  Hologic, Inc.(1) | 43 | 2926 |
|  Humana, Inc. | 26 | 6810 |
|  ICON Plc(1) | 64 | 11158 |
|  ICU Medical, Inc.(1) | 4 | 481 |
|  Ideaya Biosciences, Inc.(1) | 21 | 570 |
|  IDEXX Laboratories, Inc.(1) | 2 | 1330 |
|  Immunovant, Inc.(1) | 29 | 475 |
|  Innoviva, Inc.(1) | 28 | 512 |
|  Inogen, Inc.(1) | 32 | 264 |
|  Insmed, Inc.(1) | 106 | 15312 |
|  Insulet Corp.(1) | 3 | 1019 |
|  Integer Holdings Corp.(1) | 57 | 5903 |
|  Integra LifeSciences Holdings Corp.(1) | 46 | 662 |
|  Intellia Therapeutics, Inc.(1) | 75 | 1296 |
|  Ionis Pharmaceuticals, Inc.(1) | 95 | 6208 |
|  iRhythm Technologies, Inc.(1) | 9 | 1618 |
|  Jazz Pharmaceuticals Plc(1) | 11 | 1489 |
|  Joint Corp.(1) | 18 | 173 |
|  Krystal Biotech, Inc.(1) | 6 | 994 |
|  Labcorp Holdings, Inc. | 43 | 12327 |
|  LeMaitre Vascular, Inc. | 3 | 303 |
|  LifeMD, Inc.(1) | 57 | 385 |
|  Ligand Pharmaceuticals, Inc.(1)(2) | 0 | 45 |
|  LivaNova Plc(1) | 11 | 593 |
|  Madrigal Pharmaceuticals, Inc.(1) | 8 | 3863 |
|  MannKind Corp.(1) | 130 | 696 |
|  McKesson Corp. | 3 | 2605 |
|  Medpace Holdings, Inc.(1) | 3 | 1477 |
|  Merit Medical Systems, Inc.(1) | 71 | 5881 |
|  Mettler-Toledo International, Inc.(1) | 2 | 2179 |
|  Mineralys Therapeutics, Inc.(1) | 23 | 857 |
|  Mural Oncology Plc(1) | 1 | 1 |
|  Natera, Inc.(1) | 75 | 12045 |
|  National HealthCare Corp. | 6 | 694 |
|  Neogen Corp.(1) | 90 | 512 |
|  Neurocrine Biosciences, Inc.(1) | 64 | 9003 |
|  Novocure Ltd.(1) | 41 | 533 |
|  Nuvalent, Inc. - Class A(1) | 19 | 1684 |
|  OmniAb, Inc. - Class CR3(1)(2)(5)(6) | 0 |  |
|  OmniAb, Inc. - Class CR4(1)(2)(5)(6) | 0 |  |
|  Omnicell, Inc.(1) | 26 | 788 |

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| | | |
|:---|:---|:---|
|  Option Care Health, Inc.(1) | 18 | 499 |
|  Organon & Co. | 53 | 565 |
|  Pacira BioSciences, Inc.(1) | 37 | 964 |
|  PACS Group, Inc.(1) | 39 | 540 |
|  Pediatrix Medical Group, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2173 |
|  Penumbra, Inc.(1) | 21 | 5439 |
|  Phibro Animal Health Corp. - Class A | 4 | 162 |
|  Premier, Inc. - Class A | 8 | 209 |
|  Prestige Consumer Healthcare, Inc.(1) | 17 | 1064 |
|  Privia Health Group, Inc.(1) | 23 | 575 |
|  PTC Therapeutics, Inc.(1) | 7 | 401 |
|  QIAGEN NV | 75 | 3360 |
|  Quest Diagnostics, Inc.(2) | 0 | 42 |
|  QuidelOrtho Corp.(1) | 28 | 811 |
|  RadNet, Inc.(1) | 77 | 5889 |
|  Rapport Therapeutics, Inc.(1) | 41 | 1221 |
|  ResMed, Inc. | 5 | 1310 |
|  Revolution Medicines, Inc.(1) | 69 | 3240 |
|  Revvity, Inc. | 20 | 1793 |
|  Rhythm Pharmaceuticals, Inc.(1) | 23 | 2343 |
|  Roivant Sciences Ltd.(1) | 225 | 3406 |
|  Royalty Pharma Plc - Class A | 18 | 625 |
|  Soleno Therapeutics, Inc.(1) | 9 | 608 |
|  Solventum Corp.(1) | 7 | 492 |
|  Sotera Health Co.(1) | 41 | 646 |
|  STERIS Plc | 3 | 806 |
|  Stevanato Group SpA | 185 | 4754 |
|  Supernus Pharmaceuticals, Inc.(1) | 19 | 905 |
|  Surgery Partners, Inc.(1) | 21 | 463 |
|  Surmodics, Inc.(1) | 9 | 282 |
|  Tectonic Therapeutic, Inc.(1) | 34 | 529 |
|  Teleflex, Inc. | 10 | 1245 |
|  Tenet Healthcare Corp.(1) | 36 | 7360 |
|  TransMedics Group, Inc.(1) | 6 | 678 |
|  Travere Therapeutics, Inc. - Class Preferre(1) | 25 | 593 |
|  Treace Medical Concepts, Inc.(1) | 81 | 541 |
|  Twist Bioscience Corp.(1) | 12 | 339 |
|  Ultragenyx Pharmaceutical, Inc.(1) | 36 | 1084 |
|  Universal Health Services, Inc. - Class B | 5 | 1120 |
|  Utah Medical Products, Inc. | 4 | 282 |
|  Varex Imaging Corp.(1) | 54 | 674 |
|  Vaxcyte, Inc.(1) | 29 | 1060 |
|  Veeva Systems, Inc. - Class A(1) | 16 | 4878 |
|  Veracyte, Inc.(1) | 21 | 736 |
|  Viking Therapeutics, Inc.(1) | 31 | 807 |
|  Vir Biotechnology, Inc.(1) | 88 | 500 |
|  Voyager Therapeutics, Inc.(1) | 157 | 734 |
|  Waters Corp.(1) | 2 | 620 |
|  Waystar Holding Corp.(1) | 100 | 3803 |
|  West Pharmaceutical Services, Inc. | 5 | 1207 |
|  Xencor, Inc.(1) | 57 | 666 |
|  Xenon Pharmaceuticals, Inc.(1) | 15 | 610 |
|  Total Healthcare | Total Healthcare | 318569 |
|  **Industrials – 23.01%** |  |  |
|  AAON, Inc. | 23 | 2114 |
|  AAR Corp.(1) | 7 | 666 |
|  ABM Industries, Inc. | 33 | 1545 |
|  Advanced Drainage Systems, Inc. | 2 | 331 |
|  Aebi Schmidt Holding AG | 19 | 234 |
|  AECOM | 16 | 2043 |
|  AerCap Holdings NV | 105 | 12685 |
|  Aerovironment, Inc.(1) | 2 | 570 |
|  Air Lease Corp. - Class A | 34 | 2196 |
|  Alamo Group, Inc. | 3 | 637 |
|  Alaska Air Group, Inc.(1) | 9 | 448 |
|  Allegiant Travel Co. - Class A(1) | 9 | 530 |
|  Allegion Plc | 15 | 2663 |
|  Amentum Holdings, Inc.(1) | 32 | 766 |
|  American Woodmark Corp.(1) | 2 | 124 |
|  AMETEK, Inc. | 11 | 2056 |
|  AO Smith Corp. | 1 | 99 |
|  API Group Corp.(1) | 160 | 5502 |
|  Applied Industrial Technologies, Inc. | 19 | 4980 |
|  ArcBest Corp. | 45 | 3148 |
|  Archer Aviation, Inc. - Class A(1) | 54 | 521 |

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| | | |
|:---|:---|:---|
|  Arcosa, Inc. | 60 | 5666 |
|  Armstrong World Industries, Inc. | 27 | 5340 |
|  ATI, Inc.(1) | 27 | 2186 |
|  Atkore, Inc. | 15 | 961 |
|  Atmus Filtration Technologies, Inc. | 11 | 504 |
|  Axon Enterprise, Inc.(1) | 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3756 |
|  AZZ, Inc. | 3 | 334 |
|  Barrett Business Services, Inc. | 15 | 646 |
|  Bloom Energy Corp. - Class A(1) | 8 | 674 |
|  Boise Cascade Co. | 4 | 299 |
|  Booz Allen Hamilton Holding Corp. - Class A | 69 | 6848 |
|  Brady Corp. - Class A | 71 | 5511 |
|  BrightView Holdings, Inc.(1) | 27 | 359 |
|  Brink's Co. | 11 | 1333 |
|  Builders FirstSource, Inc.(1) | 14 | 1729 |
|  BWX Technologies, Inc. | 5 | 974 |
|  CACI International, Inc. - Class A(1) | 11 | 5445 |
|  Canadian Pacific Kansas City Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | 8176 |
|  Carlisle Companies, Inc. | 32 | 10438 |
|  Carpenter Technology Corp. | 4 | 936 |
|  Casella Waste Systems, Inc. - Class A(1) | 86 | 8132 |
|  CBIZ, Inc.(1) | 4 | 232 |
|  CH Robinson Worldwide, Inc. | 55 | 7275 |
|  Chart Industries, Inc.(1) | 4 | 893 |
|  Cintas Corp. | 12 | 2384 |
|  CNH Industrial NV | 302 | 3275 |
|  Columbus McKinnon Corp. | 39 | 555 |
|  Comfort Systems USA, Inc. | 4 | 3625 |
|  Copart, Inc.(1) | 62 | 2783 |
|  Core & Main, Inc. - Class A(1) | 207 | 11141 |
|  Crane Co. | 63 | 11565 |
|  CSW Industrials, Inc. | 5 | 1304 |
|  Cummins, Inc.(2) | 0 | 41 |
|  Custom Truck One Source, Inc.(1) | 91 | 585 |
|  Delta Air Lines, Inc. | 21 | 1189 |
|  Donaldson Co., Inc. | 39 | 3180 |
|  Ducommun, Inc.(1) | 1 | 80 |
|  Dycom Industries, Inc.(1) | 11 | 3217 |
|  EMCOR Group, Inc. | 11 | 6912 |
|  Enerpac Tool Group Corp. - Class A | 93 | 3821 |
|  EnerSys | 7 | 835 |
|  Enpro, Inc. | 3 | 756 |
|  Equifax, Inc. | 4 | 990 |
|  Esab Corp. | 94 | 10544 |
|  ESCO Technologies, Inc. | 13 | 2775 |
|  ExlService Holdings, Inc.(1) | 6 | 266 |
|  Expeditors International of Washington, Inc. | 3 | 392 |
|  Fastenal Co. | 15 | 755 |
|  Federal Signal Corp. | 46 | 5450 |
|  Ferguson Enterprises, Inc. | 7 | 1640 |
|  First Advantage Corp.(1) | 281 | 4332 |
|  Fluor Corp.(1) | 119 | 5007 |
|  Fortive Corp. | 9 | 459 |
|  Fortune Brands Innovations, Inc. | 1 | 68 |
|  Forward Air Corp.(1) | 27 | 682 |
|  Franklin Electric Co., Inc. | 1 | 138 |
|  FTAI Aviation Ltd. | 7 | 1206 |
|  FTI Consulting, Inc.(1) | 5 | 808 |
|  Gates Industrial Corp. Plc(1) | 611 | 15172 |
|  GATX Corp. | 23 | 4035 |
|  Generac Holdings, Inc.(1) | 2 | 278 |
|  Gibraltar Industries, Inc.(1) | 9 | 556 |
|  Global Industrial Co. | 6 | 234 |
|  Graco, Inc. | 25 | 2117 |
|  Granite Construction, Inc. | 1 | 81 |
|  GXO Logistics, Inc.(1) | 127 | 6726 |
|  HEICO Corp. | 8 | 2700 |
|  HEICO Corp. - Class A | 20 | 5020 |
|  Heidrick & Struggles International, Inc. | 3 | 139 |
|  Herc Holdings, Inc. | 25 | 2897 |
|  Hexcel Corp. | 68 | 4289 |
|  Hillenbrand, Inc. | 42 | 1137 |
|  Hillman Solutions Corp.(1) | 87 | 795 |
|  HNI Corp. | 2 | 109 |
|  Howmet Aerospace, Inc. | 39 | 7581 |

---

------

---

| | | |
|:---|:---|:---|
|  Hub Group, Inc. - Class A | 17 | 593 |
|  Hubbell, Inc. - Class B | 13 | 5708 |
|  Hudson Technologies, Inc.(1) | 73 | 730 |
|  IDEX Corp. | 18 | 2991 |
|  Ingersoll Rand, Inc. | 41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3357 |
|  ITT, Inc. | 75 | 13436 |
|  Jacobs Solutions, Inc. | 58 | 8726 |
|  JBT Marel Corp. | 50 | 7004 |
|  Kadant, Inc. | 9 | 2594 |
|  Karman Holdings, Inc.(1) | 42 | 3014 |
|  Kirby Corp.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 | 10948 |
|  Knight-Swift Transportation Holdings, Inc. - Class A | 84 | 3334 |
|  Korn Ferry | 25 | 1771 |
|  Kratos Defense & Security Solutions, Inc.(1) | 37 | 3398 |
|  L3Harris Technologies, Inc. | 35 | 10745 |
|  Landstar System, Inc. | 4 | 479 |
|  Lennox International, Inc. | 1 | 484 |
|  Lincoln Electric Holdings, Inc. | 48 | 11243 |
|  Loar Holdings, Inc.(1) | 110 | 8779 |
|  MasTec, Inc.(1) | 18 | 3865 |
|  Masterbrand, Inc.(1) | 1 | 17 |
|  Matrix Service Co.(1) | 39 | 515 |
|  Matson, Inc. | 6 | 598 |
|  Maximus, Inc. | 1 | 60 |
|  Mercury Systems, Inc.(1) | 17 | 1304 |
|  Middleby Corp.(1) | 14 | 1806 |
|  Miller Industries, Inc. | 8 | 328 |
|  MillerKnoll, Inc. | 202 | 3583 |
|  Moog, Inc. - Class A | 21 | 4414 |
|  MSA Safety, Inc. | 10 | 1760 |
|  Mueller Industries, Inc. | 18 | 1794 |
|  MYR Group, Inc.(1) | 2 | 506 |
|  National Presto Industries, Inc. | 1 | 165 |
|  NEXTracker, Inc. - Class A(1) | 32 | 2404 |
|  Nordson Corp. | 23 | 5322 |
|  nVent Electric Plc | 26 | 2561 |
|  Old Dominion Freight Line, Inc. | 5 | 728 |
|  OPENLANE, Inc.(1) | 14 | 415 |
|  Oshkosh Corp. | 33 | 4312 |
|  Parker-Hannifin Corp.(2) | 0 | 83 |
|  Parsons Corp.(1) | 61 | 5022 |
|  Paycom Software, Inc. | 3 | 661 |
|  Pentair Plc | 57 | 6266 |
|  Perma-Fix Environmental Services, Inc.(1) | 55 | 558 |
|  Plug Power, Inc.(1) | 191 | 445 |
|  Quanex Building Products Corp. | 39 | 557 |
|  Quanta Services, Inc. | 15 | 6096 |
|  RB Global, Inc. | 9 | 957 |
|  RBC Bearings, Inc.(1) | 38 | 14675 |
|  Regal Rexnord Corp. | 38 | 5487 |
|  Republic Services, Inc. - Class A | 38 | 8758 |
|  Resideo Technologies, Inc.(1) | 13 | 581 |
|  REV Group, Inc. | 19 | 1100 |
|  Rocket Lab Corp.(1) | 50 | 2417 |
|  Rockwell Automation, Inc.(2) | 0 | 159 |
|  Rollins, Inc. | 90 | 5284 |
|  Rush Enterprises, Inc. - Class A | 12 | 656 |
|  RXO, Inc.(1) | 23 | 358 |
|  Saia, Inc.(1) | 8 | 2418 |
|  Schneider National, Inc. - Class B | 2 | 52 |
|  Science Applications International Corp. | 5 | 511 |
|  Simpson Manufacturing Co., Inc. | 25 | 4128 |
|  SiteOne Landscape Supply, Inc.(1) | 6 | 791 |
|  SkyWest, Inc.(1) | 6 | 639 |
|  Spirit AeroSystems Holdings, Inc. - Class A(1) | 28 | 1095 |
|  SPX Technologies, Inc.(1) | 31 | 5820 |
|  StandardAero, Inc.(1) | 222 | 6064 |
|  Standex International Corp.(2) | 0 | 88 |
|  Stanley Black & Decker, Inc. | 1 | 74 |
|  Star Bulk Carriers Corp. | 260 | 4835 |
|  Steelcase, Inc. - Class A | 8 | 129 |
|  Sunrun, Inc.(1) | 60 | 1041 |
|  Terex Corp. | 24 | 1232 |
|  Tetra Tech, Inc. | 215 | 7192 |
|  Timken Co. | 13 | 971 |

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------

---

| | | |
|:---|:---|:---|
|  Toro Co. | 161 | 12243 |
|  Trane Technologies Plc | 9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3796 |
|  TransDigm Group, Inc.(2) | 0 | 75 |
|  Trex Co., Inc.(1) | 77 | 3970 |
|  Trinity Industries, Inc. | 17 | 488 |
|  Tutor Perini Corp.(1) | 19 | 1225 |
|  Uber Technologies, Inc.(1) | 9 | 833 |
|  UFP Industries, Inc. | 4 | 420 |
|  U-Haul Holding Co.(1) | 4 | 253 |
|  U-Haul Holding Co. - Class B | 12 | 609 |
|  UL Solutions, Inc. - Class A | 69 | 4874 |
|  United Airlines Holdings, Inc.(1) | 1 | 129 |
|  United Rentals, Inc. | 1 | 889 |
|  V2X, Inc.(1) | 13 | 737 |
|  Valmont Industries, Inc. | 28 | 10780 |
|  Verisk Analytics, Inc. - Class A | 4 | 925 |
|  Verra Mobility Corp. - Class A(1) | 22 | 539 |
|  Vertiv Holdings Co. - Class A | 43 | 6462 |
|  Vicor Corp.(1) | 13 | 669 |
|  VSE Corp. | 8 | 1289 |
|  Watsco, Inc. | 19 | 7549 |
|  Watts Water Technologies, Inc. - Class A | 11 | 2968 |
|  WESCO International, Inc. | 37 | 7751 |
|  Westinghouse Air Brake Technologies Corp. | 8 | 1515 |
|  WillScot Holdings Corp. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | 2119 |
|  WNS Holdings Ltd.(1) | 23 | 1718 |
|  Woodward, Inc. | 4 | 937 |
|  Worthington Enterprises, Inc.(2) | 0 | 25 |
|  WW Grainger, Inc.(2) | 0 | 99 |
|  XPO, Inc.(1) | 14 | 1746 |
|  Xylem, Inc. | 8 | 1143 |
|  Zurn Elkay Water Solutions Corp. | 8 | 367 |
|  Total Industrials | Total Industrials | 581264 |
|  **Information Technology – 14.91%** |  |  |
|  ACI Worldwide, Inc.(1) | 101 | 5350 |
|  Advanced Energy Industries, Inc. | 2 | 416 |
|  Agilysys, Inc.(1) | 6 | 583 |
|  Akamai Technologies, Inc.(1) | 3 | 192 |
|  Ambarella, Inc.(1) | 11 | 878 |
|  Amdocs Ltd. | 97 | 7958 |
|  Amkor Technology, Inc. | 44 | 1244 |
|  AppLovin Corp. - Class A(1) | 5 | 3808 |
|  Arista Networks, Inc.(1) | 23 | 3415 |
|  Arlo Technologies, Inc.(1) | 42 | 714 |
|  Arrow Electronics, Inc.(1)(2) | 0 | 47 |
|  ASGN, Inc.(1) | 12 | 552 |
|  Astera Labs, Inc.(1) | 55 | 10840 |
|  Atlassian Corp. - Class A(1) | 4 | 690 |
|  AvePoint, Inc.(1) | 6 | 90 |
|  Avnet, Inc. | 59 | 3109 |
|  Badger Meter, Inc. | 26 | 4594 |
|  Belden, Inc. | 30 | 3578 |
|  Benchmark Electronics, Inc. | 3 | 130 |
|  Bentley Systems, Inc. - Class B | 95 | 4906 |
|  Blackbaud, Inc.(1) | 3 | 199 |
|  BlackLine, Inc.(1) | 11 | 579 |
|  Box, Inc. - Class A(1) | 5 | 170 |
|  C3.ai, Inc. - Class A(1) | 12 | 212 |
|  Calix, Inc.(1) | 55 | 3352 |
|  CDW Corp. | 32 | 5086 |
|  Ciena Corp.(1) | 5 | 793 |
|  Cleanspark, Inc.(1) | 45 | 658 |
|  Cloudflare, Inc. - Class A(1) | 29 | 6135 |
|  Coherent Corp.(1) | 25 | 2723 |
|  Commerce.com, Inc.(1) | 93 | 466 |
|  Commvault Systems, Inc.(1) | 37 | 7038 |

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------

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| | | |
|:---|:---|:---|
|  Confluent, Inc. - Class A(1) | 28 | 546 |
|  Corsair Gaming, Inc.(1) | 54 | 486 |
|  Crane NXT Co. | 70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4667 |
|  Credo Technology Group Holding Ltd.(1) | 86 | 12490 |
|  Crowdstrike Holdings, Inc. - Class A(1) | 6 | 3006 |
|  CyberArk Software Ltd.(1) | 11 | 5252 |
|  Daily Journal Corp.(1) | 1 | 270 |
|  Datadog, Inc. - Class A(1) | 29 | 4084 |
|  DigitalOcean Holdings, Inc.(1) | 16 | 562 |
|  Diodes, Inc.(1) | 17 | 892 |
|  Docusign, Inc. - Class A(1) | 5 | 387 |
|  Domo, Inc. - Class B(1) | 48 | 764 |
|  D-Wave Quantum, Inc.(1) | 19 | 464 |
|  Dynatrace, Inc.(1) | 97 | 4688 |
|  Elastic NV(1) | 16 | 1348 |
|  Enphase Energy, Inc.(1) | 19 | 674 |
|  Entegris, Inc. | 52 | 4770 |
|  EPAM Systems, Inc.(1) | 3 | 400 |
|  ePlus, Inc. | 2 | 143 |
|  EverCommerce, Inc.(1) | 29 | 319 |
|  F5, Inc.(1) | 16 | 5260 |
|  Fabrinet(1) | 19 | 7045 |
|  Fair Isaac Corp.(1) | 5 | 8096 |
|  Figma, Inc. - Class A(1) | 12 | 632 |
|  FormFactor, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109 | 3969 |
|  Gartner, Inc.(1) | 5 | 1396 |
|  Gen Digital, Inc. | 82 | 2319 |
|  GlobalFoundries, Inc.(1) | 20 | 702 |
|  Globant SA(1) | 20 | 1121 |
|  GoDaddy, Inc. - Class A(1) | 19 | 2635 |
|  Guidewire Software, Inc.(1) | 28 | 6435 |
|  HubSpot, Inc.(1) | 6 | 2796 |
|  Impinj, Inc.(1) | 4 | 736 |
|  Informatica, Inc. - Class A(1) | 26 | 639 |
|  Insight Enterprises, Inc.(1) | 6 | 626 |
|  Intapp, Inc.(1) | 17 | 679 |
|  IonQ, Inc.(1) | 52 | 3226 |
|  IPG Photonics Corp.(1) | 63 | 5011 |
|  Itron, Inc.(1) | 9 | 1116 |
|  Jabil, Inc. | 7 | 1510 |
|  Keysight Technologies, Inc.(1) | 20 | 3522 |
|  Klaviyo, Inc. - Class A(1) | 150 | 4151 |
|  Lattice Semiconductor Corp.(1) | 205 | 15022 |
|  Littelfuse, Inc. | 30 | 7833 |
|  Lumentum Holdings, Inc.(1) | 43 | 6939 |
|  MACOM Technology Solutions Holdings, Inc.(1) | 45 | 5602 |
|  Manhattan Associates, Inc.(1) | 59 | 12181 |
|  MARA Holdings, Inc.(1) | 31 | 571 |
|  Marvell Technology, Inc. | 11 | 908 |
|  MaxLinear, Inc. - Class A(1) | 32 | 521 |
|  Mirion Technologies, Inc. - Class A(1) | 65 | 1518 |
|  MKS, Inc. | 44 | 5479 |
|  Monday.com Ltd.(1) | 15 | 2876 |
|  MongoDB, Inc. - Class A(1) | 7 | 2259 |
|  Monolithic Power Systems, Inc. | 3 | 2754 |
|  nCino, Inc.(1) | 4 | 112 |
|  NCR Voyix Corp.(1) | 42 | 533 |
|  NetApp, Inc. | 4 | 441 |
|  Nice Ltd. - ADR(1) | 23 | 3341 |
|  Novanta, Inc.(1) | 16 | 1618 |
|  Nutanix, Inc. - Class A(1) | 92 | 6864 |
|  Okta, Inc. - Class A(1) | 25 | 2308 |
|  ON Semiconductor Corp.(1) | 243 | 11980 |
|  Onto Innovation, Inc.(1) | 6 | 815 |
|  OSI Systems, Inc.(1)(2) | 0 | 117 |
|  Palantir Technologies, Inc. - Class A(1) | 12 | 2275 |
|  Palo Alto Networks, Inc.(1) | 14 | 2792 |
|  PAR Technology Corp.(1) | 21 | 824 |
|  Pegasystems, Inc. | 2 | 97 |
|  Power Integrations, Inc. | 74 | 2963 |
|  Procore Technologies, Inc.(1) | 27 | 1973 |
|  PTC, Inc.(1) | 6 | 1285 |
|  Pure Storage, Inc. - Class A(1) | 35 | 2904 |
|  Q2 Holdings, Inc.(1) | 6 | 453 |
|  Qualys, Inc.(1) | 9 | 1240 |

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------

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| | | |
|:---|:---|:---|
|  Rambus, Inc.(1) | 48 | 5033 |
|  Rigetti Computing, Inc.(1) | 21 | 612 |
|  Riot Platforms, Inc.(1) | 54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1020 |
|  Rubrik, Inc. - Class A(1) | 61 | 4997 |
|  SailPoint, Inc.(1) | 119 | 2633 |
|  Samsara, Inc. - Class A(1) | 30 | 1100 |
|  Sanmina Corp.(1) | 4 | 482 |
|  ScanSource, Inc.(1) | 4 | 155 |
|  SentinelOne, Inc. - Class A(1) | 15 | 271 |
|  ServiceTitan, Inc. - Class A(1) | 27 | 2712 |
|  Silicon Laboratories, Inc.(1) | 5 | 703 |
|  SiTime Corp.(1) | 4 | 1319 |
|  Skyworks Solutions, Inc. | 11 | 842 |
|  Snowflake, Inc. - Class A(1) | 10 | 2312 |
|  SoundHound AI, Inc. - Class A(1) | 29 | 470 |
|  SPS Commerce, Inc.(1) | 22 | 2244 |
|  Strategy, Inc. - Class A(1) | 3 | 986 |
|  Super Micro Computer, Inc.(1) | 12 | 597 |
|  TD SYNNEX Corp. | 40 | 6621 |
|  Teledyne Technologies, Inc.(1) | 4 | 2444 |
|  Teradyne, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | 19225 |
|  Trimble, Inc.(1) | 6 | 454 |
|  Twilio, Inc. - Class A(1) | 16 | 1646 |
|  Tyler Technologies, Inc.(1) | 14 | 7333 |
|  Ubiquiti, Inc. | 1 | 957 |
|  Varonis Systems, Inc. - Class B(1) | 75 | 4294 |
|  Veeco Instruments, Inc.(1) | 31 | 945 |
|  Viavi Solutions, Inc.(1) | 49 | 619 |
|  Vishay Intertechnology, Inc. | 47 | 715 |
|  Western Digital Corp. | 3 | 395 |
|  Xerox Holdings Corp. | 137 | 516 |
|  Zebra Technologies Corp. - Class A(1) | 4 | 1203 |
|  Zoom Communications, Inc. - Class A(1) | 7 | 587 |
|  Zscaler, Inc.(1) | 2 | 455 |
|  Total Information Technology | Total Information Technology | 376634 |
|  **Materials – 4.23%** |  |  |
|  Albemarle Corp. | 7 | 575 |
|  Alcoa Corp. | 6 | 211 |
|  Alpha Metallurgical Resources, Inc.(1) | 4 | 685 |
|  Amcor Plc | 233 | 1908 |
|  Amrize Ltd.(1) | 39 | 1896 |
|  AptarGroup, Inc. | 70 | 9329 |
|  Ashland, Inc. | 29 | 1404 |
|  Avery Dennison Corp. | 8 | 1283 |
|  Avient Corp. | 97 | 3190 |
|  Axalta Coating Systems Ltd.(1) | 6 | 172 |
|  Balchem Corp. | 6 | 940 |
|  Ball Corp. | 13 | 673 |
|  Cabot Corp. | 7 | 506 |
|  CF Industries Holdings, Inc. | 2 | 212 |
|  Chemours Co. | 34 | 543 |
|  Coeur Mining, Inc.(1) | 82 | 1538 |
|  Commercial Metals Co. | 25 | 1420 |
|  Corteva, Inc. | 1 | 84 |
|  Crown Holdings, Inc. | 3 | 267 |
|  Eagle Materials, Inc. | 19 | 4438 |
|  Element Solutions, Inc. | 72 | 1813 |
|  Freeport-McMoRan, Inc. | 104 | 4076 |
|  Graphic Packaging Holding Co. | 744 | 14552 |
|  Greif, Inc. - Class B | 5 | 338 |
|  HB Fuller Co. | 10 | 590 |
|  Hecla Mining Co. | 136 | 1650 |
|  Innospec, Inc. | 8 | 581 |
|  International Flavors & Fragrances, Inc. | 5 | 303 |
|  International Paper Co. | 2 | 97 |
|  James Hardie Industries Plc(1) | 73 | 1405 |
|  Kronos Worldwide, Inc. | 75 | 429 |
|  Louisiana-Pacific Corp. | 3 | 304 |
|  Martin Marietta Materials, Inc. | 3 | 1967 |
|  Materion Corp. | 4 | 542 |
|  Mativ Holdings, Inc. | 69 | 784 |
|  Minerals Technologies, Inc. | 9 | 553 |
|  Novagold Resources, Inc.(1) | 129 | 1139 |
|  Nucor Corp. | 4 | 500 |
|  O-I Glass, Inc.(1) | 328 | 4259 |

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------

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| | | |
|:---|:---|:---|
|  Packaging Corp. of America(2) | 0 | 30 |
|  PPG Industries, Inc. | 1 | 134 |
|  Reliance, Inc. | 19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5394 |
|  Royal Gold, Inc. | 6 | 1264 |
|  RPM International, Inc. | 130 | 15376 |
|  Scotts Miracle-Gro Co. | 11 | 630 |
|  Silgan Holdings, Inc. | 1 | 45 |
|  Sonoco Products Co. | 14 | 600 |
|  SSR Mining, Inc.(1) | 87 | 2117 |
|  Steel Dynamics, Inc. | 2 | 299 |
|  SunCoke Energy, Inc. | 65 | 532 |
|  Titan America SA(1) | 77 | 1153 |
|  United States Lime & Minerals, Inc. | 4 | 567 |
|  Vulcan Materials Co. | 36 | 11086 |
|  Warrior Met Coal, Inc. | 8 | 502 |
|  Worthington Steel, Inc.(2) | 0 | 14 |
|  Total Materials | Total Materials | 106899 |
|  **Real Estate – 4.77%** |  |  |
|  Acadia Realty Trust | 5 | 103 |
|  Alexander & Baldwin, Inc. | 39 | 702 |
|  Alexander's, Inc. | 2 | 461 |
|  Alexandria Real Estate Equities, Inc. | 11 | 892 |
|  American Healthcare REIT, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134 | 5644 |
|  American Homes 4 Rent - Class A | 12 | 407 |
|  Americold Realty Trust, Inc. | 50 | 614 |
|  Apartment Investment & Management Co. - Class A | 6 | 49 |
|  Brixmor Property Group, Inc. | 9 | 248 |
|  Broadstone Net Lease, Inc. - Class A | 169 | 3028 |
|  BXP, Inc. | 112 | 8308 |
|  Camden Property Trust | 2 | 224 |
|  CareTrust REIT, Inc. | 15 | 503 |
|  CBL & Associates Properties, Inc. | 23 | 700 |
|  CBRE Group, Inc. - Class A(1) | 88 | 13844 |
|  Colliers International Group, Inc. | 41 | 6413 |
|  Community Healthcare Trust, Inc. | 32 | 486 |
|  COPT Defense Properties | 153 | 4435 |
|  CoStar Group, Inc.(1) | 7 | 549 |
|  Cousins Properties, Inc. | 38 | 1110 |
|  Crown Castle, Inc. | 12 | 1134 |
|  CubeSmart | 167 | 6792 |
|  Curbline Properties Corp. | 29 | 648 |
|  Cushman & Wakefield Plc(1) | 76 | 1211 |
|  DiamondRock Hospitality Co. | 77 | 612 |
|  Douglas Emmett, Inc. | 42 | 658 |
|  EastGroup Properties, Inc.(2) | 0 | 47 |
|  Elme Communities | 42 | 705 |
|  Empire State Realty Trust, Inc. - Class A | 12 | 92 |
|  Essential Properties Realty Trust, Inc. | 25 | 747 |
|  Essex Property Trust, Inc. | 1 | 186 |
|  Extra Space Storage, Inc. | 5 | 723 |
|  First Industrial Realty Trust, Inc. | 32 | 1633 |
|  FirstService Corp. | 33 | 6334 |
|  Forestar Group, Inc.(1) | 19 | 492 |
|  Four Corners Property Trust, Inc. | 16 | 380 |
|  FRP Holdings, Inc.(1) | 1 | 25 |
|  Gaming & Leisure Properties, Inc. | 124 | 5774 |
|  Getty Realty Corp. | 30 | 817 |
|  Healthcare Realty Trust, Inc. - Class A | 12 | 209 |
|  Highwoods Properties, Inc. | 22 | 692 |
|  Howard Hughes Holdings, Inc.(1) | 8 | 684 |
|  Independence Realty Trust, Inc. | 279 | 4567 |
|  Innovative Industrial Properties, Inc. - Class A | 9 | 466 |
|  InvenTrust Properties Corp. | 10 | 276 |
|  Iron Mountain, Inc. | 10 | 1014 |
|  Jones Lang LaSalle, Inc.(1) | 27 | 7943 |
|  Kennedy-Wilson Holdings, Inc. | 86 | 718 |
|  Kilroy Realty Corp. | 5 | 207 |
|  Kimco Realty Corp. | 12 | 268 |
|  Kite Realty Group Trust | 61 | 1353 |
|  Lamar Advertising Co. - Class A | 4 | 517 |
|  LTC Properties, Inc. | 22 | 796 |
|  Macerich Co. | 9 | 160 |
|  National Health Investors, Inc. | 3 | 262 |
|  NexPoint Diversified Real Estate Trust(2) | 0 | 0 |
|  NexPoint Residential Trust, Inc. | 19 | 607 |

---

------

---

| | | |
|:---|:---|:---|
|  Outfront Media, Inc. | 16 | 299 |
|  Pebblebrook Hotel Trust | 56 | 637 |
|  Phillips Edison & Co., Inc. | 9 | 316 |
|  Plymouth Industrial REIT, Inc. | 4 | 84 |
|  Postal Realty Trust, Inc. - Class A | 48 | 749 |
|  PotlatchDeltic Corp. | 33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1330 |
|  Rexford Industrial Realty, Inc. | 19 | 801 |
|  Ryman Hospitality Properties, Inc. | 34 | 3066 |
|  Sabra Health Care REIT, Inc. | 8 | 140 |
|  Safehold, Inc. | 62 | 966 |
|  Saul Centers, Inc. | 14 | 434 |
|  SBA Communications Corp. - Class A | 3 | 591 |
|  Simon Property Group, Inc.(2) | 0 | 67 |
|  SL Green Realty Corp. | 8 | 500 |
|  St Joe Co. | 9 | 465 |
|  STAG Industrial, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | 3788 |
|  Summit Hotel Properties, Inc. | 90 | 493 |
|  Tanger, Inc. | 13 | 442 |
|  Terreno Realty Corp. | 11 | 604 |
|  Veris Residential, Inc. | 32 | 485 |
|  Vornado Realty Trust | 9 | 364 |
|  Weyerhaeuser Co. | 211 | 5242 |
|  Total Real Estate | Total Real Estate | 120332 |
|  **Utilities – 3.53%** |  |  |
|  ALLETE, Inc. | 11 | 725 |
|  Alliant Energy Corp. | 116 | 7835 |
|  American Electric Power Co., Inc. | 107 | 12044 |
|  American States Water Co. | 72 | 5281 |
|  American Water Works Co., Inc. | 56 | 7761 |
|  Avista Corp. | 11 | 415 |
|  Black Hills Corp. | 22 | 1372 |
|  Brookfield Infrastructure Corp. - Class A | 54 | 2206 |
|  California Water Service Group | 21 | 951 |
|  CenterPoint Energy, Inc. | 27 | 1047 |
|  Chesapeake Utilities Corp. | 5 | 690 |
|  Clearway Energy, Inc. - Class A | 15 | 409 |
|  Consolidated Edison, Inc. | 2 | 176 |
|  Constellation Energy Corp. | 1 | 293 |
|  DTE Energy Co. | 2 | 292 |
|  Essential Utilities, Inc. | 30 | 1210 |
|  Exelon Corp. | 15 | 653 |
|  FirstEnergy Corp. | 210 | 9635 |
|  Hawaiian Electric Industries, Inc.(1) | 40 | 441 |
|  IDACORP, Inc. - Class Rights | 51 | 6769 |
|  MGE Energy, Inc. | 13 | 1080 |
|  Middlesex Water Co. | 12 | 661 |
|  New Jersey Resources Corp. | 6 | 308 |
|  Northwest Natural Holding Co. | 23 | 1043 |
|  Northwestern Energy Group, Inc. | 15 | 865 |
|  NRG Energy, Inc. | 5 | 838 |
|  OGE Energy Corp. | 12 | 539 |
|  Oklo, Inc. - Class A(1) | 8 | 928 |
|  ONE Gas, Inc. | 48 | 3898 |
|  Ormat Technologies, Inc. | 24 | 2317 |
|  Otter Tail Corp. | 2 | 180 |
|  Pinnacle West Capital Corp. | 13 | 1135 |
|  Portland General Electric Co. | 14 | 599 |
|  Pure Cycle Corp.(1) | 6 | 70 |
|  Southwest Gas Holdings, Inc. | 11 | 852 |
|  TXNM Energy, Inc. | 73 | 4117 |
|  Vistra Corp. | 44 | 8626 |
|  WEC Energy Group, Inc.(2) | 0 | 19 |
|  Xcel Energy, Inc. | 11 | 848 |
|  Total Utilities | Total Utilities | 89128 |
|  **Total Common Stocks (Cost: $1,945,405)** | **Total Common Stocks (Cost: $1,945,405)** | **2491048** |
|  **SHORT-TERM INVESTMENTS – 1.56%** |  |  |
|  **Money Market Funds – 1.56%** |  |  |
|  JP Morgan U.S. Government Money Market Fund, 4.09%(3) | 39273 | 39273 |
|  **Total Money Market Funds (Cost: $39,273)** |  | **39273** |

---

------

---

| | | |
|:---|:---|:---|
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **Time Deposits – 0.00%(4)** |  |  |
|  Royal Bank of Canada, Toronto, 3.59% due 10/01/2025 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | 14 |
|  **Total Time Deposits (Cost: $14)** |  | **14** |
|  **Total Short-Term Investments (Cost: $39,287)** |  | **39287** |
|  **TOTAL INVESTMENTS IN SECURITIES – 100.20%** |  |  |
|  **(Cost: $1,984,692)** |  | **2530335** |
|  **LIABILITIES IN EXCESS OF OTHER ASSETS – (0.20)%** |  | **(5021)** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**2525314** |

---

Percentages are stated as a percent of net assets.

ADR American Depositary Receipt <br> REIT Real Estate Investment Trust

(1) Non-income producing security.

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

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

(4) Amount calculated is less than 0.005%.

(5) Security that is restricted at September 30, 2025. The value of these securities totals $-, which
represents 0.00% of total net assets.

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

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

------

**Bridge Builder International Equity Fund** 

**Schedule of Investments** 

**September 30, 2025 (Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Shares**<br>**(000s)** | **Value**<br>**(000s)** |
|  **COMMON STOCKS – 96.47%** |  |  |
|  **Australia – 1.40%** |  |  |
|  ALS Ltd. | 714 | $9402 |
|  ANZ Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3860 |
|  APA Group | 77 | 454 |
|  Aristocrat Leisure Ltd. | 1091 | 50529 |
|  ASX Ltd. | 12 | 461 |
|  BHP Group Ltd. | 1384 | 38666 |
|  BlueScope Steel Ltd. | 27 | 400 |
|  Brambles Ltd. | 82 | 1349 |
|  CAR Group Ltd. | 23 | 559 |
|  Cochlear Ltd. | 4 | 716 |
|  Coles Group Ltd. | 81 | 1250 |
|  Commonwealth Bank of Australia | 100 | 11085 |
|  Computershare Ltd. | 31 | 747 |
|  CSL Ltd. | 186 | 24411 |
|  Deterra Royalties Ltd. | 1930 | 5076 |
|  Domino's Pizza Enterprises Ltd. | 272 | 2421 |
|  Evolution Mining Ltd. | 732 | 5217 |
|  Fortescue Ltd. | 99 | 1228 |
|  Goodman Group | 121 | 2626 |
|  Insurance Australia Group Ltd. | 140 | 759 |
|  IPH Ltd. | 3733 | 8814 |
|  Lottery Corp. Ltd. | 2107 | 8182 |
|  Macquarie Group Ltd. | 21 | 3097 |
|  Medibank Pvt Ltd. | 164 | 522 |
|  National Australia Bank Ltd. | 180 | 5265 |
|  Northern Star Resources Ltd. | 1541 | 24067 |
|  Origin Energy Ltd. | 102 | 843 |
|  Orora Ltd. | 7485 | 10295 |
|  Pro Medicus Ltd. | 3 | 701 |
|  Qantas Airways Ltd. | 1616 | 11678 |
|  QBE Insurance Group Ltd. | 1343 | 18283 |
|  REA Group Ltd. | 3 | 494 |
|  Rio Tinto Ltd. | 22 | 1770 |
|  Santos Ltd. | 4556 | 20234 |
|  Scentre Group | 308 | 832 |
|  SGH Ltd. | 12 | 398 |
|  Sigma Healthcare Ltd. | 283 | 555 |
|  Sonic Healthcare Ltd. | 28 | 391 |
|  South32 Ltd. | 274 | 497 |
|  Stockland | 138 | 559 |
|  Suncorp Group Ltd. | 64 | 857 |
|  Telstra Group Ltd. | 230 | 733 |
|  Transurban Group | 186 | 1699 |
|  Treasury Wine Estates Ltd. | 1070 | 5001 |
|  Vicinity Ltd. | 222 | 369 |
|  Washington H Soul Pattinson & Co. Ltd. | 20 | 514 |
|  Wesfarmers Ltd. | 68 | 4145 |
|  Westpac Banking Corp. | 202 | 5195 |
|  WiseTech Global Ltd. | 261 | 15607 |
|  Woodside Energy Group Ltd. | 112 | 1690 |
|  Woolworths Group Ltd. | 74 | 1300 |
|  Total Australia |  | 315803 |
|  **Austria – 0.21%** |  |  |
|  Andritz AG | 248 | 17525 |
|  Erste Group Bank AG | 18 | 1786 |
|  OMV AG | 9 | 465 |
|  Verbund AG | 4 | 301 |
|  Wienerberger AG - Class Bearer | 815 | 26398 |
|  Total Austria |  | 46475 |
|  **Belgium – 0.04%** |  |  |
|  Ageas SA | 9 | 599 |
|  Anheuser-Busch InBev SA | 59 | 3526 |
|  D'ieteren Group | 1 | 237 |
|  Elia Group SA - Class B | 3 | 324 |
|  Groupe Bruxelles Lambert NV | 5 | 420 |
|  KBC Group NV | 14 | 1622 |
|  Lotus Bakeries NV(1) | 0 | 217 |

---

------

---

| | | |
|:---|:---|:---|
|  Sofina SA | 1 | 272 |
|  Syensqo SA | 4 | 343 |
|  UCB SA | 8 | 2119 |
|  Total Belgium | Total Belgium | 9679 |
|  **Bermuda – 0.42%** |  |  |
|  Arch Capital Group Ltd. | 800 | 72608 |
|  Hiscox Ltd. | 1208 | 22305 |
|  Total Bermuda | Total Bermuda | 94913 |
|  **Brazil – 0.92%** |  |  |
|  Ambev SA | 6488 | 14739 |
|  B3 SA - Brasil Bolsa Balcao | 15728 | 39599 |
|  Banco BTG Pactual SA | 2331 | 21137 |
|  Banco do Brasil SA | 4104 | 17034 |
|  NU Holdings Ltd. - Class A(2) | 4309 | 68984 |
|  PRIO SA(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4260 |
|  TOTVS SA | 2674 | 23076 |
|  XP, Inc. - Class A | 964 | 18114 |
|  Total Brazil | Total Brazil | 206943 |
|  **Canada – 2.10%** |  |  |
|  Agnico Eagle Mines Ltd. | 565 | 95144 |
|  Canadian Natural Resources Ltd. | 1410 | 45096 |
|  Canadian Pacific Kansas City Ltd. | 1020 | 75955 |
|  Element Fleet Management Corp. | 1811 | 46904 |
|  First Quantum Minerals Ltd.(2) | 153 | 3453 |
|  Franco-Nevada Corp. | 415 | 92261 |
|  Magna International, Inc. | 1463 | 69313 |
|  Waste Connections, Inc. | 251 | 44063 |
|  Total Canada | Total Canada | 472189 |
|  **Chile – 0.02%** |  |  |
|  Antofagasta Plc | 23 | 860 |
|  Embotelladora Andina SA - Class B | 1033 | 4068 |
|  Total Chile | Total Chile | 4928 |
|  **China – 1.29%** |  |  |
|  China Merchants Bank Co. Ltd. - Class H | 2383 | 14262 |
|  Haier Smart Home Co. Ltd. - Class A | 10495 | 34047 |
|  Kingsoft Corp. Ltd. | 2725 | 12091 |
|  Li Ning Co. Ltd. | 725 | 1638 |
|  Midea Group Co. Ltd. - Class A | 555 | 5665 |
|  Sany Heavy Industry Co. Ltd. - Class A | 1943 | 6344 |
|  Shenzhou International Group Holdings Ltd. | 503 | 3984 |
|  Tencent Holdings Ltd. | 1947 | 165928 |
|  Tencent Music Entertainment Group - ADR | 265 | 6185 |
|  Vipshop Holdings Ltd. - ADR | 288 | 5659 |
|  Weichai Power Co. Ltd. - Class H | 6602 | 11811 |
|  Yangzijiang Shipbuilding Holdings Ltd. | 156 | 409 |
|  Yum China Holdings, Inc. | 139 | 6070 |
|  Yum China Holdings, Inc. | 325 | 13962 |
|  Zhongsheng Group Holdings Ltd. | 1287 | 2404 |
|  Total China | Total China | 290459 |
|  **Denmark – 1.57%** |  |  |
|  AP Moller - Maersk - Class A(1) | 0 | 324 |
|  AP Moller - Maersk - Class B(1) | 0 | 488 |
|  Carlsberg AS - Class B | 287 | 33454 |
|  Coloplast - Class B | 305 | 26289 |
|  Danske Bank | 1887 | 80617 |
|  Demant(2) | 604 | 21025 |
|  DSV | 12 | 2455 |
|  Genmab(2) | 4 | 1129 |
|  GN Store Nord AS(2) | 239 | 4055 |
|  Novo Nordisk - Class B | 2714 | 151097 |
|  Novonesis (Novozymes) B - Class B | 21 | 1302 |
|  Orsted AS(2)(3) | 10 | 167 |
|  Orsted AS(2) | 21 | 358 |
|  Pandora | 5 | 612 |
|  ROCKWOOL - Class B | 6 | 227 |
|  Tryg | 20 | 499 |
|  Vestas Wind Systems | 1469 | 27953 |
|  Total Denmark | Total Denmark | 352051 |
|  **Faroe Islands – 0.07%** |  |  |
|  Bakkafrost P/F | 354 | 16252 |
|  Total Faroe Islands | Total Faroe Islands | 16252 |
|  **Finland – 0.45%** |  |  |
|  Elisa OYJ | 8 | 436 |
|  Fortum OYJ | 28 | 524 |
|  Kesko OYJ - Class B | 15 | 329 |

---

------

---

| | | |
|:---|:---|:---|
|  Kone OYJ - Class B | 20 | 1382 |
|  Metso OYJ | 40 | 555 |
|  Neste OYJ | 27 | 489 |
|  Nokia OYJ - ADR | 3475 | 16714 |
|  Nokia OYJ | 4676 | 22485 |
|  Nordea Bank Abp | 184 | 3029 |
|  Orion OYJ - Class B | 7 | 512 |
|  Sampo OYJ - Class A | 3003 | 34525 |
|  Stora Enso OYJ - Class R | 35 | 384 |
|  UPM-Kymmene OYJ | 30 | 835 |
|  Wartsila OYJ Abp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 | 19681 |
|  Total Finland | Total Finland | 101880 |
|  **France – 10.40%** |  |  |
|  Accor SA | 520 | 24700 |
|  Aeroports de Paris SA | 2 | 281 |
|  Air Liquide SA | 433 | 90307 |
|  Airbus SE | 36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8318 |
|  Alstom SA(2) | 20 | 517 |
|  Alten SA | 149 | 12327 |
|  Amundi SA(3) | 764 | 60696 |
|  Arkema SA | 783 | 49626 |
|  AXA SA | 104 | 5008 |
|  BioMerieux | 80 | 10677 |
|  BNP Paribas SA | 60 | 5485 |
|  Bollore SE | 40 | 227 |
|  Bouygues SA | 3518 | 158682 |
|  Bureau Veritas SA | 20 | 621 |
|  Capgemini SE | 1437 | 209558 |
|  Carrefour SA | 34 | 517 |
|  Cie de Saint-Gobain SA | 26 | 2868 |
|  Cie Generale des Etablissements Michelin SCA | 2623 | 94451 |
|  Covivio | 3 | 224 |
|  Credit Agricole SA | 62 | 1230 |
|  Danone SA | 38 | 3323 |
|  Dassault Aviation SA | 1 | 393 |
|  Dassault Systemes SE | 1354 | 45558 |
|  Edenred SE | 957 | 22785 |
|  Eiffage SA | 4 | 512 |
|  Elis SA | 555 | 16031 |
|  Engie SA | 108 | 2313 |
|  EssilorLuxottica SA | 361 | 117632 |
|  FDJ UNITED | 6 | 209 |
|  Gecina SA | 3 | 261 |
|  Getlink SE | 19 | 353 |
|  Hermes International SCA | 2 | 4672 |
|  Ipsen SA | 2 | 308 |
|  Kering SA | 379 | 126955 |
|  Klepierre SA | 13 | 508 |
|  Legrand SA | 157 | 26073 |
|  L'Oreal SA | 14 | 6254 |
|  LVMH Moet Hennessy Louis Vuitton SE | 148 | 91063 |
|  Orange SA | 110 | 1782 |
|  Pernod Ricard SA | 1816 | 178775 |
|  Publicis Groupe SA | 13 | 1298 |
|  Renault SA | 12 | 482 |
|  Rexel SA | 2425 | 79823 |
|  Safran SA | 353 | 125445 |
|  Sanofi SA | 2388 | 226100 |
|  Sartorius Stedim Biotech | 2 | 368 |
|  Schneider Electric SE | 818 | 230303 |
|  Societe Generale SA | 42 | 2826 |
|  Sodexo SA | 190 | 11968 |
|  Technip Energies NV | 589 | 27804 |
|  Teleperformance SE | 970 | 72486 |
|  Thales SA | 6 | 1750 |
|  TotalEnergies SE | 121 | 7368 |
|  Unibail-Rodamco-Westfield | 7 | 761 |
|  Veolia Environnement SA | 37 | 1252 |
|  Vinci SA | 1205 | 167522 |
|  Total France | Total France | 2339636 |
|  **Germany – 9.09%** |  |  |
|  Adidas AG | 125 | 26526 |
|  Allianz SE | 494 | 207874 |
|  Aumovio SE(2) | 302 | 12455 |
|  BASF SE | 1448 | 72345 |

---

------

---

| | | |
|:---|:---|:---|
|  Bayer AG | 1565 | 52107 |
|  Bayerische Motoren Werke AG | 142 | 14349 |
|  Beiersdorf AG | 6 | 621 |
|  Brenntag SE | 376 | 22512 |
|  Commerzbank AG | 45 | 1718 |
|  Continental AG | 610 | 40388 |
|  Covestro AG(2) | 11 | 732 |
|  CTS Eventim AG & Co. KGaA | 4 | 377 |
|  Daimler Truck Holding AG | 2129 | 88049 |
|  Delivery Hero SE - Class A(2)(3) | 12 | 334 |
|  Deutsche Bank AG | 109 | 3862 |
|  Deutsche Boerse AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;396 | 105949 |
|  Deutsche Lufthansa AG | 35 | 296 |
|  Deutsche Post AG | 3990 | 178286 |
|  Deutsche Telekom AG | 207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7039 |
|  E.ON SE | 134 | 2531 |
|  Evonik Industries AG | 8079 | 140485 |
|  Fresenius Medical Care AG | 1546 | 81711 |
|  Fresenius SE & Co. KGaA | 25 | 1409 |
|  GEA Group AG | 1152 | 85148 |
|  Gerresheimer AG | 126 | 5238 |
|  Hannover Rueck SE | 95 | 28736 |
|  Heidelberg Materials AG | 8 | 1783 |
|  Henkel AG & Co. KGaA | 6 | 459 |
|  Hensoldt AG | 4 | 502 |
|  Infineon Technologies AG | 78 | 3072 |
|  Knorr-Bremse AG | 4 | 414 |
|  LEG Immobilien SE | 4 | 346 |
|  Mercedes-Benz Group AG - Class REGISTERED | 587 | 37004 |
|  Merck KGaA | 1403 | 181987 |
|  MTU Aero Engines AG | 3 | 1492 |
|  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 8 | 4915 |
|  Nemetschek SE | 4 | 465 |
|  Rational AG(1) | 0 | 228 |
|  Rheinmetall AG | 29 | 68629 |
|  RWE AG | 37 | 1665 |
|  SAP SE | 1012 | 271020 |
|  Scout24 SE(3) | 5 | 572 |
|  Siemens AG | 45 | 12215 |
|  Siemens Energy AG(2) | 1741 | 204663 |
|  Siemens Healthineers AG(3) | 20 | 1092 |
|  Stabilus SE | 133 | 3872 |
|  Symrise AG - Class A | 455 | 39601 |
|  Talanx AG | 4 | 528 |
|  Vonovia SE | 44 | 1377 |
|  Zalando SE(2)(3) | 836 | 25663 |
|  Total Germany | Total Germany | 2044641 |
|  **Greece – 0.03%** |  |  |
|  National Bank of Greece SA | 508 | 7403 |
|  Total Greece | Total Greece | 7403 |
|  **Hong Kong – 3.48%** |  |  |
|  AIA Group Ltd. | 31663 | 303452 |
|  Alibaba Group Holding Ltd. | 4437 | 99230 |
|  BOC Hong Kong Holdings Ltd. | 218 | 1021 |
|  China Overseas Land & Investment Ltd. | 16861 | 31053 |
|  China Resources Gas Group Ltd. | 4077 | 10376 |
|  China Resources Land Ltd. | 1186 | 4623 |
|  CK Asset Holdings Ltd. | 111 | 535 |
|  CK Hutchison Holdings Ltd. | 19369 | 127254 |
|  CK Infrastructure Holdings Ltd. | 42 | 272 |
|  CLP Holdings Ltd. | 102 | 844 |
|  Futu Holdings Ltd. - ADR | 4 | 621 |
|  Galaxy Entertainment Group Ltd. | 16610 | 91328 |
|  Hang Seng Bank Ltd. | 43 | 654 |
|  Henderson Land Development Co. Ltd. | 1959 | 6901 |
|  HKT Trust & HKT Ltd. - Class Miscella | 229 | 339 |
|  Hong Kong & China Gas Co. Ltd. | 719 | 624 |
|  Hong Kong Exchanges & Clearing Ltd. | 183 | 10414 |
|  Hongkong Land Holdings Ltd. | 63 | 400 |
|  Jardine Matheson Holdings Ltd. | 367 | 23154 |
|  Johnson Electric Holdings Ltd. | 878 | 4592 |
|  Link Real Estate Investment Trust | 149 | 767 |
|  MTR Corp. Ltd. | 107 | 361 |
|  Power Assets Holdings Ltd. | 81 | 513 |
|  Prudential Plc | 2874 | 40240 |

---

------

---

| | | |
|:---|:---|:---|
|  Sino Land Co. Ltd. | 238 | 302 |
|  SITC International Holdings Co. Ltd. | 77 | 296 |
|  Sun Hung Kai Properties Ltd. | 86 | 1029 |
|  Swire Pacific Ltd. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;832 | 7045 |
|  Techtronic Industries Co. Ltd. | 1142 | 14592 |
|  WH Group Ltd.(3) | 493 | 534 |
|  Wharf Holdings Ltd. | 58 | 166 |
|  Wharf Real Estate Investment Co. Ltd. | 99 | 292 |
|  Total Hong Kong | Total Hong Kong | 783824 |
|  **India – 0.95%** |  |  |
|  Havells India Ltd. | 201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3408 |
|  HDFC Bank Ltd. | 7215 | 77316 |
|  ICICI Bank Ltd. - ADR | 2083 | 62978 |
|  Kotak Mahindra Bank Ltd. | 702 | 15767 |
|  Marico Ltd. | 722 | 5670 |
|  Reliance Industries Ltd. | 1872 | 28755 |
|  UPL Ltd. | 2608 | 19316 |
|  Total India | Total India | 213210 |
|  **Indonesia – 0.12%** |  |  |
|  Bank Central Asia Tbk PT | 11065 | 5067 |
|  Bank Rakyat Indonesia Persero Tbk PT | 92168 | 21603 |
|  Total Indonesia | Total Indonesia | 26670 |
|  **Ireland – 1.68%** |  |  |
|  AerCap Holdings NV | 11 | 1285 |
|  AIB Group Plc | 124 | 1128 |
|  Bank of Ireland Group Plc | 7769 | 128635 |
|  DCC Plc | 330 | 21247 |
|  Experian Plc | 2670 | 134127 |
|  Irish Continental Group Plc | 1018 | 6908 |
|  James Hardie Industries Plc(2) | 1294 | 24018 |
|  Kerry Group Plc - Class A | 9 | 857 |
|  Kingspan Group Plc | 163 | 13618 |
|  Medtronic Plc | 479 | 45596 |
|  Ryanair Holdings Plc | 50 | 1462 |
|  Total Ireland | Total Ireland | 378881 |
|  **Israel – 0.25%** |  |  |
|  Azrieli Group Ltd. | 2 | 237 |
|  Bank Hapoalim BM | 74 | 1497 |
|  Bank Leumi Le-Israel BM | 88 | 1734 |
|  Check Point Software Technologies Ltd.(2) | 5 | 1081 |
|  CyberArk Software Ltd.(2) | 3 | 1402 |
|  Elbit Systems Ltd. | 2 | 855 |
|  ICL Group Ltd. | 44 | 276 |
|  Israel Discount Bank Ltd. - Class A | 72 | 714 |
|  Mizrahi Tefahot Bank Ltd. | 9 | 616 |
|  Monday.com Ltd.(2) | 233 | 45118 |
|  Nice Ltd.(2) | 4 | 540 |
|  Nova Ltd.(2) | 2 | 564 |
|  Phoenix Financial Ltd. | 13 | 490 |
|  Teva Pharmaceutical Industries Ltd. - ADR(2) | 68 | 1368 |
|  Wix.com Ltd.(2) | 3 | 579 |
|  Total Israel | Total Israel | 57071 |
|  **Italy – 3.09%** |  |  |
|  Amplifon SpA | 340 | 5551 |
|  Banca Mediolanum SpA | 13 | 257 |
|  Banca Monte dei Paschi di Siena SpA | 116 | 1035 |
|  Banco BPM SpA | 67 | 1006 |
|  BPER Banca SPA | 87 | 967 |
|  Davide Campari-Milano NV | 4181 | 26440 |
|  Enel SpA | 28368 | 268828 |
|  ENI SpA | 121 | 2109 |
|  Ferrari NV | 135 | 65540 |
|  FinecoBank Banca Fineco SpA | 37 | 805 |
|  Generali | 50 | 1966 |
|  Infrastrutture Wireless Italiane SpA(3) | 18 | 214 |
|  Intesa Sanpaolo SpA | 839 | 5555 |
|  Leonardo SpA | 24 | 1526 |
|  Moncler SpA | 14 | 845 |
|  Nexi SpA(3) | 33 | 187 |
|  Poste Italiane SpA(3) | 27 | 650 |
|  Prysmian SpA | 17 | 1700 |
|  Recordati Industria Chimica e Farmaceutica SpA | 7 | 407 |
|  Snam SpA | 33696 | 202320 |
|  Telecom Italia SpA(2) | 666 | 349 |
|  Terna - Rete Elettrica Nazionale | 83 | 842 |

---

------

---

| | | |
|:---|:---|:---|
|  UniCredit SpA | 1376 | 104724 |
|  Unipol Assicurazioni SpA | 21 | 449 |
|  Total Italy | Total Italy | 694272 |
|  **Japan – 17.21%** |  |  |
|  ABC-Mart, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804 | 15940 |
|  Advantest Corp. | 46 | 4551 |
|  Aeon Co. Ltd. | 134 | 1620 |
|  AGC, Inc. | 12 | 385 |
|  Air Water, Inc. | 467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8027 |
|  Aisin Corp. | 31 | 539 |
|  Ajinomoto Co., Inc. | 54 | 1558 |
|  ANA Holdings, Inc. | 9 | 176 |
|  Asahi Group Holdings Ltd. | 2481 | 29740 |
|  Asahi Kasei Corp. | 71 | 557 |
|  Asics Corp. | 42 | 1089 |
|  Astellas Pharma, Inc. | 107 | 1162 |
|  Bandai Namco Holdings, Inc. | 35 | 1161 |
|  Bridgestone Corp. | 1685 | 77882 |
|  Canon, Inc. | 53 | 1535 |
|  Capcom Co. Ltd. | 21 | 576 |
|  Central Japan Railway Co. | 46 | 1304 |
|  Chiba Bank Ltd. | 34 | 352 |
|  Chubu Electric Power Co., Inc. | 40 | 549 |
|  Chugai Pharmaceutical Co. Ltd. | 41 | 1800 |
|  Concordia Financial Group Ltd. | 62 | 475 |
|  Dai Nippon Printing Co. Ltd. | 23 | 398 |
|  Daiei Kankyo Co. Ltd. | 271 | 6122 |
|  Daifuku Co. Ltd. | 20 | 624 |
|  Dai-ichi Life Holdings, Inc. | 211 | 1658 |
|  Daiichi Sankyo Co. Ltd. | 1974 | 44413 |
|  Daikin Industries Ltd. | 547 | 63094 |
|  Daito Trust Construction Co. Ltd. | 18 | 395 |
|  Daiwa House Industry Co. Ltd. | 900 | 32324 |
|  Daiwa Securities Group, Inc. | 77 | 626 |
|  Denso Corp. | 102 | 1472 |
|  Disco Corp. | 6 | 1724 |
|  Dowa Holdings Co. Ltd. | 303 | 11024 |
|  East Japan Railway Co. | 721 | 17625 |
|  Eisai Co. Ltd. | 16 | 527 |
|  ENEOS Holdings, Inc. | 159 | 1005 |
|  FANUC Corp. | 56 | 1621 |
|  Fast Retailing Co. Ltd. | 11 | 3462 |
|  Fuji Electric Co. Ltd. | 8 | 516 |
|  FUJIFILM Holdings Corp. | 7748 | 192673 |
|  Fujikura Ltd. | 15 | 1477 |
|  Fujitsu Ltd. | 6962 | 163317 |
|  Fukuoka Financial Group, Inc. | 778 | 23269 |
|  Hakuhodo DY Holdings, Inc. | 1082 | 8683 |
|  Hankyu Hanshin Holdings, Inc. | 15 | 428 |
|  Hikari Tsushin, Inc. | 1 | 279 |
|  Hitachi Ltd. | 7249 | 192035 |
|  Honda Motor Co. Ltd. | 10845 | 111918 |
|  Hoya Corp. | 21 | 2848 |
|  Hulic Co. Ltd. | 27 | 295 |
|  Idemitsu Kosan Co. Ltd. | 1790 | 12247 |
|  IHI Corp. | 954 | 17769 |
|  Iida Group Holdings Co. Ltd. | 860 | 13712 |
|  Inpex Corp. | 774 | 13942 |
|  Isuzu Motors Ltd. | 31 | 394 |
|  ITOCHU Corp. | 71 | 4057 |
|  Japan Airlines Co. Ltd. | 8 | 163 |
|  Japan Exchange Group, Inc. | 58 | 650 |
|  Japan Post Bank Co. Ltd. | 2536 | 31054 |
|  Japan Post Holdings Co. Ltd. | 1647 | 16343 |
|  Japan Post Insurance Co. Ltd. | 12 | 326 |
|  Japan Tobacco, Inc. | 71 | 2319 |
|  JFE Holdings, Inc. | 33 | 405 |
|  Kajima Corp. | 25 | 734 |
|  Kansai Electric Power Co., Inc. | 56 | 804 |
|  Kao Corp. | 28 | 1198 |
|  Kawasaki Heavy Industries Ltd. | 9 | 594 |
|  Kawasaki Kisen Kaisha Ltd. | 20 | 282 |
|  KDDI Corp. | 11176 | 178234 |
|  Keyence Corp. | 12 | 4352 |
|  Kikkoman Corp. | 41 | 343 |

---

------

---

| | | |
|:---|:---|:---|
|  Kinden Corp. | 371 | 12683 |
|  Kirin Holdings Co. Ltd. | 1048 | 15350 |
|  Kobe Bussan Co. Ltd. | 9 | 259 |
|  Komatsu Ltd. | 4145 | 144407 |
|  Konami Group Corp. | 6 | 880 |
|  Kubota Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;838 | 10531 |
|  Kyocera Corp. | 76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1017 |
|  Kyowa Kirin Co. Ltd. | 14 | 214 |
|  Lasertec Corp. | 5 | 670 |
|  LY Corp. | 6461 | 20739 |
|  M3, Inc. | 962 | 15573 |
|  Makita Corp. | 14 | 441 |
|  Marubeni Corp. | 83 | 2079 |
|  MatsukiyoCocokara & Co. | 20 | 404 |
|  Medipal Holdings Corp. | 80 | 1368 |
|  Megmilk Snow Brand Co. Ltd. | 220 | 4394 |
|  MEIJI Holdings Co. Ltd. | 14 | 286 |
|  Minebea Mitsumi, Inc. | 3361 | 63154 |
|  Mitsubishi Chemical Group Corp. | 79 | 455 |
|  Mitsubishi Corp. | 717 | 17083 |
|  Mitsubishi Electric Corp. | 5104 | 131087 |
|  Mitsubishi Estate Co. Ltd. | 63 | 1441 |
|  Mitsubishi HC Capital, Inc. | 53 | 437 |
|  Mitsubishi Heavy Industries Ltd. | 5298 | 138631 |
|  Mitsubishi Logistics Corp. | 1129 | 9241 |
|  Mitsubishi Motors Corp. | 4591 | 12426 |
|  Mitsubishi UFJ Financial Group, Inc. | 2510 | 40496 |
|  Mitsui & Co. Ltd. | 146 | 3613 |
|  Mitsui Fudosan Co. Ltd. | 154 | 1672 |
|  Mitsui OSK Lines Ltd. | 21 | 625 |
|  Mizuho Financial Group, Inc. | 148 | 4978 |
|  Monotaro Co. Ltd. | 15 | 212 |
|  MS&AD Insurance Group Holdings, Inc. | 76 | 1717 |
|  Murata Manufacturing Co. Ltd. | 4704 | 89299 |
|  NEC Corp. | 458 | 14670 |
|  Nexon Co. Ltd. | 20 | 445 |
|  NH Foods Ltd. | 330 | 13072 |
|  Nidec Corp. | 51 | 898 |
|  Nikon Corp. | 712 | 8275 |
|  Nintendo Co. Ltd. | 1091 | 94410 |
|  Nippon Building Fund, Inc.(1) | 0 | 441 |
|  Nippon Paint Holdings Co. Ltd. | 56 | 381 |
|  Nippon Sanso Holdings Corp. | 10 | 361 |
|  Nippon Steel Corp. | 285 | 1174 |
|  Nippon Television Holdings, Inc. | 610 | 16260 |
|  Nippon Yusen KK | 26 | 880 |
|  Nissan Motor Co. Ltd.(2) | 130 | 315 |
|  Nissin Foods Holdings Co. Ltd. | 12 | 224 |
|  Nitori Holdings Co. Ltd. | 535 | 10335 |
|  Nitto Denko Corp. | 42 | 988 |
|  Nomura Holdings, Inc. | 3654 | 26782 |
|  Nomura Research Institute Ltd. | 1254 | 48133 |
|  NS Solutions Corp. | 8 | 200 |
|  NTT, Inc. | 57796 | 60415 |
|  Obayashi Corp. | 1247 | 20474 |
|  Obic Co. Ltd. | 1132 | 39461 |
|  Olympus Corp. | 7746 | 97938 |
|  Oracle Corp. | 309 | 31499 |
|  Oriental Land Co. Ltd. | 65 | 1560 |
|  ORIX Corp. | 69 | 1803 |
|  Osaka Gas Co. Ltd. | 21 | 620 |
|  Otsuka Corp. | 15 | 307 |
|  Otsuka Holdings Co. Ltd. | 26 | 1392 |
|  Pan Pacific International Holdings Corp. | 4039 | 26593 |
|  Panasonic Holdings Corp. | 136 | 1476 |
|  Rakuten Group, Inc.(2) | 93 | 600 |
|  Recruit Holdings Co. Ltd. | 80 | 4285 |
|  Renesas Electronics Corp. | 99 | 1141 |
|  Resona Holdings, Inc. | 7159 | 73002 |
|  Resonac Holdings Corp. | 937 | 31736 |
|  Ryohin Keikaku Co. Ltd. | 30 | 595 |
|  Sanrio Co. Ltd. | 11 | 493 |
|  SBI Holdings, Inc. | 17 | 733 |
|  SCREEN Holdings Co. Ltd. | 5 | 435 |
|  SCSK Corp. | 10 | 299 |

---

------

---

| | | |
|:---|:---|:---|
|  Secom Co. Ltd. | 2980 | 109339 |
|  Sega Sammy Holdings, Inc. | 662 | 13953 |
|  Sekisui Chemical Co. Ltd. | 22 | 404 |
|  Sekisui House Ltd. | 35 | 805 |
|  Seria Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | 3929 |
|  Seven & i Holdings Co. Ltd. | 1081 | 14507 |
|  SG Holdings Co. Ltd. | 18 | 185 |
|  Shimadzu Corp. | 14 | 363 |
|  Shimano, Inc. | 4 | 481 |
|  Shin-Etsu Chemical Co. Ltd. | 219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7183 |
|  Shionogi & Co. Ltd. | 45 | 789 |
|  Ship Healthcare Holdings, Inc. | 589 | 9110 |
|  Shiseido Co. Ltd. | 646 | 11026 |
|  SMC Corp. | 3 | 1051 |
|  SoftBank Corp. | 1690 | 2486 |
|  SoftBank Group Corp. | 57 | 7167 |
|  Sompo Holdings, Inc. | 53 | 1648 |
|  Sony Financial Group, Inc.(2) | 6736 | 7470 |
|  Sony Group Corp. | 8396 | 241355 |
|  Subaru Corp. | 34 | 692 |
|  Sugi Holdings Co. Ltd. | 829 | 19983 |
|  Sumitomo Corp. | 64 | 1857 |
|  Sumitomo Electric Industries Ltd. | 42 | 1195 |
|  Sumitomo Metal Mining Co. Ltd. | 1028 | 33084 |
|  Sumitomo Mitsui Financial Group, Inc. | 794 | 22346 |
|  Sumitomo Mitsui Trust Group, Inc. | 1343 | 38968 |
|  Sumitomo Realty & Development Co. Ltd. | 18 | 812 |
|  Suntory Beverage & Food Ltd. | 1567 | 48984 |
|  Suzuki Motor Corp. | 92 | 1334 |
|  Sysmex Corp. | 265 | 3280 |
|  T&D Holdings, Inc. | 28 | 689 |
|  Taiheiyo Cement Corp. | 609 | 15806 |
|  Taisei Corp. | 257 | 17648 |
|  Takeda Pharmaceutical Co. Ltd. | 864 | 25373 |
|  TBS Holdings, Inc. | 380 | 14428 |
|  TDK Corp. | 5749 | 83244 |
|  Terumo Corp. | 1768 | 29163 |
|  TIS, Inc. | 13 | 416 |
|  Toho Co. Ltd. | 7 | 431 |
|  Tokio Marine Holdings, Inc. | 1224 | 51808 |
|  Tokyo Electron Ltd. | 27 | 4768 |
|  Tokyo Gas Co. Ltd. | 19 | 661 |
|  Tokyo Metro Co. Ltd. | 16 | 186 |
|  Tokyu Corp. | 28 | 343 |
|  TOPPAN Holdings, Inc. | 14 | 356 |
|  Toray Industries, Inc. | 2543 | 16222 |
|  Toyo Seikan Group Holdings Ltd. | 576 | 13133 |
|  Toyo Suisan Kaisha Ltd. | 203 | 14509 |
|  Toyota Industries Corp. | 1592 | 179084 |
|  Toyota Motor Corp. | 558 | 10724 |
|  Toyota Tsusho Corp. | 40 | 1107 |
|  Trend Micro, Inc. | 8 | 410 |
|  Tsumura & Co. | 428 | 10509 |
|  Unicharm Corp. | 68 | 440 |
|  USS Co. Ltd. | 2094 | 24038 |
|  West Japan Railway Co. | 793 | 17391 |
|  Yakult Honsha Co. Ltd. | 14 | 230 |
|  Yamaha Motor Co. Ltd. | 55 | 411 |
|  Yokogawa Electric Corp. | 13 | 385 |
|  Zensho Holdings Co. Ltd. | 6 | 372 |
|  ZOZO, Inc. | 1309 | 12025 |
|  Total Japan | Total Japan | 3871811 |
|  **Luxembourg – 0.83%** |  |  |
|  ArcelorMittal SA | 3569 | 128760 |
|  Befesa SA(3) | 163 | 5538 |
|  CVC Capital Partners Plc(3) | 14 | 239 |
|  Eurofins Scientific SE | 411 | 29980 |
|  Millicom International Cellular SA | 90 | 4377 |
|  Tenaris SA | 965 | 17294 |
|  Total Luxembourg | Total Luxembourg | 186188 |
|  **Macau – 0.10%** |  |  |
|  Sands China Ltd. | 8029 | 22310 |
|  Total Macau | Total Macau | 22310 |
|  **Mexico – 0.24%** |  |  |
|  Arca Continental SAB de CV | 483 | 5074 |

---

------

---

| | | |
|:---|:---|:---|
|  Cemex SAB de CV - ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4452 |
|  Fresnillo Plc | 14 | 431 |
|  Gruma SAB de CV - Class B | 229 | 4266 |
|  Grupo Financiero Banorte SAB de CV - Class O | 3995 | 40119 |
|  Total Mexico | Total Mexico | 54342 |
|  **Netherlands – 4.29%** |  |  |
|  ABN AMRO Bank NV(3) | 34 | 1083 |
|  Adyen NV(2)(3) | 47 | 75828 |
|  Aegon Ltd. | 78 | 631 |
|  Akzo Nobel NV | 309 | 22054 |
|  Argenx SE(2) | 4 | 2712 |
|  ASM International NV | 95 | 57182 |
|  ASML Holding NV | 151 | 146833 |
|  ASML Holding NV - Class REG | 115 | 111776 |
|  ASR Nederland NV | 9 | 625 |
|  BE Semiconductor Industries NV | 4 | 649 |
|  Euronext NV(3) | 5 | 703 |
|  EXOR NV | 5 | 530 |
|  Ferrovial SE | 31 | 1769 |
|  Heineken Holding NV | 8 | 537 |
|  Heineken NV | 1085 | 84940 |
|  IMCD NV | 4 | 364 |
|  ING Groep NV | 3461 | 90724 |
|  JDE Peet's NV | 10 | 366 |
|  Koninklijke Ahold Delhaize NV | 761 | 30781 |
|  Koninklijke KPN NV | 229 | 1100 |
|  Koninklijke Philips NV | 7469 | 204611 |
|  NN Group NV | 16 | 1118 |
|  Prosus NV(2) | 78 | 5503 |
|  QIAGEN NV | 863 | 38488 |
|  Randstad NV | 1529 | 65212 |
|  Stellantis NV | 119 | 1103 |
|  Topicus.com, Inc.(2) | 120 | 12817 |
|  Universal Music Group NV | 66 | 1910 |
|  Wolters Kluwer NV | 14 | 1957 |
|  Total Netherlands | Total Netherlands | 963906 |
|  **New Zealand – 0.01%** |  |  |
|  Auckland International Airport Ltd. | 93 | 423 |
|  Contact Energy Ltd. | 52 | 272 |
|  Fisher & Paykel Healthcare Corp. Ltd. | 35 | 747 |
|  Infratil Ltd. | 59 | 420 |
|  Meridian Energy Ltd. | 81 | 260 |
|  Xero Ltd.(2) | 10 | 1022 |
|  Total New Zealand | Total New Zealand | 3144 |
|  **Norway – 0.75%** |  |  |
|  Aker BP ASA | 18 | 458 |
|  DNB Bank ASA | 1615 | 44031 |
|  Equinor ASA | 4079 | 99470 |
|  Gjensidige Forsikring ASA | 13 | 377 |
|  Kongsberg Gruppen ASA | 26 | 832 |
|  Mowi ASA | 28 | 601 |
|  Norsk Hydro ASA | 83 | 565 |
|  Orkla ASA | 39 | 409 |
|  Salmar ASA | 376 | 20095 |
|  Telenor ASA | 36 | 594 |
|  Yara International ASA | 9 | 347 |
|  Total Norway | Total Norway | 167779 |
|  **Peru – 0.23%** |  |  |
|  Credicorp Ltd. | 194 | 51712 |
|  Total Peru | Total Peru | 51712 |
|  **Poland – 0.00%(4)** |  |  |
|  InPost SA(2) | 15 | 181 |
|  Total Poland | Total Poland | 181 |
|  **Portugal – 0.01%** |  |  |
|  Banco Comercial Portugues SA - Class R | 481 | 427 |
|  EDP SA | 189 | 898 |
|  Galp Energia SGPS SA | 25 | 481 |
|  Jeronimo Martins SGPS SA | 17 | 417 |
|  Total Portugal | Total Portugal | 2223 |
|  **Russia – 0.00%(4)** |  |  |
|  Severstal PAO - GDR(1)(2)(6)(7) | 147 |  |
|  X5 Retail Group NV - GDR(1)(2)(6)(7) | 65 |  |
|  Total Russia | Total Russia |  |
|  **Singapore – 2.22%** |  |  |
|  ASMPT Ltd. | 384 | 4053 |

---

------

---

| | | |
|:---|:---|:---|
|  BOC Aviation Ltd.(3) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2708 |
|  CapitaLand Ascendas REIT | 232 | 502 |
|  CapitaLand Integrated Commercial Trust | 338 | 601 |
|  Capitaland Investment Ltd. | 134 | 280 |
|  DBS Group Holdings Ltd. | 2471 | 97986 |
|  Genting Singapore Ltd. | 338 | 193 |
|  Grab Holdings Ltd. - Class A(2) | 145 | 870 |
|  Keppel Ltd. | 85 | 590 |
|  Oversea-Chinese Banking Corp. Ltd. | 200 | 2544 |
|  Sea Ltd. - ADR(2) | 1014 | 181204 |
|  Sembcorp Industries Ltd. | 51 | 239 |
|  Singapore Airlines Ltd. | 91 | 459 |
|  Singapore Exchange Ltd. | 47 | 602 |
|  Singapore Technologies Engineering Ltd. | 1582 | 10561 |
|  Singapore Telecommunications Ltd. | 445 | 1423 |
|  United Overseas Bank Ltd. | 7217 | 193810 |
|  Wilmar International Ltd. | 120 | 264 |
|  Total Singapore | Total Singapore | 498889 |
|  **South Africa – 0.15%** |  |  |
|  AVI Ltd. | 733 | 4196 |
|  Bid Corp. Ltd. | 136 | 3399 |
|  Capitec Bank Holdings Ltd. | 38 | 7637 |
|  Naspers Ltd. - Class N | 38 | 13709 |
|  Valterra Platinum Ltd. | 74 | 5306 |
|  Total South Africa | Total South Africa | 34247 |
|  **South Korea – 0.81%** |  |  |
|  Amorepacific Corp. | 221 | 19329 |
|  NAVER Corp. | 174 | 33298 |
|  Samsung Electronics Co. Ltd. | 1686 | 101048 |
|  Shinhan Financial Group Co. Ltd. | 544 | 27426 |
|  Total South Korea | Total South Korea | 181101 |
|  **Spain – 1.70%** |  |  |
|  Acciona SA | 1 | 278 |
|  Acerinox SA | 357 | 4685 |
|  ACS Actividades de Construccion y Servicios SA | 11 | 862 |
|  Aena SME SA(3) | 44 | 1208 |
|  Amadeus IT Group SA | 181 | 14382 |
|  Banco Bilbao Vizcaya Argentaria SA | 340 | 6544 |
|  Banco de Sabadell SA | 298 | 1165 |
|  Banco Santander SA | 19850 | 208310 |
|  Bankinter SA | 40 | 640 |
|  CaixaBank SA | 9255 | 97755 |
|  Cellnex Telecom SA(3) | 30 | 1024 |
|  EDP Renovaveis SA | 19 | 252 |
|  Endesa SA | 18 | 588 |
|  Fluidra SA | 880 | 23930 |
|  Grifols SA | 19 | 271 |
|  Iberdrola SA | 374 | 7079 |
|  Industria de Diseno Textil SA | 65 | 3616 |
|  Redeia Corp. SA | 18 | 344 |
|  Repsol SA | 68 | 1208 |
|  Telefonica SA | 221 | 1137 |
|  Viscofan SA | 116 | 7897 |
|  Total Spain | Total Spain | 383175 |
|  **Sweden – 1.66%** |  |  |
|  AddTech AB - Class B | 16 | 518 |
|  Alfa Laval AB | 340 | 15528 |
|  Assa Abloy AB - Class B | 3379 | 117630 |
|  Atlas Copco AB - Class A | 1428 | 24210 |
|  Atlas Copco AB - Class B | 94 | 1414 |
|  Beijer Ref AB - Class B | 23 | 364 |
|  Boliden AB(2) | 17 | 696 |
|  Epiroc AB - Class A | 41 | 858 |
|  Epiroc AB - Class B | 22 | 421 |
|  EQT AB | 22 | 764 |
|  Essity AB - Class B | 36 | 949 |
|  Evolution AB(3) | 8 | 698 |
|  Fastighets AB Balder - Class B(2) | 43 | 311 |
|  H & M Hennes & Mauritz AB - Class B | 35 | 647 |
|  Hexagon AB - Class B | 125 | 1487 |
|  Holmen AB - Class B | 4 | 162 |
|  Industrivarden AB - Class A | 7 | 267 |
|  Industrivarden AB - Class C | 9 | 374 |
|  Indutrade AB | 16 | 371 |
|  Investment AB Latour - Class B | 9 | 222 |

---

------

---

| | | |
|:---|:---|:---|
|  Investor AB - Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3239 |
|  L E Lundbergforetagen AB - Class B | 4 | 231 |
|  Lifco AB - Class B | 13 | 454 |
|  Nibe Industrier AB - Class B | 92 | 362 |
|  Saab AB - Class B | 19 | 1182 |
|  Sagax AB - Class B | 13 | 281 |
|  Sandvik AB | 786 | 21971 |
|  Securitas AB - Class B | 28 | 423 |
|  Skandinaviska Enskilda Banken AB - Class A | 89 | 1749 |
|  Skanska AB - Class B | 20 | 527 |
|  SKF AB - Class B | 21 | 514 |
|  Spotify Technology SA(2) | 207 | 144196 |
|  Svenska Cellulosa AB SCA - Class B | 37 | 487 |
|  Svenska Handelsbanken AB - Class A | 1731 | 22590 |
|  Swedbank AB | 50 | 1495 |
|  Swedish Orphan Biovitrum AB(2) | 12 | 367 |
|  Tele2 AB - Class B | 32 | 548 |
|  Telefonaktiebolaget LM Ericsson - Class B | 166 | 1375 |
|  Telia Co. AB | 142 | 543 |
|  Trelleborg AB - Class B | 13 | 471 |
|  Volvo AB - Class B | 94 | 2692 |
|  Total Sweden | Total Sweden | 373588 |
|  **Switzerland – 5.01%** |  |  |
|  ABB Ltd. | 94 | 6812 |
|  Alcon AG | 30 | 2252 |
|  Amrize Ltd.(2) | 257 | 12580 |
|  Avolta AG | 5 | 291 |
|  Baloise Holding AG | 2 | 615 |
|  Banque Cantonale Vaudoise | 2 | 206 |
|  Barry Callebaut AG(1) | 0 | 277 |
|  Belimo Holding AG | 1 | 613 |
|  BKW AG | 1 | 254 |
|  Chocoladefabriken Lindt & Spruengli AG(1) | 0 | 856 |
|  Chocoladefabriken Lindt & Spruengli AG - REG(1) | 0 | 1053 |
|  Cie Financiere Richemont SA | 322 | 61768 |
|  Coca-Cola HBC AG(2) | 13 | 618 |
|  DSM-Firmenich AG | 11 | 935 |
|  EMS-Chemie Holding AG(1) | 0 | 305 |
|  Galderma Group AG | 8 | 1397 |
|  Geberit AG | 56 | 42627 |
|  Givaudan SA | 1 | 2256 |
|  Glencore Plc(2) | 10770 | 49603 |
|  Helvetia Holding AG | 2 | 549 |
|  Holcim AG(2) | 257 | 21953 |
|  Julius Baer Group Ltd. | 884 | 61571 |
|  Kuehne & Nagel International AG | 3 | 543 |
|  Logitech International SA | 9 | 1011 |
|  Lonza Group AG | 4 | 2807 |
|  Nestle SA | 3537 | 324819 |
|  Novartis AG | 113 | 14518 |
|  Partners Group Holding AG | 1 | 1799 |
|  Roche Holding AG | 2 | 665 |
|  Roche Holding AG | 866 | 288327 |
|  Sandoz Group AG | 24 | 1454 |
|  Schindler Holding AG | 1 | 516 |
|  Schindler Holding AG | 2 | 897 |
|  SGS SA | 10 | 1006 |
|  SIG Group AG(2) | 17 | 179 |
|  Sika AG | 109 | 24490 |
|  Sonova Holding AG | 94 | 25691 |
|  STMicroelectronics NV | 41 | 1147 |
|  Straumann Holding AG | 7 | 706 |
|  Swatch Group AG - BR | 2 | 308 |
|  Swiss Life Holding AG | 2 | 1830 |
|  Swiss Prime Site AG | 5 | 671 |
|  Swiss Re AG | 18 | 3270 |
|  Swisscom AG | 2 | 1109 |
|  UBS Group AG | 3721 | 152988 |
|  VAT Group AG(3) | 2 | 659 |
|  Zurich Insurance Group AG | 9 | 6164 |
|  Total Switzerland | Total Switzerland | 1126965 |
|  **Taiwan – 2.57%** |  |  |
|  Advantech Co. Ltd. | 315 | 3312 |
|  Delta Electronics, Inc. | 3314 | 93356 |
|  MediaTek, Inc. | 128 | 5551 |

---

------

---

| | | |
|:---|:---|:---|
|  Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | 702 | 196006 |
|  Taiwan Semiconductor Manufacturing Co. Ltd. | 6465 | 280825 |
|  Total Taiwan | Total Taiwan | 579050 |
|  **Thailand – 0.07%** |  |  |
|  Kasikornbank PCL | 2956 | 15237 |
|  Total Thailand | Total Thailand | 15237 |
|  **United Kingdom – 17.74%** |  |  |
|  3i Group Plc | 3982 | 219480 |
|  Admiral Group Plc | 349 | 15753 |
|  Anglo American Plc | 66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2486 |
|  Aon Plc - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | 44162 |
|  Ashtead Group Plc | 26 | 1716 |
|  Associated British Foods Plc | 5130 | 141757 |
|  AstraZeneca Plc | 934 | 143032 |
|  Auto Trader Group Plc(3) | 1591 | 16906 |
|  Aviva Plc | 180 | 1666 |
|  BAE Systems Plc | 8056 | 224256 |
|  Barclays Plc | 23841 | 122672 |
|  Barratt Redrow Plc | 1452 | 7639 |
|  BP Plc | 32179 | 184760 |
|  British American Tobacco Plc | 3133 | 166654 |
|  BT Group Plc - Class A | 353 | 909 |
|  Bunzl Plc | 994 | 31415 |
|  Burberry Group Plc(2) | 792 | 12514 |
|  Capita Plc(2) | 505 | 2205 |
|  Centrica Plc | 287 | 645 |
|  Close Brothers Group Plc(2) | 629 | 4198 |
|  CNH Industrial NV | 2253 | 24444 |
|  Coca-Cola Europacific Partners Plc | 185 | 16736 |
|  Compass Group Plc | 4321 | 147278 |
|  Convatec Group Plc(3) | 6727 | 21002 |
|  Diageo Plc | 3455 | 82667 |
|  easyJet Plc | 2424 | 15159 |
|  Entain Plc | 3063 | 36194 |
|  Future Plc | 578 | 5131 |
|  GSK Plc | 11770 | 252723 |
|  Haleon Plc | 5690 | 25608 |
|  Halma Plc | 23 | 1062 |
|  Hikma Pharmaceuticals Plc | 9 | 211 |
|  HSBC Holdings Plc | 6276 | 88568 |
|  IG Group Holdings Plc | 1074 | 15576 |
|  Imperial Brands Plc | 254 | 10786 |
|  Inchcape Plc | 855 | 7969 |
|  Informa Plc | 77 | 958 |
|  InterContinental Hotels Group Plc | 206 | 24916 |
|  International Consolidated Airlines Group SA | 79 | 414 |
|  Intertek Group Plc | 482 | 30704 |
|  ITV Plc | 8083 | 8723 |
|  J Sainsbury Plc | 17470 | 78547 |
|  JD Sports Fashion Plc | 148 | 191 |
|  John Wood Group Plc(2)(6)(7) | 3378 | 1227 |
|  Jupiter Fund Management Plc | 2251 | 4364 |
|  Kingfisher Plc | 101 | 422 |
|  Land Securities Group Plc | 41 | 321 |
|  Legal & General Group Plc | 335 | 1078 |
|  Lloyds Banking Group Plc | 214919 | 243199 |
|  London Stock Exchange Group Plc | 234 | 26830 |
|  M&G Plc | 137 | 467 |
|  Marks & Spencer Group Plc | 122 | 600 |
|  Melrose Industries Plc | 76 | 625 |
|  Mondi Plc | 26 | 362 |
|  National Grid Plc | 289 | 4150 |
|  NatWest Group Plc | 477 | 3371 |
|  Next Plc | 7 | 1157 |
|  Pagegroup Plc | 3213 | 9887 |
|  Pearson Plc | 34 | 477 |
|  Pets at Home Group Plc | 2928 | 8086 |
|  Phoenix Group Holdings Plc | 42 | 361 |
|  Rathbones Group Plc | 307 | 7551 |
|  Reckitt Benckiser Group Plc | 2459 | 189352 |
|  RELX Plc | 1233 | 58916 |
|  Rentokil Initial Plc | 150 | 759 |
|  Rightmove Plc | 2375 | 22681 |
|  Rio Tinto Plc | 67 | 4383 |
|  Rolls-Royce Holdings Plc | 26957 | 433307 |

---

------

---

| | | |
|:---|:---|:---|
|  Rotork Plc | 2649 | 12110 |
|  Sage Group Plc | 58 | 856 |
|  Schroders Plc | 46 | 233 |
|  Segro Plc | 73 | 649 |
|  Serco Group Plc | 6662 | 21224 |
|  Severn Trent Plc | 16 | 549 |
|  Shell Plc | 1565 | 56133 |
|  Shell Plc | 4070 | 145074 |
|  Smith & Nephew Plc | 50 | 912 |
|  Smiths Group Plc | 20 | 620 |
|  Spirax Group Plc | 4 | 387 |
|  SSE Plc | 8503 | 199453 |
|  SSP Group Plc | 7510 | 17362 |
|  Standard Chartered Plc | 4356 | 84542 |
|  Tesco Plc | 6585 | 39466 |
|  Travis Perkins Plc | 3039 | 25011 |
|  Unilever Plc | 146 | 8610 |
|  United Utilities Group Plc | 41 | 631 |
|  Vodafone Group Plc | 1142 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1328 |
|  WH Smith Plc | 1236 | 11277 |
|  Whitbread Plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255 | 11057 |
|  Wise Plc - Class A(2) | 40 | 555 |
|  WPP Plc | 17441 | 86937 |
|  Total United Kingdom | Total United Kingdom | 3989301 |
|  **United States – 2.88%** |  |  |
|  Coupang, Inc. - Class A(2) | 2908 | 93650 |
|  Flutter Entertainment Plc(2) | 208 | 52883 |
|  Laureate Education, Inc. - Class A(2) | 153 | 4814 |
|  Linde Plc | 324 | 153691 |
|  Newmont Corp. | 121 | 10239 |
|  Philip Morris International, Inc. | 729 | 118210 |
|  RB Global, Inc. | 759 | 82199 |
|  Reliance Worldwide Corp. Ltd. | 2329 | 6297 |
|  Samsonite Group SA(3) | 11920 | 25546 |
|  Seagate Technology Holdings Plc | 319 | 75233 |
|  Southern Copper Corp. | 62 | 7574 |
|  STERIS Plc | 70 | 17413 |
|  Total United States | Total United States | 647749 |
|  **Uruguay – 0.41%** |  |  |
|  MercadoLibre, Inc.(2) | 39 | 91912 |
|  Total Uruguay | Total Uruguay | 91912 |
|  **Total Common Stocks (Cost: $16,784,512)** | **Total Common Stocks (Cost: $16,784,512)** | **21701990** |
|  **PREFERRED STOCKS – 0.02%** |  |  |
|  **Germany – 0.02%** |  |  |
|  Bayerische Motoren Werke AG | 3 | 307 |
|  Dr Ing hc F Porsche AG(3) | 7 | 315 |
|  Henkel AG & Co. KGaA | 9 | 747 |
|  Porsche Automobil Holding SE | 8 | 332 |
|  Sartorius AG | 2 | 358 |
|  Volkswagen AG | 12 | 1318 |
|  Total Germany | Total Germany | 3377 |
|  **Total Preferred Stocks (Cost: $3,827)** | **Total Preferred Stocks (Cost: $3,827)** | **3377** |
|  **RIGHTS – 0.00%(4)** |  |  |
|  **Belgium – 0.00%(4)** |  |  |
|  Sofina SA, expires 10/08/2025(2) | 1 | 1 |
|  Total Belgium | Total Belgium | 1 |
|  **Denmark – 0.00%(4)** |  |  |
|  Orsted AS, expires 10/07/2025(1)(2) | 0 | 0 |
|  Total Denmark | Total Denmark | 0 |
|  **Total Rights (Cost: $1)** | **Total Rights (Cost: $1)** | **1** |
|  **SHORT-TERM INVESTMENTS – 2.97%** |  |  |
|  **Money Market Funds – 2.74%** |  |  |
|  JP Morgan U.S. Government Money Market Fund, 4.09%(5) | 616059 | 616059 |
|  **Total Money Market Funds (Cost: $616,059)** |  | **616059** |

---

------

---

| | | |
|:---|:---|:---|
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **Time Deposits – 0.23%** |  |  |
|  ANZ, Hong Kong, 2.60% due 10/01/2025 | 2618 | 1732 |
|  Brown Brothers Harriman, -0.60% due 10/01/2025 | 160 | 201 |
|  Brown Brothers Harriman, 0.12% due 10/01/2025(1) | 0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0 |
|  Brown Brothers Harriman, 0.75% due 10/01/2025 | 1451 | 228 |
|  Brown Brothers Harriman, 1.07% due 10/01/2025 | 101 | 11 |
|  Brown Brothers Harriman, 1.74% due 10/01/2025 | 36 | 21 |
|  Brown Brothers Harriman, 2.89% due 10/01/2025 | 124 | 12 |
|  Brown Brothers Harriman, 5.13% due 10/01/2025 | 693 | 40 |
|  Citibank, London, 1.04% due 10/01/2025 | 1647 | 1934 |
|  Citibank, London, 3.17% due 10/01/2025 | 2596 | 3491 |
|  HSBC, Hong Kong, 2.39% due 10/02/2025 | 24080 | 3094 |
|  HSBC, Singapore, 0.33% due 10/01/2025 | 47 | 36 |
|  Royal Bank of Canada, Toronto, 1.58% due 10/01/2025 | 66 | 48 |
|  Royal Bank of Canada, Toronto, 3.59% due 10/01/2025 | $995 | 995 |
|  Sumitomo Trust Bank, London, 3.59% due 10/01/2025 | 26188 | 26188 |
|  Sumitomo, Tokyo, 0.12% due 10/01/2025 | 1855001 | 12544 |
|  Sumitomo, Tokyo, 3.59% due 10/01/2025 | $399 | 399 |
|  **Total Time Deposits (Cost: $50,974)** |  | **50974** |
|  **Total Short-Term Investments (Cost: $667,033)** | **Total Short-Term Investments (Cost: $667,033)** | **667033** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.46%** |  |  |
|  **(Cost: $17,455,373)** |  | **22372401** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.54%** |  | **121508** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**22493909** |

---

Percentages are stated as a percent of net assets.

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

---

| | |
|:---|:---|
| ADR | American Depositary Receipt |
| GDR | Global Depositary Receipt |
| REIT | Real Estate Investment Trust |
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| JPY | Japanese Yen |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| SEK | Swedish Krona |
| SGD | Singapore Dollar |
| ZAR | South African Rand |

---

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

(2) Non-income producing security.

(3) Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of
1933. The value of these securities totals $243,566, which represents 1.08% of total net assets.

(4) Amount calculated is less than 0.005%.

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

(6) Security that is restricted at September 30, 2025. The value of these securities totals $1,227, which
represents 0.01% of total net assets.

(7) Security that is categorized as Level 3 per the Trust's fair value hierarchy. The value of these
securities totals $1,227, which represents 0.01% of total net assets.

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

------

**Open Futures Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Number of Contracts**<br> **Purchased** | **Reference Entity** | **Expiration Date** | **Notional Amount** | **Notional Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| 53 | Euro Stoxx 50 Future | Dec. 2025 | EUR | 2893 | $3448 | $51 |
| 19 | FTSE 100 INDEX Future | Dec. 2025 | GBP | 1773 | 2404 | 20 |
| 10 | TOPIX INDEX Future | Dec. 2025 | JPY | 311554 | 2124 | 17 |
|  |  |  |  |  |  | $**88** |

---

------

---

| | | |
|:---|:---|:---|
| **COMMON STOCKS** | **Percentages of**<br> **Net Assets** |  |
|  Communication Services | 4.17 | % |
|  Consumer Discretionary | 10.88 |  |
|  Consumer Staples | 8.22 |  |
|  Energy | 2.99 |  |
|  Financials | 18.49 |  |
|  Healthcare | 10.14 |  |
|  Industrials | 21.11 |  |
|  Information Technology | 10.89 |  |
|  Materials | 5.99 |  |
|  Real Estate | 0.42 |  |
|  Utilities | 3.17 |  |
|  **Total Common Stocks** | **96.47** |  |
|  **PREFERRED STOCKS** |  |  |
|  Consumer Discretionary | 0.01 |  |
|  Consumer Staples | 0.01 |  |
|  Healthcare | 0.00 | (1) |
|  **Total Preferred Stocks** | **0.02** |  |
|  **RIGHTS** |  |  |
|  Energy | 0.00 | (1) |
|  Financials | 0.00 | (1) |
|  **Total Rights** | **0.00** | (1) |
|  **SHORT-TERM INVESTMENTS** | **2.97** |  |
|  **TOTAL INVESTMENTS** | **99.46** |  |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES** | **0.54** |  |
|  **TOTAL NET ASSETS** | **100.00** | **%** |

---

(1) Amount calculated is less than 0.005%.

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

------

**Bridge Builder Tax Managed International Equity Fund** 

**Schedule of Investments** 

**September 30, 2025 (Unaudited)** 

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

---

| | | |
|:---|:---|:---|
|  | **Shares**<br>**(000s)** | **Value**<br>**(000s)** |
|  **COMMON STOCKS – 96.77%** |  |  |
|  **Australia – 2.52%** |  |  |
|  ANZ Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | $2908 |
|  ASX Ltd. | 18 | 685 |
|  BHP Group Ltd. | 17 | 465 |
|  BHP Group Ltd. | 65 | 1821 |
|  Brambles Ltd. | 30 | 493 |
|  Cochlear Ltd. | 37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6829 |
|  Coles Group Ltd. | 76 | 1170 |
|  Commonwealth Bank of Australia | 25 | 2798 |
|  Computershare Ltd. | 5 | 118 |
|  CSL Ltd. | 64 | 8400 |
|  Fortescue Ltd. | 77 | 957 |
|  Goodman Group | 20 | 440 |
|  Macquarie Group Ltd. | 23 | 3296 |
|  Medibank Pvt Ltd. | 738 | 2351 |
|  National Australia Bank Ltd. | 30 | 875 |
|  Northern Star Resources Ltd. | 11 | 166 |
|  Qantas Airways Ltd. | 75 | 544 |
|  QBE Insurance Group Ltd. | 296 | 4030 |
|  REA Group Ltd.(1) | 0 | 51 |
|  Rio Tinto Ltd. | 43 | 3474 |
|  Santos Ltd. | 397 | 1763 |
|  Scentre Group | 682 | 1839 |
|  South32 Ltd. | 167 | 303 |
|  Telstra Group Ltd. | 1430 | 4560 |
|  Transurban Group | 83 | 756 |
|  Washington H Soul Pattinson & Co. Ltd. | 4 | 90 |
|  Wesfarmers Ltd. | 36 | 2219 |
|  Westpac Banking Corp. | 83 | 2134 |
|  Whitehaven Coal Ltd. | 331 | 1445 |
|  WiseTech Global Ltd. | 15 | 924 |
|  Woodside Energy Group Ltd. | 72 | 1091 |
|  Total Australia | Total Australia | 58995 |
|  **Austria – 0.32%** |  |  |
|  Erste Group Bank AG | 75 | 7394 |
|  Total Austria | Total Austria | 7394 |
|  **Belgium – 0.85%** |  |  |
|  Anheuser-Busch InBev SA | 50 | 2968 |
|  D'ieteren Group | 4 | 781 |
|  Elia Group SA/NV - Class B | 15 | 1722 |
|  KBC Group NV | 121 | 14535 |
|  Total Belgium | Total Belgium | 20006 |
|  **Brazil – 0.23%** |  |  |
|  Ambev SA - ADR | 813 | 1813 |
|  Ambev SA | 1622 | 3684 |
|  Total Brazil | Total Brazil | 5497 |
|  **Canada – 1.62%** |  |  |
|  Alimentation Couche-Tard, Inc. | 239 | 12732 |
|  Brookfield Corp. | 39 | 2671 |
|  Canadian National Railway Co. | 123 | 11590 |
|  CCL Industries, Inc. - Class B | 16 | 899 |
|  Element Fleet Management Corp. | 108 | 2787 |
|  Magna International, Inc. | 146 | 6939 |
|  Sun Life Financial, Inc. | 6 | 371 |
|  Total Canada | Total Canada | 37989 |
|  **Chile – 0.14%** |  |  |
|  Antofagasta Plc | 90 | 3353 |
|  Total Chile | Total Chile | 3353 |
|  **China – 0.38%** |  |  |
|  China Merchants Bank Co. Ltd. - Class H | 256 | 1529 |
|  Haier Smart Home Co. Ltd. - Class A | 1205 | 3910 |
|  Tencent Holdings Ltd. | 8 | 707 |
|  Weichai Power Co. Ltd. - Class H | 1544 | 2762 |
|  Total China | Total China | 8908 |
|  **Denmark – 1.96%** |  |  |
|  Carlsberg AS - Class B | 42 | 4909 |
|  Coloplast - Class B | 94 | 8120 |
|  Danske Bank | 204 | 8732 |

---

------

---

| | | |
|:---|:---|:---|
|  DSV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | 336 |
|  Genmab(2) | 4 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213 |
|  Novo Nordisk - Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 | 18190 |
|  Novonesis (Novozymes) B - Class B | 58 | 3573 |
|  Tryg | 36 | 914 |
|  Total Denmark | Total Denmark | 45987 |
|  **Finland – 1.36%** |  |  |
|  Fortum OYJ | 43 | 814 |
|  Kesko OYJ - Class B | 67 | 1419 |
|  Kone OYJ - Class B | 193 | 13149 |
|  Nokia OYJ | 1439 | 6920 |
|  Nordea Bank Abp | 458 | 7543 |
|  Stora Enso OYJ - Class R | 72 | 790 |
|  UPM-Kymmene OYJ | 42 | 1142 |
|  Total Finland | Total Finland | 31777 |
|  **France – 13.05%** |  |  |
|  Accor SA | 187 | 8890 |
|  Air Liquide SA | 127 | 26543 |
|  Airbus SE | 28 | 6560 |
|  Alstom SA(2) | 28 | 740 |
|  Amundi SA(3) | 142 | 11257 |
|  Arkema SA | 114 | 7201 |
|  AXA SA | 110 | 5278 |
|  BNP Paribas SA | 68 | 6237 |
|  Bouygues SA | 37 | 1666 |
|  Bureau Veritas SA | 72 | 2251 |
|  Capgemini SE | 70 | 10239 |
|  Cie de Saint-Gobain SA | 24 | 2567 |
|  Cie Generale des Etablissements Michelin SCA | 513 | 18460 |
|  Covivio | 6 | 424 |
|  Credit Agricole SA | 25 | 488 |
|  Danone SA | 14 | 1184 |
|  Dassault Systemes SE | 287 | 9651 |
|  Edenred SE | 21 | 492 |
|  Eiffage SA(1) | 0 | 29 |
|  Engie SA | 273 | 5866 |
|  EssilorLuxottica SA | 16 | 5076 |
|  FDJ UNITED | 8 | 258 |
|  Hermes International SCA | 5 | 11073 |
|  Ipsen SA | 4 | 575 |
|  Kering SA | 11 | 3668 |
|  Legrand SA | 76 | 12618 |
|  L'Oreal SA | 36 | 15824 |
|  LVMH Moet Hennessy Louis Vuitton SE | 24 | 15069 |
|  Pernod Ricard SA | 7 | 714 |
|  Publicis Groupe SA | 29 | 2749 |
|  Rexel SA | 409 | 13463 |
|  Safran SA | 46 | 16312 |
|  Sanofi SA | 176 | 16695 |
|  Schneider Electric SE | 31 | 8688 |
|  Societe Generale SA | 105 | 7003 |
|  Sodexo SA | 17 | 1100 |
|  Teleperformance SE | 148 | 11030 |
|  TotalEnergies SE | 361 | 21975 |
|  Unibail-Rodamco-Westfield | 4 | 470 |
|  Veolia Environnement SA | 165 | 5638 |
|  Vinci SA | 69 | 9562 |
|  Total France | Total France | 305583 |
|  **Germany – 9.73%** |  |  |
|  Adidas AG | 37 | 7815 |
|  Allianz SE | 30 | 12594 |
|  Aumovio SE(2) | 53 | 2204 |
|  BASF SE | 200 | 9973 |
|  Bayer AG | 195 | 6495 |
|  Beiersdorf AG | 1 | 141 |
|  Continental AG | 107 | 7074 |
|  Covestro AG(2) | 58 | 3939 |
|  Daimler Truck Holding AG | 285 | 11777 |
|  Delivery Hero SE - Class A(2)(3) | 18 | 504 |
|  Deutsche Bank AG | 22 | 790 |
|  Deutsche Boerse AG | 43 | 11606 |
|  Deutsche Post AG | 107 | 4765 |
|  Deutsche Telekom AG | 353 | 12018 |
|  E.ON SE | 23 | 427 |
|  Evonik Industries AG | 304 | 5285 |

---

------

---

| | | |
|:---|:---|:---|
|  Fresenius Medical Care AG | 134 | 7097 |
|  Fresenius SE & Co. KGaA | 46 | 2559 |
|  Hannover Rueck SE | 1 | 187 |
|  Heidelberg Materials AG | 31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7072 |
|  Infineon Technologies AG | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 | 23996 |
|  KION Group AG | 21 | 1457 |
|  Mercedes-Benz Group AG - ADR | 67 | 1053 |
|  Mercedes-Benz Group AG - Class REGISTERED | 26 | 1649 |
|  Merck KGaA | 119 | 15375 |
|  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 16 | 10157 |
|  Rheinmetall AG(1) | 0 | 1043 |
|  SAP SE | 125 | 33511 |
|  Siemens AG | 74 | 19936 |
|  Siemens Healthineers AG(3) | 18 | 997 |
|  Symrise AG - Class A | 6 | 503 |
|  Vonovia SE | 13 | 392 |
|  Zalando SE(2)(3) | 112 | 3447 |
|  Total Germany | Total Germany | 227838 |
|  **Hong Kong – 3.35%** |  |  |
|  AIA Group Ltd. | 3417 | 32751 |
|  Alibaba Group Holding Ltd. | 575 | 12850 |
|  China Overseas Land & Investment Ltd. | 1903 | 3505 |
|  CK Asset Holdings Ltd. | 474 | 2293 |
|  CK Hutchison Holdings Ltd. | 592 | 3889 |
|  CLP Holdings Ltd. | 250 | 2069 |
|  Galaxy Entertainment Group Ltd. | 1773 | 9749 |
|  Hang Seng Bank Ltd. | 28 | 426 |
|  Hong Kong Exchanges & Clearing Ltd. | 107 | 6091 |
|  Jardine Matheson Holdings Ltd. | 57 | 3572 |
|  Power Assets Holdings Ltd. | 50 | 316 |
|  Techtronic Industries Co. Ltd. | 69 | 876 |
|  Total Hong Kong | Total Hong Kong | 78387 |
|  **Hungary – 0.15%** |  |  |
|  OTP Bank Nyrt | 41 | 3563 |
|  Total Hungary | Total Hungary | 3563 |
|  **Indonesia – 0.07%** |  |  |
|  Bank Rakyat Indonesia Persero Tbk PT | 6620 | 1552 |
|  Total Indonesia | Total Indonesia | 1552 |
|  **Ireland – 2.16%** |  |  |
|  AerCap Holdings NV | 39 | 4721 |
|  AIB Group Plc | 406 | 3697 |
|  Bank of Ireland Group Plc | 686 | 11356 |
|  DCC Plc | 48 | 3112 |
|  Experian Plc | 256 | 12862 |
|  James Hardie Industries Plc(2) | 5 | 101 |
|  Kerry Group Plc - Class A | 12 | 1093 |
|  Kingspan Group Plc | 36 | 2977 |
|  Medtronic Plc | 58 | 5550 |
|  Ryanair Holdings Plc - ADR | 22 | 1348 |
|  Ryanair Holdings Plc | 72 | 2113 |
|  Smurfit WestRock Plc | 39 | 1669 |
|  Total Ireland | Total Ireland | 50599 |
|  **Israel – 0.31%** |  |  |
|  Bank Leumi Le-Israel BM | 110 | 2170 |
|  Check Point Software Technologies Ltd.(2) | 18 | 3773 |
|  ICL Group Ltd. | 181 | 1131 |
|  Wix.com Ltd.(2) | 1 | 92 |
|  Total Israel | Total Israel | 7166 |
|  **Italy – 1.97%** |  |  |
|  Enel SpA | 1345 | 12742 |
|  Ferrari NV | 24 | 11716 |
|  FinecoBank Banca Fineco SpA | 26 | 555 |
|  Generali | 25 | 984 |
|  Intesa Sanpaolo SpA | 535 | 3543 |
|  Moncler SpA | 16 | 920 |
|  Poste Italiane SpA(3) | 3 | 78 |
|  Prysmian SpA | 57 | 5685 |
|  Recordati SpA | 5 | 296 |
|  Snam SpA | 18 | 110 |
|  UniCredit SpA | 125 | 9525 |
|  Total Italy | Total Italy | 46154 |
|  **Japan – 17.72%** |  |  |
|  Advantest Corp. | 5 | 475 |
|  Aeon Co. Ltd. | 30 | 361 |
|  Aisin Corp. | 20 | 337 |

---

------

---

| | | |
|:---|:---|:---|
|  Ajinomoto Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5935 |
|  Asahi Kasei Corp. | 119 | 938 |
|  Astellas Pharma, Inc. | 144 | 1571 |
|  Bridgestone Corp. | 92 | 4229 |
|  Canon, Inc. | 20 | 581 |
|  Capcom Co. Ltd. | 162 | 4388 |
|  Chugai Pharmaceutical Co. Ltd. | 35 | 1530 |
|  CyberAgent, Inc. | 57 | 678 |
|  Dai-ichi Life Holdings, Inc. | 72 | 570 |
|  Daiichi Sankyo Co. Ltd. | 37 | 842 |
|  Daikin Industries Ltd. | 156 | 17934 |
|  Denso Corp. | 85 | 1226 |
|  Disco Corp. | 3 | 941 |
|  East Japan Railway Co. | 12 | 286 |
|  ENEOS Holdings, Inc. | 54 | 343 |
|  FANUC Corp. | 57 | 1624 |
|  Fast Retailing Co. Ltd. | 2 | 456 |
|  Fuji Electric Co. Ltd. | 23 | 1522 |
|  FUJIFILM Holdings Corp. | 12 | 298 |
|  Fujitsu Ltd. | 289 | 6784 |
|  Fukuoka Financial Group, Inc. | 127 | 3783 |
|  Hankyu Hanshin Holdings, Inc. | 26 | 773 |
|  Hikari Tsushin, Inc. | 1 | 167 |
|  Hitachi Ltd. | 455 | 12065 |
|  Honda Motor Co. Ltd. | 245 | 2525 |
|  Hoya Corp. | 162 | 22426 |
|  IHI Corp. | 406 | 7561 |
|  Iida Group Holdings Co. Ltd. | 51 | 817 |
|  Inpex Corp. | 8 | 137 |
|  Isuzu Motors Ltd. | 69 | 866 |
|  ITOCHU Corp. | 194 | 11027 |
|  Japan Post Bank Co. Ltd. | 5 | 56 |
|  Japan Post Holdings Co. Ltd. | 15 | 149 |
|  Japan Tobacco, Inc. | 14 | 459 |
|  JFE Holdings, Inc. | 60 | 737 |
|  Kao Corp. | 152 | 6629 |
|  KDDI Corp. | 28 | 450 |
|  Keyence Corp. | 44 | 16429 |
|  Komatsu Ltd. | 290 | 10096 |
|  Kyocera Corp. | 170 | 2277 |
|  Lasertec Corp. | 14 | 1888 |
|  LY Corp. | 316 | 1013 |
|  Makita Corp. | 12 | 399 |
|  Marubeni Corp. | 7 | 167 |
|  MEIJI Holdings Co. Ltd. | 50 | 1039 |
|  Minebea Co. Ltd. | 338 | 6346 |
|  Mitsubishi Corp. | 178 | 4248 |
|  Mitsubishi Electric Corp. | 172 | 4412 |
|  Mitsubishi HC Capital, Inc. | 193 | 1595 |
|  Mitsubishi UFJ Financial Group, Inc. | 389 | 6272 |
|  Mitsui & Co. Ltd. | 133 | 3312 |
|  Mitsui Fudosan Co. Ltd. | 647 | 7044 |
|  Mizuho Financial Group, Inc. | 9 | 289 |
|  MS&AD Insurance Group Holdings, Inc. | 121 | 2745 |
|  Murata Manufacturing Co. Ltd. | 471 | 8945 |
|  Nintendo Co. Ltd. | 84 | 7250 |
|  Nissin Foods Holdings Co. Ltd. | 28 | 524 |
|  Nomura Research Institute Ltd. | 119 | 4580 |
|  Obic Co. Ltd. | 25 | 882 |
|  Olympus Corp. | 725 | 9169 |
|  Oriental Land Co. Ltd. | 42 | 1006 |
|  ORIX Corp. | 176 | 4625 |
|  Otsuka Holdings Co. Ltd. | 37 | 1947 |
|  Panasonic Holdings Corp. | 259 | 2813 |
|  Rakuten Group, Inc.(2) | 351 | 2275 |
|  Recruit Holdings Co. Ltd. | 95 | 5097 |
|  Renesas Electronics Corp. | 69 | 798 |
|  Resona Holdings, Inc. | 743 | 7581 |
|  SBI Holdings, Inc. | 93 | 4062 |
|  Secom Co. Ltd. | 18 | 668 |
|  Seven & i Holdings Co. Ltd. | 356 | 4780 |
|  Shin-Etsu Chemical Co. Ltd. | 355 | 11608 |
|  Shiseido Co. Ltd. | 50 | 845 |
|  SMC Corp. | 4 | 1113 |
|  Softbank Corp. | 282 | 415 |

---

------

---

| | | |
|:---|:---|:---|
|  SoftBank Group Corp. | 11 | 1338 |
|  Sony Financial Group, Inc.(2) | 1092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1210 |
|  Sony Group Corp. | 1092 | 31376 |
|  Subaru Corp. | 51 | 1035 |
|  Sumitomo Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | 3052 |
|  Sumitomo Mitsui Financial Group, Inc. | 700 | 19684 |
|  Sumitomo Mitsui Trust Group, Inc. | 60 | 1741 |
|  Suntory Beverage & Food Ltd. | 224 | 7010 |
|  Suzuki Motor Corp. | 513 | 7463 |
|  Sysmex Corp. | 269 | 3327 |
|  T&D Holdings, Inc. | 113 | 2752 |
|  Takeda Pharmaceutical Co. Ltd. | 143 | 4194 |
|  TDK Corp. | 958 | 13867 |
|  Terumo Corp. | 897 | 14791 |
|  Tokio Marine Holdings, Inc. | 188 | 7940 |
|  Tokyo Electron Ltd. | 12 | 2198 |
|  Toray Industries, Inc. | 766 | 4889 |
|  Toyota Industries Corp. | 50 | 5601 |
|  Toyota Motor Corp. | 200 | 3845 |
|  Unicharm Corp. | 170 | 1103 |
|  Yakult Honsha Co. Ltd. | 38 | 626 |
|  Yamaha Motor Co. Ltd. | 57 | 428 |
|  Yokogawa Electric Corp. | 4 | 118 |
|  Total Japan | Total Japan | 414618 |
|  **Luxembourg – 0.85%** |  |  |
|  ArcelorMittal | 442 | 15943 |
|  Eurofins Scientific SE | 42 | 3034 |
|  Tenaris SA | 57 | 1019 |
|  Total Luxembourg | Total Luxembourg | 19996 |
|  **Macau – 0.12%** |  |  |
|  Sands China Ltd. | 992 | 2756 |
|  Total Macau | Total Macau | 2756 |
|  **Netherlands – 6.89%** |  |  |
|  Adyen NV(1)(2)(3) | 0 | 795 |
|  Aegon Ltd. | 14 | 114 |
|  Akzo Nobel NV | 6 | 433 |
|  Argenx SE(2) | 1 | 562 |
|  Argenx SE - ADR(2) | 1 | 998 |
|  ASM International NV | 20 | 12001 |
|  ASML Holding NV | 57 | 55373 |
|  BE Semiconductor Industries NV | 15 | 2233 |
|  EXOR NV | 10 | 1020 |
|  Ferrovial SE | 6 | 332 |
|  Heineken Holding NV | 17 | 1183 |
|  Heineken NV | 50 | 3954 |
|  ING Groep NV | 770 | 20179 |
|  Koninklijke Ahold Delhaize NV | 176 | 7115 |
|  Koninklijke KPN NV | 1959 | 9403 |
|  Koninklijke Philips NV | 292 | 8011 |
|  NN Group NV | 14 | 976 |
|  Prosus NV(2) | 86 | 6100 |
|  Randstad NV | 130 | 5526 |
|  Universal Music Group NV | 436 | 12587 |
|  Wolters Kluwer NV | 92 | 12492 |
|  Total Netherlands | Total Netherlands | 161387 |
|  **New Zealand – 0.04%** |  |  |
|  Xero Ltd.(2) | 9 | 889 |
|  Total New Zealand | Total New Zealand | 889 |
|  **Norway – 0.82%** |  |  |
|  Aker BP ASA | 211 | 5353 |
|  DNB Bank ASA | 113 | 3080 |
|  Equinor ASA | 397 | 9670 |
|  Storebrand ASA | 46 | 697 |
|  Telenor ASA | 31 | 507 |
|  Total Norway | Total Norway | 19307 |
|  **Singapore – 1.34%** |  |  |
|  DBS Group Holdings Ltd. | 493 | 19554 |
|  Oversea-Chinese Banking Corp. Ltd. | 78 | 992 |
|  Sea Ltd. - ADR(2) | 39 | 6969 |
|  Singapore Airlines Ltd. | 54 | 271 |
|  Singapore Exchange Ltd. | 44 | 560 |
|  Singapore Telecommunications Ltd. | 41 | 131 |
|  United Overseas Bank Ltd. | 86 | 2315 |
|  Wilmar International Ltd. | 309 | 683 |
|  Total Singapore | Total Singapore | 31475 |

---

------

---

| | | |
|:---|:---|:---|
|  **South Africa – 0.01%** |  |  |
|  Valterra Platinum Ltd. | 3 | 231 |
|  Total South Africa | Total South Africa | 231 |
|  **South Korea – 0.86%** |  |  |
|  Samsung Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 | 18217 |
|  Shinhan Financial Group Co. Ltd. | 37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1842 |
|  Total South Korea | Total South Korea | 20059 |
|  **Spain – 2.97%** |  |  |
|  ACS Actividades Co. | 3 | 255 |
|  Aena SME SA(3) | 86 | 2360 |
|  Amadeus IT Group SA | 154 | 12249 |
|  Banco Bilbao Vizcaya Argentaria SA | 44 | 846 |
|  Banco Santander SA | 898 | 9419 |
|  CaixaBank SA | 821 | 8672 |
|  EDP Renovaveis SA | 50 | 657 |
|  Iberdrola SA | 627 | 11877 |
|  Industria de Diseno Textil SA | 375 | 20749 |
|  Repsol SA | 120 | 2138 |
|  Telefonica SA | 50 | 257 |
|  Total Spain | Total Spain | 69479 |
|  **Sweden – 2.07%** |  |  |
|  Alfa Laval AB | 11 | 494 |
|  Alleima AB | 1 | 6 |
|  Assa Abloy AB - Class B | 15 | 525 |
|  Atlas Copco AB - Class A | 513 | 8707 |
|  Atlas Copco AB - Class B | 520 | 7829 |
|  Boliden AB(2) | 45 | 1830 |
|  EQT AB | 12 | 423 |
|  Essity AB - Class B | 167 | 4361 |
|  Fastighets AB Balder - Class B(2) | 54 | 387 |
|  Hexagon AB - Class B | 184 | 2194 |
|  Industrivarden AB - Class C | 4 | 150 |
|  Indutrade AB | 31 | 719 |
|  Investment AB Latour - Class B | 13 | 305 |
|  Investor AB - Class B | 20 | 611 |
|  Sagax AB - Class B | 13 | 277 |
|  Sandvik AB | 61 | 1716 |
|  Securitas AB - Class B | 6 | 83 |
|  Skandinaviska Enskilda Banken AB - Class A | 123 | 2402 |
|  Svenska Cellulosa AB SCA - Class B | 33 | 440 |
|  Svenska Handelsbanken AB - Class A | 125 | 1629 |
|  Telefonaktiebolaget LM Ericsson - Class B | 314 | 2600 |
|  Volvo AB - Class B | 379 | 10893 |
|  Total Sweden | Total Sweden | 48581 |
|  **Switzerland – 7.22%** |  |  |
|  ABB Ltd. | 136 | 9818 |
|  Accelleron Industries AG | 1 | 83 |
|  Alcon AG | 22 | 1628 |
|  Amrize Ltd.(2) | 3 | 127 |
|  Chocoladefabriken Lindt & Spruengli AG(1) | 0 | 978 |
|  Cie Financiere Richemont SA | 61 | 11768 |
|  DSM-Firmenich AG | 5 | 386 |
|  Geberit AG | 1 | 437 |
|  Givaudan SA(1) | 0 | 869 |
|  Glencore Plc(2) | 281 | 1295 |
|  Holcim AG(2) | 3 | 221 |
|  Julius Baer Group Ltd. | 134 | 9339 |
|  Kuehne & Nagel International AG | 5 | 843 |
|  Logitech International SA | 10 | 1102 |
|  Lonza Group AG | 28 | 18587 |
|  Nestle SA | 226 | 20753 |
|  Novartis AG | 146 | 18825 |
|  Partners Group Holding AG(1) | 0 | 606 |
|  Roche Holding AG | 3 | 1166 |
|  Roche Holding AG | 90 | 29848 |
|  Sandoz Group AG | 28 | 1693 |
|  SGS SA | 116 | 12079 |
|  Sonova Holding AG | 3 | 831 |
|  STMicroelectronics NV | 91 | 2580 |
|  Swatch Group AG - BR | 5 | 910 |
|  UBS Group AG | 324 | 13315 |
|  VAT Group AG(3) | 15 | 6058 |
|  Zurich Insurance Group AG | 4 | 3014 |
|  Total Switzerland | Total Switzerland | 169159 |

---

------

---

| | | |
|:---|:---|:---|
|  **Taiwan – 1.73%** |  |  |
|  Hon Hai Precision Industry Co. Ltd. | 194 | 1385 |
|  Taiwan Semiconductor Manufacturing Co. Ltd. | 84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3649 |
|  Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | 35563 |
|  Total Taiwan | Total Taiwan | 40597 |
|  **United Kingdom – 13.83%** |  |  |
|  3i Group Plc | 245 | 13521 |
|  Anglo American Plc | 28 | 1054 |
|  Ashtead Group Plc | 60 | 4022 |
|  AstraZeneca Plc - ADR | 38 | 2947 |
|  AstraZeneca Plc | 91 | 13884 |
|  Aviva Plc | 541 | 5006 |
|  BAE Systems Plc | 212 | 5912 |
|  Barclays Plc | 1826 | 9395 |
|  Barratt Redrow Plc | 335 | 1764 |
|  BP Plc | 902 | 5177 |
|  Bridgepoint Group Plc(3) | 167 | 687 |
|  British American Tobacco Plc | 14 | 739 |
|  BT Group Plc - Class A | 960 | 2470 |
|  Burberry Group Plc(2) | 89 | 1400 |
|  Coca-Cola Europacific Partners Plc | 16 | 1420 |
|  Compass Group Plc | 679 | 23141 |
|  Diageo Plc | 89 | 2128 |
|  GSK Plc - ADR | 28 | 1213 |
|  GSK Plc | 601 | 12905 |
|  Haleon Plc | 246 | 1109 |
|  Halma Plc | 115 | 5350 |
|  HSBC Holdings Plc | 1051 | 14831 |
|  Inchcape Plc | 165 | 1538 |
|  InterContinental Hotels Group Plc | 49 | 5918 |
|  Intertek Group Plc | 11 | 728 |
|  J Sainsbury Plc | 2076 | 9335 |
|  Kingfisher Plc | 790 | 3292 |
|  Land Securities Group Plc | 16 | 126 |
|  Legal & General Group Plc | 865 | 2779 |
|  Lloyds Banking Group Plc | 4671 | 5285 |
|  London Stock Exchange Group Plc | 44 | 5099 |
|  Melrose Industries Plc | 314 | 2588 |
|  Mondi Plc | 51 | 706 |
|  National Grid Plc | 715 | 10280 |
|  NatWest Group Plc | 1827 | 12906 |
|  Next Plc | 47 | 7851 |
|  Pearson Plc | 54 | 771 |
|  Persimmon Plc | 85 | 1323 |
|  Reckitt Benckiser Group Plc | 197 | 15203 |
|  RELX Plc | 249 | 11905 |
|  Rio Tinto Plc | 91 | 5990 |
|  Sage Group Plc | 1045 | 15500 |
|  Segro Plc | 64 | 567 |
|  Severn Trent Plc | 4 | 141 |
|  Shell Plc - ADR | 42 | 2972 |
|  Shell Plc | 303 | 10879 |
|  Shell Plc | 447 | 15948 |
|  Smith & Nephew Plc | 81 | 1478 |
|  Spirax Group Plc | 15 | 1382 |
|  SSE Plc | 223 | 5231 |
|  Standard Chartered Plc | 422 | 8195 |
|  TechnipFMC Plc | 36 | 1419 |
|  Tesco Plc | 2378 | 14255 |
|  Travis Perkins Plc | 211 | 1738 |
|  Unilever Plc | 143 | 8459 |
|  United Utilities Group Plc | 11 | 168 |
|  Vodafone Group Plc | 363 | 422 |
|  Whitbread Plc | 6 | 275 |
|  Wise Plc - Class A(2) | 71 | 989 |
|  Total United Kingdom | Total United Kingdom | 323716 |
|  **United States – 0.13%** |  |  |
|  Broadcom, Inc. | 7 | 2279 |
|  Flutter Entertainment Plc(2) | 2 | 401 |
|  Linde Plc | 1 | 477 |
|  Total United States | Total United States | 3157 |
|  **Total Common Stocks (Cost: $1,699,261)** | **Total Common Stocks (Cost: $1,699,261)** | **2266155** |

---

------

---

| | | |
|:---|:---|:---|
|  **PREFERRED STOCKS – 0.09%** |  |  |
|  **Germany – 0.09%** |  |  |
|  Dr Ing hc F Porsche AG(3) | 15 | 734 |
|  Henkel AG & Co. KGaA | &nbsp;&nbsp;&nbsp;&nbsp;&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;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304 |
|  Total Germany | Total Germany | 2038 |
|  **Total Preferred Stocks (Cost: $2,051)** | **Total Preferred Stocks (Cost: $2,051)** | **2038** |
|  **SHORT-TERM INVESTMENTS – 2.72%** |  |  |
|  **Money Market Funds – 2.66%** |  |  |
|  JP Morgan U.S. Government Money Market Fund, 4.09%(4) | 62169 | 62169 |
|  **Total Money Market Funds (Cost: $62,169)** |  | **62169** |
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **Time Deposits – 0.06%** |  |  |
|  ANZ, Hong Kong, 2.60% due 10/01/2025 | 534 | 353 |
|  Brown Brothers Harriman, -0.60% due 10/01/2025 | 18 | 23 |
|  Brown Brothers Harriman, 0.75% due 10/01/2025(1) | 0 | 0 |
|  Brown Brothers Harriman, 1.74% due 10/01/2025(1) | 0 | 0 |
|  Brown Brothers Harriman, 2.89% due 10/01/2025(1) | 0 | 0 |
|  Citibank, London, 1.04% due 10/01/2025 | 181 | 213 |
|  Citibank, London, 3.17% due 10/01/2025 | 284 | 381 |
|  HSBC, Hong Kong, 2.39% due 10/02/2025 | 3189 | 411 |
|  HSBC, Singapore, 0.33% due 10/01/2025(1) | 0 | 0 |
|  JP Morgan, New York, 3.59% due 10/01/2025 | $4 | 4 |
|  Royal Bank of Canada, Toronto, 1.58% due 10/01/2025 | 142 | 102 |
|  Sumitomo, Tokyo, 0.12% due 10/01/2025 | 3850 | 26 |
|  **Total Time Deposits (Cost: $1,513)** |  | **1513** |
|  **Total Short-Term Investments (Cost: $63,682)** | **Total Short-Term Investments (Cost: $63,682)** | **63682** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.58%** |  |  |
|  **(Cost: $1,764,994)** |  | **2331875** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.42%** |  | **9737** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**2341612** |

---

Percentages are stated as a percent of net assets.

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

---

| | |
|:---|:---|
| ADR | American Depositary Receipt |
| AUD | Australian Dollar |
| CAD | Canadian Dollar |
| CHF | Swiss Franc |
| DKK | Danish Krone |
| EUR | Euro |
| GBP | British Pound |
| HKD | Hong Kong Dollar |
| JPY | Japanese Yen |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| SGD | Singapore Dollar |

---

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

(2) Non-income producing security.

(3) Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of
1933. The value of these securities totals $26,917, which represents 1.15% of total net assets.

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

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

------

---

| | |
|:---|:---|
| **COMMON STOCKS** | **Percentage of<br>Net Assets** |
|  Communication Services | 2.62% |
|  Consumer Discretionary | 12.86 |
|  Consumer Staples | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.15 |
|  Energy | 3.47 |
|  Financials | 19.28 |
|  Healthcare | 12.04 |
|  Industrials | 17.33 |
|  Information Technology | 13.29 |
|  Materials | 5.49 |
|  Real Estate | 0.76 |
|  Utilities | 2.48 |
|  **Total Common Stocks** | **96.77** |
|  **PREFERRED STOCKS** |  |
|  Consumer Discretionary | 0.03 |
|  Consumer Staples | 0.06 |
|  **Total Preferred Stocks** | **0.09** |
|  **SHORT-TERM INVESTMENTS** | **2.72** |
|  **TOTAL INVESTMENTS** | **99.58** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES** | **0.42** |
|  **TOTAL NET ASSETS** | **100.00%** |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** St. Louis

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 63131

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

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

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

- **b. EDGAR series identifier (if any):** S000040853

- **c. LEI of Series:** 549300NYIQ6F8WXPBM25

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $24874599441.61

**Total Liabilities:** $1090686405.74

**Net Assets:** $23783913035.87

**Delayed Delivery Securities:** $690140.69

**Cash Not Reported:** $16365087.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 26737.75883400 | **1-Year:** 621194.44808400 | **5-Year:** 2720383.99914100 | **10-Year:** 3533363.14253600 | **30-Year:** 1034608.47951800

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

- **3-Month:** 220.31201500 | **1-Year:** 2445.64256900 | **5-Year:** 7949.55501200 | **10-Year:** 3337.16570500 | **30-Year:** 64.27585800

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000126648 | -0.18%               | 1.26%                | 1.03%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6608226.05             | $-100962222.88                             |
| Month 2  | $16431348.71             | $172651008.64                              |
| Month 3  | $8294654.66              | $160785140.03                              |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays U.S. Aggregate (Returns Universe)

- **Index Identifier:** I00001

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| KIMBERLY-CLARK 2.431% 07/01/31                         | KIMBERLY-CLARK DE MEXICO REGD 144A P/P 2.43100000                                                | CUSIP: 494386AD7<br>LEI: 549300JGHL56QT00KT54 | Long             | DBT              | CORP              | MX        |   7500000 | PA      | $6809662.50   | 0.03%             | 2031-07-01      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 6.05% 03/15/39                         | SOUTHERN CAL EDISON REGD 6.05000000                                                              | CUSIP: 842400FL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $260354.69    | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/22/30                         | HSBC HOLDINGS PLC REGD V/R 3.97300000                                                            | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $984860.65    | 0.00%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/31/31                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CJX0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  37475000 | PA      | $37865852.63  | 0.16%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 4.95% 01/15/33                         | DUKE ENERGY CAROLINAS REGD 4.95000000                                                            | CUSIP: 26442CBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7935000 | PA      | $8157978.90   | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FHR 3461 LZ 6% 06/15/38                                | FREDDIE MAC REMICS SER 3461 CL LZ 6.00000000                                                     | CUSIP: 31397TXJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5936 | PA      | $6262.28      | 0.00%             | 2038-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#720576 5% 06/01/33                              | FANNIE MAE POOL UMBS P#720576 5.00000000                                                         | CUSIP: 31401WQ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3283 | PA      | $3332.00      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNW 2007-W5 PO ZCP 06/25/37                            | FANNIE MAE REMIC TRUST 2007-W5 SER 2007-W5 CL PO ZCP 0.00000000                                  | CUSIP: 31396WLK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9220 | PA      | $7518.91      | 0.00%             | 2037-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH  3.3% 09/15/51                         | BURLINGTN NORTH SANTA FE REGD 3.30000000                                                         | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $374236.33    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIO 5.05% 12/30/26                         | VISTRA OPERATIONS CO LLC REGD 144A P/P 5.05000000                                                | CUSIP: 92840VAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3646000 | PA      | $3666953.56   | 0.02%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4465 2% 11/01/51                              | FANNIE MAE POOL UMBS P#MA4465 2.00000000                                                         | CUSIP: 31418D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8200115 | PA      | $6647638.26   | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04951 5% 11/01/38                             | FREDDIE MAC GOLD POOL P#G04951 5.00000000                                                        | CUSIP: 3128M6ZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       449 | PA      | $460.58       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2022-125 CS V/R 07/20/52                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-125 CL CS V/R 1.60119000                       | CUSIP: 38383TWK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5926994 | PA      | $487163.93    | 0.00%             | 2052-07-20      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 07/19/33                                   | BPCE SA REGD V/R 144A P/P 5.74800000                                                             | CUSIP: 05583JAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1247306.88   | 0.01%             | 2033-07-19      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6153 3% 09/20/49                           | GINNIE MAE II POOL P#MA6153 3.00000000                                                           | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    233769 | PA      | $209581.63    | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.15% 01/15/33                         | PACIFIC GAS & ELECTRIC REGD 6.15000000                                                           | CUSIP: 694308KJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2228000 | PA      | $2358101.01   | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PRO 4.15% 12/01/44                         | DUKE ENERGY PROGRESS LLC REGD 4.15000000                                                         | CUSIP: 26442RAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $109492.33    | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.1% 06/15/30                         | AMERICAN TOWER CORP REGD 2.10000000                                                              | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1171733.67   | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#892868 V/R 07/01/36                             | FANNIE MAE POOL UMBS P#892868 V/R 6.52000000                                                     | CUSIP: 31410N6D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8463 | PA      | $8634.50      | 0.00%             | 2036-07-01      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 09/30/32                           | UNITED STATES TREASURY NOTE 3.87500000                                                           | CUSIP: 91282CNZ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  38129000 | PA      | $38003889.22  | 0.16%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0295 3% 02/01/49                              | FREDDIE MAC POOL UMBS P#SD0295 3.00000000                                                        | CUSIP: 3132DMKG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7968780 | PA      | $7244595.92   | 0.03%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.875% 05/13/37                         | UNITED MEXICAN STATES REGD 6.87500000                                                            | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |  19082000 | PA      | $20579937.00  | 0.09%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FNR 2005-56 S V/R 07/25/35                             | FANNIE MAE REMICS SER 2005-56 CL S V/R 2.23949000                                                | CUSIP: 31394D6N5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20441 | PA      | $1522.85      | 0.00%             | 2035-07-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| FNR 2006-23 FK V/R 04/25/36                            | FANNIE MAE REMICS SER 2006-23 CL FK V/R 4.72051000                                               | CUSIP: 31395B4A8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36451 | PA      | $36042.79     | 0.00%             | 2036-04-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 10/21/32                         | PNC FINANCIAL SERVICES REGD V/R 4.81200000                                                       | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2463427.49   | 0.01%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q10434 3.5% 08/01/42                           | FREDDIE MAC GOLD POOL P#Q10434 3.50000000                                                        | CUSIP: 3132HLPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    172328 | PA      | $162853.84    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3978 4% 07/01/50                              | FANNIE MAE POOL UMBS P#FM3978 4.00000000                                                         | CUSIP: 3140X7M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1944634 | PA      | $1854544.45   | 0.01%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1752 4.5% 05/01/54                            | FREDDIE MAC POOL UMBS P#RJ1752 4.50000000                                                        | CUSIP: 3142GR5N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2861943 | PA      | $2787088.84   | 0.01%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.5% 09/15/53                                 | AT&T INC REGD 3.50000000                                                                         | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  14489000 | PA      | $10022084.18  | 0.04%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4097 3% 08/01/50                              | FANNIE MAE POOL UMBS P#MA4097 3.00000000                                                         | CUSIP: 31418DRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3858119 | PA      | $3425568.31   | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS I 5.45% 05/25/53                         | TRAVELERS COS INC REGD 5.45000000                                                                | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1700689.88   | 0.01%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FFIN 2023-2A A 6.53% 11/15/30                          | FOUNDATION FINANCE TRUST 2023-2 SER 2023-2A CL A REGD 144A P/P 6.53000000                        | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1501567 | PA      | $1567478.87   | 0.01%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD5580 6.5% 03/01/55                            | FANNIE MAE POOL UMBS P#DD5580 6.50000000                                                         | CUSIP: 3140B6FW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1414942 | PA      | $1494658.71   | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2011-118 NT 7% 11/25/41                            | FANNIE MAE REMICS SER 2011-118 CL NT 7.00000000                                                  | CUSIP: 3136A1Y82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280097 | PA      | $298908.63    | 0.00%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0574 5% 09/01/43                              | FANNIE MAE POOL UMBS P#AS0574 5.00000000                                                         | CUSIP: 3138W9T83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    240888 | PA      | $244917.83    | 0.00%             | 2043-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 6% 08/15/40                                   | AT&T INC REGD SER WI 6.00000000                                                                  | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2275000 | PA      | $2387648.58   | 0.01%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/20/29                            | MORGAN STANLEY REGD V/R 5.44900000                                                               | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7990000 | PA      | $8256144.02   | 0.03%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 3.65% 03/01/28                         | SOUTHERN CAL EDISON REGD SER B 3.65000000                                                        | CUSIP: 842400GJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1179229.25   | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60994 3.5% 01/01/45                           | FREDDIE MAC GOLD POOL P#G60994 3.50000000                                                        | CUSIP: 31335BC79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4706737 | PA      | $4447432.70   | 0.02%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 5.35% 05/15/53                            | COMCAST CORP REGD 5.35000000                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   7275000 | PA      | $6821721.30   | 0.03%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SASC 2004-4XS 1 S/UP 02/25/34                          | STRUCTURED ASSET SECURITIES CORP SER 2004-4XS CL 1A5 S/UP REGD 5.99000000                        | CUSIP: 86359BHL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76799 | PA      | $75682.27     | 0.00%             | 2034-02-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2825 3% 05/20/45                           | GINNIE MAE II POOL P#MA2825 3.00000000                                                           | CUSIP: 36179RD63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    266666 | PA      | $242208.75    | 0.00%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RE 2.268% 11/15/26                         | CONTINENTAL RESOURCES REGD 144A P/P 2.26800000                                                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   3235000 | PA      | $3153502.04   | 0.01%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC 5.4% 03/15/29                          | TYSON FOODS INC REGD 5.40000000                                                                  | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7240270.24   | 0.03%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACE 5.65% 07/05/44                         | TAKEDA PHARMACEUTICAL REGD 5.65000000                                                            | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    881000 | PA      | $900566.01    | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FSPC T-54 2A 6.5% 02/25/43                             | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-54 CL 2A 6.50000000                       | CUSIP: 31393LFK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    152414 | PA      | $153464.54    | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#688625 6% 03/01/33                              | FANNIE MAE POOL UMBS P#688625 6.00000000                                                         | CUSIP: 31400JA25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       771 | PA      | $788.98       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 03/31/31                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CKF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  29075000 | PA      | $29545197.41  | 0.12%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHR 2596 QG 6% 03/15/33                                | FREDDIE MAC REMICS SER 2596 CL QG 6.00000000                                                     | CUSIP: 31393NXU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8828 | PA      | $9205.63      | 0.00%             | 2033-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE I 4.45% 05/15/69                         | NEW YORK LIFE INSURANCE REGD 144A P/P 4.45000000                                                 | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $3356745.77   | 0.01%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8113 2% 12/01/50                              | FREDDIE MAC POOL UMBS P#SD8113 2.00000000                                                        | CUSIP: 3132DWAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1347574 | PA      | $1096064.55   | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEGON FUNDING CO 5.5% 04/16/27                         | AEGON FUNDING CO LLC REGD 144A P/P 5.50000000                                                    | CUSIP: 00775VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3561214.41   | 0.01%             | 2027-04-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/20/28                         | BANK OF AMERICA CORP REGD V/R MTN 3.82400000                                                     | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9953486.20   | 0.04%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| BMARK 2021-B24 2.01% 11/15/28                          | BENCHMARK 2021-B24 MORTGAGE TRUST SER 2021-B24 CL A3 REGD 2.01030000                             | CUSIP: 08163CBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9280000.00   | 0.04%             | 2054-03-15      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015- 3.6% 03/15/27                         | AIR CANADA 2015-1A PTT REGD P/P 3.60000000                                                       | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    473402 | PA      | $466220.70    | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER 3.375% 10/15/26                         | AMERICAN TOWER CORP REGD 3.37500000                                                              | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    506000 | PA      | $502300.71    | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHR 2344 ZJ 6.5% 08/15/31                              | FREDDIE MAC REMICS SER 2344 CL ZJ 6.50000000                                                     | CUSIP: 313399C70<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6219 | PA      | $6493.15      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD3216 2.5% 12/01/51                            | FREDDIE MAC POOL UMBS P#QD3216 2.50000000                                                        | CUSIP: 3133B0SD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    442999 | PA      | $376888.25    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 12/05/29                         | JPMORGAN CHASE & CO REGD V/R 4.45200000                                                          | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9660000 | PA      | $9739938.72   | 0.04%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3607 3% 09/01/50                              | FREDDIE MAC POOL UMBS P#RA3607 3.00000000                                                        | CUSIP: 3133KKAG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38014 | PA      | $34005.94     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.8% 11/15/37                              | ORACLE CORP REGD 3.80000000                                                                      | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    600000 | PA      | $518716.66    | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 3.75% 12/01/31                         | JBS USA HOLD/FOOD/LUX CO REGD 3.75000000                                                         | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2700000 | PA      | $2550678.39   | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNR 2006-86 OB ZCP 09/25/36                            | FANNIE MAE REMICS SER 2006-86 CL OB ZCP 0.00000000                                               | CUSIP: 31396KJ52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12622 | PA      | $10860.94     | 0.00%             | 2036-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2010-H17 XQ V/R 07/20/60                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-H17 CL XQ V/R 5.13929000                       | CUSIP: 38375BEL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1731 | PA      | $1731.85      | 0.00%             | 2060-07-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H28 FA V/R 09/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H28 CL FA V/R 5.04582000                       | CUSIP: 38375BYE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4220 | PA      | $4223.62      | 0.00%             | 2062-09-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SCFET 2023-1A  6.17% 05/20/32                          | SCF EQUIPMENT LEASING 2023-1 LLC SER 2023-1A CL A3 REGD 144A P/P 6.17000000                      | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3021669 | PA      | $3066967.68   | 0.01%             | 2032-05-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| FNR 2008-28 QS V/R 04/25/38                            | FANNIE MAE REMICS SER 2008-28 CL QS V/R 7.28847000                                               | CUSIP: 31396YY71<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9245 | PA      | $10613.23     | 0.00%             | 2038-04-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| FHR 3331 PO ZCP 06/15/37                               | FREDDIE MAC REMICS SER 3331 CL PO ZCP 0.00000000                                                 | CUSIP: 31397J5M2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7521 | PA      | $6515.72      | 0.00%             | 2037-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OZLM 2018-22A A1 V/R 01/17/31                          | OZLM XXII LTD SER 2018-22A CL A1 V/R REGD 144A P/P 5.65401000                                    | CUSIP: 67111VAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    582546 | PA      | $582435.58    | 0.00%             | 2031-01-17      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 02/28/27                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CMP3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  52600000 | PA      | $52914367.06  | 0.22%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% NOV 25                                | FNMA 30YR TBA 6% NOV 25        TO BE ANNOUNCED 6.00000000                                        | CUSIP: 01F0606B6<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -500000 | PA      | $-510696.18   | -0.00%            | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 A 2.657% 07/15/29                          | CD 2019-CD8 MORTGAGE TRUST SER 2019-CD8 CL A3 REGD 2.65700000                                    | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19087100 | PA      | $17830367.62  | 0.07%             | 2057-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| JPMMT 2006-A3 6A V/R 08/25/34                          | JP MORGAN MORTGAGE TRUST 2006-A3 SER 2006-A3 CL 6A1 V/R REGD 4.95971600                          | CUSIP: 46628KAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10936 | PA      | $10843.62     | 0.00%             | 2034-08-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| GNMA P#778793 3.5% 01/15/42                            | GINNIE MAE I POOL P#778793 3.50000000                                                            | CUSIP: 36176W7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1480798 | PA      | $1389362.87   | 0.01%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2 A 4.14% 08/16/27                          | DRIVE AUTO RECEIVABLES TRUST 2025-2 SER 2025-2 CL A3 REGD 4.14000000                             | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5643000 | PA      | $5642733.65   | 0.02%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 2.875% 11/15/29                            | PROLOGIS LP REGD 2.87500000                                                                      | CUSIP: 74340XBY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $761545.23    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/20/32                         | BANK OF AMERICA CORP REGD V/R 2.57200000                                                         | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4046622.57   | 0.02%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| WFALT 2003-1 APO ZCP 09/25/33                          | WELLS FARGO ALTERNATIVE LOAN 2003-1 TRUST SER 2003-1 CL APO ZCP REGD 0.00000000                  | CUSIP: 949912AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       957 | PA      | $742.09       | 0.00%             | 2033-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 01/05/28                         | LLOYDS BANKING GROUP PLC REGD V/R 5.46200000                                                     | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  11723000 | PA      | $11897676.10  | 0.05%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| FHR 3607 PO ZCP 05/15/37______                         | FREDDIE MAC REMICS SER 3607 CL  PO ZCP 0.00000000                                                | CUSIP: 31398LQT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76345 | PA      | $63753.80     | 0.00%             | 2037-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2010-14 BO ZCP 11/20/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-14 CL BO ZCP 0.00000000                        | CUSIP: 38376WBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16970 | PA      | $14322.54     | 0.00%             | 2035-11-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8133 1.5% 03/01/51                            | FREDDIE MAC POOL UMBS P#SD8133 1.50000000                                                        | CUSIP: 3132DWBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1004960 | PA      | $774355.65    | 0.00%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LCCM 2013-GCP 3.985% 02/15/28                          | LADDER CAPITAL COMMERCIAL MORTGAGE 2013-GCP MORT SER 2013-GCP CL A2 REGD 144A P/P 3.98510000     | CUSIP: 50184BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1027000 | PA      | $975521.32    | 0.00%             | 2036-02-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIA V/R 01/23/30                         | CITIZENS FINANCIAL GROUP REGD V/R 5.84100000                                                     | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10422831.80  | 0.04%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| FNR 2006-71 ZL 6% 07/25/36                             | FANNIE MAE REMICS SER 2006-71 CL ZL 6.00000000                                                   | CUSIP: 31396KUT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    132567 | PA      | $139011.57    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVWOT 2025-1A  5.21% 04/20/39                          | MVW 2025-1 LLC SER 2025-1A CL B REGD 144A P/P 5.21000000                                         | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2343176 | PA      | $2375312.20   | 0.01%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FHR 3920 LP 5% 01/15/34                                | FREDDIE MAC REMICS SER 3920 CL LP 5.00000000                                                     | CUSIP: 3137AF3W0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76175 | PA      | $77770.74     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1257 3% 01/01/46                              | FREDDIE MAC POOL UMBS P#ZT1257 3.00000000                                                        | CUSIP: 3132ADME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5900865 | PA      | $5431789.57   | 0.02%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2552 ME 6% 01/15/33                                | FREDDIE MAC REMICS SER 2552 CL ME 6.00000000                                                     | CUSIP: 31393HXK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16724 | PA      | $17312.21     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / E 5.3% 04/01/32                         | DELL INT LLC / EMC CORP REGD 5.30000000                                                          | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6750000 | PA      | $6968461.59   | 0.03%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FHR 3315 HZ 6% 05/15/37                                | FREDDIE MAC REMICS SER 3315 CL HZ 6.00000000                                                     | CUSIP: 31397H3E6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15265 | PA      | $16103.68     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M38 X2 V/R 11/25/28                           | FANNIE MAE-ACES SER 2020-M38 CL X2 V/R 2.09500000                                                | CUSIP: 3136BBSN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11006579 | PA      | $452469.46    | 0.00%             | 2028-11-25      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 3.0% OCT 25                              | G2SF 30YR TBA 3.0% OCT 25      TO BE ANNOUNCED 3.00000000                                        | CUSIP: 21H0306A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2580000 | PA      | $2302846.52   | 0.01%             | 2055-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 3423 PB 5.5% 03/15/38                              | FREDDIE MAC REMICS SER 3423 CL PB 5.50000000                                                     | CUSIP: 31397RVN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150020 | PA      | $155789.80    | 0.00%             | 2038-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#745418 5.5% 04/01/36                            | FANNIE MAE POOL UMBS P#745418 5.50000000                                                         | CUSIP: 31403DDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19642 | PA      | $20437.00     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8200 4% 08/20/52                           | GINNIE MAE II POOL P#MA8200 4.00000000                                                           | CUSIP: 36179XDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25586345 | PA      | $24300017.10  | 0.10%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 5.65% 05/15/28                             | OVINTIV INC REGD 5.65000000                                                                      | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   4586000 | PA      | $4723159.19   | 0.02%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN 2.496% 07/01/50                         | YALE-NEW HAVEN HLTH SRVC REGD SER 2020 2.49600000                                                | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $903554.18    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#920843 V/R 03/01/36                             | FANNIE MAE POOL UMBS P#920843 V/R 7.16000000                                                     | CUSIP: 31412CBL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63187 | PA      | $65452.85     | 0.00%             | 2036-03-01      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 07/31/28                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CHQ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11130000 | PA      | $11277820.31  | 0.05%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHR 2201 C 8% 11/15/29                                 | FREDDIE MAC REMICS SER 2201 CL C 8.00000000                                                      | CUSIP: 3133TMGW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1220 | PA      | $1250.70      | 0.00%             | 2029-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 05/11/27                         | LLOYDS BANKING GROUP PLC REGD V/R 1.62700000                                                     | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2280000 | PA      | $2243298.32   | 0.01%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G02427 5.5% 12/01/36                           | FREDDIE MAC GOLD POOL P#G02427 5.50000000                                                        | CUSIP: 3128M4A45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11291 | PA      | $11762.01     | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 3.85% 03/15/52                         | BERKSHIRE HATHAWAY FIN REGD 3.85000000                                                           | CUSIP: 084664DB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2265000 | PA      | $1776860.45   | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/44                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834PB8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4045000 | PA      | $1576754.15   | 0.01%             | 2044-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUND 4.35% 09/15/30                         | NLG GLOBAL FUNDING REGD 144A P/P 4.35000000                                                      | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5937117.36   | 0.02%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 4.1% 03/15/43                         | DUKE ENERGY PROGRESS LLC REGD 4.10000000                                                         | CUSIP: 144141DD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    181000 | PA      | $154300.36    | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FHR 5249 AB 4% 11/25/51                                | FREDDIE MAC REMICS SER 5249 CL AB 4.00000000                                                     | CUSIP: 3137H8K83<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6044111 | PA      | $5985449.05   | 0.03%             | 2051-11-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2005-25 PF V/R 04/25/35                            | FANNIE MAE REMICS SER 2005-25 CL PF V/R 4.82051000                                               | CUSIP: 31394DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31833 | PA      | $31567.75     | 0.00%             | 2035-04-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  5.7% 02/15/55                         | ELEVANCE HEALTH INC REGD 5.70000000                                                              | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1707319.34   | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.95% 10/15/54                         | ENTERPRISE PRODUCTS OPER REGD 4.95000000                                                         | CUSIP: 29379VBF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    177000 | PA      | $159050.80    | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-1 C 2.2% 01/15/27                           | CARMAX AUTO OWNER TRUST 2022-1 SER 2022-1 CL C REGD 2.20000000                                   | CUSIP: 14317CAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4200000 | PA      | $4154221.26   | 0.02%             | 2027-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.9% 10/01/54                         | PACIFIC GAS & ELECTRIC REGD 5.90000000                                                           | CUSIP: 694308KT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8735000 | PA      | $8508790.75   | 0.04%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FNA 2021-M3 X1 V/R 11/25/33                            | FANNIE MAE-ACES SER 2021-M3 CL X1 V/R 2.01100000                                                 | CUSIP: 3136BDXR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24947428 | PA      | $1597249.07   | 0.01%             | 2033-11-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ES 4% 02/01/50                         | ALEXANDRIA REAL ESTATE E REGD 4.00000000                                                         | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   1451000 | PA      | $1112964.52   | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-50 JO ZCP 06/25/36                            | FANNIE MAE REMICS SER 2006-50 CL JO ZCP 0.00000000                                               | CUSIP: 31395DUD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33309 | PA      | $28945.63     | 0.00%             | 2036-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AP6381 3.5% 09/01/42                            | FANNIE MAE POOL UMBS P#AP6381 3.50000000                                                         | CUSIP: 3138MACT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    205808 | PA      | $194214.95    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TVA PRIN STRIP ZCP 11/01/25                            | TVA PRIN STRIP REGD ZCP SER * 0.00000000                                                         | CUSIP: 88059FAV3<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1847000 | PA      | $1840308.34   | 0.01%             | 2025-11-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-79 OP ZCP 08/25/36                            | FANNIE MAE REMICS SER 2006-79 CL OP ZCP 0.00000000                                               | CUSIP: 31396KXD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12658 | PA      | $10533.87     | 0.00%             | 2036-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#884066 V/R 06/01/36                             | FANNIE MAE POOL UMBS P#884066 V/R 6.60700000                                                     | CUSIP: 31410BFF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4169 | PA      | $4279.25      | 0.00%             | 2036-06-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7660 2.5% 08/01/46                            | FANNIE MAE POOL UMBS P#AS7660 2.50000000                                                         | CUSIP: 3138WHQN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    368255 | PA      | $319651.16    | 0.00%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/31                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128334S6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  29650000 | PA      | $23551298.62  | 0.10%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN3242 2.62% 10/01/28                           | FANNIE MAE POOL UMBS P#AN3242 2.62000000                                                         | CUSIP: 3138LFS82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8304104 | PA      | $7949416.09   | 0.03%             | 2028-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 10/20/34                         | PNC FINANCIAL SERVICES REGD V/R 6.87500000                                                       | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5035000 | PA      | $5704417.25   | 0.02%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG 4.282% 01/09/28                           | UBS GROUP AG REGD 144A P/P 4.28200000                                                            | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    845000 | PA      | $845312.93    | 0.00%             | 2028-01-09      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDIN 4.9% 08/15/35                         | CHUBB INA HOLDINGS LLC REGD 4.90000000                                                           | CUSIP: 171239AM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9517000 | PA      | $9573574.28   | 0.04%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHLMC 6.25% 07/15/32                                   | FEDERAL HOME LOAN MORTGAGE CORP 6.25000000                                                       | CUSIP: 3134A4KX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3649000 | PA      | $4142116.01   | 0.02%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.5% 06/01/41                                 | AT&T INC REGD 3.50000000                                                                         | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1353000 | PA      | $1081557.14   | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VY 7.125% 5/1/30                             | TENNESSEE VALLEY AUTHORITY 7.12500000                                                            | CUSIP: 880591DM1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1615000 | PA      | $1841071.22   | 0.01%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.298% 05/01/29                          | BOEING CO/THE REGD SER WI 6.29800000                                                             | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   8939000 | PA      | $9486486.84   | 0.04%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A70350 5% 03/01/35                             | FREDDIE MAC GOLD POOL P#A70350 5.00000000                                                        | CUSIP: 3128L3L79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8352 | PA      | $8453.76      | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 3455 SE V/R 06/15/38                               | FREDDIE MAC REMICS SER 3455 CL SE V/R 1.71344000                                                 | CUSIP: 31397WHQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52646 | PA      | $5924.25      | 0.00%             | 2038-06-15      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| WMALT 2005-2 2A3 V/R 04/25/35                          | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES W SER 2005-2 CL 2A3 V/R REGD 0.72761000     | CUSIP: 9393363R2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61911 | PA      | $3239.73      | 0.00%             | 2035-04-25      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 5.7% 06/15/40                         | CON EDISON CO OF NY INC REGD 5.70000000                                                          | CUSIP: 209111FA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    318000 | PA      | $329055.21    | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.75% 04/01/40                            | COMCAST CORP REGD 3.75000000                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1845794.99   | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/24/28                         | GOLDMAN SACHS GROUP INC REGD V/R 2.64000000                                                      | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8243000 | PA      | $8069670.40   | 0.03%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| FNW 2006-W3 2A 6% 09/25/46                             | FANNIE MAE REMIC TRUST 2006-W3 SER 2006-W3 CL 2A 6.00000000                                      | CUSIP: 31396L7E4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31123 | PA      | $32014.02     | 0.00%             | 2046-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2022-3 A1 V/R 08/01/62                            | TOWD POINT MORTGAGE TRUST 2022-3 SER 2022-3 CL A1 V/R REGD 144A P/P 3.75000000                   | CUSIP: 89180NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11644149 | PA      | $11111616.91  | 0.05%             | 2062-08-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS5245 3.5% 06/01/40                            | FANNIE MAE POOL UMBS P#AS5245 3.50000000                                                         | CUSIP: 3138WEZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    628292 | PA      | $599840.54    | 0.00%             | 2040-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL 6.875% 11/15/28                         | SPRINT CAPITAL CORP REGD 6.87500000                                                              | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5198000 | PA      | $5591219.81   | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TVA PRIN STRIP ZCP 06/15/35                            | TVA PRIN STRIP REGD ZCP 0.00000000                                                               | CUSIP: 88059FBM2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    258000 | PA      | $165646.69    | 0.00%             | 2035-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 8% 11/15/32                             | VAR ENERGI ASA REGD 144A P/P 8.00000000                                                          | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   4000000 | PA      | $4642162.16   | 0.02%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0780 7.5% 04/01/39                            | FANNIE MAE POOL UMBS P#AD0780 7.50000000                                                         | CUSIP: 31418M2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57940 | PA      | $62354.38     | 0.00%             | 2039-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GSR 2004-6F 2A4 5.5% 05/25/34                          | GSR MORTGAGE LOAN TRUST 2004-6F SER 2004-6F CL 2A4 REGD 5.50000000                               | CUSIP: 36228F2K1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17417 | PA      | $17683.29     | 0.00%             | 2034-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO 4.45% 02/01/47                               | KROGER CO REGD 4.45000000                                                                        | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1364114.77   | 0.01%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#683351 5.5% 02/01/33                            | FANNIE MAE POOL UMBS P#683351 5.50000000                                                         | CUSIP: 31400CEY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       481 | PA      | $491.56       | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.1% 12/01/28                         | ENERGY TRANSFER LP REGD 6.10000000                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3535368.95   | 0.01%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U99051 3.5% 06/01/43                           | FREDDIE MAC GOLD POOL P#U99051 3.50000000                                                        | CUSIP: 3132H7BV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    238297 | PA      | $225195.60    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#888343 5% 11/01/35                              | FANNIE MAE POOL UMBS P#888343 5.00000000                                                         | CUSIP: 31410F5C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169841 | PA      | $173818.10    | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4716 3.5% 12/01/30                            | FANNIE MAE POOL UMBS P#BM4716 3.50000000                                                         | CUSIP: 3140J9G21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    378264 | PA      | $374372.99    | 0.00%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#888184 V/R 01/01/37                             | FANNIE MAE POOL UMBS P#888184 V/R 6.58500000                                                     | CUSIP: 31410FXM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7379 | PA      | $7553.16      | 0.00%             | 2037-01-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.384% 10/23/35                         | CHARTER COMM OPT LLC/CAP REGD SER WI 6.38400000                                                  | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4190517.84   | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HGVT 2022-1D B 4.1% 06/20/34                           | HILTON GRAND VACATIONS TRUST 2022-1D SER 2022-1D CL B REGD 144A P/P 4.10000000                   | CUSIP: 43283BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1074696 | PA      | $1068460.69   | 0.00%             | 2034-06-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FNR 2006-23 KO ZCP 04/25/36                            | FANNIE MAE REMICS SER 2006-23 CL KO ZCP 0.00000000                                               | CUSIP: 31395B4J9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4076 | PA      | $3710.25      | 0.00%             | 2036-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6586 3.5% 01/01/52                            | FREDDIE MAC POOL UMBS P#RA6586 3.50000000                                                        | CUSIP: 3133KNJ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12820541 | PA      | $11753993.86  | 0.05%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3233 OP ZCP 05/15/36                               | FREDDIE MAC REMICS SER 3233 CL OP ZCP 0.00000000                                                 | CUSIP: 31397BYN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3054 | PA      | $2557.32      | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING 4.582% 12/10/25                         | LLOYDS BANKING GROUP PLC REGD SER WI 4.58200000                                                  | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $550105.91    | 0.00%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.75% 05/15/52                         | UNITEDHEALTH GROUP INC REGD 4.75000000                                                           | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7015000 | PA      | $6184443.08   | 0.03%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#QI8004 6.5% 06/01/54                            | FREDDIE MAC POOL UMBS P#QI8004 6.50000000                                                        | CUSIP: 3133WE3M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    993253 | PA      | $1033031.31   | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7441 3% 05/01/51                              | FANNIE MAE POOL UMBS P#FM7441 3.00000000                                                         | CUSIP: 3140XBHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3293739 | PA      | $2895198.21   | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12 V/R 12/15/29                          | BANK5 2024-5YR12 SER 2024-5YR12 CL A3 V/R REGD 5.90200000                                        | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5264397.50   | 0.02%             | 2057-12-15      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRIC 5.672% 10/20/35                         | CHILE ELECTRICITY LUX REGD 144A P/P 5.67200000                                                   | CUSIP: 16882LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2978000 | PA      | $3069119.95   | 0.01%             | 2035-10-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.5% 09/15/30                          | CIGNA GROUP/THE REGD 4.50000000                                                                  | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   6704000 | PA      | $6723759.44   | 0.03%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 07/31/30                           | UNITED STATES TREASURY NOTE 3.87500000                                                           | CUSIP: 91282CNN7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  39974000 | PA      | $40214468.40  | 0.17%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TLOT 2025-B A3 3.96% 11/20/28                          | TOYOTA LEASE OWNER TRUST 2025-B SER 2025-B CL A3 REGD 144A P/P 3.96000000                        | CUSIP: 89240NAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10671000 | PA      | $10679999.92  | 0.04%             | 2028-11-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| GNMA II P#3474 6% 11/20/33                             | GINNIE MAE II POOL P#3474 6.00000000                                                             | CUSIP: 36202D2F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1398 | PA      | $1451.81      | 0.00%             | 2033-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8268 5.5% 11/01/52                            | FREDDIE MAC POOL UMBS P#SD8268 5.50000000                                                        | CUSIP: 3132DWFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9140506 | PA      | $9270052.30   | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-3 A1A V/R 04/25/38                           | TOWD POINT MORTGAGE TRUST 2024-3 SER 2024-3 CL A1A V/R REGD 144A P/P 5.04267300                  | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7703267 | PA      | $7789171.09   | 0.03%             | 2065-07-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GNR 2011-26 CS V/R 02/16/41                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-26 CL CS V/R 1.73859000                        | CUSIP: 38377QER4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9188887 | PA      | $972196.22    | 0.00%             | 2041-02-16      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO4135 3.5% 06/01/42                            | FANNIE MAE POOL UMBS P#AO4135 3.50000000                                                         | CUSIP: 3138LUSZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    495652 | PA      | $469983.10    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 01/14/27                         | STANDARD CHARTERED PLC REGD V/R 144A P/P 1.45600000                                              | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   7000000 | PA      | $6933788.54   | 0.03%             | 2027-01-14      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| FNW 2005-W4 1A1 6% 08/25/35                            | FANNIE MAE TRUST 2005-W4 SER 2005-W4 CL 1A1 6.00000000                                           | CUSIP: 31394VPT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15383 | PA      | $15775.20     | 0.00%             | 2045-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-4 A 4.67% 12/15/27                          | CARMAX AUTO OWNER TRUST 2024-4 SER 2024-4 CL A2A REGD 4.67000000                                 | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1172813 | PA      | $1174957.48   | 0.00%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FHR 2351 PZ 6.5% 08/15/31                              | FREDDIE MAC REMICS SER 2351 CL PZ 6.50000000                                                     | CUSIP: 313399HV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3491 | PA      | $3601.37      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNS 365 8 5.5% 05/25/36                                | FANNIE MAE INTEREST STRIP SER 365 CL 8 5.50000000                                                | CUSIP: 3136FCZH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14015 | PA      | $2526.34      | 0.00%             | 2036-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1373 3.5% 03/01/43                            | FANNIE MAE POOL UMBS P#MA1373 3.50000000                                                         | CUSIP: 31418AQ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    180143 | PA      | $170031.72    | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP 2.4% 04/01/28                             | VONTIER CORP REGD SER WI 2.40000000                                                              | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |  10822000 | PA      | $10294497.09  | 0.04%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4856 4% 04/01/47                              | FANNIE MAE POOL UMBS P#BM4856 4.00000000                                                         | CUSIP: 3140J9ME8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4700771 | PA      | $4525639.28   | 0.02%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL F 2.95% 11/12/26                         | ATHENE GLOBAL FUNDING REGD 144A P/P 2.95000000                                                   | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   8845000 | PA      | $8718986.26   | 0.04%             | 2026-11-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  4.6% 09/01/35                         | GILEAD SCIENCES INC REGD 4.60000000                                                              | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $4177575.68   | 0.02%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MLCC 2003-E A1 V/R 10/25/28                            | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC  SER 2003-E CL A1 V/R REGD 4.89239000         | CUSIP: 589929Y36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13646 | PA      | $12983.02     | 0.00%             | 2028-10-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FNR 2008-20 SA V/R 03/25/38                            | FANNIE MAE REMICS SER 2008-20 CL SA V/R 2.51949000                                               | CUSIP: 31396YTV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21882 | PA      | $2319.78      | 0.00%             | 2038-03-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| GNMA II P#787313 2.5% 09/20/51                         | GINNIE MAE II POOL P#787313 2.50000000                                                           | CUSIP: 3622ADAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6010188 | PA      | $5143410.90   | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A  4.67% 07/15/33                          | AFFIRM MASTER TRUST SER 2025-2A CL A REGD 144A P/P 4.67000000                                    | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12100000 | PA      | $12169697.21  | 0.05%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS 2.71% 01/22/29                         | NOMURA HOLDINGS INC REGD 2.71000000                                                              | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  11000000 | PA      | $10452065.25  | 0.04%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| FNR 2006-130 GI 6.5% 07/25/32                          | FANNIE MAE REMICS SER 2006-130 CL GI 6.50000000                                                  | CUSIP: 31396PAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14410 | PA      | $876.29       | 0.00%             | 2032-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G2671 V/R 11/01/36                            | FREDDIE MAC NON GOLD POOL P#1G2671 V/R 6.51300000                                                | CUSIP: 3128QS6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7158 | PA      | $7279.11      | 0.00%             | 2036-11-01      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| DEC VI A 7.5% 11/28/39                                 | DIVERSIFIED ABS PHASE VI LLC SER VI CL A REGD 7.50000000                                         | CUSIP: 25512VAA7<br>LEI: 549300N7EGAMCATEDO05 | Long             | ABS-CBDO         | CORP              | US        |   3941790 | PA      | $3935876.87   | 0.02%             | 2039-11-28      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15- 3.375% 05/01/27                         | AMER AIRLN 15-1 A PTT REGD 3.37500000                                                            | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5112588 | PA      | $5028292.72   | 0.02%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#720155 5.5% 07/01/33                            | FANNIE MAE POOL UMBS P#720155 5.50000000                                                         | CUSIP: 31401WBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3028 | PA      | $3053.94      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0880 3% 05/01/37                              | FREDDIE MAC POOL UMBS P#SB0880 3.00000000                                                        | CUSIP: 3132CW6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    912787 | PA      | $884165.82    | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8273 3.5% 11/01/52                            | FREDDIE MAC POOL UMBS P#SD8273 3.50000000                                                        | CUSIP: 3132DWFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2066901 | PA      | $1891203.01   | 0.01%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08742 3.5% 01/01/47                           | FREDDIE MAC GOLD POOL P#G08742 3.50000000                                                        | CUSIP: 3128MJZG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    927362 | PA      | $867999.56    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-101 AI 3.5% 01/25/51                          | FANNIE MAE REMICS SER 2020-101 CL AI 3.50000000                                                  | CUSIP: 3136BDJQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14831260 | PA      | $2802806.98   | 0.01%             | 2051-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J PAUL GETTY T 4.905% 04/01/35                         | J PAUL GETTY TRUST REGD 4.90500000                                                               | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |  10363000 | PA      | $10622173.55  | 0.04%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BN37 2.37% 10/15/31                          | BANK 2021-BNK37 SER 2021-BN37 CL A4 REGD 2.37000000                                              | CUSIP: 06540LBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22400000 | PA      | $19626626.88  | 0.08%             | 2064-11-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0610 2% 02/01/37                              | FANNIE MAE POOL UMBS P#FS0610 2.00000000                                                         | CUSIP: 3140XFVC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8414928 | PA      | $7795438.55   | 0.03%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#946260 V/R 09/01/37                             | FANNIE MAE POOL UMBS P#946260 V/R 6.66200000                                                     | CUSIP: 31413HWV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3481 | PA      | $3578.14      | 0.00%             | 2037-09-01      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MTG TR 0% 12/15/72                           | BENCHMARK 2019-B15 MORTGAGE TRUST SER 2019-B15 CL A4 REGD 2.67300000                             | CUSIP: 08160KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $27879579.00  | 0.12%             | 2072-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL4 A V/R 03/01/62                          | CSMC 2022-RPL4 TRUST SER 2022-RPL4 CL A1 V/R REGD 144A P/P 3.90435000                            | CUSIP: 12663TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3208386 | PA      | $3092205.02   | 0.01%             | 2062-04-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  4.75% 03/08/44                         | UNITED MEXICAN STATES REGD MTN 4.75000000                                                        | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    450000 | PA      | $373837.50    | 0.00%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS  4.4% 06/01/43                         | SOUTHERN CO GAS CAPITAL REGD 4.40000000                                                          | CUSIP: 001192AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $137500.23    | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7590 3% 09/20/51                           | GINNIE MAE II POOL P#MA7590 3.00000000                                                           | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2677715 | PA      | $2392718.29   | 0.01%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.75% 08/15/41                            | UNITED STATES TREASURY BOND 1.75000000                                                           | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 127300000 | PA      | $86375038.43  | 0.36%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POW 6.191% 01/01/31                         | OGLETHORPE POWER CORP REGD 144A P/P 6.19100000                                                   | CUSIP: 677050AC0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   6357750 | PA      | $6666224.53   | 0.03%             | 2031-01-01      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HO 4.279% 03/15/32                         | WARNERMEDIA HOLDINGS INC REGD SER * 4.27900000                                                   | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2892000 | PA      | $2649795.00   | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M39 X1 V/R 07/25/30                           | FANNIE MAE-ACES SER 2020-M39 CL X1 V/R 2.05000000                                                | CUSIP: 3136BBTD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  98082837 | PA      | $5308439.30   | 0.02%             | 2030-07-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| FNR 2011-149 MF V/R 11/25/41                           | FANNIE MAE REMICS SER 2011-149 CL MF V/R 4.97051000                                              | CUSIP: 3136A3FE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41155 | PA      | $41050.21     | 0.00%             | 2041-11-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ7689 4% 12/01/41                              | FANNIE MAE POOL UMBS P#AJ7689 4.00000000                                                         | CUSIP: 3138E0RK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    548808 | PA      | $533764.89    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WFRBS 2013-C11 D V/R 03/15/45                          | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C11 SER 2013-C11 CL D V/R REGD 144A P/P 4.20213000          | CUSIP: 92937EAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $261788.85    | 0.00%             | 2045-03-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| RALI 2003-QS9 A3 V/R 05/25/49                          | RALI SERIES 2003-QS9 TRUST SER 2003-QS9 CL A3 V/R REGD 3.27761000                                | CUSIP: 76110HCC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       116 | PA      | $344.23       | 0.00%             | 2049-05-25      | Variable      | 3.28%                 | No            |                  3 | On Loan: No      |
| GNMA P#411829 7.5% 07/15/27                            | GINNIE MAE I POOL P#411829 7.50000000                                                            | CUSIP: 36206HPN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       242 | PA      | $243.55       | 0.00%             | 2027-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 07/08/31                         | MIZUHO FINANCIAL GROUP REGD V/R 4.71100000                                                       | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  28280000 | PA      | $28612893.50  | 0.12%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| XROAD 2025-A B 5.2% 02/20/32                           | CROSSROADS ASSET TRUST 2025-A SER 2025-A CL B REGD 144A P/P 5.20000000                           | CUSIP: 22767VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2065000 | PA      | $2095079.00   | 0.01%             | 2032-02-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#725017 5.5% 12/01/33                            | FANNIE MAE POOL UMBS P#725017 5.50000000                                                         | CUSIP: 31402CPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24708 | PA      | $25290.50     | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD3165 2% 12/01/51                              | FREDDIE MAC POOL UMBS P#QD3165 2.00000000                                                        | CUSIP: 3133B0QS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1375667 | PA      | $1121438.33   | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAALT 2023-2A  5.92% 05/15/26                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-2 SER 2023-2A CL A REGD 144A P/P 5.92000000               | CUSIP: 22537EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5544974 | PA      | $5561521.26   | 0.02%             | 2033-05-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FHMS K120 XAM V/R 10/25/30                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K120 CL XAM V/R 1.30606700           | CUSIP: 3137F72T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31375053 | PA      | $1695768.28   | 0.01%             | 2030-10-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH1563 4% 01/01/41                              | FANNIE MAE POOL UMBS P#AH1563 4.00000000                                                         | CUSIP: 3138A2WZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    356585 | PA      | $349017.01    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR ULTRA FUT DEC25                            | FUTURE CONTRACT ON           US 10YR ULTRA FUT DEC25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      2918 | NC      | $335797968.76 | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| APA CORP 5.1% 09/01/40                                 | APA CORP REGD SER . 5.10000000                                                                   | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   5883000 | PA      | $5176804.50   | 0.02%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P50536 6.5% 02/01/37                           | FREDDIE MAC GOLD POOL P#P50536 6.50000000                                                        | CUSIP: 31288LSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1292 | PA      | $1294.67      | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENER 4.75% 05/15/26                         | EVERSOURCE ENERGY REGD 4.75000000                                                                | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   3264000 | PA      | $3273606.12   | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.25% 11/21/49                              | ABBVIE INC REGD SER WI 4.25000000                                                                | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    741000 | PA      | $624278.34    | 0.00%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHER 3.95% 10/01/42                         | NORFOLK SOUTHERN CORP REGD 3.95000000                                                            | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    332000 | PA      | $279662.09    | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 3.75% 09/01/46                         | DUKE ENERGY CORP REGD 3.75000000                                                                 | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  13800000 | PA      | $10579092.15  | 0.04%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS4 A1 V/R 11/25/60                          | LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 5.65000000             | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1591807 | PA      | $1592717.18   | 0.01%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| GNMA P#781614 7% 06/15/33                              | GINNIE MAE I POOL P#781614 7.00000000                                                            | CUSIP: 36225BYK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5833 | PA      | $6141.82      | 0.00%             | 2033-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC 5.7% 03/15/34                          | TYSON FOODS INC REGD 5.70000000                                                                  | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2223383.45   | 0.01%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SCRT 2020-3 MT 2% 05/25/60                             | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 SER 2020-3 CL MT 2.00000000        | CUSIP: 35563PSB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4136001 | PA      | $3296717.38   | 0.01%             | 2060-05-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LT V/R 03/03/36                         | MACQUARIE BANK LTD REGD V/R 144A P/P 3.05200000                                                  | CUSIP: 556079AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   2090000 | PA      | $1887051.03   | 0.01%             | 2036-03-03      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| TVA 5.88% 04/01/36                                     | TENNESSEE VALLEY AUTHORITY 5.88000000                                                            | CUSIP: 880591CS9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2967000 | PA      | $3319808.49   | 0.01%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1A1096 V/R 10/01/36                            | FREDDIE MAC NON GOLD POOL P#1A1096 V/R 6.41000000                                                | CUSIP: 3128NFGD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40924 | PA      | $41671.71     | 0.00%             | 2036-10-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| G2SF  30 YR TBA 5% OCT 25                              | G2SF  30 YR TBA 5% OCT 25      TO BE ANNOUNCED 5.00000000                                        | CUSIP: 21H0506A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  21505000 | PA      | $21389285.47  | 0.09%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#611141 V/R 01/01/27                            | FREDDIE MAC NON GOLD POOL P#611141 V/R 6.23500000                                                | CUSIP: 31337NHS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        62 | PA      | $62.18        | 0.00%             | 2027-01-01      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4701 4.5% 08/01/52                            | FANNIE MAE POOL UMBS P#MA4701 4.50000000                                                         | CUSIP: 31418EGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11893634 | PA      | $11591073.48  | 0.05%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9904 5.5% 01/01/55                            | FANNIE MAE POOL UMBS P#CB9904 5.50000000                                                         | CUSIP: 3140QWAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9672490 | PA      | $9776750.79   | 0.04%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U91488 3.5% 05/01/43                           | FREDDIE MAC GOLD POOL P#U91488 3.50000000                                                        | CUSIP: 3132HBRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     92723 | PA      | $87394.38     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#758916 3.5% 07/15/43                            | GINNIE MAE I POOL P#758916 3.50000000                                                            | CUSIP: 36230T3Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280601 | PA      | $262309.65    | 0.00%             | 2043-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3168 3% 05/01/38                              | FANNIE MAE POOL UMBS P#FM3168 3.00000000                                                         | CUSIP: 3140X6QW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5157663 | PA      | $4894635.71   | 0.02%             | 2038-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2003-52 SX V/R 10/25/31                            | FANNIE MAE REMICS SER 2003-52 CL SX V/R 9.53847000                                               | CUSIP: 31393CV67<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3079 | PA      | $3651.21      | 0.00%             | 2031-10-25      | Variable      | 9.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0617 2.5% 03/01/62                            | FANNIE MAE POOL UMBS P#BF0617 2.50000000                                                         | CUSIP: 3140FXVK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8137626 | PA      | $6636257.95   | 0.03%             | 2062-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOM 5% 01/24/29                         | CORP ANDINA DE FOMENTO REGD 5.00000000                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | VE        |   4770000 | PA      | $4906100.12   | 0.02%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#758871 3.5% 03/15/43                            | GINNIE MAE I POOL P#758871 3.50000000                                                            | CUSIP: 36230T2C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    609389 | PA      | $569678.71    | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 5.625% 09/22/35                         | UNITED MEXICAN STATES REGD SER 10 5.62500000                                                     | CUSIP: 91087BBL3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   7780000 | PA      | $7741566.80   | 0.03%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH8584 4% 02/01/41                              | FANNIE MAE POOL UMBS P#AH8584 4.00000000                                                         | CUSIP: 3138AARE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18965 | PA      | $18460.85     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HERO 2017-2A A 3.28% 09/20/39                          | HERO FUNDING TRUST 2017-2 SER 2017-2A CL A1 REGD 144A P/P 3.28000000                             | CUSIP: 42771LAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1112393 | PA      | $1028651.70   | 0.00%             | 2048-09-20      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD2299 2.5% 12/01/51                            | FREDDIE MAC POOL UMBS P#QD2299 2.50000000                                                        | CUSIP: 3133AYRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1011249 | PA      | $863369.46    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CWHL 2004-HYB1 2 V/R 05/20/34                          | CHL MORTGAGE PASS-THROUGH TRUST 2004-HYB1 SER 2004-HYB1 CL 2A V/R REGD 5.19420500                | CUSIP: 12669FNP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4770 | PA      | $4581.87      | 0.00%             | 2034-05-20      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| WFCM 2021-C60 2.342% 07/15/31                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 SER 2021-C60 CL A4 REGD 2.34200000                | CUSIP: 95003DBJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1574183 | PA      | $1400035.39   | 0.01%             | 2054-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FIN 3.905% 12/07/47                         | PRUDENTIAL FINANCIAL INC REGD SER WI 3.90500000                                                  | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $986182.62    | 0.00%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPIT 5.375% 07/15/29                         | AVIATION CAPITAL GROUP REGD 144A P/P 5.37500000                                                  | CUSIP: 05369AAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1433996.09   | 0.01%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN 5.2% 04/01/28                         | FIRSTENERGY PENN ELECTRI REGD 144A P/P 5.20000000                                                | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1927589.65   | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRECISION CAST 4.375% 06/15/45                         | PRECISION CASTPARTS CORP REGD 4.37500000                                                         | CUSIP: 740189AP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $363947.70    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8368 2% 08/01/51                              | FANNIE MAE POOL UMBS P#FM8368 2.00000000                                                         | CUSIP: 3140XCJN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10177340 | PA      | $8312160.54   | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KIA CORP 1.75% 10/16/26                                | KIA CORP REGD 144A P/P 1.75000000                                                                | CUSIP: 49374JAA1<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |   1620000 | PA      | $1578087.68   | 0.01%             | 2026-10-16      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% OCT 25                                | FNMA 30YR TBA 6% OCT 25        TO BE ANNOUNCED 6.00000000                                        | CUSIP: 01F0606A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  29225000 | PA      | $29855899.66  | 0.13%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.528% 05/01/34                          | BOEING CO/THE REGD SER WI 6.52800000                                                             | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2608900.14   | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2637 2.5% 01/01/52                            | FANNIE MAE POOL UMBS P#CB2637 2.50000000                                                         | CUSIP: 3140QM4X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8705946 | PA      | $7432823.34   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8558 6% 07/01/41                              | FANNIE MAE POOL UMBS P#AL8558 6.00000000                                                         | CUSIP: 3138ETQL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1255383 | PA      | $1322904.58   | 0.01%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3378 4% 04/01/52                              | FANNIE MAE POOL UMBS P#CB3378 4.00000000                                                         | CUSIP: 3140QNXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8946909 | PA      | $8454498.86   | 0.04%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8325 2.5% 07/01/35                            | FANNIE MAE POOL UMBS P#FM8325 2.50000000                                                         | CUSIP: 3140XCHB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6742783 | PA      | $6467224.64   | 0.03%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSQ 2018-20TS D V/R 05/15/23                           | 20 TIMES SQUARE TRUST 2018-20TS SER 2018-20TS CL D V/R REGD 144A P/P 3.20323000                  | CUSIP: 90137LAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5204000 | PA      | $4787680.00   | 0.02%             | 2035-05-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CO 5.5% 06/15/33                         | CNA FINANCIAL CORP REGD 5.50000000                                                               | CUSIP: 126117AX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8225000 | PA      | $8536078.22   | 0.04%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 4.625% 03/22/33                         | BAT CAPITAL CORP REGD 4.62500000                                                                 | CUSIP: 054989AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8420000 | PA      | $8332190.51   | 0.04%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1758 5% 06/01/54                              | FREDDIE MAC POOL UMBS P#RJ1758 5.00000000                                                        | CUSIP: 3142GR5U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2982352 | PA      | $2985691.04   | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G61225 4.5% 12/01/43                           | FREDDIE MAC GOLD POOL P#G61225 4.50000000                                                        | CUSIP: 31335BLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1959958 | PA      | $1968240.37   | 0.01%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-CF2 A1 V/R 11/25/24                          | VOLT CV LLC SER 2021-CF2 CL A1 V/R REGD 144A P/P 5.48720000                                      | CUSIP: 91835GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5161822 | PA      | $5159846.45   | 0.02%             | 2051-11-27      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE 1.25% 10/01/25                         | LYB INT FINANCE III REGD 1.25000000                                                              | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    692000 | PA      | $692000.00    | 0.00%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP 5.7% 12/01/26                              | AMEREN CORP REGD 5.70000000                                                                      | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   5761000 | PA      | $5851249.06   | 0.02%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FNR 2007-7 SG V/R 08/25/36                             | FANNIE MAE REMICS SER 2007-7 CL SG V/R 2.02949000                                                | CUSIP: 31396PRZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93197 | PA      | $10416.71     | 0.00%             | 2036-08-25      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| UMBS P#SE9060 2% 02/01/52                              | FREDDIE MAC POOL UMBS P#SE9060 2.00000000                                                        | CUSIP: 3133SKB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6191821 | PA      | $4785102.52   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2002-71 AP 5% 11/25/32                             | FANNIE MAE REMICS SER 2002-71 CL AP 5.00000000                                                   | CUSIP: 31392FES2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1611 | PA      | $1600.17      | 0.00%             | 2032-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP6618 2.5% 08/01/50                            | FANNIE MAE POOL UMBS P#BP6618 2.50000000                                                         | CUSIP: 3140KEK80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4014284 | PA      | $3417092.57   | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERI 5.45% 03/01/34                         | AON NORTH AMERICA INC REGD 5.45000000                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3880000 | PA      | $4041812.49   | 0.02%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC 3.35% 12/01/26                         | XCEL ENERGY INC REGD 3.35000000                                                                  | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   5105000 | PA      | $5054515.89   | 0.02%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/30                         | JPMORGAN CHASE & CO REGD V/R 5.58100000                                                          | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9697000 | PA      | $10128386.66  | 0.04%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB F 5.15% 03/28/33                         | MET LIFE GLOB FUNDING I REGD 144A P/P MTN 5.15000000                                             | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2071823.76   | 0.01%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMEN 5.05% 05/18/63                         | TEXAS INSTRUMENTS INC REGD 5.05000000                                                            | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1776000 | PA      | $1650455.02   | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS4709 2.22% 02/01/32                           | FANNIE MAE POOL UMBS P#BS4709 2.22000000                                                         | CUSIP: 3140LFGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5100000 | PA      | $4505484.64   | 0.02%             | 2032-02-01      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC 5.1% 04/15/30                              | PAYCHEX INC REGD 5.10000000                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10290334.20  | 0.04%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0142 3% 01/20/55                           | GINNIE MAE II POOL P#MB0142 3.00000000                                                           | CUSIP: 3618N5EQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2776386 | PA      | $2480304.87   | 0.01%             | 2055-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TVA 4.625% 09/15/60                                    | TENNESSEE VALLEY AUTHORITY 4.62500000                                                            | CUSIP: 880591EJ7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1308000 | PA      | $1173279.64   | 0.00%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP 4% 12/01/46                         | AMERICAN WATER CAPITAL C REGD 4.00000000                                                         | CUSIP: 03040WAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2350000 | PA      | $1928905.00   | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY  4.9% 08/01/41                         | DOMINION ENERGY INC REGD SER C 4.90000000                                                        | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    212000 | PA      | $196242.88    | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHR 4091 TF V/R 08/15/42                               | FREDDIE MAC REMICS SER 4091 CL TF V/R 4.93656000                                                 | CUSIP: 3137ATGA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    693887 | PA      | $685153.15    | 0.00%             | 2042-08-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FHR 2434 TC 7% 04/15/32                                | FREDDIE MAC REMICS SER 2434 CL TC 7.00000000                                                     | CUSIP: 3133TVTX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14219 | PA      | $14888.85     | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.7% 11/01/54                                 | AT&T INC REGD 5.70000000                                                                         | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2470913.10   | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-BA  2.12% 09/15/27                          | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B SER 2020-BA CL A2 REGD 144A P/P 2.12000000      | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1432751 | PA      | $1369884.31   | 0.01%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GNR 2021-H03 LF V/R 02/20/71                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H03 CL LF V/R 5.74582000                       | CUSIP: 38380QZT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11274417 | PA      | $11490651.07  | 0.05%             | 2071-02-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 4.9% 01/15/45                         | WILLIAMS COMPANIES INC REGD 4.90000000                                                           | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2116267.55   | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FHR 4740 P 3% 12/15/47                                 | FREDDIE MAC REMICS SER 4740 CL P 3.00000000                                                      | CUSIP: 3137FCEH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    824264 | PA      | $746629.71    | 0.00%             | 2047-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 08/02/30                         | SYNCHRONY FINANCIAL REGD V/R 5.93500000                                                          | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   7602000 | PA      | $7879717.86   | 0.03%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/29                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CLR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  27275000 | PA      | $27708629.95  | 0.12%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4382 3.5% 04/20/47                         | GINNIE MAE II POOL P#MA4382 3.50000000                                                           | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2350187 | PA      | $2163854.69   | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.15% 11/15/31                            | BROADCOM INC REGD 5.15000000                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3117146.04   | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TCW 2020-1A A1R3 V/R 04/20/34                          | TCW CLO 2020-1 LTD SER 2020-1A CL A1R3 V/R REGD 144A P/P 5.37549000                              | CUSIP: 87190CBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19250000 | PA      | $19236775.25  | 0.08%             | 2034-04-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| FHS 262 35 3.5% 07/15/42                               | FREDDIE MAC STRIPS SER 262 CL 35 3.50000000                                                      | CUSIP: 3128HXKY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1691226 | PA      | $1600215.01   | 0.01%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 6% 06/13/33                                | AKER BP ASA REGD 144A P/P 6.00000000                                                             | CUSIP: 00973RAM5<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |  19565000 | PA      | $20529280.98  | 0.09%             | 2033-06-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK 5.625% 08/23/27                         | SYNCHRONY BANK REGD 5.62500000                                                                   | CUSIP: 87166FAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1991091.04   | 0.01%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2678 3.5% 03/20/45                         | GINNIE MAE II POOL P#MA2678 3.50000000                                                           | CUSIP: 36179Q6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    381340 | PA      | $355981.60    | 0.00%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 10/31/31                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CLU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 108505000 | PA      | $110090190.78 | 0.46%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W6 2 5.204% 09/25/42                          | FANNIE MAE TRUST 2003-W6 SER 2003-W6 CL 2A4 5.20400000                                           | CUSIP: 31393BU52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140572 | PA      | $139875.42    | 0.00%             | 2042-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#WN1157 1.8% 11/01/28                            | FREDDIE MAC POOL UMBS P#WN1157 1.80000000                                                        | CUSIP: 3132XFJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14000000 | PA      | $13105896.44  | 0.06%             | 2028-11-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5108 2% 04/01/41                              | FREDDIE MAC POOL UMBS P#RB5108 2.00000000                                                        | CUSIP: 3133KYU98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6642015 | PA      | $5785975.96   | 0.02%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY 3.125% 07/12/41                           | QATAR ENERGY REGD 144A P/P 3.12500000                                                            | CUSIP: 74730DAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |  12062000 | PA      | $9286051.32   | 0.04%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GNR 2014-6 W V/R 01/20/39                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-6 CL W V/R 5.27698000                          | CUSIP: 38378PS33<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    221978 | PA      | $228905.75    | 0.00%             | 2039-01-20      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8089 2.5% 07/01/50                            | FREDDIE MAC POOL UMBS P#SD8089 2.50000000                                                        | CUSIP: 3132DV7A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13350822 | PA      | $11370255.62  | 0.05%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 2132 SB V/R 03/15/29                               | FREDDIE MAC REMICS SER 2132 CL SB V/R 11.18047800                                                | CUSIP: 3133TJVQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       318 | PA      | $355.96       | 0.00%             | 2029-03-15      | Variable      | 11.18%                | No            |                  2 | On Loan: No      |
| GNMA II P#MA1377 4.5% 10/20/43                         | GINNIE MAE II POOL P#MA1377 4.50000000                                                           | CUSIP: 36179NQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    909930 | PA      | $904091.32    | 0.00%             | 2043-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#948208 V/R 07/01/37                             | FANNIE MAE POOL UMBS P#948208 V/R 5.93200000                                                     | CUSIP: 31413K3R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10762 | PA      | $10873.84     | 0.00%             | 2037-07-01      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| TRK 2025-RRTL1 A V/R 03/25/27                          | TOORAK MORTGAGE TRUST 2025-RRTL1 SER 2025-RRTL1 CL A1 V/R REGD 144A P/P 5.52400000               | CUSIP: 89053JAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8700000 | PA      | $8757366.93   | 0.04%             | 2040-02-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3377 4% 01/20/46                           | GINNIE MAE II POOL P#MA3377 4.00000000                                                           | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    263392 | PA      | $252733.91    | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 2126 CB 6.25% 02/15/29                             | FREDDIE MAC REMICS SER 2126 CL CB 6.25000000                                                     | CUSIP: 3133TJDR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6847 | PA      | $6940.60      | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS6302 3.5% 12/01/45                            | FANNIE MAE POOL UMBS P#AS6302 3.50000000                                                         | CUSIP: 3138WGAC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172453 | PA      | $162124.56    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#486631 6.5% 10/15/28                            | GINNIE MAE I POOL P#486631 6.50000000                                                            | CUSIP: 36210ASU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       136 | PA      | $139.56       | 0.00%             | 2028-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH1559 4% 12/01/40                              | FANNIE MAE POOL UMBS P#AH1559 4.00000000                                                         | CUSIP: 3138A2WV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    297816 | PA      | $290758.80    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 A 4.88% 09/15/27                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 SER 2024-5 CL A2 REGD 4.88000000                   | CUSIP: 802920AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1178614 | PA      | $1179103.05   | 0.00%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60774 3% 10/01/45                             | FREDDIE MAC GOLD POOL P#G60774 3.00000000                                                        | CUSIP: 31335A2F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1606917 | PA      | $1478927.96   | 0.01%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2010-14 CO ZCP 08/20/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-14 CL CO ZCP 0.00000000                        | CUSIP: 38376WBS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47578 | PA      | $40181.52     | 0.00%             | 2035-08-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 7.35% 03/06/30                         | FORD MOTOR CREDIT CO LLC REGD 7.35000000                                                         | CUSIP: 345397C68<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1354055.20   | 0.01%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY 5.125% 10/01/35                         | SIMON PROPERTY GROUP LP REGD 5.12500000                                                          | CUSIP: 828807EA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4661000 | PA      | $4715299.39   | 0.02%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNR 2013-118 YL 3% 12/25/28                            | FANNIE MAE REMICS SER 2013-118 CL YL 3.00000000                                                  | CUSIP: 3136AHCS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    591534 | PA      | $584971.84    | 0.00%             | 2028-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4469 1.5% 11/01/36                            | FANNIE MAE POOL UMBS P#MA4469 1.50000000                                                         | CUSIP: 31418D6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2547455 | PA      | $2281789.92   | 0.01%             | 2036-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 3.55% 02/15/50                         | BURLINGTN NORTH SANTA FE REGD 3.55000000                                                         | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    517000 | PA      | $387301.29    | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 4.45% 02/15/44                         | VIRGINIA ELEC & POWER CO REGD 4.45000000                                                         | CUSIP: 927804FR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $110348.18    | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FNR 2010-63 AP ZCP 06/25/40                            | FANNIE MAE REMICS SER 2010-63 CL AP ZCP 0.00000000                                               | CUSIP: 31398RPH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23315 | PA      | $20389.33     | 0.00%             | 2040-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 3.8% 09/20/31                         | BRITISH AIR 18-1 AA PTT REGD 144A P/P 3.80000000                                                 | CUSIP: 11042TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    638297 | PA      | $623963.81    | 0.00%             | 2031-09-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GA 5.5% 03/15/30                         | NATIONAL FUEL GAS CO REGD 5.50000000                                                             | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |  11260000 | PA      | $11638628.08  | 0.05%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFO 3.706% 05/15/20                         | UNIV OF CALIFORNIA CA RGTS MED REGD B/E 3.70600000                                               | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3270000 | PA      | $2104407.85   | 0.01%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| FHR 2441 GF 6.5% 04/15/32                              | FREDDIE MAC REMICS SER 2441 CL GF 6.50000000                                                     | CUSIP: 3133TVJF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2702 | PA      | $2827.12      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.608% 07/14/31                         | NOMURA HOLDINGS INC REGD 2.60800000                                                              | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2025000 | PA      | $1818542.20   | 0.01%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS6304 4% 12/01/45                              | FANNIE MAE POOL UMBS P#AS6304 4.00000000                                                         | CUSIP: 3138WGAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1196195 | PA      | $1150926.61   | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/31/30                           | UNITED STATES TREASURY NOTE 3.62500000                                                           | CUSIP: 91282CNX5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  35823000 | PA      | $35638287.66  | 0.15%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8323 5% 05/01/53                              | FREDDIE MAC POOL UMBS P#SD8323 5.00000000                                                        | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    668433 | PA      | $664135.22    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA3534 3.5% 10/01/49                            | FREDDIE MAC POOL UMBS P#QA3534 3.50000000                                                        | CUSIP: 31339S4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    925250 | PA      | $854378.83    | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CWL 2004-6 M1 V/R 10/25/34                             | COUNTRYWIDE ASSET-BACKED CEFTIFICATES SERIES 2004-6 CLASS M1 REGD VARIABLE 5.17239000            | CUSIP: 126673BC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3652 | PA      | $3628.88      | 0.00%             | 2034-10-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.05% 03/25/48                         | CVS HEALTH CORP REGD 5.05000000                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4448687.70   | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC  5.75% 03/15/29                         | ONCOR ELECTRIC DELIVERY REGD 5.75000000                                                          | CUSIP: 68233JBK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $129749.73    | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL E 4.125% 03/01/48                         | SOUTHERN CAL EDISON REGD SER C 4.12500000                                                        | CUSIP: 842400GK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1436428.98   | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 04/13/33                          | SOCIETE GENERALE REGD V/R 144A P/P MTN 6.10000000                                                | CUSIP: 83368RCF7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5545000 | PA      | $5843809.29   | 0.02%             | 2033-04-13      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 5.6% 06/13/28                              | AKER BP ASA REGD 144A P/P 5.60000000                                                             | CUSIP: 00973RAL7<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   3380000 | PA      | $3485272.53   | 0.01%             | 2028-06-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.4% 03/04/44                         | WILLIAMS COMPANIES INC REGD 5.40000000                                                           | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2669109.49   | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP 4.15% 07/15/27                        | FIRSTENERGY CORP REGD SER B 3.90000000                                                           | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  21189000 | PA      | $21059051.68  | 0.09%             | 2027-07-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.55% 12/01/33                         | ENERGY TRANSFER LP REGD 6.55000000                                                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1514897.02   | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDON 4.763% 04/14/27                         | FREEPORT INDONESIA PT REGD 144A P/P MTN 4.76300000                                               | CUSIP: 69377FAA4<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |    660000 | PA      | $661372.80    | 0.00%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS RSOFRP03.71 12/16/54 JPMCL FLOAT                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $696030.97    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FNR 2006-94 GK V/R 10/25/26                            | FANNIE MAE REMICS SER 2006-94 CL GK V/R 10.89745000                                              | CUSIP: 31396K4D1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       341 | PA      | $355.51       | 0.00%             | 2026-10-25      | Variable      | 10.90%                | No            |                  2 | On Loan: No      |
| UMBS P#BM5900 3% 11/01/46                              | FANNIE MAE POOL UMBS P#BM5900 3.00000000                                                         | CUSIP: 3140JARW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2371458 | PA      | $2180277.62   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AI 3.45% 11/15/26                         | WESTINGHOUSE AIR BRAKE REGD 3.45000000                                                           | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4956592.10   | 0.02%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIF 4.803% 06/05/30                         | PROTECTIVE LIFE GLOBAL REGD 144A P/P 4.80300000                                                  | CUSIP: 74368CCC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2594000 | PA      | $2637927.08   | 0.01%             | 2030-06-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS 2.805% 03/11/31                         | AMFAM HOLDINGS INC REGD 144A P/P 2.80500000                                                      | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4342198.90   | 0.02%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6333 2% 11/01/51                              | FREDDIE MAC POOL UMBS P#RA6333 2.00000000                                                        | CUSIP: 3133KNBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12714414 | PA      | $10275584.10  | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MFRA 2024-NPL1 A V/R 09/25/27                          | MFA 2024-NPL1 TRUST SER 2024-NPL1 CL A1 V/R REGD 6.33000000                                      | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5466157 | PA      | $5472809.00   | 0.02%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| GNR 2020-30 PT V/R 03/20/48                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-30 CL PT V/R 4.76022000                        | CUSIP: 38382DF20<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4773002 | PA      | $4839018.65   | 0.02%             | 2048-03-20      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/29/31                             | CITIGROUP INC REGD V/R 2.66600000                                                                | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    515000 | PA      | $478731.93    | 0.00%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| GNMA P#736520 4.5% 04/15/40                            | GINNIE MAE I POOL P#736520 4.50000000                                                            | CUSIP: 3620AQG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    518255 | PA      | $515681.86    | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK 5.716% 05/15/34                          | BANK 2024-BNK47 SER 2024-BNK47 CL A5 REGD 5.71600000                                             | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3834313 | PA      | $4080791.46   | 0.02%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| UMBS P#AA1019 6% 11/01/36                              | FANNIE MAE POOL UMBS P#AA1019 6.00000000                                                         | CUSIP: 31416JDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12509 | PA      | $13141.63     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CA 1.9% 10/15/26                         | SMBC AVIATION CAPITAL FI REGD 144A P/P 1.90000000                                                | CUSIP: 78448TAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1400000 | PA      | $1364598.10   | 0.01%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/53                           | UNITED STATES TREASURY BOND 3.62500000                                                           | CUSIP: 912810TN8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  62975600 | PA      | $52065569.14  | 0.22%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SFAST 2023-1A  5.71% 09/20/27                          | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2023-1A CL B REGD 144A P/P 5.71000000            | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1230800.16   | 0.01%             | 2030-01-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FHR 1927 ZA 6.5% 01/15/27                              | FREDDIE MAC REMICS SER 1927 CL ZA 6.50000000                                                     | CUSIP: 3133T8U70<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       217 | PA      | $217.38       | 0.00%             | 2027-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q33507 3% 05/01/45                             | FREDDIE MAC GOLD POOL P#Q33507 3.00000000                                                        | CUSIP: 3132QP3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    839341 | PA      | $766384.20    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C75791 5.5% 01/01/33                           | FREDDIE MAC GOLD POOL P#C75791 5.50000000                                                        | CUSIP: 31288ENG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13104 | PA      | $13232.35     | 0.00%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSMPS 2005-RP2 1 V/R 03/25/35                          | GSMPS MORTGAGE LOAN TRUST 2005-RP2 SER 2005-RP2 CL 1AF V/R REGD 144A P/P 4.62239000              | CUSIP: 36242DT52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46834 | PA      | $44047.18     | 0.00%             | 2035-03-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| GNR 2009-11 SC V/R 02/16/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-11 CL SC V/R 1.88859000                        | CUSIP: 38374TJF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36492 | PA      | $839.28       | 0.00%             | 2039-02-16      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS 6.07% 07/12/28                         | NOMURA HOLDINGS INC REGD 6.07000000                                                              | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4200000 | PA      | $4394174.65   | 0.02%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| FHR 4217 KY 3% 06/15/43                                | FREDDIE MAC REMICS SER 4217 CL KY 3.00000000                                                     | CUSIP: 3137B2KH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    206000 | PA      | $183024.39    | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3% 02/15/41                           | T-MOBILE USA INC REGD SER WI 3.00000000                                                          | CUSIP: 87264ABL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $1728273.04   | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/20/32                                   | BPCE SA REGD V/R 144A P/P 2.27700000                                                             | CUSIP: 05583JAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   8350000 | PA      | $7363540.69   | 0.03%             | 2032-01-20      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4.5% OCT 25                             | G2SF 30 YR TBA 4.5% OCT 25     TO BE ANNOUNCED 4.50000000                                        | CUSIP: 21H0426A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3625000 | PA      | $3514806.05   | 0.01%             | 2055-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9360 4.97% 12/01/32                           | FANNIE MAE POOL UMBS P#BS9360 4.97000000                                                         | CUSIP: 3140LLMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6241000 | PA      | $6442688.21   | 0.03%             | 2032-12-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 5.8% 03/15/55                         | ENTERGY LOUISIANA LLC REGD 5.80000000                                                            | CUSIP: 29364WBQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2769540.11   | 0.01%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HINTT 2025-A B 5.45% 01/15/33                          | HINNT 2025-A LLC SER 2025-A CL B REGD 144A P/P 5.45000000                                        | CUSIP: 433403AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2790797 | PA      | $2816293.12   | 0.01%             | 2044-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#254949 5% 11/01/33                              | FANNIE MAE POOL UMBS P#254949 5.00000000                                                         | CUSIP: 31371LEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1284 | PA      | $1302.10      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL5 A V/R 09/25/27                          | PRET 2024-NPL5 LLC SER 2024-NPL5 CL A1 V/R REGD 144A P/P 5.96300000                              | CUSIP: 74143QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2592177 | PA      | $2593793.00   | 0.01%             | 2054-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UMBS P#745946 5.5% 11/01/36                            | FANNIE MAE POOL UMBS P#745946 5.50000000                                                         | CUSIP: 31403DWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6802 | PA      | $7077.93      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3431 5.5% 06/01/53                            | FREDDIE MAC POOL UMBS P#SD3431 5.50000000                                                        | CUSIP: 3132DQY42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10728082 | PA      | $10884841.39  | 0.05%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION C 5.55% 04/03/34                         | SMBC AVIATION CAPITAL FI REGD 144A P/P 5.55000000                                                | CUSIP: 78448TAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  11200000 | PA      | $11574668.45  | 0.05%             | 2034-04-03      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FGLMC P#V81992 4% 10/01/45                             | FREDDIE MAC GOLD POOL P#V81992 4.00000000                                                        | CUSIP: 3132L7F95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1955126 | PA      | $1883623.52   | 0.01%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 11/16/28                         | STANDARD CHARTERED PLC REGD V/R P/P 7.76700000                                                   | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3500000 | PA      | $3747730.63   | 0.02%             | 2028-11-16      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ4522 6% 09/01/54                              | FREDDIE MAC POOL UMBS P#QJ4522 6.00000000                                                        | CUSIP: 3133CVAX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2690664 | PA      | $2811213.93   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 5.8% 03/08/29                         | FORD MOTOR CREDIT CO LLC REGD 5.80000000                                                         | CUSIP: 345397E58<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10735000 | PA      | $10893789.76  | 0.05%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.25% 04/15/29                         | ENERGY TRANSFER LP REGD 5.25000000                                                               | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5631000 | PA      | $5793529.58   | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNR 2008-58 FA V/R 07/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-58 CL FA V/R 5.06992000                        | CUSIP: 38375DKW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125555 | PA      | $125990.60    | 0.00%             | 2038-07-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FNR 2007-14 ES V/R 03/25/37                            | FANNIE MAE REMICS SER 2007-14 CL ES V/R 1.96949000                                               | CUSIP: 31396PC33<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70243 | PA      | $7615.76      | 0.00%             | 2037-03-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3874 3.5% 08/20/46                         | GINNIE MAE II POOL P#MA3874 3.50000000                                                           | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    398029 | PA      | $370313.04    | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MBIA INSURANCE CO V/R 01/15/33                         | MBIA INSURANCE CO REGD V/R P/P 11.88200000                                                       | CUSIP: 55276GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     86000 | PA      | $860.00       | 0.00%             | 2033-01-15      | Variable      | 11.88%                | No            |                  2 | On Loan: No      |
| FNR 2006-79 DF V/R 08/25/36                            | FANNIE MAE REMICS SER 2006-79 CL DF V/R 4.82051000                                               | CUSIP: 31396KYA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33127 | PA      | $32918.61     | 0.00%             | 2036-08-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FNR 2007-42 AO ZCP 05/25/37                            | FANNIE MAE REMICS SER 2007-42 CL AO ZCP 0.00000000                                               | CUSIP: 31396VM96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       944 | PA      | $829.79       | 0.00%             | 2037-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE I 3.625% 05/25/27                         | ENEL FINANCE INTL NV REGD P/P 3.62500000                                                         | CUSIP: 29278GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3415000 | PA      | $3385153.21   | 0.01%             | 2027-05-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 01/16/36                         | M&T BANK CORPORATION REGD V/R MTN 5.38500000                                                     | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   7541000 | PA      | $7645045.82   | 0.03%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTI 6.5% 11/15/35                           | BOSTON SCIENTIFIC CORP REGD 6.50000000                                                           | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    845000 | PA      | $948278.61    | 0.00%             | 2035-11-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5138 2% 12/01/41                              | FREDDIE MAC POOL UMBS P#RB5138 2.00000000                                                        | CUSIP: 3133KYV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14588000 | PA      | $12617118.17  | 0.05%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY  5.25% 06/15/37                         | CENOVUS ENERGY INC REGD SER WI 5.25000000                                                        | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   1977000 | PA      | $1924195.48   | 0.01%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNR 2010-16 WB V/R 03/25/40                            | FANNIE MAE REMICS SER 2010-16 CL WB V/R 6.11342800                                               | CUSIP: 31398MRV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64385 | PA      | $65339.83     | 0.00%             | 2040-03-25      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE  5.212% 12/01/47                         | PG&E WILDFIRE RECOVERY REGD SER A-4 5.21200000                                                   | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1242239.95   | 0.01%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINAN 5.25% 04/21/32                         | BUNGE LTD FINANCE CORP REGD SER WI 5.25000000                                                    | CUSIP: 120568BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5295000 | PA      | $5453201.84   | 0.02%             | 2032-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 05/22/32                         | MIZUHO FINANCIAL GROUP REGD V/R 2.17200000                                                       | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   8000000 | PA      | $7046691.52   | 0.03%             | 2032-05-22      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#729379 6% 08/01/33                              | FANNIE MAE POOL UMBS P#729379 6.00000000                                                         | CUSIP: 31402HJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1893 | PA      | $1932.95      | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BSARM 2003-7 3A V/R 10/25/33                           | BEAR STEARNS ARM TRUST 2003-7 SER 2003-7 CL 3A V/R REGD 7.03718300                               | CUSIP: 07384MYS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1305 | PA      | $1310.30      | 0.00%             | 2033-10-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| FNR 2010-64 DM 5% 06/25/40                             | FANNIE MAE REMICS SER 2010-64 CL DM 5.00000000                                                   | CUSIP: 31398RM85<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     92912 | PA      | $93987.29     | 0.00%             | 2040-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENE 5.85% 09/15/54                         | MIDAMERICAN ENERGY CO REGD 5.85000000                                                            | CUSIP: 595620AY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1389815.08   | 0.01%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.85% 12/01/35                         | CHARTER COMM OPT LLC/CAP REGD 5.85000000                                                         | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1549662.77   | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE 3% 01/22/30                           | SOCIETE GENERALE REGD 144A P/P MTN 3.00000000                                                    | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    562000 | PA      | $525724.77    | 0.00%             | 2030-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 4.85% 11/15/35                          | HALLIBURTON CO REGD 4.85000000                                                                   | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196976.72    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FNR 2006-8 WN V/R 03/25/36                             | FANNIE MAE REMICS SER 2006-8 CL WN V/R 2.22949000                                                | CUSIP: 31394VX47<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    219740 | PA      | $21226.16     | 0.00%             | 2036-03-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| FNR 2004-28 PF V/R 03/25/34                            | FANNIE MAE REMICS SER 2004-28 CL PF V/R 4.87051000                                               | CUSIP: 31393YFC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2928 | PA      | $2927.75      | 0.00%             | 2034-03-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| WFCIT 2025-A1  4.34% 05/15/28                          | WF CARD ISSUANCE TRUST SER 2025-A1 CL A REGD 4.34000000                                          | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7418000 | PA      | $7497279.13   | 0.03%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1H2618 V/R 05/01/36                            | FREDDIE MAC NON GOLD POOL P#1H2618 V/R 6.34200000                                                | CUSIP: 3128QLSF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25517 | PA      | $26462.90     | 0.00%             | 2036-05-01      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| BABS 2025-RM11 A V/R 05/25/65                          | BREAN ASSET BACKED SECURITIES TRUST 2025-RM11 SER 2025-RM11 CL A1 V/R REGD 144A P/P 4.75000000   | CUSIP: 10638GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5886066 | PA      | $5776297.68   | 0.02%             | 2065-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDC 5.9% 01/25/33                         | FOUNDRY JV HOLDCO LLC REGD 144A P/P 5.90000000                                                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1581728.28   | 0.01%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4263 4% 02/20/47                           | GINNIE MAE II POOL P#MA4263 4.00000000                                                           | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    774762 | PA      | $740490.91    | 0.00%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2244 2.5% 11/01/36                            | FANNIE MAE POOL UMBS P#CB2244 2.50000000                                                         | CUSIP: 3140QMP65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7838956 | PA      | $7389815.12   | 0.03%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.25% 02/01/35                               | BOEING CO REGD 3.25000000                                                                        | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1006700.95   | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HESS CORP 5.6% 02/15/41                                | HESS CORP REGD 5.60000000                                                                        | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |  11405000 | PA      | $11835528.26  | 0.05%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 06/03/27                             | UNICREDIT SPA REGD V/R 144A P/P 1.98200000                                                       | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1135000 | PA      | $1117105.93   | 0.00%             | 2027-06-03      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LI 6.4% 06/28/54                         | VALE OVERSEAS LIMITED REGD 6.40000000                                                            | CUSIP: 91911TAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   4044000 | PA      | $4156916.57   | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BM2157 5% 07/20/49                           | GINNIE MAE II POOL P#BM2157 5.00000000                                                           | CUSIP: 3617JSME3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    265433 | PA      | $272751.41    | 0.00%             | 2049-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5803 4.5% 04/01/39                            | FANNIE MAE POOL UMBS P#BM5803 4.50000000                                                         | CUSIP: 3140JANV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2001745 | PA      | $2015011.15   | 0.01%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 05/15/35                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CNC1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  16555000 | PA      | $16707616.41  | 0.07%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#777132 V/R 06/01/34                             | FANNIE MAE POOL UMBS P#777132 V/R 6.29500000                                                     | CUSIP: 31404SLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10753 | PA      | $11049.59     | 0.00%             | 2034-06-01      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HE 3.91% 10/01/50                         | COMMONSPIRIT HEALTH REGD 3.91000000                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $948387.41    | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NAA 2004-R2 A1 V/R 10/25/34                            | NACC REPERFORMING LOAN REMIC TRUST 2004-R2 SER 2004-R2 CL A1 V/R REGD 144A P/P 6.50000000        | CUSIP: 62951MAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23512 | PA      | $21235.87     | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07801 4% 10/01/44                             | FREDDIE MAC GOLD POOL P#G07801 4.00000000                                                        | CUSIP: 3128MAAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2104674 | PA      | $2035091.82   | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH7010 4.5% 03/01/41                            | FANNIE MAE POOL UMBS P#AH7010 4.50000000                                                         | CUSIP: 3138A8YG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    361354 | PA      | $361668.63    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN 4.8% 08/15/43                         | NORFOLK SOUTHERN CORP REGD 4.80000000                                                            | CUSIP: 655844BN7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1159080.03   | 0.00%             | 2043-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A93383 5% 08/01/40                             | FREDDIE MAC GOLD POOL P#A93383 5.00000000                                                        | CUSIP: 312941XL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     87439 | PA      | $89653.36     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MDPK 2018-29A A1 V/R 03/25/38                          | MADISON PARK FUNDING XXIX LTD SER 2018-29A CL A1R2 V/R REGD 144A P/P 5.50900000                  | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  35720000 | PA      | $35709891.24  | 0.15%             | 2038-03-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/10/29                          | DEUTSCHE BANK N REGD V/R SER . 5.37300000                                                        | CUSIP: 25160PAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4125000 | PA      | $4213676.20   | 0.02%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4402 1.5% 08/01/36                            | FANNIE MAE POOL UMBS P#MA4402 1.50000000                                                         | CUSIP: 31418D3L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9151565 | PA      | $8188306.29   | 0.03%             | 2036-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  3.6% 09/15/47                         | NORTHERN STATES PWR-MINN REGD 3.60000000                                                         | CUSIP: 665772CQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2395000 | PA      | $1819239.01   | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE5553 V/R 11/20/71                          | GINNIE MAE II POOL P#CE5553 V/R 5.85600000                                                       | CUSIP: 3617VUE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10395302 | PA      | $10888035.15  | 0.05%             | 2071-11-20      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| FHR 3688 GT V/R 11/15/46                               | FREDDIE MAC REMICS SER 3688 CL GT V/R 7.48333400                                                 | CUSIP: 3137A0ML6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    174488 | PA      | $186467.85    | 0.00%             | 2046-11-15      | Variable      | 7.48%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC 6.15% 04/02/30                           | BGC GROUP INC REGD 144A P/P 6.15000000                                                           | CUSIP: 05555LAC5<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   2146000 | PA      | $2198645.74   | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FHR 2332 ZH 7% 07/15/31                                | FREDDIE MAC REMICS SER 2332 CL ZH 7.00000000                                                     | CUSIP: 313398L98<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7039 | PA      | $7340.56      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C00785 6.5% 06/01/29                           | FREDDIE MAC GOLD POOL P#C00785 6.50000000                                                        | CUSIP: 31292G2S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2303 | PA      | $2379.48      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOT 3.6% 09/01/27                         | O'REILLY AUTOMOTIVE INC REGD 3.60000000                                                          | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    802000 | PA      | $794854.33    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0246 4.5% 06/01/51                            | FANNIE MAE POOL UMBS P#BF0246 4.50000000                                                         | CUSIP: 3140FXHY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9930095 | PA      | $9806888.44   | 0.04%             | 2051-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR8293 3% 05/01/43                              | FANNIE MAE POOL UMBS P#AR8293 3.00000000                                                         | CUSIP: 3138W6GB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    599244 | PA      | $550904.38    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1725 4% 10/01/52                              | FREDDIE MAC POOL UMBS P#SD1725 4.00000000                                                        | CUSIP: 3132DN4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10775662 | PA      | $10182590.53  | 0.04%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT  4% 11/13/30                         | FORD MOTOR CREDIT CO LLC REGD 4.00000000                                                         | CUSIP: 345397B36<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3022308.03   | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08677 4% 11/01/45                             | FREDDIE MAC GOLD POOL P#G08677 4.00000000                                                        | CUSIP: 3128MJXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2913000 | PA      | $2806164.86   | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSM 2004-3 4A V/R 04/25/34                             | MORGAN STANLEY MORTGAGE LOAN TRUST 2004-3 SER 2004-3 CL 4A V/R REGD 5.62709400                   | CUSIP: 61745MA52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53039 | PA      | $52339.96     | 0.00%             | 2034-04-25      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| CAS 2021-R03 1M1 V/R 12/25/41                          | CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 SER 2021-R03 CL 1M1 V/R REGD 144A P/P 5.20603000    | CUSIP: 20754AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    819398 | PA      | $818923.45    | 0.00%             | 2041-12-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4732 4% 09/01/52                              | FANNIE MAE POOL UMBS P#MA4732 4.00000000                                                         | CUSIP: 31418EHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17355766 | PA      | $16416563.22  | 0.07%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPEL 5.439% 02/15/35                         | COLUMBIA PIPELINES OPCO REGD 144A P/P 5.43900000                                                 | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7295000 | PA      | $7438030.07   | 0.03%             | 2035-02-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX4834 6.5% 02/01/55                            | FREDDIE MAC POOL UMBS P#QX4834 6.50000000                                                        | CUSIP: 31426ALQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1386657 | PA      | $1447614.53   | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS COR 4.55% 01/31/31                         | BLACK HILLS CORP REGD 4.55000000                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   6681000 | PA      | $6680682.32   | 0.03%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07995 5.5% 01/01/39                           | FREDDIE MAC GOLD POOL P#G07995 5.50000000                                                        | CUSIP: 3128MAGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    805061 | PA      | $826196.47    | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CO 7.95% 04/15/32                         | DEVON ENERGY CORPORATION REGD 7.95000000                                                         | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2369642.50   | 0.01%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4752 2.5% 04/01/30                            | FANNIE MAE POOL UMBS P#AS4752 2.50000000                                                         | CUSIP: 3138WEH69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    399255 | PA      | $387792.75    | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPA 4.2% 06/15/35                         | PRECISION CASTPARTS CORP REGD 4.20000000                                                         | CUSIP: 740189AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73922.26     | 0.00%             | 2035-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WMALT 2005-4 CX 5.5% 06/25/35                          | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT  SER 2005-4 CL CX REGD 5.50000000     | CUSIP: 9393367B3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95752 | PA      | $14273.94     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SDART 2023-4 A 5.73% 03/16/26                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4 SER 2023-4 CL A3 REGD 5.73000000                   | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2968420 | PA      | $2976327.56   | 0.01%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SEMT 2004-8 A2 V/R 09/20/34                            | SEQUOIA MORTGAGE TRUST 2004-8 SER 2004-8 CL A2 V/R REGD 5.21810000                               | CUSIP: 81744FDK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32326 | PA      | $29972.79     | 0.00%             | 2034-09-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSU V/R 10/24/67                         | PACIFIC LIFE INSURANCE C REGD V/R 144A P/P 4.30000000                                            | CUSIP: 69448FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    743000 | PA      | $596038.09    | 0.00%             | 2067-10-24      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5% 02/09/54                             | ELI LILLY & CO REGD 5.00000000                                                                   | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1901667.35   | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA C 7.2% 07/18/36                         | TELECOM ITALIA CAPITAL REGD 7.20000000                                                           | CUSIP: 87927VAR9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    413000 | PA      | $445739.34    | 0.00%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FNS 393 6 5.5% 04/25/37                                | FANNIE MAE INTEREST STRIP SER 393 CL 6 5.50000000                                                | CUSIP: 3136FGCE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3757 | PA      | $338.18       | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-46 SW V/R 06/25/36                            | FANNIE MAE REMICS SER 2006-46 CL SW V/R 7.80803300                                               | CUSIP: 31395D7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1684 | PA      | $1853.05      | 0.00%             | 2036-06-25      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8371 5% 11/01/53                              | FREDDIE MAC POOL UMBS P#SD8371 5.00000000                                                        | CUSIP: 3132DWJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7108441 | PA      | $7069711.04   | 0.03%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3812 2.5% 02/01/51                            | FREDDIE MAC POOL UMBS P#SD3812 2.50000000                                                        | CUSIP: 3132E0GV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    743029 | PA      | $632397.59    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A28796 6.5% 11/01/34                           | FREDDIE MAC GOLD POOL P#A28796 6.50000000                                                        | CUSIP: 31297GXZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2410 | PA      | $2509.90      | 0.00%             | 2034-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL V/R 09/22/31                          | BANK OF MONTREAL REGD V/R 4.35000000                                                             | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4755000 | PA      | $4731464.94   | 0.02%             | 2031-09-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FNR 2003-105 AZ 5.5% 10/25/33                          | FANNIE MAE REMICS SER 2003-105 CL AZ 5.50000000                                                  | CUSIP: 31393E7F0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    204460 | PA      | $212035.56    | 0.00%             | 2033-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SDART 2023-4 C 6.04% 09/15/27                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4 SER 2023-4 CL C REGD 6.04000000                    | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8300000 | PA      | $8526041.37   | 0.04%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/19/35                            | MORGAN STANLEY REGD V/R MTN 5.83100000                                                           | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $2036142.00   | 0.01%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1B7242 V/R 09/01/36                            | FREDDIE MAC NON GOLD POOL P#1B7242 V/R 6.66300000                                                | CUSIP: 3128QPNJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38119 | PA      | $39236.37     | 0.00%             | 2036-09-01      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| FNW 2007-W10 2A V/R 08/25/37                           | FANNIE MAE REMIC TRUST 2007-W1 SER 2007-W10 CL 2A V/R 6.22803000                                 | CUSIP: 31396XD35<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3477 | PA      | $3591.16      | 0.00%             | 2047-08-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| FFCB 1.42% 08/19/32                                    | FEDERAL FARM CREDIT BANKS FUNDING CORP 1.42000000                                                | CUSIP: 3133EL4L5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   3000000 | PA      | $2513685.12   | 0.01%             | 2032-08-19      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A95656 4% 12/01/40                             | FREDDIE MAC GOLD POOL P#A95656 4.00000000                                                        | CUSIP: 312944H95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    279208 | PA      | $271963.27    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2006-34 PO ZCP 07/20/36                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-34 CL PO ZCP 0.00000000                        | CUSIP: 38374DBJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2740 | PA      | $2280.55      | 0.00%             | 2036-07-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 3302 UT 6% 04/15/37                                | FREDDIE MAC REMICS SER 3302 CL UT 6.00000000                                                     | CUSIP: 31397GB82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20610 | PA      | $21711.77     | 0.00%             | 2037-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2003-9 NZ 6.5% 02/25/33                            | FANNIE MAE REMICS SER 2003-9 CL NZ 6.50000000                                                    | CUSIP: 31392HA45<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6499 | PA      | $6805.81      | 0.00%             | 2033-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD 5.25% 12/15/43                            | XL GROUP LTD REGD 5.25000000                                                                     | CUSIP: 98420EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2700000 | PA      | $2620868.62   | 0.01%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.39% 08/15/37                         | BAT CAPITAL CORP REGD SER WI 4.39000000                                                          | CUSIP: 05526DBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10160000 | PA      | $9316870.06   | 0.04%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 10/15/30                         | STANDARD CHARTERED PLC REGD V/R 144A P/P 5.00500000                                              | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    924000 | PA      | $940256.47    | 0.00%             | 2030-10-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2010-41 WA V/R 10/20/33                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-41 CL WA V/R 5.80532000                        | CUSIP: 38377EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35337 | PA      | $36187.42     | 0.00%             | 2033-10-20      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08731 2.5% 11/01/46                           | FREDDIE MAC GOLD POOL P#G08731 2.50000000                                                        | CUSIP: 3128MJY53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1041401 | PA      | $905104.90    | 0.00%             | 2046-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 08/15/40                           | UNITED STATES TREASURY BOND 3.87500000                                                           | CUSIP: 912810QK7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  25825000 | PA      | $24072733.46  | 0.10%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  5.3% 08/15/29                         | GLOBAL PAYMENTS INC REGD 5.30000000                                                              | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    964000 | PA      | $985836.56    | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#682078 5.5% 11/01/32                            | FANNIE MAE POOL UMBS P#682078 5.50000000                                                         | CUSIP: 31400AXF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21617 | PA      | $22159.84     | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0536 3.5% 03/01/48                            | FREDDIE MAC POOL UMBS P#ZT0536 3.50000000                                                        | CUSIP: 3132ACSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1335025 | PA      | $1245971.88   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#785618 V/R 07/01/26                            | FREDDIE MAC NON GOLD POOL P#785618 V/R 6.12500000                                                | CUSIP: 31348SG32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       428 | PA      | $426.68       | 0.00%             | 2026-07-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8879 5.5% 05/20/53                         | GINNIE MAE II POOL P#MA8879 5.50000000                                                           | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8066221 | PA      | $8172664.13   | 0.03%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 06/15/35                              | CAIXABANK SA REGD V/R 144A P/P 6.03700000                                                        | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   5065000 | PA      | $5381822.33   | 0.02%             | 2035-06-15      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7574 6% 09/01/54                              | FREDDIE MAC POOL UMBS P#SD7574 6.00000000                                                        | CUSIP: 3132DVMX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7937842 | PA      | $8226111.77   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7650 3% 10/20/51                           | GINNIE MAE II POOL P#MA7650 3.00000000                                                           | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7933057 | PA      | $7088709.78   | 0.03%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5985 3.5% 06/20/49                         | GINNIE MAE II POOL P#MA5985 3.50000000                                                           | CUSIP: 36179UUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12773633 | PA      | $11761390.93  | 0.05%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H04 SA V/R 02/20/63                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H04 CL SA V/R 4.88582000                       | CUSIP: 38375BL26<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59158 | PA      | $59083.06     | 0.00%             | 2063-02-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5469 3% 03/01/44                              | FANNIE MAE POOL UMBS P#BM5469 3.00000000                                                         | CUSIP: 3140JACF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    261952 | PA      | $240807.68    | 0.00%             | 2044-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ5136 3.5% 11/01/42                            | FANNIE MAE POOL UMBS P#AQ5136 3.50000000                                                         | CUSIP: 3138MLV68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1036905 | PA      | $979354.39    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP 3% 05/15/26                            | CMS ENERGY CORP REGD 3.00000000                                                                  | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109125.04    | 0.00%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EFF 2025-2 A3 4.41% 01/20/29                           | ENTERPRISE FLEET FINANCING 2025-2 LLC SER 2025-2 CL A3 REGD 144A P/P 4.41000000                  | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7124000 | PA      | $7180990.58   | 0.03%             | 2029-06-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A90768 5% 01/01/40                             | FREDDIE MAC GOLD POOL P#A90768 5.00000000                                                        | CUSIP: 312938Z97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37821 | PA      | $38778.53     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AA0922 6% 09/01/36                              | FANNIE MAE POOL UMBS P#AA0922 6.00000000                                                         | CUSIP: 31416JAY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94966 | PA      | $98715.73     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6921 2% 10/20/50                           | GINNIE MAE II POOL P#MA6921 2.00000000                                                           | CUSIP: 36179VVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4634961 | PA      | $3698016.16   | 0.02%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/29                         | WELLS FARGO & COMPANY REGD V/R MTN 5.57400000                                                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  40471000 | PA      | $41942196.53  | 0.18%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/49                           | UNITED STATES TREASURY BOND 2.87500000                                                           | CUSIP: 912810SH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  81880000 | PA      | $59734018.75  | 0.25%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAALT 2023-3A  6.39% 07/15/26                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 SER 2023-3A CL A REGD 144A P/P 6.39000000               | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5163246 | PA      | $5194306.99   | 0.02%             | 2033-08-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| UMBS P#AU5016 3% 10/01/43                              | FANNIE MAE POOL UMBS P#AU5016 3.00000000                                                         | CUSIP: 3138X4SE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39479 | PA      | $36269.75     | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2008-71 SC V/R 08/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-71 CL SC V/R 1.75008000                        | CUSIP: 38375XML5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19316 | PA      | $81.73        | 0.00%             | 2038-08-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#880219 7% 02/01/36                              | FANNIE MAE POOL UMBS P#880219 7.00000000                                                         | CUSIP: 31409V4C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5965 | PA      | $6130.59      | 0.00%             | 2036-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5467 4.5% 09/20/48                         | GINNIE MAE II POOL P#MA5467 4.50000000                                                           | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    331548 | PA      | $327781.56    | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINA 4.111% 02/15/28                         | PRINCIPAL FINANCIAL GRP REGD P/P 4.11100000                                                      | CUSIP: 74251VAP7<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1969418.87   | 0.01%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0493 3% 02/01/52                              | FANNIE MAE POOL UMBS P#FS0493 3.00000000                                                         | CUSIP: 3140XFRP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8154322 | PA      | $7273287.05   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#310209 3.5% 08/01/43                            | FANNIE MAE POOL UMBS P#310209 3.50000000                                                         | CUSIP: 31374CR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10558126 | PA      | $10086562.33  | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4018 2% 05/01/50                              | FANNIE MAE POOL UMBS P#MA4018 2.00000000                                                         | CUSIP: 31418DPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12574966 | PA      | $10248921.23  | 0.04%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2104 2% 07/01/36                              | FREDDIE MAC POOL UMBS P#RC2104 2.00000000                                                        | CUSIP: 3133L8KR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4554875 | PA      | $4195216.75   | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 05/22/29                          | SOCIETE GENERALE REGD V/R 144A P/P MTN 5.24900000                                                | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  15409000 | PA      | $15668693.89  | 0.07%             | 2029-05-22      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATI 2.95% 10/01/50                         | COX COMMUNICATIONS INC REGD 144A P/P 2.95000000                                                  | CUSIP: 224044CM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $744657.32    | 0.00%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1B1665 V/R 04/01/34                            | FREDDIE MAC NON GOLD POOL P#1B1665 V/R 6.75000000                                                | CUSIP: 3128JLW39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4719 | PA      | $4790.30      | 0.00%             | 2034-04-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| FNS 411 F1 V/R 08/25/42                                | FANNIE MAE INTEREST STRIP SER 411 CL F1 V/R 5.02051000                                           | CUSIP: 31395QDC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    579056 | PA      | $573292.74    | 0.00%             | 2042-08-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU0070 2.5% 10/01/51                            | FANNIE MAE POOL UMBS P#BU0070 2.50000000                                                         | CUSIP: 3140M1CG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9705421 | PA      | $8231527.09   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL0045 6% 12/01/32                              | FANNIE MAE POOL UMBS P#AL0045 6.00000000                                                         | CUSIP: 3138EGBP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36736 | PA      | $38017.66     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COOPR 2025-CES2  V/R 06/25/60                          | COOPR RESIDENTIAL MORTGAGE TRUST 2025-CES2 SER 2025-CES2 CL A1A V/R REGD 144A P/P 5.50200000     | CUSIP: 12674UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9337576 | PA      | $9426599.61   | 0.04%             | 2060-06-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2021-SAVE A V/R 02/15/23                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2021-SAVE CL A V/R REGD 144A P/P 5.51548000            | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1434144 | PA      | $1430558.40   | 0.01%             | 2040-02-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN IN 4.2% 03/17/32                         | BROWN & BROWN INC REGD 4.20000000                                                                | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5789146.62   | 0.02%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GNR 2004-90 SI V/R 10/20/34                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-90 CL SI V/R 1.85008000                        | CUSIP: 38374JXC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120041 | PA      | $6250.51      | 0.00%             | 2034-10-20      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3114 2.5% 08/01/32                            | FANNIE MAE POOL UMBS P#MA3114 2.50000000                                                         | CUSIP: 31418CN83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2069781 | PA      | $1993440.70   | 0.01%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91925 3.5% 04/01/37                           | FREDDIE MAC GOLD POOL P#C91925 3.50000000                                                        | CUSIP: 3128P8D65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2423306 | PA      | $2358741.96   | 0.01%             | 2037-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2005-91 PI 6% 12/20/35                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-91 CL PI 6.00000000                            | CUSIP: 38374MSK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16840 | PA      | $1405.30      | 0.00%             | 2035-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3956 3% 03/01/35                              | FANNIE MAE POOL UMBS P#MA3956 3.00000000                                                         | CUSIP: 31418DME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2893763 | PA      | $2786251.50   | 0.01%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 5.5% 09/01/41                         | TIME WARNER CABLE LLC REGD 5.50000000                                                            | CUSIP: 88732JBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6815000 | PA      | $6245551.48   | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BR 4.5% 05/09/47                         | CONSTELLATION BRANDS INC REGD 4.50000000                                                         | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151201.22    | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5055 4.5% 05/20/41                           | GINNIE MAE II POOL P#5055 4.50000000                                                             | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     85815 | PA      | $86323.43     | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.5% 05/15/35                                 | AT&T INC REGD 4.50000000                                                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7570000 | PA      | $7314376.47   | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SASC 2002-AL1  3.45% 02/25/32                          | STRUCTURED ASSET SECURITIES CORP PASS-THROUGH CER SER 2002-AL1 CL A3 REGD 3.45000000             | CUSIP: 86358RXZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11916 | PA      | $2411.05      | 0.00%             | 2032-02-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC 5.2% 05/15/30                           | PSEG POWER LLC REGD 144A P/P 5.20000000                                                          | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12602000 | PA      | $12928463.25  | 0.05%             | 2030-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G2557 V/R 06/01/36                            | FREDDIE MAC NON GOLD POOL P#1G2557 V/R 6.80300000                                                | CUSIP: 3128QSZW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42229 | PA      | $43539.12     | 0.00%             | 2036-06-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD 2.625% 05/05/31                             | NBN CO LTD REGD 144A P/P MTN 2.62500000                                                          | CUSIP: 62878U2B7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  15025000 | PA      | $13710846.04  | 0.06%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FNR 2006-46 FW V/R 06/25/36                            | FANNIE MAE REMICS SER 2006-46 CL FW V/R 4.87051000                                               | CUSIP: 31395D7E3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10545 | PA      | $10476.56     | 0.00%             | 2036-06-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & 4.9% 09/15/44                         | TEACHERS INSUR & ANNUITY REGD P/P 4.90000000                                                     | CUSIP: 878091BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $184805.30    | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TBA GNMA2 30YR 10/01/38 5.5%                           | TBA GNMA2 30YR                TO BE ANNOUNCED 5.50000000                                         | CUSIP: 21H0526A1<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -13500000 | PA      | $-13600470.78 | -0.06%            | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS6515 4% 01/01/46                              | FANNIE MAE POOL UMBS P#AS6515 4.00000000                                                         | CUSIP: 3138WGGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    722653 | PA      | $695380.06    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO 5.6% 10/15/54                         | HP ENTERPRISE CO REGD 5.60000000                                                                 | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3369000 | PA      | $3221989.47   | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSFB 2003-AR15 3 V/R 06/25/33                          | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP SER 2003-AR15 CL 3A1 V/R REGD 6.81250000     | CUSIP: 22541QCV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3072 | PA      | $3156.76      | 0.00%             | 2033-06-25      | Variable      | 6.81%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-RS2 A4 5% 11/25/33                           | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-RS2 SER 2004-RS2 CL A4 REGD 5.00000000       | CUSIP: 92922FPH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12614 | PA      | $12444.27     | 0.00%             | 2033-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7525 2.5% 10/01/50                            | FREDDIE MAC POOL UMBS P#SD7525 2.50000000                                                        | CUSIP: 3132DVLE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11141101 | PA      | $9605041.55   | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 2.625% 09/23/31                         | GLENCORE FUNDING LLC REGD 144A P/P 2.62500000                                                    | CUSIP: 378272BG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3592283.00   | 0.02%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 3.0% OCT 25                              | FNCL 30YR TBA 3.0% OCT 25      TO BE ANNOUNCED 3.00000000                                        | CUSIP: 01F0306A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  26765000 | PA      | $23505054.32  | 0.10%             | 2055-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 03/15/28                         | GOLDMAN SACHS GROUP INC REGD V/R 3.61500000                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14810000 | PA      | $14698926.93  | 0.06%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| FHR 5222 SA V/R 05/25/52                               | FREDDIE MAC REMICS SER 5222 CL SA V/R 0.00000000                                                 | CUSIP: 3137H7BF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1773661 | PA      | $47005.91     | 0.00%             | 2052-05-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR3332 3.5% 02/01/43                            | FANNIE MAE POOL UMBS P#AR3332 3.50000000                                                         | CUSIP: 3138W0V22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14401 | PA      | $13699.73     | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G06990 5.5% 08/01/40                           | FREDDIE MAC GOLD POOL P#G06990 5.50000000                                                        | CUSIP: 3128M9C34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    243767 | PA      | $252948.19    | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.35% 04/15/28                         | GENERAL MOTORS CO REGD 5.35000000                                                                | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   8745000 | PA      | $8947509.19   | 0.04%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7144 2.5% 09/01/35                            | FANNIE MAE POOL UMBS P#CA7144 2.50000000                                                         | CUSIP: 3140QE5E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3448086 | PA      | $3261863.58   | 0.01%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 6.1% 09/15/53                         | DUKE ENERGY CORP REGD 6.10000000                                                                 | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2873504.93   | 0.01%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FSPC T-41 3A V/R 07/25/32                              | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-41 CL 3A V/R 4.40391500                   | CUSIP: 31392MEN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30086 | PA      | $27731.36     | 0.00%             | 2032-07-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/17/33                             | CITIGROUP INC REGD V/R 3.78500000                                                                | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $949982.97    | 0.00%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 6.75% 10/01/37                         | GOLDMAN SACHS GROUP INC REGD 6.75000000                                                          | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2431265.68   | 0.01%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B1 1.546% 12/15/29                          | BENCHMARK 2020-B19 MORTGAGE TRUST SER 2020-B19 CL A4 REGD 1.54600000                             | CUSIP: 08162WBB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21500000 | PA      | $19325128.80  | 0.08%             | 2053-09-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA 4.45% 03/03/26                         | BANK OF AMERICA CORP REGD MTN 4.45000000                                                         | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7140000 | PA      | $7144733.89   | 0.03%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATI 5.75% 02/15/35                         | BRIXMOR OPERATING PART REGD 5.75000000                                                           | CUSIP: 11120BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2352611.18   | 0.01%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FHR 2466 DH 6.5% 06/15/32                              | FREDDIE MAC REMICS SER 2466 CL DH 6.50000000                                                     | CUSIP: 31392MM82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3065 | PA      | $3212.53      | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHR 3852 TP V/R 05/15/41                               | FREDDIE MAC REMICS SER 3852 CL TP V/R 5.50000000                                                 | CUSIP: 3137ABB59<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    152293 | PA      | $154176.23    | 0.00%             | 2041-05-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/31                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128337Q7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14830000 | PA      | $11644305.27  | 0.05%             | 2031-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#486537 7.5% 09/15/28                            | GINNIE MAE I POOL P#486537 7.50000000                                                            | CUSIP: 36210APW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       441 | PA      | $444.07       | 0.00%             | 2028-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMI 4.103% 03/08/27                         | TELEFONICA EMISIONES SAU REGD 4.10300000                                                         | CUSIP: 87938WAT0<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |   2215000 | PA      | $2210532.21   | 0.01%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CO 7.375% 04/25/30                         | REPUBLIC OF COLOMBIA REGD 7.37500000                                                             | CUSIP: 195325ER2<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |   3098000 | PA      | $3294103.40   | 0.01%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7420 3.5% 06/20/51                         | GINNIE MAE II POOL P#MA7420 3.50000000                                                           | CUSIP: 36179WG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1393750 | PA      | $1280081.87   | 0.01%             | 2051-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR INC 2.95% 09/01/26                                 | UDR INC REGD MTN 2.95000000                                                                      | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    276000 | PA      | $273138.88    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7535 3% 08/20/51                           | GINNIE MAE II POOL P#MA7535 3.00000000                                                           | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17518369 | PA      | $15653820.11  | 0.07%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0533 3% 11/20/42                           | GINNIE MAE II POOL P#MA0533 3.00000000                                                           | CUSIP: 36179MSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    793846 | PA      | $731627.21    | 0.00%             | 2042-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.2% 03/01/35                                 | MARS INC REGD 144A P/P 5.20000000                                                                | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   9135000 | PA      | $9337217.20   | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/27/36                             | CITIGROUP INC REGD V/R SER . 5.33300000                                                          | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  21655000 | PA      | $22135779.77  | 0.09%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL G 5.5% 06/15/52                         | LIBERTY MUTUAL GROUP INC REGD 144A P/P 5.50000000                                                | CUSIP: 53079EBN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5501346.43   | 0.02%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN8240 3.19% 01/01/33                           | FANNIE MAE POOL UMBS P#AN8240 3.19000000                                                         | CUSIP: 3138LMEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2903842 | PA      | $2809187.78   | 0.01%             | 2033-01-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4175 1.5% 11/01/40                            | FANNIE MAE POOL UMBS P#MA4175 1.50000000                                                         | CUSIP: 31418DT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4986584 | PA      | $4174806.91   | 0.02%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 02/01/30                         | CAPITAL ONE FINANCIAL CO REGD V/R 5.70000000                                                     | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2502098.32   | 0.01%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| TVA 5.5% 06/15/38                                      | TENNESSEE VALLEY AUTHORITY 5.50000000                                                            | CUSIP: 880591ED0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |     57000 | PA      | $61643.63     | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.65% 09/15/59                                | AT&T INC REGD 3.65000000                                                                         | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1152042.50   | 0.00%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FO 4.875% 10/01/49                         | KRAFT HEINZ FOODS CO REGD SER WI 4.87500000                                                      | CUSIP: 50077LAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $940414.39    | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NCHET 2003-5 AI S/UP 11/25/33                          | NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2003-5 SER 2003-5 CL AI6 S/UP REGD 6.00000000          | CUSIP: 64352VED9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67137 | PA      | $66400.56     | 0.00%             | 2033-11-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2002-1 SA V/R 02/25/32                             | FANNIE MAE REMICS SER 2002-1 CL SA V/R 10.65834300                                               | CUSIP: 31392BVQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1374 | PA      | $1623.92      | 0.00%             | 2032-02-25      | Variable      | 10.66%                | No            |                  2 | On Loan: No      |
| MARP 2006-2 1A1 V/R 05/25/36                           | MASTR REPERFORMING LOAN TRUST_  SER 2006-2 CL 1A1 V/R REGD 144A P/P 4.22164600                   | CUSIP: 57645LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56542 | PA      | $46293.84     | 0.00%             | 2036-05-25      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTR 3.5% 04/01/28                         | CLEVELAND ELECTRIC ILLUM REGD 144A P/P 3.50000000                                                | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1309156.19   | 0.01%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP  6.15% 02/27/37                         | VODAFONE GROUP PLC REGD 6.15000000                                                               | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1631000 | PA      | $1777196.02   | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWE 5.4% 12/15/43                         | MONONGAHELA POWER CO REGD P/P 5.40000000                                                         | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1631640.63   | 0.01%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBSCM 2017-C5 3.212% 09/15/27                          | UBS COMMERCIAL MORTGAGE TRUST 2017-C5 SER 2017-C5 CL A4 REGD 3.21200000                          | CUSIP: 90276TAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15474026 | PA      | $15061130.72  | 0.06%             | 2050-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 5.65% 03/25/32                         | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.65000000                                                | CUSIP: 928668CR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7945000 | PA      | $8202408.47   | 0.03%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FNA 2018-M12 A2 V/R 08/25/30                           | FANNIE MAE-ACES SER 2018-M12 CL A2 V/R 3.74700000                                                | CUSIP: 3136B26W7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5611341 | PA      | $5499746.02   | 0.02%             | 2030-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W1 1A1 V/R 12/25/42                           | FANNIE MAE REMIC TRUST 2003-W1 SER 2003-W1 CL 1A1 V/R 4.72081000                                 | CUSIP: 31392GVX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45083 | PA      | $45279.59     | 0.00%             | 2042-12-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BMARK 2023-V3 5.896% 06/15/28                          | BENCHMARK 2023-V3 MORTGAGE TRUST SER 2023-V3 CL A2 REGD 5.89630000                               | CUSIP: 08163VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3135000 | PA      | $3245758.61   | 0.01%             | 2056-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FHR 3261 OA ZCP 01/15/37                               | FREDDIE MAC REMICS SER 3261 CL OA ZCP 0.00000000                                                 | CUSIP: 31397EPT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7766 | PA      | $6606.00      | 0.00%             | 2037-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 08/12/33                              | UBS GROUP AG REGD V/R 144A P/P 6.53700000                                                        | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   6321000 | PA      | $6972592.45   | 0.03%             | 2033-08-12      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| GNR 2008-93 AS V/R 12/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-93 CL AS V/R 1.45008000                        | CUSIP: 38375Y2X9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78778 | PA      | $4473.70      | 0.00%             | 2038-12-20      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q33447 3% 05/01/45                             | FREDDIE MAC GOLD POOL P#Q33447 3.00000000                                                        | CUSIP: 3132QPZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    399407 | PA      | $367086.72    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 3.5% 06/15/51                         | DUKE ENERGY CORP REGD 3.50000000                                                                 | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $2818528.44   | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 09/25/33                         | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.81800000                                              | CUSIP: 22535WAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3005000 | PA      | $2986530.88   | 0.01%             | 2033-09-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHR 2169 TB 7% 06/15/29                                | FREDDIE MAC REMICS SER 2169 CL TB 7.00000000                                                     | CUSIP: 3133TL5G9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8601 | PA      | $8868.66      | 0.00%             | 2029-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT4943 3.5% 05/01/43                            | FANNIE MAE POOL UMBS P#AT4943 3.50000000                                                         | CUSIP: 3138WSP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17532 | PA      | $16546.11     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4340 2% 05/01/51                              | FANNIE MAE POOL UMBS P#MA4340 2.00000000                                                         | CUSIP: 31418DZE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    282262 | PA      | $222342.23    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COOF 2014-1 A V/R 06/25/40                             | COOF SECURITIZATION TRUST 2014-1 LTD SER 2014-1 CL A V/R REGD 144A P/P 2.94281700                | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    161849 | PA      | $11240.11     | 0.00%             | 2040-06-25      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| VENDE 1998-1 2E 7% 03/15/28                            | VENDEE MORTGAGE TRUST 1998-1 SER 1998-1 CL 2E 7.00000000                                         | CUSIP: 911760LH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13449 | PA      | $13600.76     | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CGI INC 2.3% 09/14/31                                  | CGI INC REGD 2.30000000                                                                          | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   3919000 | PA      | $3445541.57   | 0.01%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.734% 12/08/47                             | INTEL CORP REGD SER WI 3.73400000                                                                | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $938040.69    | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| FNR 2011-39 ZA 6% 11/25/32                             | FANNIE MAE REMICS SER 2011-39 CL ZA 6.00000000                                                   | CUSIP: 31397SVY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    109254 | PA      | $113630.92    | 0.00%             | 2032-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MALT 2004-3 3A1 6% 04/25/34                            | MASTR ALTERNATIVE LOAN TRUST 2004-3 SER 2004-3 CL 3A1 REGD 6.00000000                            | CUSIP: 576434NW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75456 | PA      | $77327.12     | 0.00%             | 2034-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.9% 11/09/52                              | ORACLE CORP REGD 6.90000000                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $10013855.49  | 0.04%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H11 VA V/R 06/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H11 CL VA V/R 4.96582000                       | CUSIP: 38375UKC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    700212 | PA      | $700345.94    | 0.00%             | 2064-06-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNS 412 F2 V/R 08/25/42                                | FANNIE MAE INTEREST STRIP SER 412 CL F2 V/R 4.97051000                                           | CUSIP: 31395QDG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    182689 | PA      | $177357.67    | 0.00%             | 2042-08-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GNR 2003-25 PZ 5.5% 04/20/33                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-25 CL PZ 5.50000000                            | CUSIP: 38373QDV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59445 | PA      | $59299.25     | 0.00%             | 2033-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNR 2007-73 MI V/R 11/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-73 CL MI V/R 1.75008000                        | CUSIP: 38375LD23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51739 | PA      | $221.42       | 0.00%             | 2037-11-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA7  V/R 09/25/42                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA7 SER 2022-DNA7 CL M1A V/R REGD 144A P/P 6.85603000        | CUSIP: 35564KL31<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1809890 | PA      | $1828550.36   | 0.01%             | 2052-03-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| FHS 406 PO ZCP 10/25/53                                | FREDDIE MAC STRIPS SER 406 CL PO ZCP 0.00000000                                                  | CUSIP: 3133Q3G96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7334036 | PA      | $6268829.08   | 0.03%             | 2053-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 5.75% 04/01/33                         | JBS USA HOLD/FOOD/LUX CO REGD 5.75000000                                                         | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   7500000 | PA      | $7832475.00   | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3990 2.5% 04/01/50                            | FANNIE MAE POOL UMBS P#MA3990 2.50000000                                                         | CUSIP: 31418DNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9575784 | PA      | $8143013.00   | 0.03%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#755973 8% 11/01/28                              | FANNIE MAE POOL UMBS P#755973 8.00000000                                                         | CUSIP: 31403R2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3461 | PA      | $3552.10      | 0.00%             | 2028-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H21 DF V/R 05/20/61                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H21 CL DF V/R 5.11582000                       | CUSIP: 38375BWC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       485 | PA      | $484.90       | 0.00%             | 2061-05-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GNR 2003-97 SA V/R 11/16/33                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-97 CL SA V/R 2.28859000                        | CUSIP: 38374EVW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10561 | PA      | $52.70        | 0.00%             | 2033-11-16      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| GNR 2022-46 S V/R 03/20/52                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-46 CL S V/R 0.00000000                         | CUSIP: 38383PRN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3660816 | PA      | $92106.12     | 0.00%             | 2052-03-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FIN 6.625% 06/21/40                         | PRUDENTIAL FINANCIAL INC REGD MTN 6.62500000                                                     | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   5995000 | PA      | $6853111.11   | 0.03%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FNR 2007-18 MZ 6% 03/25/37                             | FANNIE MAE REMICS SER 2007-18 CL MZ 6.00000000                                                   | CUSIP: 31396P5P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104784 | PA      | $110246.26    | 0.00%             | 2037-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL 4.875% 04/03/28                         | KOREA NATIONAL OIL CORP REGD 144A P/P 4.87500000                                                 | CUSIP: 50065WAP1<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1760000 | PA      | $1790119.74   | 0.01%             | 2028-04-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 07/13/27                          | DEUTSCHE BANK NY REGD V/R 7.14600000                                                             | CUSIP: 25160PAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6785000 | PA      | $6930212.37   | 0.03%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 09/22/36                         | SANTANDER UK GROUP HLDGS REGD V/R 5.13600000                                                     | CUSIP: 80281LAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3380000 | PA      | $3348490.25   | 0.01%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| FHR 2196 TL 7.5% 11/15/29                              | FREDDIE MAC REMICS SER 2196 CL TL 7.50000000                                                     | CUSIP: 3133TMSB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        19 | PA      | $19.74        | 0.00%             | 2029-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-118 A1 V/R 12/25/36                           | FANNIE MAE REMICS SER 2006-118 CL A1 V/R 4.52287000                                              | CUSIP: 31396L4R8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20266 | PA      | $19823.40     | 0.00%             | 2036-12-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7499 2% 07/01/51                              | FANNIE MAE POOL UMBS P#FS7499 2.00000000                                                         | CUSIP: 3140XPKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8450433 | PA      | $6875344.97   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL1 A V/R 07/25/69                          | PRET 2025-RPL1 TRUST SER 2025-RPL1 CL A1 V/R REGD 144A P/P 4.00000000                            | CUSIP: 69392FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3393974 | PA      | $3294894.07   | 0.01%             | 2069-07-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/23/30                         | WELLS FARGO & COMPANY REGD V/R MTN 5.19800000                                                    | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2739529.40   | 0.01%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#888373 7% 03/01/37                              | FANNIE MAE POOL UMBS P#888373 7.00000000                                                         | CUSIP: 31410F6J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2967 | PA      | $3051.74      | 0.00%             | 2037-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-67 PO ZCP 07/25/37                            | FANNIE MAE REMICS SER 2007-67 CL PO ZCP 0.00000000                                               | CUSIP: 31396WQF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19624 | PA      | $17469.33     | 0.00%             | 2037-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7826 2% 01/20/52                           | GINNIE MAE II POOL P#MA7826 2.00000000                                                           | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13440359 | PA      | $11111286.01  | 0.05%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 05/22/31                          | SOCIETE GENERALE REGD V/R 144A P/P 5.51200000                                                    | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   7794000 | PA      | $8017360.14   | 0.03%             | 2031-05-22      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| GNR 2022-178 SA V/R 10/20/52                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-178 CL SA V/R 0.51119000                       | CUSIP: 38383UT59<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16267252 | PA      | $858554.63    | 0.00%             | 2052-10-20      | Variable      | 0.51%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP5568 3% 06/01/50                              | FANNIE MAE POOL UMBS P#BP5568 3.00000000                                                         | CUSIP: 3140KDFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    474868 | PA      | $421627.92    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISO 4% 03/01/48                         | COMMONWEALTH EDISON CO REGD 4.00000000                                                           | CUSIP: 202795JM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4615000 | PA      | $3712033.30   | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#900191 V/R 10/01/36                             | FANNIE MAE POOL UMBS P#900191 V/R 6.82500000                                                     | CUSIP: 31410XC46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13449 | PA      | $13908.11     | 0.00%             | 2036-10-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/49                               | UNITED STATES TREASURY BOND 3.00000000                                                           | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  21465000 | PA      | $16071918.75  | 0.07%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#782025 6.5% 12/15/35                            | GINNIE MAE I POOL P#782025 6.50000000                                                            | CUSIP: 36241KHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15470 | PA      | $15979.78     | 0.00%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION C 4% 12/01/46                         | AEP TRANSMISSION CO LLC REGD SER WI 4.00000000                                                   | CUSIP: 00115AAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1631360.14   | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/ 3.25% 05/11/41                         | NXP BV/NXP FDG/NXP USA REGD 3.25000000                                                           | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3600000 | PA      | $2735149.79   | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/35                         | JPMORGAN CHASE & CO REGD V/R 5.76600000                                                          | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3196161.18   | 0.01%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| GNR 2022-133 SA V/R 07/20/52                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-133 CL SA V/R 0.00000000                       | CUSIP: 38383TYC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7461815 | PA      | $191881.31    | 0.00%             | 2052-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.05% 03/15/34                              | ABBVIE INC REGD 5.05000000                                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4640899.55   | 0.02%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/24/32                              | BARCLAYS PLC REGD V/R 2.89400000                                                                 | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1572000 | PA      | $1416734.03   | 0.01%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL1 A V/R 12/25/64                          | PRPM 2024-RPL1 LLC SER 2024-RPL1 CL A1 V/R REGD 144A P/P 4.20000000                              | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1979797 | PA      | $1953517.20   | 0.01%             | 2064-12-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| FNR 2008-60 JC 5% 07/25/38                             | FANNIE MAE REMICS SER 2008-60 CL JC 5.00000000                                                   | CUSIP: 31397LJ34<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16621 | PA      | $16952.97     | 0.00%             | 2038-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.6% 07/15/30                             | BROADCOM INC REGD 4.60000000                                                                     | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8090000 | PA      | $8212310.20   | 0.03%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FNS 383 33 6% 01/25/38                                 | FANNIE MAE INTEREST STRIP SER 383 CL 33 6.00000000                                               | CUSIP: 3136FFPE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9762 | PA      | $1751.15      | 0.00%             | 2038-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 7.375% 05/13/55                         | UNITED MEXICAN STATES REGD 7.37500000                                                            | CUSIP: 91087BBD1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   2814000 | PA      | $3088393.14   | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FO 4.625% 10/01/39                         | KRAFT HEINZ FOODS CO REGD SER WI 4.62500000                                                      | CUSIP: 50077LAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2357000 | PA      | $2148954.14   | 0.01%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6509 2% 12/01/51                              | FREDDIE MAC POOL UMBS P#RA6509 2.00000000                                                        | CUSIP: 3133KNGS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5585061 | PA      | $4560697.61   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS P 3.25% 05/15/30                         | TRANSCONT GAS PIPE LINE REGD SER WI 3.25000000                                                   | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6253000 | PA      | $5962252.01   | 0.03%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/28/32                            | MORGAN STANLEY REGD V/R MTN 1.92800000                                                           | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15725000 | PA      | $13723643.55  | 0.06%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR1 E V/R 02/17/29                          | PROGRESS RESIDENTIAL 2022-SFR1 TRUST SER 2022-SFR1 CL E1 V/R REGD 144A P/P 3.93000000            | CUSIP: 74333YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11100000 | PA      | $10659271.17  | 0.04%             | 2041-02-17      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR5 C 4% 10/17/30                           | PROGRESS RESIDENTIAL 2025-SFR5 TRUST SER 2025-SFR5 CL C REGD 144A P/P 4.00000000                 | CUSIP: 74334RAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1328988.08   | 0.01%             | 2042-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#607724 7% 02/15/33                              | GINNIE MAE I POOL P#607724 7.00000000                                                            | CUSIP: 36202SD54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3453 | PA      | $3558.32      | 0.00%             | 2033-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#751247 4% 10/15/40                              | GINNIE MAE I POOL P#751247 4.00000000                                                            | CUSIP: 36230KL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71658 | PA      | $69213.70     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION B 4.75% 05/09/32                         | CONSTELLATION BRANDS INC REGD 4.75000000                                                         | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402146.88    | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RAMC 2007-1 AF3 V/R 04/25/37                           | RENAISSANCE HOME EQUITY LOAN TRUST 2007-1 SER 2007-1 CL AF3 V/R REGD 5.61200000                  | CUSIP: 75970JAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    298832 | PA      | $75845.81     | 0.00%             | 2037-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS2947 4% 07/01/44                              | FANNIE MAE POOL UMBS P#AS2947 4.00000000                                                         | CUSIP: 3138WCHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    737377 | PA      | $713048.99    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 3387 SA V/R 11/15/37                               | FREDDIE MAC REMICS SER 3387 CL SA V/R 1.93344000                                                 | CUSIP: 31397PFM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100242 | PA      | $8225.87      | 0.00%             | 2037-11-15      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.9% 02/01/46                         | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.90000000                                                    | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5555000 | PA      | $5204089.87   | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3124 2.5% 09/01/32                            | FANNIE MAE POOL UMBS P#MA3124 2.50000000                                                         | CUSIP: 31418CPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1975044 | PA      | $1902192.08   | 0.01%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CO 4.876% 07/16/30                         | NTT FINANCE CORP REGD 144A P/P 4.87600000                                                        | CUSIP: 62954WAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |  20197000 | PA      | $20521613.45  | 0.09%             | 2030-07-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4071 2% 07/01/40                              | FANNIE MAE POOL UMBS P#MA4071 2.00000000                                                         | CUSIP: 31418DQZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2091144 | PA      | $1840882.62   | 0.01%             | 2040-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08518 3% 02/01/43                             | FREDDIE MAC GOLD POOL P#G08518 3.00000000                                                        | CUSIP: 3128MJSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    127127 | PA      | $117039.96    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT8292 3% 06/01/43                              | FANNIE MAE POOL UMBS P#AT8292 3.00000000                                                         | CUSIP: 3138WWGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    169570 | PA      | $155837.75    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3416 4.5% 07/01/48                            | FANNIE MAE POOL UMBS P#MA3416 4.50000000                                                         | CUSIP: 31418CYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1380511 | PA      | $1363372.41   | 0.01%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE L 5.45% 11/15/30                         | HPS CORPORATE LENDING FU REGD 144A P/P 5.45000000                                                | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3828000 | PA      | $3825424.87   | 0.02%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08729 4.5% 09/01/46                           | FREDDIE MAC GOLD POOL P#G08729 4.50000000                                                        | CUSIP: 3128MJY38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    926506 | PA      | $918408.08    | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7618 5% 07/01/52                              | FREDDIE MAC POOL UMBS P#RA7618 5.00000000                                                        | CUSIP: 3133KPPB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3714945 | PA      | $3708300.34   | 0.02%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2009-87 BE 5.5% 10/20/39                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-87 CL BE 5.50000000                            | CUSIP: 38376KWP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    292522 | PA      | $304695.84    | 0.00%             | 2039-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08735 4.5% 10/01/46                           | FREDDIE MAC GOLD POOL P#G08735 4.50000000                                                        | CUSIP: 3128MJY95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    827470 | PA      | $820578.93    | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK2799 V/R 03/20/72                          | GINNIE MAE II POOL P#CK2799 V/R 5.80300000                                                       | CUSIP: 3617XXDC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10777400 | PA      | $11281952.01  | 0.05%             | 2072-03-20      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| FNR 2007-79 SB V/R 08/25/37                            | FANNIE MAE REMICS SER 2007-79 CL SB V/R 7.62479900                                               | CUSIP: 31396XDL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15591 | PA      | $18302.22     | 0.00%             | 2037-08-25      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC &  3.5% 03/15/27                         | VIRGINIA ELEC & POWER CO REGD SER A 3.50000000                                                   | CUSIP: 927804FX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1719237.74   | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 3.875% 04/27/51                         | GLENCORE FUNDING LLC REGD 144A P/P 3.87500000                                                    | CUSIP: 378272BC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $752522.31    | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 11/19/35                               | BNP PARIBAS REGD V/R 144A P/P 5.90600000                                                         | CUSIP: 09659T2D2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4425000 | PA      | $4585213.94   | 0.02%             | 2035-11-19      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVE 4.146% 08/01/30                         | STANFORD UNIVERSITY REGD SER 2025 4.14600000                                                     | CUSIP: 09659DAC0<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |  15805000 | PA      | $15860039.17  | 0.07%             | 2030-08-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4964 4.5% 01/20/48                         | GINNIE MAE II POOL P#MA4964 4.50000000                                                           | CUSIP: 36179TQR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    321298 | PA      | $318839.18    | 0.00%             | 2048-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.3% 07/08/34                              | ORACLE CORP REGD 4.30000000                                                                      | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    221000 | PA      | $211442.26    | 0.00%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4654 4.5% 08/20/47                         | GINNIE MAE II POOL P#MA4654 4.50000000                                                           | CUSIP: 36179TE35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    443472 | PA      | $439246.96    | 0.00%             | 2047-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2008-32 SA V/R 04/25/38                            | FANNIE MAE REMICS SER 2008-32 CL SA V/R 2.37949000                                               | CUSIP: 31396Y5B4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11976 | PA      | $1047.34      | 0.00%             | 2038-04-25      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/28/56                         | GOLDMAN SACHS GROUP INC REGD V/R 5.73400000                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8383000 | PA      | $8691240.31   | 0.04%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4282 2.5% 03/01/51                            | FANNIE MAE POOL UMBS P#MA4282 2.50000000                                                         | CUSIP: 31418DXL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9223074 | PA      | $7813241.23   | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 5.8% 10/11/41                          | BAE SYSTEMS PLC REGD P/P 5.80000000                                                              | CUSIP: 05523RAC1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $417618.32    | 0.00%             | 2041-10-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES 5.375% 01/09/36                         | BIMBO BAKERIES USA INC REGD 144A P/P 5.37500000                                                  | CUSIP: 09031WAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    535000 | PA      | $543010.24    | 0.00%             | 2036-01-09      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNR 2009-60 HT 6% 08/25/39                             | FANNIE MAE REMICS SER 2009-60 CL HT 6.00000000                                                   | CUSIP: 31396QPL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    129711 | PA      | $136166.58    | 0.00%             | 2039-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 3740 SB V/R 10/15/40                               | FREDDIE MAC REMICS SER 3740 CL SB V/R 1.51344000                                                 | CUSIP: 3137GARP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80709 | PA      | $7137.64      | 0.00%             | 2040-10-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018- 3.5% 03/01/30                         | UNITED AIR 2018-1 AA PTT REGD SER AA 3.50000000                                                  | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2223737 | PA      | $2133303.46   | 0.01%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2007-45 QA V/R 07/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-45 CL QA V/R 2.39008000                        | CUSIP: 38375KW24<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62404 | PA      | $4195.26      | 0.00%             | 2037-07-20      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| JPMCC 2017-JP 3.194% 06/15/27                          | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP7 SER 2017-JP7 CL A4 REGD 3.19460000           | CUSIP: 465968AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19548454.00  | 0.08%             | 2050-09-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| FED CAISSES DES 5.25% 04/26/29                         | FED CAISSES DESJARDINS REGD 144A P/P 5.25000000                                                  | CUSIP: 31429KAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   7700000 | PA      | $7969687.19   | 0.03%             | 2029-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CGCMT 2016-C1 2.944% 04/10/26                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C1 SER 2016-C1 CL A3 REGD 2.94400000                    | CUSIP: 17290YAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9152746 | PA      | $9104434.96   | 0.04%             | 2049-05-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-1A  6.71% 07/17/34                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-1 SER 2024-1A CL C REGD 144A P/P 6.71000000               | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9300000 | PA      | $9570839.25   | 0.04%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD9151 5% 08/01/40                              | FANNIE MAE POOL UMBS P#AD9151 5.00000000                                                         | CUSIP: 31418XEZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72843 | PA      | $74734.31     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 1998-36 ZB 6% 07/18/28                             | FANNIE MAE REMICS SER 1998-36 CL ZB 6.00000000                                                   | CUSIP: 31359T5E4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1032 | PA      | $1042.11      | 0.00%             | 2028-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J2945 V/R 11/01/37                            | FREDDIE MAC NON GOLD POOL P#1J2945 V/R 6.50000000                                                | CUSIP: 3128NKHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4153 | PA      | $4217.38      | 0.00%             | 2037-11-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-54 FA V/R 06/25/37                            | FANNIE MAE REMICS SER 2007-54 CL FA V/R 4.87051000                                               | CUSIP: 31396WFQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79111 | PA      | $78434.43     | 0.00%             | 2037-06-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANC 3.2% 04/21/31                         | BUNGE LTD FINANCE CORP REGD 3.20000000                                                           | CUSIP: 120568BN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10250000 | PA      | $9599524.14   | 0.04%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RE 6.5% 02/15/37                         | CANADIAN NATL RESOURCES REGD 6.50000000                                                          | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    118000 | PA      | $128329.45    | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 3.5% 11/15/30                         | WILLIAMS COMPANIES INC REGD 3.50000000                                                           | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4696000 | PA      | $4488379.13   | 0.02%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY 1.375% 09/12/26                           | QATAR ENERGY REGD 144A P/P 1.37500000                                                            | CUSIP: 74730DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |   1534000 | PA      | $1493088.22   | 0.01%             | 2026-09-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7986 2% 04/20/52                           | GINNIE MAE II POOL P#MA7986 2.00000000                                                           | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2316657 | PA      | $1915184.65   | 0.01%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 02/15/55                           | UNITED STATES TREASURY BOND 4.62500000                                                           | CUSIP: 912810UG1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  32353000 | PA      | $31801987.97  | 0.13%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO9352 4% 07/01/42                              | FANNIE MAE POOL UMBS P#AO9352 4.00000000                                                         | CUSIP: 3138M1MA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168307 | PA      | $164108.50    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 5.75% 06/24/44                         | WILLIAMS COMPANIES INC REGD 5.75000000                                                           | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2522537.65   | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03094 5% 06/01/37                             | FREDDIE MAC GOLD POOL P#G03094 5.00000000                                                        | CUSIP: 3128M4XX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58544 | PA      | $60095.30     | 0.00%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NP11 A V/R 07/25/24                          | VOLT CII LLC SER 2021-NP11 CL A1 V/R REGD 144A P/P 5.86780000                                    | CUSIP: 92873HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1434915 | PA      | $1434503.09   | 0.01%             | 2051-08-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC 2.625% 11/01/31                             | DOC DR LLC REGD 2.62500000                                                                       | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1211935.06   | 0.01%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INT 4.1% 05/15/28                         | MID-ATLANTIC INTERSTATE REGD 144A P/P 4.10000000                                                 | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9310000 | PA      | $9299667.39   | 0.04%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| IDAHO ENERGY R 2.861% 09/01/46                         | IDAHO ENERGY RESOURCES AUTH TR REGD N/C B/E 2.86100000                                           | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3175000 | PA      | $2232929.88   | 0.01%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4652 3.5% 08/20/47                         | GINNIE MAE P#MA4652 3.50000000                                                                   | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88569 | PA      | $82216.46     | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EART 2023-4A D 6.95% 12/17/29                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL D REGD 6.95000000                      | CUSIP: 30166TAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4820000 | PA      | $4955762.53   | 0.02%             | 2029-12-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA0171 4.5% 09/01/29                            | FANNIE MAE POOL UMBS P#MA0171 4.50000000                                                         | CUSIP: 31417YFM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26008 | PA      | $26064.36     | 0.00%             | 2029-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  3.127% 05/29/50                         | TOTALENERGIES CAP INTL REGD 3.12700000                                                           | CUSIP: 89153VAV1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2465000 | PA      | $1687616.08   | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UMBS P#888568 5% 12/01/34                              | FANNIE MAE POOL UMBS P#888568 5.00000000                                                         | CUSIP: 31410GFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8306 | PA      | $8406.00      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT0656 4% 04/01/43                              | FANNIE MAE POOL UMBS P#AT0656 4.00000000                                                         | CUSIP: 3138WMWS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2654456 | PA      | $2580570.66   | 0.01%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A61572 5% 09/01/34                             | FREDDIE MAC GOLD POOL P#A61572 5.00000000                                                        | CUSIP: 3128KRW91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28239 | PA      | $28916.09     | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA IN 5.125% 05/18/45                         | CRH AMERICA INC REGD P/P 5.12500000                                                              | CUSIP: 12626PAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $217713.32    | 0.00%             | 2045-05-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/16/30                            | MORGAN STANLEY REGD V/R 5.17300000                                                               | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1387495.41   | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.7% 04/01/35                         | ENERGY TRANSFER LP REGD 5.70000000                                                               | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2065158.96   | 0.01%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FHS 272 F2 V/R 08/15/42                                | FREDDIE MAC STRIPS SER 272 CL F2 V/R 5.03656000                                                  | CUSIP: 3128HXYS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    303019 | PA      | $299806.72    | 0.00%             | 2042-08-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CHASE 2007-A2 1A V/R 05/25/08                          | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 SER 2007-A2 CL 1A1 V/R REGD 6.91056200               | CUSIP: 16163LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1620 | PA      | $1637.04      | 0.00%             | 2035-06-25      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY 1.875% 01/15/27                         | NEXTERA ENERGY CAPITAL REGD 1.87500000                                                           | CUSIP: 65339KBY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2787000 | PA      | $2710244.26   | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 5.773% 01/31/33                         | CVS PASS-THROUGH TRUST REGD   144A P/P 5.77300000                                                | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    507555 | PA      | $520033.48    | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8146 2% 05/01/51                              | FREDDIE MAC POOL UMBS P#SD8146 2.00000000                                                        | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6317319 | PA      | $5131000.65   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 3.095% 08/16/49                         | EXXON MOBIL CORPORATION REGD 3.09500000                                                          | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1418665.04   | 0.01%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA 6.603% 07/01/50                         | LOS ANGELES CA DEPT WTR & PWR REGD N/C B/E 6.60300000                                            | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |   2400000 | PA      | $2554224.96   | 0.01%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC /  6.02% 06/15/26                         | DELL INT LLC / EMC CORP REGD 6.02000000                                                          | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1296000 | PA      | $1306452.42   | 0.01%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| FHLMC P#848699 V/R 07/01/40                            | FREDDIE MAC NON GOLD POOL P#848699 V/R 6.60000000                                                | CUSIP: 31300LUY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8979 | PA      | $9290.16      | 0.00%             | 2040-07-01      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#890268 6.5% 10/01/38                            | FANNIE MAE POOL UMBS P#890268 6.50000000                                                         | CUSIP: 31410LCD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24874 | PA      | $26338.84     | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FREMF 2015-K51 C V/R 10/25/25                          | FREMF 2015-K51 MORTGAGE TRUST SER 2015-K51 CL C V/R REGD 144A P/P 4.13563500                     | CUSIP: 30293XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1500475.65   | 0.01%             | 2048-10-25      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| CWALT 2004-2CB  5.75% 03/25/34                         | COUNTRYWIDE ALTERNATIVE LOAN T  RUST SER 2004-2CB CL 1A9 REGD 5.75000000                         | CUSIP: 12667FAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    184028 | PA      | $188705.37    | 0.00%             | 2034-03-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/31/29                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CJW2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  39035000 | PA      | $39457370.80  | 0.17%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSFB 2005-9 DX 5.5% 10/25/35                           | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERI SER 2005-9 CL DX REGD 5.50000000             | CUSIP: 2254586J2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78829 | PA      | $11580.96     | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONI 4.75% 04/30/28                         | MOLEX ELECTRONICS TECH REGD 144A P/P 4.75000000                                                  | CUSIP: 60856BAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5698000 | PA      | $5753813.85   | 0.02%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FHMS K111 X1 V/R 05/25/30                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K111 CL X1 V/R 1.67433800            | CUSIP: 3137FUZE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27655591 | PA      | $1678102.57   | 0.01%             | 2030-05-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4306 2.5% 04/01/51                            | FANNIE MAE POOL UMBS P#MA4306 2.50000000                                                         | CUSIP: 31418DYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20951437 | PA      | $17781542.10  | 0.07%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV V/R 09/23/31                              | KBC GROUP NV REGD V/R 144A P/P 4.45400000                                                        | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |  21380000 | PA      | $21266779.43  | 0.09%             | 2031-09-23      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ1407 4% 09/01/41                              | FANNIE MAE POOL UMBS P#AJ1407 4.00000000                                                         | CUSIP: 3138ASR53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59787 | PA      | $58160.92     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL  6.25% 01/15/30                         | VENTURE GLOBAL CALCASIEU REGD 144A P/P 6.25000000                                                | CUSIP: 92328MAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4170200.00   | 0.02%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.25% 02/21/33                         | CVS HEALTH CORP REGD 5.25000000                                                                  | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3171752.20   | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP 5.8% 03/27/35                         | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.80000000                                                | CUSIP: 928668CS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5126697.85   | 0.02%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA6518 3% 01/01/50                              | FREDDIE MAC POOL UMBS P#QA6518 3.00000000                                                        | CUSIP: 3133A1G30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    764686 | PA      | $684074.54    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2163 PC 7.5% 06/15/29                              | FREDDIE MAC REMICS SER 2163 CL PC 7.50000000                                                     | CUSIP: 3133TLFS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       665 | PA      | $36.35        | 0.00%             | 2029-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4719 3.5% 09/20/47                         | GINNIE MAE II POOL P#MA4719 3.50000000                                                           | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2833570 | PA      | $2621000.79   | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES  2.95% 10/01/51                         | ANALOG DEVICES INC REGD 2.95000000                                                               | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   2122000 | PA      | $1401693.89   | 0.01%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/31/29                           | UNITED STATES TREASURY NOTE 3.62500000                                                           | CUSIP: 91282CLK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  27753000 | PA      | $27685785.56  | 0.12%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNR 2018-151 SL V/R 11/20/48                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-151 CL SL V/R 0.00000000                       | CUSIP: 38381AE85<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3199607 | PA      | $89358.29     | 0.00%             | 2048-11-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC5981 3.5% 04/01/46                            | FANNIE MAE POOL UMBS P#BC5981 3.50000000                                                         | CUSIP: 3140F1UF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    414710 | PA      | $388252.92    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CWHL 2005-22 2A1 V/R 11/25/35                          | CHL MORTGAGE PASS-THROUGH TRUST 2005-22 SER 2005-22 CL 2A1 V/R REGD 5.14700800                   | CUSIP: 126694LU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69324 | PA      | $57260.42     | 0.00%             | 2035-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FNR 1997-29 J 7.5% 04/20/27                            | FANNIE MAE REMICS SER 1997-29 CL J 7.50000000                                                    | CUSIP: 31359PFV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       512 | PA      | $516.30       | 0.00%             | 2027-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENI SPA 5.7% 10/01/40                                  | ENI SPA REGD P/P 5.70000000                                                                      | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    557000 | PA      | $542302.02    | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL P 4.4% 01/15/31                         | JERSEY CENTRAL PWR & LT REGD 144A P/P 4.40000000                                                 | CUSIP: 476556DG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6023000 | PA      | $6001742.12   | 0.03%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8644 4.32% 06/01/33                           | FANNIE MAE POOL UMBS P#BS8644 4.32000000                                                         | CUSIP: 3140LKTA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4990827 | PA      | $4959825.73   | 0.02%             | 2033-06-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FHMS K142 A2 2.4% 03/25/32                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K142 CL A2 2.40000000           | CUSIP: 3137H73P6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13700000 | PA      | $12312848.97  | 0.05%             | 2032-03-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI 3.04% 07/16/29                         | SUMITOMO MITSUI FINL GRP REGD 3.04000000                                                         | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   5005000 | PA      | $4785207.98   | 0.02%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL V/R 09/10/27                          | BANK OF MONTREAL REGD V/R SER F2F 4.56700000                                                     | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5017184.80   | 0.02%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| GNR 2017-H19 FA V/R 08/20/67                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H19 CL FA V/R 4.91582000                       | CUSIP: 38375UJ84<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    122920 | PA      | $122836.86    | 0.00%             | 2067-08-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FNW 2004-W1 2A2 7% 12/25/33                            | FANNIE MAE TRUST 2004-W1 SER 2004-W1 CL 2A2 7.00000000                                           | CUSIP: 31393U4Q3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     87777 | PA      | $91915.92     | 0.00%             | 2033-12-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 02/15/42                           | UNITED STATES TREASURY BOND 2.37500000                                                           | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 165810000 | PA      | $122867799.96 | 0.52%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOL 5.15% 09/13/34                         | APTIV SWISS HOLDINGS LTD REGD 5.15000000                                                         | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |   7495000 | PA      | $7451268.32   | 0.03%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-9 2A2 V/R 11/25/35                          | CITIGROUP MORTGAGE LOAN TRUST 2005-9 SER 2005-9 CL 2A2 V/R REGD 5.50000000                       | CUSIP: 17307GM62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       676 | PA      | $473.40       | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN 7.5% 05/02/54                         | OFFICE CHERIFIEN DES PHO REGD 144A P/P 7.50000000                                                | CUSIP: 67091TAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |   2323000 | PA      | $2574979.71   | 0.01%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/09/30                               | BNP PARIBAS REGD V/R 144A P/P 5.17600000                                                         | CUSIP: 05581KAH4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $769414.42    | 0.00%             | 2030-01-09      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/28/27                             | CITIGROUP INC REGD V/R 1.12200000                                                                | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  19320000 | PA      | $19119986.80  | 0.08%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| FNR 2003-130 SX V/R 01/25/34                           | FANNIE MAE REMICS SER 2003-130 CL SX V/R 4.81423500                                              | CUSIP: 31393UWF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       326 | PA      | $336.76       | 0.00%             | 2034-01-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| ODART 2023-1A  5.41% 08/14/27                          | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL A REGD 144A P/P 5.41000000           | CUSIP: 682685AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $12607410.00  | 0.05%             | 2029-11-14      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| FSPC T-58 4A 7.5% 09/25/43                             | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-58 CL 4A 7.50000000                       | CUSIP: 31394JY50<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    153876 | PA      | $159731.46    | 0.00%             | 2043-09-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#782615 7% 06/15/35                              | GINNIE MAE I POOL P#782615 7.00000000                                                            | CUSIP: 36241K3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36718 | PA      | $38775.41     | 0.00%             | 2035-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-42 B 6% 05/25/37                              | FANNIE MAE REMICS SER 2007-42 CL B 6.00000000                                                    | CUSIP: 31396VR83<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43513 | PA      | $45780.43     | 0.00%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS4866 2.67% 12/01/35                           | FANNIE MAE POOL UMBS P#BS4866 2.67000000                                                         | CUSIP: 3140LFMQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15510000 | PA      | $13071471.89  | 0.05%             | 2035-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS 4.887% 03/15/30                         | PRES & FELLOWS OF HARVAR REGD 4.88700000                                                         | CUSIP: 740816AS2<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   9565000 | PA      | $9849424.07   | 0.04%             | 2030-03-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| JPMMT 2007-A1  V/R 07/25/35                            | JPMMT 2007-A1  V/R 07/25/35 6.26202000                                                           | CUSIP: 46630GAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    153894 | PA      | $153378.24    | 0.00%             | 2035-07-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.15% 08/12/34                              | FISERV INC REGD 5.15000000                                                                       | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  10400000 | PA      | $10524307.46  | 0.04%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08747 3% 02/01/47                             | FREDDIE MAC GOLD POOL P#G08747 3.00000000                                                        | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9624585 | PA      | $8708336.86   | 0.04%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2287 2.5% 12/01/51                            | FANNIE MAE POOL UMBS P#CB2287 2.50000000                                                         | CUSIP: 3140QMRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1072057 | PA      | $917420.33    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2009-84 WS V/R 10/25/39                            | FANNIE MAE REMICS SER 2009-84 CL WS V/R 1.42949000                                               | CUSIP: 31398FHB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16263 | PA      | $1318.10      | 0.00%             | 2039-10-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 3.8% 10/01/47                            | AEP TEXAS INC REGD SER WI 3.80000000                                                             | CUSIP: 00108WAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3715000 | PA      | $2784146.75   | 0.01%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3136 3.5% 08/01/48                            | FANNIE MAE POOL UMBS P#FS3136 3.50000000                                                         | CUSIP: 3140XJPW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8846670 | PA      | $8348755.93   | 0.04%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT8331 3% 07/01/43                              | FANNIE MAE POOL UMBS P#AT8331 3.00000000                                                         | CUSIP: 3138WWHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165100 | PA      | $151454.80    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 4.05% 03/15/42                         | SOUTHERN CAL EDISON REGD 4.05000000                                                              | CUSIP: 842400FV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $641646.57    | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3937 3.5% 09/20/46                         | GINNIE MAE II POOL P#MA3937 3.50000000                                                           | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1995223 | PA      | $1855877.58   | 0.01%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3424 PI V/R 04/15/38                               | FREDDIE MAC REMICS SER 3424 CL PI V/R 2.31344000                                                 | CUSIP: 31397T4Y5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54761 | PA      | $5692.70      | 0.00%             | 2038-04-15      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD9153 4.5% 08/01/40                            | FANNIE MAE POOL UMBS P#AD9153 4.50000000                                                         | CUSIP: 31418XE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    971553 | PA      | $975394.75    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3046 2.5% 03/01/52                            | FANNIE MAE POOL UMBS P#CB3046 2.50000000                                                         | CUSIP: 3140QNL42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6176284 | PA      | $5262754.02   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUC 5.125% 09/16/34                         | APA INFRASTRUCTURE LTD REGD 144A P/P 5.12500000                                                  | CUSIP: 00188LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   4130000 | PA      | $4185701.81   | 0.02%             | 2034-09-16      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GSKY 2025-2A A 4.93% 06/25/60                          | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 SER 2025-2A CL A2 REGD 144A P/P 4.93000000         | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2494390 | PA      | $2503844.97   | 0.01%             | 2060-06-25      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 4.9% 06/01/26                         | SOUTHERN CAL EDISON REGD 4.90000000                                                              | CUSIP: 842400HW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4586000 | PA      | $4600581.28   | 0.02%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-AR14 A V/R 01/25/35                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR14 SER 2004-AR14 CL A1 V/R REGD 5.23160100 | CUSIP: 939336V91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    697022 | PA      | $657026.89    | 0.00%             | 2035-01-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/12/28                              | UBS GROUP AG REGD V/R 144A P/P 4.75100000                                                        | CUSIP: 902613AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2360000 | PA      | $2380188.86   | 0.01%             | 2028-05-12      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.05% 11/21/39                              | ABBVIE INC REGD SER WI 4.05000000                                                                | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   8092000 | PA      | $7241817.01   | 0.03%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3960 3% 03/01/50                              | FANNIE MAE POOL UMBS P#MA3960 3.00000000                                                         | CUSIP: 31418DMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1084199 | PA      | $961361.60    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q51555 3.5% 10/01/47                           | FREDDIE MAC GOLD POOL P#Q51555 3.50000000                                                        | CUSIP: 3132XTWR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2230053 | PA      | $2085443.95   | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT3487 3.5% 04/01/43                            | FANNIE MAE POOL UMBS P#AT3487 3.50000000                                                         | CUSIP: 3138WQ2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1323674 | PA      | $1248014.18   | 0.01%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/31                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912833XZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  26310000 | PA      | $21360434.67  | 0.09%             | 2031-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY I 2.379% 06/15/28                         | PUGET ENERGY INC REGD 2.37900000                                                                 | CUSIP: 745310AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $531712.57    | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FHR 3373 TO ZCP 04/15/37                               | FREDDIE MAC REMICS SER 3373 CL TO ZCP 0.00000000                                                 | CUSIP: 31397KUV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7748 | PA      | $6716.09      | 0.00%             | 2037-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM6448 3.25% 09/01/26                           | FANNIE MAE POOL UMBS P#AM6448 3.25000000                                                         | CUSIP: 3138L7EW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1299113 | PA      | $1289931.76   | 0.01%             | 2026-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#V60283 3% 09/01/28                             | FREDDIE MAC GOLD POOL P#V60283 3.00000000                                                        | CUSIP: 3132KEJ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    442310 | PA      | $436631.61    | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT 5.5% 07/31/47                         | MEXICO CITY ARPT TRUST REGD 144A P/P 5.50000000                                                  | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3660000 | PA      | $3165918.45   | 0.01%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#920934 6.5% 01/01/37                            | FANNIE MAE POOL UMBS P#920934 6.50000000                                                         | CUSIP: 31412CEF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19314 | PA      | $19726.11     | 0.00%             | 2037-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAFL 2019-3 B 3.163% 09/15/29                          | COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL B REGD 144A P/P 3.16300000                  | CUSIP: 21872NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2150282.03   | 0.01%             | 2052-10-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4586 2% 04/01/42                              | FANNIE MAE POOL UMBS P#MA4586 2.00000000                                                         | CUSIP: 31418ECY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4891659 | PA      | $4224652.16   | 0.02%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATION 5.55% 01/28/30                         | AMERICAN NATIONAL GF REGD 144A P/P MTN 5.55000000                                                | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8240931.36   | 0.03%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PO 5.375% 02/12/35                         | REPUBLIC OF POLAND REGD SER 10Y 5.37500000                                                       | CUSIP: 857524AH5<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |   6810000 | PA      | $7065870.90   | 0.03%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 08/15/30                           | UNITED STATES TREASURY NOTE 0.62500000                                                           | CUSIP: 91282CAE1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2700000 | PA      | $2327800.79   | 0.01%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FNR 2001-49 Z 6.5% 09/25/31                            | FANNIE MAE REMICS SER 2001-49 CL Z 6.50000000                                                    | CUSIP: 313921AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2337 | PA      | $2431.98      | 0.00%             | 2031-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL IN V/R 01/17/31                         | ALLY FINANCIAL INC REGD V/R 5.54300000                                                           | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2037422.70   | 0.01%             | 2031-01-17      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLD 2.8% 06/15/31                         | SAFEHOLD GL HOLDINGS LLC REGD 2.80000000                                                         | CUSIP: 78646UAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6409131.33   | 0.03%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BB8816 4.5% 04/20/48                         | GINNIE MAE II POOL P#BB8816 4.50000000                                                           | CUSIP: 3617B0YM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    921930 | PA      | $904053.44    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BX 2024-VLT5 A V/R 11/13/34                            | BX COMMERCIAL MORTGAGE TRUST 2024-VLT5 SER 2024-VLT5 CL A V/R REGD 144A P/P 5.59077800           | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3411000 | PA      | $3474570.47   | 0.01%             | 2046-11-13      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS3293 4% 09/01/44                              | FANNIE MAE POOL UMBS P#AS3293 4.00000000                                                         | CUSIP: 3138WCUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    295949 | PA      | $286185.21    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM4518 3.5% 10/01/47                            | FREDDIE MAC POOL UMBS P#ZM4518 3.50000000                                                        | CUSIP: 3131XYAT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    138191 | PA      | $129115.08    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q22043 3.5% 10/01/43                           | FREDDIE MAC GOLD POOL P#Q22043 3.50000000                                                        | CUSIP: 3132JPHU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64527 | PA      | $60791.76     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.0% OCT 25                              | FNMA 30YR TBA 4.0% OCT 25     TO BE ANNOUNCED 4.00000000                                         | CUSIP: 01F0406A0<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -11000000 | PA      | $-10365987.06 | -0.04%            | 2055-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9551 3% 06/01/43                              | FANNIE MAE POOL UMBS P#AB9551 3.00000000                                                         | CUSIP: 31417GTH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1096817 | PA      | $1008342.27   | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H04 FB V/R 02/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H04 CL FB V/R 5.11582000                       | CUSIP: 38375UDJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280417 | PA      | $281083.27    | 0.00%             | 2064-02-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNR 2010-40 FJ V/R 04/25/40                            | FANNIE MAE REMICS SER 2010-40 CL FJ V/R 5.07051000                                               | CUSIP: 31398PQB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3185 | PA      | $3185.09      | 0.00%             | 2040-04-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| TMST 2005-1 A3 V/R 04/25/45                            | TMST 2005-1 A3 V/R 04/25/45 5.69268700                                                           | CUSIP: 885220HB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160634 | PA      | $157552.11    | 0.00%             | 2045-04-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#256311 6% 07/01/26                              | FANNIE MAE POOL UMBS P#256311 6.00000000                                                         | CUSIP: 31371MVC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       915 | PA      | $934.44       | 0.00%             | 2026-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2007-A2 2A V/R 04/25/37                          | JP MORGAN MORTGAGE TRUST 2007-A2 SER 2007-A2 CL 2A3 V/R REGD 5.46409000                          | CUSIP: 46630PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79904 | PA      | $59737.42     | 0.00%             | 2037-04-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS  4.125% 03/01/42                         | EVERGY KANSAS CENTRAL REGD 4.12500000                                                            | CUSIP: 95709TAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4175000 | PA      | $3556535.58   | 0.01%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TACLN 2025-1  4.728% 12/15/28                          | TRUIST BANK AUTO CREDIT-LINKED NOTES SER SER 2025-1 CL B REGD 144A P/P 4.72800000                | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5625000 | PA      | $5629152.94   | 0.02%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6930 2% 10/20/50                           | GINNIE MAE II POOL P#MA6930 2.00000000                                                           | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16521858 | PA      | $13664568.46  | 0.06%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2009-10 SA V/R 02/20/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-10 CL SA V/R 1.70008000                        | CUSIP: 38374TAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54590 | PA      | $3822.79      | 0.00%             | 2039-02-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8214 3.5% 05/01/52                            | FREDDIE MAC POOL UMBS P#SD8214 3.50000000                                                        | CUSIP: 3132DWDT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11278304 | PA      | $10322575.81  | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERO 2016-4A A 3.57% 09/20/37                          | HERO FUNDING TRUST 2016-4A SER 2016-4A CL A1 REGD 144A P/P 3.57000000                            | CUSIP: 40417QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    648339 | PA      | $611874.73    | 0.00%             | 2047-09-20      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EA 2.742% 08/15/26                         | KEYSPAN GAS EAST CORP REGD 144A P/P 2.74200000                                                   | CUSIP: 49338CAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538000 | PA      | $531014.60    | 0.00%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9662 2.5% 05/20/54                         | GINNIE MAE II POOL P#MA9662 2.50000000                                                           | CUSIP: 36179YWX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12155869 | PA      | $10485806.52  | 0.04%             | 2054-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATI 2.25% 04/01/28                         | BRIXMOR OPERATING PART REGD 2.25000000                                                           | CUSIP: 11120VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1838136.84   | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO1856 3% 08/01/49                              | FANNIE MAE POOL UMBS P#BO1856 3.00000000                                                         | CUSIP: 3140JWB25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9304772 | PA      | $8394292.01   | 0.04%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHA 2.85% 05/15/51                         | BERKSHIRE HATHAWAY ENERG REGD SER WI 2.85000000                                                  | CUSIP: 084659BC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7650000 | PA      | $4855288.23   | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4232 2% 01/01/41                              | FANNIE MAE POOL UMBS P#MA4232 2.00000000                                                         | CUSIP: 31418DV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1105303 | PA      | $956968.15    | 0.00%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 3.625% 04/15/52                         | HOME DEPOT INC REGD 3.62500000                                                                   | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1947886.77   | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1378 V/R 11/01/36                            | FREDDIE MAC NON GOLD POOL P#1J1378 V/R 6.26500000                                                | CUSIP: 3128NHQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19922 | PA      | $20407.97     | 0.00%             | 2036-11-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFIN 6.4% 03/26/29                         | MACQUARIE AIRFINANCE HLD REGD 144A P/P 6.40000000                                                | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   5985000 | PA      | $6302903.87   | 0.03%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#783444 5.5% 09/20/39                         | GINNIE MAE II POOL P#783444 5.50000000                                                           | CUSIP: 36241LZH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35982 | PA      | $37023.72     | 0.00%             | 2039-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV V/R 06/16/27                          | ABN AMRO BANK NV REGD V/R 144A P/P 1.54200000                                                    | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4901594.45   | 0.02%             | 2027-06-16      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/23/30                         | GOLDMAN SACHS GROUP INC REGD V/R 5.04900000                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4730667.50   | 0.02%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FNR 2005-72 SB V/R 08/25/35                            | FANNIE MAE REMICS SER 2005-72 CL SB V/R 5.69872500                                               | CUSIP: 31394EWU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4474 | PA      | $4699.56      | 0.00%             | 2035-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| GNR 2009-79 OK ZCP 11/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-79 CL OK ZCP 0.00000000                        | CUSIP: 38376CXX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75835 | PA      | $63509.10     | 0.00%             | 2037-11-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 6.49% 01/23/27                         | PETROLEOS MEXICANOS REGD 6.49000000                                                              | CUSIP: 71654QDB5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1185000 | PA      | $1197062.52   | 0.01%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2562 6% 03/20/28                             | GINNIE MAE II POOL P#2562 6.00000000                                                             | CUSIP: 36202CZ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       541 | PA      | $553.50       | 0.00%             | 2028-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC 5% 04/01/30                         | DELL INT LLC / EMC CORP REGD 5.00000000                                                          | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3216306.90   | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY  5.231% 06/01/42                         | PG&E RECOVERY FND LLC REGD SER A-2 5.23100000                                                    | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2645000 | PA      | $2705230.78   | 0.01%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.75% 03/15/33                              | LEIDOS INC REGD 5.75000000                                                                       | CUSIP: 52532XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1056173.68   | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HPA 2021-3 E1 3.198% 01/17/29                          | HOME PARTNERS OF AMERICA 2021-3 TRUST SER 2021-3 CL E1 REGD 144A P/P 3.19800000                  | CUSIP: 43730XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5168884 | PA      | $4813624.30   | 0.02%             | 2041-01-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH1565 4.5% 12/01/40                            | FANNIE MAE POOL UMBS P#AH1565 4.50000000                                                         | CUSIP: 3138A2W39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    402699 | PA      | $403090.87    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5175 4.5% 09/20/41                           | GINNIE MAE II POOL P#5175 4.50000000                                                             | CUSIP: 36202FXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    211159 | PA      | $212409.97    | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2019-99 SA V/R 08/20/49                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-99 CL SA V/R 0.00000000                        | CUSIP: 38381XUA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8448033 | PA      | $183291.90    | 0.00%             | 2049-08-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5986 5% 03/01/53                              | FANNIE MAE POOL UMBS P#CB5986 5.00000000                                                         | CUSIP: 3140QRUL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13475870 | PA      | $13427455.58  | 0.06%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 3.6% 12/01/47                         | PUBLIC SERVICE ELECTRIC REGD MTN 3.60000000                                                      | CUSIP: 74456QBT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1225747.09   | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FNMA 7.125% 01/15/30                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION 7.12500000                                                 | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1705838.43   | 0.01%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4827 3.5% 04/01/42                            | FANNIE MAE POOL UMBS P#AB4827 3.50000000                                                         | CUSIP: 31417BLH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73706 | PA      | $69843.88     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H07 HA V/R 03/20/63                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H07 CL HA V/R 4.87582000                       | CUSIP: 38375BQ96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74397 | PA      | $74289.07     | 0.00%             | 2063-03-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN 5.3% 02/21/35                         | BHP BILLITON FIN USA LTD REGD 5.30000000                                                         | CUSIP: 055451BL1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   1420000 | PA      | $1477601.11   | 0.01%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY 4.685% 09/01/27                         | NEXTERA ENERGY CAPITAL REGD 4.68500000                                                           | CUSIP: 65339KCL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7590000 | PA      | $7672537.61   | 0.03%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/27                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912833QB9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  29607000 | PA      | $27376747.62  | 0.12%             | 2027-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CSFB 2003-1 DB1 V/R 02/25/33                           | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP SER 2003-1 CL DB1 V/R REGD 6.68052600        | CUSIP: 2254W0GJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31585 | PA      | $32520.45     | 0.00%             | 2033-02-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q49494 4.5% 07/01/47                           | FREDDIE MAC GOLD POOL P#Q49494 4.50000000                                                        | CUSIP: 3132WPRQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    394888 | PA      | $390459.77    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07849 3.5% 05/01/44                           | FREDDIE MAC GOLD POOL P#G07849 3.50000000                                                        | CUSIP: 3128MABS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5693078 | PA      | $5377018.22   | 0.02%             | 2044-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016- 3.1% 07/07/28                         | UNITED AIR 2016-1 AA PTT REGD SER AA 3.10000000                                                  | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4617205 | PA      | $4460572.37   | 0.02%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3037 5% 08/20/45                           | GINNIE MAE II POOL P#MA3037 5.00000000                                                           | CUSIP: 36179RLS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    287903 | PA      | $294121.94    | 0.00%             | 2045-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 3.25% 02/15/27                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 3.25000000                                                | CUSIP: 05401AAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3700000 | PA      | $3638546.44   | 0.02%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ3086 3.5% 11/01/41                            | FANNIE MAE POOL UMBS P#AJ3086 3.50000000                                                         | CUSIP: 3138AUNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101139 | PA      | $96026.81     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785294 3.5% 01/20/51                         | GINNIE MAE II POOL P#785294 3.50000000                                                           | CUSIP: 3622AAXX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6770079 | PA      | $6092522.68   | 0.03%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3316 PO ZCP 05/15/37                               | FREDDIE MAC REMICS SER 3316 CL PO ZCP 0.00000000                                                 | CUSIP: 31397HKV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13473 | PA      | $11420.23     | 0.00%             | 2037-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MALT 2004-7 30PO ZCP 08/25/34                          | MASTR ALTERNATIVE LOAN TRUST 2004-7 SER 2004-7 CL 30PO ZCP REGD 0.00000000                       | CUSIP: 576434TQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6997 | PA      | $4941.02      | 0.00%             | 2034-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAFL 2019-3 A 2.705% 07/15/29                          | COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL A REGD 144A P/P 2.70500000                  | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    423547 | PA      | $421933.83    | 0.00%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| SASC 2003-37A 8A V/R 12/25/33                          | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS SER 2003-37A CL 8A2 V/R REGD 6.57211500           | CUSIP: 86359BCM1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    418340 | PA      | $418829.89    | 0.00%             | 2033-12-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J25251 3% 08/01/28                             | FREDDIE MAC GOLD POOL P#J25251 3.00000000                                                        | CUSIP: 31307DZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107824 | PA      | $106474.68    | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0508 4.5% 07/01/53                            | FREDDIE MAC POOL UMBS P#SL0508 4.50000000                                                        | CUSIP: 31427MR60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2487299 | PA      | $2423511.43   | 0.01%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#995203 5% 07/01/35                              | FANNIE MAE POOL UMBS P#995203 5.00000000                                                         | CUSIP: 31416BRY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    673588 | PA      | $682826.63    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/24/29                         | GOLDMAN SACHS GROUP INC REGD V/R 6.48400000                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3405373.89   | 0.01%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3940 5% 09/20/46                           | GINNIE MAE II POOL P#MA3940 5.00000000                                                           | CUSIP: 36179SLV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    656095 | PA      | $673078.39    | 0.00%             | 2046-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1380 V/R 03/01/36                            | FREDDIE MAC NON GOLD POOL P#1J1380 V/R 7.40400000                                                | CUSIP: 3128NHQ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3016 | PA      | $3136.34      | 0.00%             | 2036-03-01      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAE 5.375% 02/19/30                         | STATE OF ISRAEL REGD SER 5Y 5.37500000                                                           | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | USGA              | IL        |   8572000 | PA      | $8841752.53   | 0.04%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2278 2% 12/01/51                              | FANNIE MAE POOL UMBS P#CB2278 2.00000000                                                         | CUSIP: 3140QMQ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10972352 | PA      | $9012065.70   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2007-19 SD V/R 04/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-19 CL SD V/R 1.95008000                        | CUSIP: 38375JTV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26608 | PA      | $242.29       | 0.00%             | 2037-04-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 5% 05/18/27                             | VAR ENERGI ASA REGD 144A P/P 5.00000000                                                          | CUSIP: 92212WAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |  11460000 | PA      | $11558510.27  | 0.05%             | 2027-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/28/29                           | UNITED STATES TREASURY NOTE 1.87500000                                                           | CUSIP: 91282CEB3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  33900000 | PA      | $31978558.51  | 0.13%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FNR 05-84 XM 5.75% 10/25/35                            | FNR 05-84 XM 5.75% 10/25/35 5.75000000                                                           | CUSIP: 31394FN50<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14053 | PA      | $14453.16     | 0.00%             | 2035-10-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5020 4% 02/20/48                           | GINNIE MAE II POOL P#MA5020 4.00000000                                                           | CUSIP: 36179TSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105000 | PA      | $100456.19    | 0.00%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 1.65% 08/15/28                               | AMGEN INC REGD 1.65000000                                                                        | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1079885.51   | 0.00%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8231 4.5% 07/01/52                            | FREDDIE MAC POOL UMBS P#SD8231 4.50000000                                                        | CUSIP: 3132DWEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    834382 | PA      | $812333.68    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 2802 OH 6% 05/15/34                                | FREDDIE MAC REMICS SER 2802 CL OH 6.00000000                                                     | CUSIP: 31394YPD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12073 | PA      | $12428.83     | 0.00%             | 2034-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#H05030 6% 11/01/36                             | FREDDIE MAC GOLD POOL P#H05030 6.00000000                                                        | CUSIP: 3128MXST7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3028 | PA      | $3058.91      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BN2 1.997% 11/15/30                          | BANK 2020-BNK29 SER 2020-BN29 CL A4 REGD 1.99700000                                              | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11175000 | PA      | $9750181.91   | 0.04%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1836 2.5% 05/01/52                            | FANNIE MAE POOL UMBS P#FS1836 2.50000000                                                         | CUSIP: 3140XHBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27335540 | PA      | $23392624.12  | 0.10%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAFC 2005-8 30PO ZCP 01/25/36                          | BANC OF AMERICA FUNDING 2005-8 TRUST SER 2005-8 CL 30PO ZCP REGD 0.00000000                      | CUSIP: 05946X3C5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2758 | PA      | $1810.29      | 0.00%             | 2036-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.999% 11/01/49                           | COMCAST CORP REGD SER WI 3.99900000                                                              | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    638000 | PA      | $492003.48    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 3.9% 12/01/41                         | SOUTHERN CAL EDISON REGD 3.90000000                                                              | CUSIP: 842400FT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392000 | PA      | $304524.30    | 0.00%             | 2041-12-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MALT 2005-6 3A1 5.5% 12/25/35                          | MASTR ALTERNATIVE LOAN TRUST 2005-6 SER 2005-6 CL 3A1 REGD 5.50000000                            | CUSIP: 576434W59<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6579 | PA      | $5746.71      | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7079 3% 11/01/42                              | FANNIE MAE POOL UMBS P#AB7079 3.00000000                                                         | CUSIP: 31417D2M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    996557 | PA      | $916579.70    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN 2.691% 09/15/31                         | STELLANTIS FIN US INC REGD 144A P/P 2.69100000                                                   | CUSIP: 85855CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2008000 | PA      | $1722030.60   | 0.01%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH0936 3.5% 12/01/40                            | FANNIE MAE POOL UMBS P#AH0936 3.50000000                                                         | CUSIP: 3138A2BE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27085 | PA      | $25850.71     | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SASC 2005-RF3 1A V/R 06/25/35                          | STRUCTURED ASSET SECURITIES CORP SER 2005-RF3 CL 1A V/R REGD 144A P/P 4.62239000                 | CUSIP: 86359DMC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33746 | PA      | $29029.01     | 0.00%             | 2035-06-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| CWL 2004-S1 A3 V/R 02/25/35                            | COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2004-S1 CL A3 V/R REGD 5.11500000                      | CUSIP: 126673TD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4463 | PA      | $4443.18      | 0.00%             | 2035-02-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1974 1.5% 02/01/36                            | FANNIE MAE POOL UMBS P#FS1974 1.50000000                                                         | CUSIP: 3140XHFQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8325594 | PA      | $7490848.62   | 0.03%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1143 4.5% 09/01/50                            | FREDDIE MAC POOL UMBS P#SD1143 4.50000000                                                        | CUSIP: 3132DNHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3612299 | PA      | $3556883.90   | 0.01%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 3645 KZ 5.5% 08/15/36                              | FREDDIE MAC REMICS SER 3645 CL KZ 5.50000000                                                     | CUSIP: 31398VFA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18594 | PA      | $19265.82     | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC 8.2% 01/15/30                         | WESTROCK MWV LLC REGD 8.20000000                                                                 | CUSIP: 961548AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    537000 | PA      | $615061.19    | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8852 6% 07/01/54                              | FANNIE MAE POOL UMBS P#CB8852 6.00000000                                                         | CUSIP: 3140QUZS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2756033 | PA      | $2850953.12   | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE 6.625% 11/15/37                         | PUBLIC SERVICE OKLAHOMA REGD SER G 6.62500000                                                    | CUSIP: 744533BJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    649000 | PA      | $722771.25    | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 09/23/31                              | UBS GROUP AG REGD V/R 144A P/P MTN 4.39800000                                                    | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2305000 | PA      | $2297179.96   | 0.01%             | 2031-09-23      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE 3.95% 04/10/47                               | AIRBUS SE REGD 144A P/P 3.95000000                                                               | CUSIP: 009279AC4<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $126698.13    | 0.00%             | 2047-04-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FO 4.375% 06/01/46                         | KRAFT HEINZ FOODS CO REGD SER WI 4.37500000                                                      | CUSIP: 50077LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10530000 | PA      | $8762937.43   | 0.04%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/31                         | GOLDMAN SACHS GROUP INC REGD V/R 5.21800000                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16395000 | PA      | $16954162.62  | 0.07%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC 5.8% 06/15/31                         | BERRY GLOBAL INC REGD 5.80000000                                                                 | CUSIP: 08576BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4863545.73   | 0.02%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMISION FEDER 4.688% 05/15/29                         | COMISION FEDERAL DE ELEC REGD 144A P/P 4.68800000                                                | CUSIP: 200447AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3900000 | PA      | $3842711.73   | 0.02%             | 2029-05-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| FNGT 1999-T2 A1 V/R 01/19/39                           | FANNIE MAE GRANTOR TRUST 1999-T2 SER 1999-T2 CL A1 V/R 7.50000000                                | CUSIP: 31359VYH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23855 | PA      | $24687.96     | 0.00%             | 2039-01-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 08/21/29                         | HUNTINGTON BANCSHARES REGD V/R 6.20800000                                                        | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2864000 | PA      | $3014181.14   | 0.01%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H19 FE V/R 09/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H19 CL FE V/R 4.93582000                       | CUSIP: 38375UPU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    794023 | PA      | $793955.13    | 0.00%             | 2064-09-20      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.918% 03/20/28                         | FORD MOTOR CREDIT CO LLC REGD 5.91800000                                                         | CUSIP: 345397G72<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1932541.38   | 0.01%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1608 2.5% 09/01/42                            | FANNIE MAE POOL UMBS P#FA1608 2.50000000                                                         | CUSIP: 3140W1YE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    696677 | PA      | $623673.83    | 0.00%             | 2042-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#256051 5.5% 12/01/35                            | FANNIE MAE POOL UMBS P#256051 5.50000000                                                         | CUSIP: 31371ML88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5754 | PA      | $5813.87      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNR 2013-75 WA V/R 06/20/40                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-75 CL WA V/R 5.08417000                        | CUSIP: 38378J4C3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51953 | PA      | $53101.24     | 0.00%             | 2040-06-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| GNR 2006-33 Z 6.5% 07/20/36                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-33 CL Z 6.50000000                             | CUSIP: 38374DEC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93645 | PA      | $96203.68     | 0.00%             | 2036-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7312 2.5% 04/20/51                         | GINNIE MAE II POOL P#MA7312 2.50000000                                                           | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10638794 | PA      | $9166864.73   | 0.04%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60988 3% 05/01/47                             | FREDDIE MAC GOLD POOL P#G60988 3.00000000                                                        | CUSIP: 31335BCZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5737890 | PA      | $5195260.50   | 0.02%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4321 3.5% 03/20/47                         | GINNIE MAE II POOL P#MA4321 3.50000000                                                           | CUSIP: 36179SYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    140730 | PA      | $130753.62    | 0.00%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA V/R 03/30/28                              | DNB BANK ASA REGD V/R 144A P/P 1.60500000                                                        | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   3435000 | PA      | $3309408.09   | 0.01%             | 2028-03-30      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.75% 01/15/28                                 | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000                                        | CUSIP: 912810PV4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    925212 | PA      | $940322.59    | 0.00%             | 2028-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CGMS 2015-5A A1R V/R 01/20/32                          | CARLYLE GLOBAL MARKET STRATEGIES CLO  SER 2015-5A CL A1R3 V/R REGD 144A P/P 5.42549000           | CUSIP: 14312JBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6507842 | PA      | $6506012.98   | 0.03%             | 2032-01-20      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM4660 3.765% 12/01/25                          | FANNIE MAE POOL UMBS P#AM4660 3.76500000                                                         | CUSIP: 3138L5FA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1582064 | PA      | $1576966.01   | 0.01%             | 2025-12-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 5.407% 10/15/35                         | NRG ENERGY INC REGD 144A P/P 5.40700000                                                          | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4826358.81   | 0.02%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL7 A V/R 10/25/27                          | PRET 2024-NPL7 LLC SER 2024-NPL7 CL A1 V/R REGD 144A P/P 5.92510000                              | CUSIP: 74136TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3025587 | PA      | $3028732.72   | 0.01%             | 2054-10-25      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/24/34                         | WELLS FARGO & COMPANY REGD V/R 5.38900000                                                        | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2983000 | PA      | $3099518.04   | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 4.875% 07/20/35                         | CVS HEALTH CORP REGD 4.87500000                                                                  | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $487107.17    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/24/36                         | BANK OF AMERICA CORP REGD V/R 5.51100000                                                         | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $4076719.57   | 0.02%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FNR 2006-117 GS V/R 12/25/36                           | FANNIE MAE REMICS SER 2006-117 CL GS V/R 2.17949000                                              | CUSIP: 31396LD23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45030 | PA      | $4399.13      | 0.00%             | 2036-12-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5105 2% 03/01/41                              | FREDDIE MAC POOL UMBS P#RB5105 2.00000000                                                        | CUSIP: 3133KYU64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13525538 | PA      | $11691772.19  | 0.05%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#995002 5% 07/01/37                              | FANNIE MAE POOL UMBS P#995002 5.00000000                                                         | CUSIP: 31416BKP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    196025 | PA      | $198354.11    | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 06/09/32                          | SOCIETE GENERALE REGD V/R 144A P/P 2.88900000                                                    | CUSIP: 83368RBD3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  11975000 | PA      | $10732170.07  | 0.05%             | 2032-06-09      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4720 4% 09/20/47                           | GINNIE MAE II POOL P#MA4720 4.00000000                                                           | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    769242 | PA      | $735960.88    | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2001-44 PU 7% 09/25/31                             | FANNIE MAE REMICS SER 2001-44 CL PU 7.00000000                                                   | CUSIP: 3139204T4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1672 | PA      | $1753.67      | 0.00%             | 2031-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US  6.25% 04/16/54                         | RWE FINANCE US LLC REGD 144A P/P 6.25000000                                                      | CUSIP: 749983AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2075287.68   | 0.01%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANC 3.55% 06/15/26                         | EMERA US FINANCE LP REGD SER WI 3.55000000                                                       | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1252538.58   | 0.01%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 03/31/30                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CMU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  18256000 | PA      | $18464945.58  | 0.08%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TMST 2003-5 3A V/R 10/25/43                            | THORNBURG MORTGAGE SECURITIES TRUST 2003-5 SER 2003-5 CL 3A V/R REGD 5.09782500                  | CUSIP: 885220ED1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    586249 | PA      | $561734.14    | 0.00%             | 2043-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| BRAVO 2023-RPL1  V/R 05/25/63                          | BRAVO RESIDENTIAL FUNDING TRUST 2023-RPL1 SER 2023-RPL1 CL A1 V/R REGD 144A P/P 5.00000000       | CUSIP: 10569GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3239069 | PA      | $3229891.29   | 0.01%             | 2063-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV9931 4% 06/01/52                              | FANNIE MAE POOL UMBS P#BV9931 4.00000000                                                         | CUSIP: 3140MQA90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10252634 | PA      | $9686870.86   | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMAII JMB 30YR TBA 3.5% OCT25                         | GNMA II JUMBO 30YR TBA 3.5%    TO BE ANNOUNCED                OCT25 3.50000000                   | CUSIP: 21H0326A3<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -7500000 | PA      | $-6837120.38  | -0.03%            | 2055-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1287 4.5% 09/20/43                         | GINNIE MAE II POOL P#MA1287 4.50000000                                                           | CUSIP: 36179NNC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    469896 | PA      | $467170.61    | 0.00%             | 2043-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 1999-17 C 6.35% 04/25/29                           | FANNIE MAE REMICS SER 1999-17 CL C 6.35000000                                                    | CUSIP: 31359VSW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       690 | PA      | $698.62       | 0.00%             | 2029-04-25      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4656 4.5% 07/01/52                            | FANNIE MAE POOL UMBS P#MA4656 4.50000000                                                         | CUSIP: 31418EE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3642837 | PA      | $3550545.08   | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BP4243 5% 08/20/49                           | GINNIE MAE II POOL P#BP4243 5.00000000                                                           | CUSIP: 3617LAWC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4619059 | PA      | $4709077.99   | 0.02%             | 2049-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#569568 6.5% 01/15/32                            | GINNIE MAE I POOL P#569568 6.50000000                                                            | CUSIP: 36200QW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16594 | PA      | $17147.30     | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATIN 2.5% 08/16/31                         | BRIXMOR OPERATING PART REGD 2.50000000                                                           | CUSIP: 11120VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $959104.32    | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0657 4.5% 06/01/62                            | FANNIE MAE POOL UMBS P#BF0657 4.50000000                                                         | CUSIP: 3140FXWT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6638020 | PA      | $6438198.52   | 0.03%             | 2062-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7135 2% 01/20/51                           | GINNIE MAE II POOL P#MA7135 2.00000000                                                           | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6032829 | PA      | $4989475.56   | 0.02%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2005-106 US V/R 11/25/35                           | FANNIE MAE REMICS SER 2005-106 CL US V/R 8.17480000                                              | CUSIP: 31394UN81<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22136 | PA      | $23393.98     | 0.00%             | 2035-11-25      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CP1819 V/R 07/20/72                          | GINNIE MAE II POOL P#CP1819 V/R 5.92800000                                                       | CUSIP: 3617FRAU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10686995 | PA      | $11264305.72  | 0.05%             | 2072-07-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.3% 10/01/39                            | CALIFORNIA ST REGD N/C B/E 7.30000000                                                            | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    275000 | PA      | $321729.40    | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 6.35% 01/15/29                         | WESTERN MIDSTREAM OPERAT REGD 6.35000000                                                         | CUSIP: 958667AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3838000 | PA      | $4037718.04   | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 11/15/43                            | UNITED STATES TREASURY BOND 4.75000000                                                           | CUSIP: 912810TW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  50071000 | PA      | $50603004.38  | 0.21%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0805 3% 04/01/64                              | FANNIE MAE POOL UMBS P#BF0805 3.00000000                                                         | CUSIP: 3140FX3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14792727 | PA      | $12814565.96  | 0.05%             | 2064-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LCCM 2017-LC2 3.289% 04/10/27                          | LCCM 2017-LC26 SER 2017-LC26 CL A3 REGD 144A P/P 3.28900000                                      | CUSIP: 50190DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14405523 | PA      | $14152685.86  | 0.06%             | 2050-07-12      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 01/31/30                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CMG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  96853000 | PA      | $98903560.10  | 0.42%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 07/08/31                         | M&T BANK CORPORATION REGD V/R 5.17900000                                                         | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   9163000 | PA      | $9383887.40   | 0.04%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R06 1M1 V/R 07/25/43                          | CONNECTICUT AVENUE SECURITIES TRUST 2023-R06 SER 2023-R06 CL 1M1 V/R REGD 144A P/P 6.05603000    | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1301358 | PA      | $1305414.59   | 0.01%             | 2043-07-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/44                           | UNITED STATES TREASURY BOND 4.12500000                                                           | CUSIP: 912810UD8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  46335000 | PA      | $43008291.57  | 0.18%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHR 3704 DT 7.5% 11/15/36                              | FREDDIE MAC REMICS SER 3704 CL DT 7.50000000                                                     | CUSIP: 3137A0Y41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165638 | PA      | $178066.59    | 0.00%             | 2036-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A16107 6% 12/01/33                             | FREDDIE MAC GOLD POOL P#A16107 6.00000000                                                        | CUSIP: 31296QYC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6818 | PA      | $6974.40      | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 05/15/33                           | UNITED STATES TREASURY NOTE 3.37500000                                                           | CUSIP: 91282CHC8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  78380000 | PA      | $75287664.45  | 0.32%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#821378 V/R 05/01/35                             | FANNIE MAE POOL UMBS P#821378 V/R 6.03900000                                                     | CUSIP: 31406VQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3904 | PA      | $3920.40      | 0.00%             | 2035-05-01      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4587 2.5% 04/01/42                            | FANNIE MAE POOL UMBS P#MA4587 2.50000000                                                         | CUSIP: 31418ECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4680947 | PA      | $4123741.69   | 0.02%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7936 2.5% 03/20/52                         | GINNIE MAE II POOL P#MA7936 2.50000000                                                           | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21545995 | PA      | $18558009.22  | 0.08%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M11 A 2.98% 08/25/29                          | FANNIE MAE-ACES SER 2017-M11 CL A2 2.98000000                                                    | CUSIP: 3136AX3J2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1827511 | PA      | $1754168.09   | 0.01%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8148 3% 07/20/52                           | GINNIE MAE II POOL P#MA8148 3.00000000                                                           | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33737669 | PA      | $30164408.25  | 0.13%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNS 430 C56 3% 08/25/52                                | FANNIE MAE INTEREST STRIP SER 430 CL C56 3.00000000                                              | CUSIP: 31424QMF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2319242 | PA      | $425288.91    | 0.00%             | 2052-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 5.7% 09/15/55                           | MERCK & CO INC REGD 5.70000000                                                                   | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   5346000 | PA      | $5516722.91   | 0.02%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.538% 05/17/26                          | PROGRESS RESIDENTIAL 2021-SFR3 SER 2021-SFR3 CL E1 REGD 144A P/P 2.53800000                      | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6250000 | PA      | $6189818.75   | 0.03%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| FNR 1996-48 Z 7% 11/25/26                              | FANNIE MAE REMICS SER 1996-48 CL Z 7.00000000                                                    | CUSIP: 31359KXE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        66 | PA      | $65.43        | 0.00%             | 2026-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8225 3% 07/01/52                              | FREDDIE MAC POOL UMBS P#SD8225 3.00000000                                                        | CUSIP: 3132DWD67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5406388 | PA      | $4751957.93   | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AU0972 3% 08/01/43                              | FANNIE MAE POOL UMBS P#AU0972 3.00000000                                                         | CUSIP: 3138X0CJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1714324 | PA      | $1576578.00   | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 08/15/42                            | UNITED STATES TREASURY BOND 2.75000000                                                           | CUSIP: 912810QX9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19600000 | PA      | $15253546.92  | 0.06%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMEN 5.3% 05/19/53                         | PFIZER INVESTMENT ENTER REGD 5.30000000                                                          | CUSIP: 716973AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |  11232000 | PA      | $10854454.29  | 0.05%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA  4% 03/15/33                         | ENTERGY LOUISIANA LLC REGD 4.00000000                                                            | CUSIP: 29364WBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2505302.51   | 0.01%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1144 3% 03/01/52                              | FANNIE MAE POOL UMBS P#FS1144 3.00000000                                                         | CUSIP: 3140XGHW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9851998 | PA      | $8752291.96   | 0.04%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAS 2022-R01 1M2 V/R 12/25/41                          | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 SER 2022-R01 CL 1M2 V/R REGD 144A P/P 6.25603000    | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5280000 | PA      | $5353444.80   | 0.02%             | 2041-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION 3.2% 03/10/32                         | TORONTO-DOMINION BANK REGD MTN 3.20000000                                                        | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4642621.90   | 0.02%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  4.95% 01/15/42                         | ANHEUSER-BUSCH INBEV WOR REGD 4.95000000                                                         | CUSIP: 035240AG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2628798.72   | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FNR 2001-60 PX 6% 11/25/31                             | FANNIE MAE REMICS SER 2001-60 CL PX 6.00000000                                                   | CUSIP: 3139213T3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13108 | PA      | $13503.41     | 0.00%             | 2031-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4333 2% 05/01/41                              | FANNIE MAE POOL UMBS P#MA4333 2.00000000                                                         | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19067018 | PA      | $16597891.19  | 0.07%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/07/33                          | DEUTSCHE BANK NY REGD V/R 3.74200000                                                             | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8289565.20   | 0.03%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS 5.593% 11/13/33                         | ROCHE HOLDINGS INC REGD 144A P/P 5.59300000                                                      | CUSIP: 771196CH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7570000 | PA      | $8128488.63   | 0.03%             | 2033-11-13      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 4.2% 04/01/29                              | NUTRIEN LTD REGD 4.20000000                                                                      | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $419366.04    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAG 1.512% 04/15/26                         | GRAPHIC PACKAGING INTERN REGD 144A P/P 1.51200000                                                | CUSIP: 38869PAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11485000 | PA      | $11297787.72  | 0.05%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| FNR 2002-21 PE 6.5% 04/25/32                           | FANNIE MAE REMICS SER 2002-21 CL PE 6.50000000                                                   | CUSIP: 31392CPT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5891 | PA      | $6142.62      | 0.00%             | 2032-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/30                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912833XU9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  50000000 | PA      | $41911635.00  | 0.18%             | 2030-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS0294 3% 08/01/28                              | FANNIE MAE POOL UMBS P#AS0294 3.00000000                                                         | CUSIP: 3138W9KG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    166000 | PA      | $163696.70    | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 3181 AZ 6.5% 07/15/36                              | FREDDIE MAC REMICS SER 3181 CL AZ 6.50000000                                                     | CUSIP: 31396UQN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24087 | PA      | $25431.45     | 0.00%             | 2036-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 4.2% 08/15/45                         | DUKE ENERGY PROGRESS LLC REGD 4.20000000                                                         | CUSIP: 26442UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $275472.39    | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016 3.45% 07/07/28                         | UNITED AIR 2016-1 A PTT REGD SER A 3.45000000                                                    | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025729 | PA      | $984444.29    | 0.00%             | 2028-07-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3183 4% 11/01/47                              | FANNIE MAE POOL UMBS P#MA3183 4.00000000                                                         | CUSIP: 31418CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1906134 | PA      | $1832101.04   | 0.01%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G61502 5% 02/01/48                             | FREDDIE MAC GOLD POOL P#G61502 5.00000000                                                        | CUSIP: 31335BU38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    469207 | PA      | $475309.77    | 0.00%             | 2048-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHC 3.54% 08/15/50                         | BAPTIST HEALTHCARE REGD SER 20B 3.54000000                                                       | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2280000 | PA      | $1648093.28   | 0.01%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.6% 03/02/43                                | AMGEN INC REGD 5.60000000                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2889000 | PA      | $2927285.98   | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FNR 2006-65 QO ZCP 07/25/36                            | FANNIE MAE REMICS SER 2006-65 CL QO ZCP 0.00000000                                               | CUSIP: 31396KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11459 | PA      | $9877.49      | 0.00%             | 2036-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL1459 4% 10/01/41                              | FANNIE MAE POOL UMBS P#AL1459 4.00000000                                                         | CUSIP: 3138EHTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    351462 | PA      | $342408.14    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOODG 2017-2A  3.26% 10/15/53                          | GOODGREEN 2017-2 TRUST SER 2017-2A CL A REGD 144A P/P 3.26000000                                 | CUSIP: 38218QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1452390 | PA      | $1311608.04   | 0.01%             | 2053-10-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| FNR 2006-58 IG V/R 07/25/36                            | FANNIE MAE REMICS SER 2006-58 CL IG V/R 2.04949000                                               | CUSIP: 31395NE86<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10860 | PA      | $898.20       | 0.00%             | 2036-07-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH2905 4% 01/01/41                              | FANNIE MAE POOL UMBS P#AH2905 4.00000000                                                         | CUSIP: 3138A4GP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    329706 | PA      | $320804.57    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LMT 2007-6 1A8 6% 07/25/37                             | LEHMAN MORTGAGE TRUST 2007-6 SER 2007-6 CL 1A8 REGD 6.00000000                                   | CUSIP: 52521NAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1972 | PA      | $1743.38      | 0.00%             | 2037-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WFLF 2023-1A A 5.8% 04/18/38                           | WHEELS FLEET LEASE FUNDING 1 LLC SER 2023-1A CL A REGD 144A P/P 5.80000000                       | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   5765477 | PA      | $5808413.37   | 0.02%             | 2038-04-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHR 3200 AY 5.5% 08/15/36                              | FREDDIE MAC REMICS SER 3200 CL AY 5.50000000                                                     | CUSIP: 31397AGM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52148 | PA      | $54032.80     | 0.00%             | 2036-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSR 2005-7F 3A9 6% 09/25/35                            | GSR MORTGAGE LOAN TRUST 2005-7F SER 2005-7F CL 3A9 REGD 6.00000000                               | CUSIP: 362341NB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36184 | PA      | $36203.61     | 0.00%             | 2035-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2014-188 W V/R 10/20/41                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-188 CL W V/R 4.54444000                        | CUSIP: 38379HTQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190759 | PA      | $191838.83    | 0.00%             | 2041-10-20      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINAN 4.35% 02/15/28                         | TOLL BROS FINANCE CORP REGD SER 10YR 4.35000000                                                  | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16345000 | PA      | $16393257.14  | 0.07%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN1330 3.19% 03/01/36                           | FANNIE MAE POOL UMBS P#AN1330 3.19000000                                                         | CUSIP: 3138LDPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1871790 | PA      | $1778436.75   | 0.01%             | 2036-03-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/23/30                         | GOLDMAN SACHS GROUP INC REGD V/R 4.69200000                                                      | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3919321.91   | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/25/29                              | ING GROEP NV REGD V/R 4.85800000                                                                 | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4585000 | PA      | $4645777.71   | 0.02%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FHS 197 PO ZCP 04/01/28                                | FREDDIE MAC STRIPS SER 197 CL PO ZCP 0.00000000                                                  | CUSIP: 31351BWQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6583 | PA      | $6304.46      | 0.00%             | 2028-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2275 2.5% 12/01/51                            | FANNIE MAE POOL UMBS P#CB2275 2.50000000                                                         | CUSIP: 3140QMQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5728267 | PA      | $4879477.97   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2009-86 OT ZCP 10/25/37                            | FANNIE MAE REMICS SER 2009-86 CL OT ZCP 0.00000000                                               | CUSIP: 31398FRT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    171425 | PA      | $146872.50    | 0.00%             | 2037-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| F/C US ULTRA BOND CBT DEC25                            | FUTURE CONTRACT ON           US ULTRA BOND CBT DEC25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       585 | NC      | $70236562.50  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MASS MUTUAL LI 3.729% 10/15/70                         | MASS MUTUAL LIFE INS CO REGD 144A P/P 3.72900000                                                 | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $1809168.83   | 0.01%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| GNR 2005-72 AZ 5.5% 09/20/35                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-72 CL AZ 5.50000000                            | CUSIP: 38374L7K1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30928 | PA      | $31470.83     | 0.00%             | 2035-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8023 2.5% 11/01/49                            | FREDDIE MAC POOL UMBS P#SD8023 2.50000000                                                        | CUSIP: 3132DV4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13252734 | PA      | $11299234.97  | 0.05%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2000-2 ZE 7.5% 02/25/30                            | FANNIE MAE REMICS SER 2000-2 CL ZE 7.50000000                                                    | CUSIP: 31359XSV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5083 | PA      | $5274.77      | 0.00%             | 2030-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#848115 V/R 11/01/36                            | FREDDIE MAC NON GOLD POOL P#848115 V/R 6.64300000                                                | CUSIP: 31300LAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7617 | PA      | $7800.74      | 0.00%             | 2036-11-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8141 2.5% 04/01/51                            | FREDDIE MAC POOL UMBS P#SD8141 2.50000000                                                        | CUSIP: 3132DWBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  31051045 | PA      | $26386907.48  | 0.11%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.25% 06/30/29                            | UNITED STATES TREASURY NOTE 3.25000000                                                           | CUSIP: 91282CEV9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  40000000 | PA      | $39401562.40  | 0.17%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOT 4.7% 06/15/32                         | O'REILLY AUTOMOTIVE INC REGD 4.70000000                                                          | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3176623.14   | 0.01%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P3  1.03% 03/10/26                          | CARVANA AUTO RECEIVABLES TRUST 2021-P3 SER 2021-P3 CL A4 REGD 1.03000000                         | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1975326 | PA      | $1953705.39   | 0.01%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| UMBS P#766610 V/R 01/01/34                             | FANNIE MAE POOL UMBS P#766610 V/R 6.45200000                                                     | CUSIP: 31404EVB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1328 | PA      | $1350.86      | 0.00%             | 2034-01-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#598559 6.5% 08/01/31                            | FANNIE MAE POOL UMBS P#598559 6.50000000                                                         | CUSIP: 31387Y5U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3889 | PA      | $4013.39      | 0.00%             | 2031-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AALLC 2021-1H B 1.9% 10/20/40                          | ACCELERATED 2021-1H LLC SER 2021-1H CL B REGD 144A P/P 1.90000000                                | CUSIP: 00439KAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1125165 | PA      | $1053219.86   | 0.00%             | 2040-10-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4515 4% 02/01/51                              | FREDDIE MAC POOL UMBS P#RA4515 4.00000000                                                        | CUSIP: 3133KLAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2695138 | PA      | $2560785.84   | 0.01%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING  6.25% 04/01/54                         | ATHENE HOLDING LTD REGD 6.25000000                                                               | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3940316.64   | 0.02%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HPA 2021-2 E2 2.952% 12/17/26                          | HOME PARTNERS OF AMERICA 2021-2 TRUST SER 2021-2 CL E2 REGD 144A P/P 2.95200000                  | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6236722 | PA      | $6041368.16   | 0.03%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHR 4106 DF V/R 09/15/42                               | FREDDIE MAC REMICS SER 4106 CL DF V/R 4.88656000                                                 | CUSIP: 3137ATVQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    209932 | PA      | $206650.10    | 0.00%             | 2042-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 07/20/33                         | AMERICAN EXPRESS CO REGD V/R 4.91800000                                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2111122.37   | 0.01%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8167 4.59% 04/01/33                           | FANNIE MAE POOL UMBS P#BS8167 4.59000000                                                         | CUSIP: 3140LKCD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12165000 | PA      | $12258012.01  | 0.05%             | 2033-04-01      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4438 3.5% 02/01/42                            | FANNIE MAE POOL UMBS P#AB4438 3.50000000                                                         | CUSIP: 31417A4Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     95496 | PA      | $90550.78     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q17665 3% 04/01/43                             | FREDDIE MAC GOLD POOL P#Q17665 3.00000000                                                        | CUSIP: 3132J86B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32464 | PA      | $29888.32     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIFC 2020-3A A1R V/R 10/20/34                          | CIFC FUNDING 2020-III LTD SER 2020-3A CL A1R V/R REGD 144A P/P 5.71710000                        | CUSIP: 12560EAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19680000 | PA      | $19727664.96  | 0.08%             | 2034-10-20      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| COMET 2025-A1  3.82% 09/15/28                          | CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2025-A1 CL A REGD 3.82000000                         | CUSIP: 14041NGF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11298000 | PA      | $11292112.61  | 0.05%             | 2030-09-16      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 2.95% 03/01/26                         | PACIFIC GAS & ELECTRIC REGD 2.95000000                                                           | CUSIP: 694308HP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $983161.51    | 0.00%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C68485 7% 07/01/32                             | FREDDIE MAC GOLD POOL P#C68485 7.00000000                                                        | CUSIP: 31287UNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       871 | PA      | $909.78       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHR 2209 TC 8% 01/15/30                                | FREDDIE MAC REMICS SER 2209 CL TC 8.00000000                                                     | CUSIP: 3133TNCF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1511 | PA      | $1573.59      | 0.00%             | 2030-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNR 2001-36 DE 7% 08/25/31                             | FANNIE MAE REMICS SER 2001-36 CL DE 7.00000000                                                   | CUSIP: 313920LG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8603 | PA      | $8937.72      | 0.00%             | 2031-08-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R05 2A1 V/R 07/25/45                          | CONNECTICUT AVENUE SECURITIES TRUST 2025-R05 SER 2025-R05 CL 2A1 V/R REGD 144A P/P 5.35603000    | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9795981 | PA      | $9812717.74   | 0.04%             | 2045-07-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1205 3% 07/01/49                              | FANNIE MAE POOL UMBS P#FM1205 3.00000000                                                         | CUSIP: 3140X4KT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    654424 | PA      | $586413.08    | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLA 5.4% 01/09/38                         | EMBRAER NETHERLANDS FINA REGD 5.40000000                                                         | CUSIP: 29082HAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   5943000 | PA      | $5917029.09   | 0.02%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 4.95% 10/17/48                              | FEDEX CORP REGD 144A P/P 4.95000000                                                              | CUSIP: 31428XCX2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2596715.97   | 0.01%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4549 2.5% 02/01/51                            | FREDDIE MAC POOL UMBS P#RA4549 2.50000000                                                        | CUSIP: 3133KLBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10628369 | PA      | $9148299.93   | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FSPC T-51 2A V/R 08/25/42                              | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-51 CL 2A V/R 7.50000000                   | CUSIP: 31392W7D6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25829 | PA      | $26010.84     | 0.00%             | 2042-08-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| GNR 2015-144 HP 3% 10/20/45                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-144 CL HP 3.00000000                           | CUSIP: 38379QZV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    474482 | PA      | $432745.77    | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH C 4.7% 02/01/36                         | ANHEUSER-BUSCH CO/INBEV REGD SER * 4.70000000                                                    | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7057000 | PA      | $6967393.67   | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#888430 5% 11/01/33                              | FANNIE MAE POOL UMBS P#888430 5.00000000                                                         | CUSIP: 31410GA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    883099 | PA      | $890898.35    | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES I 5.15% 03/15/34                         | CF INDUSTRIES INC REGD 5.15000000                                                                | CUSIP: 12527GAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1685290.90   | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#888307 V/R 04/01/37                             | FANNIE MAE POOL UMBS P#888307 V/R 6.62400000                                                     | CUSIP: 31410F3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5838 | PA      | $5969.67      | 0.00%             | 2037-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIF 4.581% 05/17/48                         | GREAT-WEST LIFECO FIN 18 REGD 144A P/P 4.58100000                                                | CUSIP: 39138QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $566207.07    | 0.00%             | 2048-05-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| FNR 2002-13 SJ V/R 03/25/32                            | FANNIE MAE REMICS SER 2002-13 CL SJ V/R 1.60000000                                               | CUSIP: 31392A7G7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7595 | PA      | $130.78       | 0.00%             | 2032-03-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 5.179% 11/19/25                         | BANCO SANTANDER SA REGD 5.17900000                                                               | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1500000 | PA      | $1501275.20   | 0.01%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB  1.65% 03/11/31                         | CHARLES SCHWAB CORP REGD 1.65000000                                                              | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  11130000 | PA      | $9675418.41   | 0.04%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.25% 08/11/35                              | FISERV INC REGD 5.25000000                                                                       | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    335000 | PA      | $338564.26    | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTR 2024-1A  6.56% 11/20/27                          | WESTGATE RESORTS 2024-1 LLC SER 2024-1A CL B REGD 144A P/P 6.56000000                            | CUSIP: 96034KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4449064 | PA      | $4519233.81   | 0.02%             | 2038-01-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GNR 2008-55 SA V/R 06/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-55 CL SA V/R 1.95008000                        | CUSIP: 38375QK73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16712 | PA      | $199.53       | 0.00%             | 2038-06-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INT 2.5% 07/12/31                         | ENEL FINANCE INTL NV REGD 144A P/P 2.50000000                                                    | CUSIP: 29278GAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   6467000 | PA      | $5774292.34   | 0.02%             | 2031-07-12      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FHS 310 PO ZCP 09/15/43                                | FREDDIE MAC STRIPS SER 310 CL PO ZCP 0.00000000                                                  | CUSIP: 3132HTSS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    303089 | PA      | $235138.16    | 0.00%             | 2043-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS1385 4% 12/01/43                              | FANNIE MAE POOL UMBS P#AS1385 4.00000000                                                         | CUSIP: 3138WARF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38734 | PA      | $37528.38     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMLTI 2003-1 2 5.25% 10/25/33                          | CITIGROUP MORTGAGE LOAN TRUST INC SER 2003-1 CL 2A5 REGD 5.25000000                              | CUSIP: 17307GBH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3474 | PA      | $3336.79      | 0.00%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHRR R007 ZA 6% 05/15/36                               | FREDDIE MAC REFERENCE REMIC SER R007 CL ZA 6.00000000                                            | CUSIP: 31396NRF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    127862 | PA      | $134174.31    | 0.00%             | 2036-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT3527 3% 10/01/51                              | FANNIE MAE POOL UMBS P#BT3527 3.00000000                                                         | CUSIP: 3140LR4M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1810219 | PA      | $1594960.66   | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB  4.9% 08/21/32                         | COREBRIDGE GLOB FUNDING REGD 144A P/P 4.90000000                                                 | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    670000 | PA      | $672982.78    | 0.00%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.9% 05/15/35                              | ORACLE CORP REGD 3.90000000                                                                      | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    936000 | PA      | $853066.15    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 11/15/34                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CLW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 146110000 | PA      | $147759444.56 | 0.62%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FKH 2022-SFR2  4.25% 07/17/27                          | FIRSTKEY HOMES 2022-SFR2 TRUST SER 2022-SFR2 CL A REGD 144A P/P 4.25000000                       | CUSIP: 33767PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12059772 | PA      | $12031288.27  | 0.05%             | 2039-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LGENERGYSOLUTI 5.875% 04/02/35                         | LGENERGYSOLUTION REGD 144A P/P 5.87500000                                                        | CUSIP: 50205MAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | KR        |   5000000 | PA      | $5165681.45   | 0.02%             | 2035-04-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CN6123 V/R 04/20/72                          | GINNIE MAE II POOL P#CN6123 V/R 5.85100000                                                       | CUSIP: 3617F5YU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9334322 | PA      | $9763254.78   | 0.04%             | 2072-04-20      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U90975 4% 06/01/42                             | FREDDIE MAC GOLD POOL P#U90975 4.00000000                                                        | CUSIP: 3132H4CL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    574163 | PA      | $560510.29    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 09/11/35                          | DEUTSCHE BANK NY REGD V/R 5.40300000                                                             | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1233842.57   | 0.01%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA1  V/R 01/25/45                          | FREDDIE MAC STACR REMIC TRUST 2025-DNA1 SER 2025-DNA1 CL M1 V/R REGD 144A P/P 5.40603000         | CUSIP: 35564NFZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2193626 | PA      | $2192267.03   | 0.01%             | 2045-01-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| TVA- GEN STRIP ZCP 07/15/28                            | TENNESSEE VALLEY AUTHORITY GENERIC STRIP ZCP 0.00000000                                          | CUSIP: 88059ENP5<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2000000 | PA      | $1802487.64   | 0.01%             | 2028-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 4.25% 04/15/26                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.25000000                                                | CUSIP: 05401AAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1710000 | PA      | $1706952.75   | 0.01%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMET 2025-A2  4.02% 09/16/30                          | CAPITAL ONE MULTI-ASSET EXECUTION TRUST SER 2025-A2 CL A REGD 4.02000000                         | CUSIP: 14041NGG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9597000 | PA      | $9577437.48   | 0.04%             | 2032-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| FHR 4238 WY 3% 08/15/33                                | FREDDIE MAC REMICS SER 4238 CL WY 3.00000000                                                     | CUSIP: 3137B4FZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    159920 | PA      | $155066.97    | 0.00%             | 2033-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL  1.9% 08/15/30                         | PIONEER NATURAL RESOURCE REGD 1.90000000                                                         | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |  10650000 | PA      | $9564577.14   | 0.04%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.75% 09/16/30                                 | ROMANIA REGD 144A P/P 5.75000000                                                                 | CUSIP: 77586RAY6<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |  18920000 | PA      | $19289123.90  | 0.08%             | 2030-09-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE0218 4.5% 08/01/40                            | FANNIE MAE POOL UMBS P#AE0218 4.50000000                                                         | CUSIP: 31419AG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    975617 | PA      | $978572.47    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-54 WI V/R 06/25/37                            | FANNIE MAE REMICS SER 2007-54 CL WI V/R 1.62949000                                               | CUSIP: 31396WFF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13103 | PA      | $1322.05      | 0.00%             | 2037-06-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-CES1 A V/R 05/25/29                          | TOWD POINT MORTGAGE TRUST 2025-CES1 SER 2025-CES1 CL A1 V/R REGD 144A P/P 5.70500000             | CUSIP: 89183HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5952636 | PA      | $6009103.92   | 0.03%             | 2055-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA EN 4.5% 09/03/30                         | SKANDINAVISKA ENSKILDA REGD 144A P/P MTN 4.50000000                                              | CUSIP: 830505BK8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   2500000 | PA      | $2505631.58   | 0.01%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORDR 2021-2 B 1.91% 11/15/26                          | FORD CREDIT AUTO OWNER TRUST 2021-REV2 SER 2021-2 CL B REGD 144A P/P 1.91000000                  | CUSIP: 345285AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2150000 | PA      | $2094460.56   | 0.01%             | 2034-05-15      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFE 6.125% 12/15/45                         | ENERGY TRANSFER LP REGD 6.12500000                                                               | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    810000 | PA      | $815489.16    | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA V/R 08/09/28                            | CAPITAL ONE NA REGD V/R SER BKNT 5.97400000                                                      | CUSIP: 25466AAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3471000 | PA      | $3594138.76   | 0.02%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 6.1% 01/15/27                         | AERCAP IRELAND CAP/GLOBA REGD 6.10000000                                                         | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3680000 | PA      | $3758871.31   | 0.02%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FNR 2007-35 SI V/R 04/25/37                            | FANNIE MAE REMICS SER 2007-35 CL SI V/R 1.62949000                                               | CUSIP: 31396VMR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25944 | PA      | $1326.70      | 0.00%             | 2037-04-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FSPC T-59 1AP ZCP 10/25/43                             | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-59 CL 1AP ZCP 0.00000000                  | CUSIP: 31394PPU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11905 | PA      | $6050.81      | 0.00%             | 2043-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 06/29/32                         | STANDARD CHARTERED PLC REGD V/R 144A P/P 2.67800000                                              | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3577449.76   | 0.02%             | 2032-06-29      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE5550 V/R 10/20/71                          | GINNIE MAE II POOL P#CE5550 V/R 5.82200000                                                       | CUSIP: 3617VUEX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10840739 | PA      | $11338194.41  | 0.05%             | 2071-10-20      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| UDR INC 3% 08/15/31                                    | UDR INC REGD 3.00000000                                                                          | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    415000 | PA      | $383136.80    | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EART 2022-4A D 5.98% 12/15/28                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4 SER 2022-4A CL D REGD 5.98000000                      | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6218108 | PA      | $6269638.45   | 0.03%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07316 3.5% 03/01/43                           | FREDDIE MAC GOLD POOL P#G07316 3.50000000                                                        | CUSIP: 3128M9N99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    208201 | PA      | $196668.02    | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CJ3811 3% 12/20/51                           | GINNIE MAE II POOL P#CJ3811 3.00000000                                                           | CUSIP: 3617XLGU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4853581 | PA      | $4451733.77   | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LMT 2008-2 1A6 6% 02/25/38                             | LEHMAN MORTGAGE TRUST 2008-2 SER 2008-2 CL 1A6 REGD 6.00000000                                   | CUSIP: 52522UAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    213805 | PA      | $52203.97     | 0.00%             | 2038-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2009-103 MB V/R 12/25/39                           | FANNIE MAE REMICS SER 2009-103 CL MB V/R 6.56503000                                              | CUSIP: 31398GJB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53805 | PA      | $54118.01     | 0.00%             | 2039-12-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A91541 5% 03/01/40                             | FREDDIE MAC GOLD POOL P#A91541 5.00000000                                                        | CUSIP: 312939WA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     67828 | PA      | $69545.79     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 2.45% 12/02/27                          | NRG ENERGY INC REGD 144A P/P 2.45000000                                                          | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   6215000 | PA      | $5957663.95   | 0.03%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PMNBT 2025-1A  5.58% 02/15/29                          | PERIMETER MASTER NOTE BUSINESS TRUST SER 2025-1A CL A REGD 144A P/P 5.58000000                   | CUSIP: 71384PBC4<br>LEI: 5493005H6EB040833X54 | Long             | ABS-CBDO         | CORP              | US        |  12750000 | PA      | $12787635.45  | 0.05%             | 2030-12-16      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-P8 3.203% 07/15/27                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 SER 2017-P8 CL A3 REGD 3.20300000                    | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21000000 | PA      | $20614078.80  | 0.09%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015 3.75% 12/15/27                         | AIR CANADA 2015-2AA PTT REGD 144A P/P 3.75000000                                                 | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    806560 | PA      | $790344.31    | 0.00%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNR 2012-97 FB V/R 09/25/42                            | FANNIE MAE REMICS SER 2012-97 CL FB V/R 4.97051000                                               | CUSIP: 3136A72Y7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    356908 | PA      | $352417.12    | 0.00%             | 2042-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A17537 6% 01/01/34                             | FREDDIE MAC GOLD POOL P#A17537 6.00000000                                                        | CUSIP: 31296SLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9192 | PA      | $9401.93      | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-C A 4.94% 11/20/25                          | SBNA AUTO LEASE TRUST 2024-C SER 2024-C CL A2 REGD 144A P/P 4.94000000                           | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    248019 | PA      | $248133.58    | 0.00%             | 2026-11-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIG 4.454% 04/01/22                         | UNIV OF MICHIGAN MI REGD B/E 4.45400000                                                          | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7800000 | PA      | $6286791.42   | 0.03%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FHR 2259 ZM 7% 10/15/30                                | FREDDIE MAC REMICS SER 2259 CL ZM 7.00000000                                                     | CUSIP: 3133TQC54<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6031 | PA      | $6234.28      | 0.00%             | 2030-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4472 3.5% 02/01/42                            | FREDDIE MAC POOL UMBS P#ZS4472 3.50000000                                                        | CUSIP: 3132A46H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    643990 | PA      | $612233.76    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07828 4.5% 09/01/44                           | FREDDIE MAC GOLD POOL P#G07828 4.50000000                                                        | CUSIP: 3128MAA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    516256 | PA      | $514083.66    | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WMALT 2005-4 CB 5.5% 06/25/35                          | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2005-4 CL CB7 REGD 5.50000000     | CUSIP: 9393366B4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88856 | PA      | $81871.54     | 0.00%             | 2035-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHMS K-167 A2 4.76% 10/25/34                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K-167 CL A2 4.76000000          | CUSIP: 3137HHUG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5009882 | PA      | $5127481.47   | 0.02%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNIC 3.4% 03/22/41                         | VERIZON COMMUNICATIONS REGD 3.40000000                                                           | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1185162.54   | 0.00%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.95% 12/01/47                         | PACIFIC GAS & ELECTRIC REGD SER WI 3.95000000                                                    | CUSIP: 694308HY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    779000 | PA      | $582184.93    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FHR 5251 PO ZCP 08/25/52                               | FREDDIE MAC REMICS SER 5251 CL PO ZCP 0.00000000                                                 | CUSIP: 3137H8JY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4075031 | PA      | $2805524.52   | 0.01%             | 2052-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#725027 5% 11/01/33                              | FANNIE MAE POOL UMBS P#725027 5.00000000                                                         | CUSIP: 31402CPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11710 | PA      | $11851.13     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67702 4% 01/01/47                             | FREDDIE MAC GOLD POOL P#G67702 4.00000000                                                        | CUSIP: 3132XCRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4326802 | PA      | $4172009.21   | 0.02%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4070 4% 11/20/46                           | GINNIE MAE II POOL P#MA4070 4.00000000                                                           | CUSIP: 36179SQX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    530319 | PA      | $508203.01    | 0.00%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/ 4.85% 08/19/32                         | NXP BV/NXP FDG/NXP USA REGD 4.85000000                                                           | CUSIP: 62954HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   5176000 | PA      | $5182222.07   | 0.02%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENI USA INC 7.3% 11/15/27                              | ENI USA INC REGD 7.30000000                                                                      | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $424438.43    | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTER 5.25% 03/01/54                         | HONEYWELL INTERNATIONAL REGD 5.25000000                                                          | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $2637298.80   | 0.01%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN6933 2.9% 10/01/29                            | FANNIE MAE POOL UMBS P#AN6933 2.90000000                                                         | CUSIP: 3138LKV38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3076264 | PA      | $2947641.70   | 0.01%             | 2029-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CWL 2004-1 M1 V/R 03/25/34                             | CWABS INC ASSET-BACKED CERTIFICATES SERIES 2004-1 SER 2004-1 CL M1 V/R REGD 5.02239000           | CUSIP: 126671Z25<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4612 | PA      | $4721.29      | 0.00%             | 2034-03-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 02/12/31                                | US BANCORP REGD V/R 5.04600000                                                                   | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5476878.03   | 0.02%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8468 5% 10/01/54                              | FREDDIE MAC POOL UMBS P#SD8468 5.00000000                                                        | CUSIP: 3132DWMR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2593908 | PA      | $2573766.37   | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0604 3.5% 03/01/62                            | FANNIE MAE POOL UMBS P#BF0604 3.50000000                                                         | CUSIP: 3140FXU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7826352 | PA      | $7026415.87   | 0.03%             | 2062-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1973 2% 02/01/42                              | FANNIE MAE POOL UMBS P#FS1973 2.00000000                                                         | CUSIP: 3140XHFP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13208351 | PA      | $11423807.70  | 0.05%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2313 6% 07/01/55                              | FANNIE MAE POOL UMBS P#FA2313 6.00000000                                                         | CUSIP: 3140W2SB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11039808 | PA      | $11445885.91  | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-S9 P ZCP 10/25/33                            | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-S9 SER 2003-S9 CL P ZCP REGD 0.00000000      | CUSIP: 92922FFA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1049 | PA      | $827.07       | 0.00%             | 2033-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 3275 FL V/R 02/15/37                               | FREDDIE MAC REMICS SER 3275 CL FL V/R 4.92656000                                                 | CUSIP: 31397FDQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10927 | PA      | $10839.92     | 0.00%             | 2037-02-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CHASE 2023-RPL1  V/R 06/25/62                          | CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1 SER 2023-RPL1 CL A1 V/R REGD 144A P/P 3.50000000     | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5784888 | PA      | $5356390.34   | 0.02%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2003-33 IA 6.5% 05/25/33                           | FANNIE MAE REMICS SER 2003-33 CL IA 6.50000000                                                   | CUSIP: 31393BFR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23342 | PA      | $3085.51      | 0.00%             | 2033-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 4.3% 11/20/26                            | CITIGROUP INC REGD 4.30000000                                                                    | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1572492.12   | 0.01%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 2.95% 02/01/51                         | SOUTHERN CAL EDISON REGD SER 20A 2.95000000                                                      | CUSIP: 842400GY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6220000 | PA      | $3804294.94   | 0.02%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMMT 2006-A2 4A V/R 08/25/34                          | JP MORGAN MORTGAGE TRUST 2006-A2 SER 2006-A2 CL 4A1 V/R REGD 6.45676400                          | CUSIP: 466247K51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    108375 | PA      | $110220.47    | 0.00%             | 2034-08-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| FNR 2025-6 FC V/R 02/25/55                             | FANNIE MAE REMICS SER 2025-6 CL FC V/R 5.95603000                                                | CUSIP: 3136BUTY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2719285 | PA      | $2742216.57   | 0.01%             | 2055-02-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| FKH 2020-SFR2 1.266% 11/17/25                          | FIRSTKEY HOMES 2020-SFR2 TRUST SER 2020-SFR2 CL A REGD 144A P/P 1.26600000                       | CUSIP: 33767JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16399384 | PA      | $16322831.71  | 0.07%             | 2037-10-19      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7473 3% 07/20/51                           | GINNIE MAE II POOL P#MA7473 3.00000000                                                           | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23932103 | PA      | $21384981.81  | 0.09%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN O 4.75% 06/02/30                         | SAUDI ARABIAN OIL CO REGD 144A P/P 4.75000000                                                    | CUSIP: 80414L2X2<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |   6034000 | PA      | $6115131.84   | 0.03%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/45                             | UNITED STATES TREASURY BOND 2.50000000                                                           | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  79890000 | PA      | $57224333.01  | 0.24%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3860 6.5% 09/01/53                            | FREDDIE MAC POOL UMBS P#SD3860 6.50000000                                                        | CUSIP: 3132E0JD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4786982 | PA      | $5012508.81   | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-111 EO ZCP 11/25/36                           | FANNIE MAE REMICS SER 2006-111 CL EO ZCP 0.00000000                                              | CUSIP: 31396LSR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9657 | PA      | $7850.34      | 0.00%             | 2036-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ7084 3.5% 12/01/32                            | FANNIE MAE POOL UMBS P#AQ7084 3.50000000                                                         | CUSIP: 3138MN2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     77816 | PA      | $76194.31     | 0.00%             | 2032-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0783 V/R 05/01/37                            | FREDDIE MAC NON GOLD POOL P#1Q0783 V/R 6.92400000                                                | CUSIP: 3128S42Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15303 | PA      | $15673.75     | 0.00%             | 2037-05-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| FHMS KJ48 A2 5.028% 10/25/31                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KJ48 CL A2 5.02800000           | CUSIP: 3137HBC77<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8239941.60   | 0.03%             | 2031-10-25      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| CORNING INC 3.9% 11/15/49                              | CORNING INC REGD 3.90000000                                                                      | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    960000 | PA      | $751608.00    | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHR 2733 SB V/R 10/15/33                               | FREDDIE MAC REMICS SER 2733 CL SB V/R 3.97209600                                                 | CUSIP: 31394NUY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145371 | PA      | $144066.71    | 0.00%             | 2033-10-15      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REAL 5.409% 09/12/34                         | AMERICOLD REALTY OPER PA REGD 5.40900000                                                         | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   8015000 | PA      | $7880450.67   | 0.03%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#809319 V/R 01/01/35                             | FANNIE MAE POOL UMBS P#809319 V/R 6.67000000                                                     | CUSIP: 31406GDY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       944 | PA      | $966.43       | 0.00%             | 2035-01-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 5.875% 05/01/42                            | PHILLIPS 66 REGD SER WI 5.87500000                                                               | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3077114.16   | 0.01%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN 6.7% 03/01/36                         | OFFICE CHERIFIEN DES PHO REGD 144A P/P 6.70000000                                                | CUSIP: 67091TAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |   9381000 | PA      | $10049828.25  | 0.04%             | 2036-03-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 01/30/36                         | AMERICAN EXPRESS CO REGD V/R 5.44200000                                                          | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2688594.03   | 0.01%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4286 1.5% 03/01/41                            | FANNIE MAE POOL UMBS P#MA4286 1.50000000                                                         | CUSIP: 31418DXQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    927274 | PA      | $784208.62    | 0.00%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/18/29                          | DEUTSCHE BANK NY REGD V/R 6.72000000                                                             | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    652000 | PA      | $684690.67    | 0.00%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3345 3% 02/01/52                              | FANNIE MAE POOL UMBS P#FS3345 3.00000000                                                         | CUSIP: 3140XJWF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4176395 | PA      | $3704301.36   | 0.02%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7125 2.5% 05/01/46                            | FANNIE MAE POOL UMBS P#AS7125 2.50000000                                                         | CUSIP: 3138WG4K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    402174 | PA      | $349099.62    | 0.00%             | 2046-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 12/31/31                             | UNITED STATES TREASURY NOTE 4.50000000                                                           | CUSIP: 91282CMC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    975000 | PA      | $1008820.31   | 0.00%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 3582 PO ZCP 10/15/49                               | FREDDIE MAC REMICS SER 3582 CL PO ZCP 0.00000000                                                 | CUSIP: 31398KBZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    162880 | PA      | $145315.42    | 0.00%             | 2049-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF  5.05% 09/01/34                         | SOUTHERN CALIF GAS CO REGD 5.05000000                                                            | CUSIP: 842434DB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16213000 | PA      | $16491970.61  | 0.07%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GMACM 2005-AR3 3 V/R 06/19/35                          | GMACM MORTGAGE LOAN TRUST 2005-AR3 SER 2005-AR3 CL 3A4 V/R REGD 4.39415700                       | CUSIP: 36185N7E4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17819 | PA      | $17472.69     | 0.00%             | 2035-06-19      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7485 4% 06/01/52                              | FREDDIE MAC POOL UMBS P#RA7485 4.00000000                                                        | CUSIP: 3133KPJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10362889 | PA      | $9790924.07   | 0.04%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURIT 5.026% 11/15/36                         | SIGECO SECURITIZATION I REGD SER A1 5.02600000                                                   | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2333251 | PA      | $2395542.20   | 0.01%             | 2036-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| PEPPERDINE UNI 3.301% 12/01/59                         | PEPPERDINE UNIV REGD SER 2020 3.30100000                                                         | CUSIP: 71338QAC0<br>LEI: 549300G0RVHY0VSFWD76 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $898553.32    | 0.00%             | 2059-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHR 3134 PO ZCP 03/15/36                               | FREDDIE MAC REMICS SER 3134 CL PO ZCP 0.00000000                                                 | CUSIP: 31396J5T8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2108 | PA      | $1752.51      | 0.00%             | 2036-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP4938 3% 05/01/50                              | FANNIE MAE POOL UMBS P#BP4938 3.00000000                                                         | CUSIP: 3140KCPY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1441721 | PA      | $1289716.58   | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA7250 3% 02/01/50                              | FREDDIE MAC POOL UMBS P#QA7250 3.00000000                                                        | CUSIP: 3133A2BT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    174439 | PA      | $156491.85    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C34 3.096% 04/15/26                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C34 SER 2016-C34 CL A4 REGD 3.09600000                | CUSIP: 95000DBD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2211000 | PA      | $2186089.33   | 0.01%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 11/15/42                            | UNITED STATES TREASURY BOND 2.75000000                                                           | CUSIP: 912810QY7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13300000 | PA      | $10300746.13  | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FHR 2410 QS V/R 02/15/32                               | FREDDIE MAC REMICS SER 2410 CL QS V/R 7.83494400                                                 | CUSIP: 31339NJ23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9686 | PA      | $10433.31     | 0.00%             | 2032-02-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.625% 08/21/33                             | FISERV INC REGD 5.62500000                                                                       | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1049851.66   | 0.00%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7443 6% 11/01/53                              | FANNIE MAE POOL UMBS P#CB7443 6.00000000                                                         | CUSIP: 3140QTHV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9904862 | PA      | $10176271.86  | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/10/30                              | BARCLAYS PLC REGD V/R 4.94200000                                                                 | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  11803000 | PA      | $11978440.39  | 0.05%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 2.95% 08/15/51                         | SAN DIEGO G & E REGD SER WWW 2.95000000                                                          | CUSIP: 797440CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7230000 | PA      | $4714167.86   | 0.02%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-GA  1.58% 05/15/28                          | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G SER 2021-GA CL A REGD 144A P/P 1.58000000       | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6052827 | PA      | $5470562.21   | 0.02%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE1087 3.5% 04/01/52                            | FREDDIE MAC POOL UMBS P#QE1087 3.50000000                                                        | CUSIP: 3133BAF48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  24957845 | PA      | $23040442.58  | 0.10%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3118 3% 05/01/50                              | FANNIE MAE POOL UMBS P#FM3118 3.00000000                                                         | CUSIP: 3140X6PC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    293221 | PA      | $263352.13    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 3138 PO ZCP 04/15/36                               | FREDDIE MAC REMICS SER 3138 CL PO ZCP 0.00000000                                                 | CUSIP: 31396N7B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12241 | PA      | $10725.48     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C09029 3% 03/01/43                             | FREDDIE MAC GOLD POOL P#C09029 3.00000000                                                        | CUSIP: 31292SA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1745618 | PA      | $1607104.61   | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GECMS 1999-HE1 M V/R 04/25/29                          | GE CAPITAL MORTGAGE SERVICES INC 1999-HE1 TRUST SER 1999-HE1 CL M V/R REGD 6.70500000            | CUSIP: 36157RD93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3646 | PA      | $3263.48      | 0.00%             | 2029-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/14/36                                   | BPCE SA REGD V/R 144A P/P 6.29300000                                                             | CUSIP: 05571ABA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2710000 | PA      | $2900113.25   | 0.01%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/10/34                          | SOCIETE GENERALE REGD V/R 144A P/P MTN 6.69100000                                                | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   9500000 | PA      | $10347572.81  | 0.04%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.55% 10/30/35                         | CHENIERE ENERGY PARTNERS REGD 144A P/P 5.55000000                                                | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   6615000 | PA      | $6757967.55   | 0.03%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC 4.1% 01/15/29                              | PEPSICO INC REGD 4.10000000                                                                      | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  10733000 | PA      | $10770922.48  | 0.05%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FHR 3194 SA V/R 07/15/36                               | FREDDIE MAC REMICS SER 3194 CL SA V/R 2.61344000                                                 | CUSIP: 31396UD64<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4222 | PA      | $449.52       | 0.00%             | 2036-07-15      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS I 5.05% 07/24/35                         | TRAVELERS COS INC REGD 5.05000000                                                                | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1516554.06   | 0.01%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FNR 2003-22 UD 4% 04/25/33                             | FANNIE MAE REMICS SER 2003-22 CL UD 4.00000000                                                   | CUSIP: 31393ANT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60954 | PA      | $60241.52     | 0.00%             | 2033-04-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6865 2.5% 09/20/50                         | GINNIE MAE II POOL P#MA6865 2.50000000                                                           | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45414 | PA      | $39130.39     | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5769 5% 02/01/53                              | FANNIE MAE POOL UMBS P#CB5769 5.00000000                                                         | CUSIP: 3140QRMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6225234 | PA      | $6203510.11   | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMP 4.15% 04/01/48                         | OHIO POWER COMPANY REGD 4.15000000                                                               | CUSIP: 677415CQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $944463.04    | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7226 2.5% 10/01/50                            | FANNIE MAE POOL UMBS P#CA7226 2.50000000                                                         | CUSIP: 3140QFA41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6052892 | PA      | $5215153.63   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINAN 4.65% 09/17/34                         | BUNGE LTD FINANCE CORP REGD 4.65000000                                                           | CUSIP: 120568BF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2837962.33   | 0.01%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2608 3% 05/01/46                              | FANNIE MAE POOL UMBS P#MA2608 3.00000000                                                         | CUSIP: 31418B3S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9542068 | PA      | $8631141.10   | 0.04%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2007-67 SI V/R 11/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-67 CL SI V/R 2.26008000                        | CUSIP: 38375LG53<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54315 | PA      | $316.93       | 0.00%             | 2037-11-20      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| FHLMC P#848365 V/R 07/01/36                            | FREDDIE MAC NON GOLD POOL P#848365 V/R 6.40900000                                                | CUSIP: 31300LJJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11231 | PA      | $11560.79     | 0.00%             | 2036-07-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 5.4% 08/15/54                         | META PLATFORMS INC REGD 5.40000000                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  10470000 | PA      | $10344166.83  | 0.04%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHR 2075 PH 6.5% 08/15/28                              | FREDDIE MAC REMICS SER 2075 CL PH 6.50000000                                                     | CUSIP: 3133TGCG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4573 | PA      | $4647.96      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN IN 4.9% 06/23/30                         | BROWN & BROWN INC REGD 4.90000000                                                                | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   9995000 | PA      | $10129299.82  | 0.04%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC 5.25% 06/23/45                             | BAXALTA INC REGD 5.25000000                                                                      | CUSIP: 07177MAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $47914.49     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNGT 2004-T3 1A 6.5% 02/25/44                          | FANNIE MAE GRANTOR TRUST 2004-T3 SER 2004-T3 CL 1A2 6.50000000                                   | CUSIP: 31393YU60<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    142175 | PA      | $145438.51    | 0.00%             | 2044-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7782 4.32% 03/01/30                           | FANNIE MAE POOL UMBS P#BS7782 4.32000000                                                         | CUSIP: 3140LJUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12400000 | PA      | $12490085.63  | 0.05%             | 2030-03-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP IN 2.45% 02/04/32                         | ALTRIA GROUP INC REGD 2.45000000                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3384639.27   | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 8/15/51                                | UNITED STATES TREASURY BOND 2.00000000                                                           | CUSIP: 912810SZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13200000 | PA      | $7733343.82   | 0.03%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/32                           | UNITED STATES TREASURY NOTE 2.87500000                                                           | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 106720000 | PA      | $100333475.00 | 0.42%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A96184 4% 01/01/41                             | FREDDIE MAC GOLD POOL P#A96184 4.00000000                                                        | CUSIP: 3129442R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    298793 | PA      | $289791.17    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 02/15/27                            | UNITED STATES TREASURY NOTE 2.25000000                                                           | CUSIP: 912828V98<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1530000 | PA      | $1500774.61   | 0.01%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACA 9.5% 06/30/31                         | SAMARCO MINERACAO SA REGD 144A P/P 9.50000000                                                    | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |    650336 | PA      | $653711.24    | 0.00%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/34                         | WELLS FARGO & COMPANY REGD V/R MTN 5.55700000                                                    | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6141000 | PA      | $6450513.16   | 0.03%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.834% 10/23/55                         | CHARTER COMM OPT LLC/CAP REGD SER WI 6.83400000                                                  | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    690000 | PA      | $703390.03    | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H09 H 1.65% 04/20/63                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H09 CL HA 1.65000000                           | CUSIP: 38375BR95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7250 | PA      | $6922.43      | 0.00%             | 2063-04-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PFSFC 2025-B A 4.85% 02/15/28                          | PFS FINANCING CORP SER 2025-B CL A REGD 144A P/P 4.85000000                                      | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13575000 | PA      | $13796925.46  | 0.06%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4047 2% 06/01/50                              | FANNIE MAE POOL UMBS P#MA4047 2.00000000                                                         | CUSIP: 31418DP97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23733552 | PA      | $19343434.14  | 0.08%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#770405 5% 04/01/34                              | FANNIE MAE POOL UMBS P#770405 5.00000000                                                         | CUSIP: 31404J3N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23221 | PA      | $23239.89     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP 2.65% 08/15/30                                 | MPLX LP REGD 2.65000000                                                                          | CUSIP: 55336VBQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7390000 | PA      | $6784629.53   | 0.03%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7733 3% 01/01/43                              | FANNIE MAE POOL UMBS P#AB7733 3.00000000                                                         | CUSIP: 31417ESX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    572025 | PA      | $525998.99    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM 2018-HOME A V/R 04/10/28                          | COMM 2018-HOME MORTGAGE TRUST SER 2018-HOME CL A V/R REGD 144A P/P 3.94223900                    | CUSIP: 20048JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10975000 | PA      | $10758432.52  | 0.05%             | 2033-04-10      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/09/44                         | HSBC HOLDINGS PLC REGD V/R 6.33200000                                                            | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1060000 | PA      | $1165845.91   | 0.00%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| CAFL 2020-3 B 2.203% 07/15/30                          | COREVEST AMERICAN FINANCE 2020-3 TRUST SER 2020-3 CL B REGD 144A P/P 2.20300000                  | CUSIP: 21873CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6314000 | PA      | $5735599.08   | 0.02%             | 2053-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN4363 3.25% 02/01/27                           | FANNIE MAE POOL UMBS P#AN4363 3.25000000                                                         | CUSIP: 3138LGZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4967752 | PA      | $4919668.92   | 0.02%             | 2027-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PRO 2.9% 12/01/33                         | COPT DEFENSE PROP LP REGD 2.90000000                                                             | CUSIP: 22003BAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4120000 | PA      | $3486507.32   | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FNR 2009-99 SC V/R 12/25/39                            | FANNIE MAE REMICS SER 2009-99 CL SC V/R 1.70949000                                               | CUSIP: 31398F4S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20959 | PA      | $1600.97      | 0.00%             | 2039-12-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST M 3.28% 02/01/46                         | CALIFORNIA ST MUNI FIN AUTH RE REGD B/E AG 3.28000000                                            | CUSIP: 13048VZW1<br>LEI: 5493000UQOV6R4ZWS346 | Long             | DBT              | MUN               | US        |   4000000 | PA      | $3118687.20   | 0.01%             | 2046-02-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1348 V/R 10/01/36                            | FREDDIE MAC NON GOLD POOL P#1J1348 V/R 7.19500000                                                | CUSIP: 3128NHP98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11091 | PA      | $11486.47     | 0.00%             | 2036-10-01      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/F 6.375% 02/25/55                         | JBS USA SARL/FOOD/GRP REGD 144A P/P 6.37500000                                                   | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2811225.91   | 0.01%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 2.939% 06/04/51                         | BP CAP MARKETS AMERICA REGD 2.93900000                                                           | CUSIP: 10373QBP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3935000 | PA      | $2542762.61   | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 4.65% 01/15/43                         | ELEVANCE HEALTH INC REGD 4.65000000                                                              | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    391000 | PA      | $350808.64    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5875 3.5% 04/20/49                         | GINNIE MAE II POOL P#MA5875 3.50000000                                                           | CUSIP: 36179UQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2371257 | PA      | $2181903.09   | 0.01%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 10/03/29                         | CREDIT AGRICOLE SA REGD V/R 144A P/P 6.31600000                                                  | CUSIP: 22535WAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2575000 | PA      | $2714641.97   | 0.01%             | 2029-10-03      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#AI5143 4.5% 07/01/41                            | FANNIE MAE POOL UMBS P#AI5143 4.50000000                                                         | CUSIP: 3138AJWD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90204 | PA      | $90208.23     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESO 5% 12/15/29                         | CANADIAN NATL RESOURCES REGD 144A P/P 5.00000000                                                 | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   4055000 | PA      | $4144945.13   | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.7% 04/01/51                         | CHARTER COMM OPT LLC/CAP REGD 3.70000000                                                         | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2580000 | PA      | $1702050.69   | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4305 2% 04/01/51                              | FANNIE MAE POOL UMBS P#MA4305 2.00000000                                                         | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7764280 | PA      | $6287054.14   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/07/28                          | DEUTSCHE BANK NY REGD V/R 144A 2.55200000                                                        | CUSIP: 25160PAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3276599.96   | 0.01%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| FNR 2006-27 OH V/R 04/25/36                            | FANNIE MAE REMICS SER 2006-27 CL OH V/R 0.00000000                                               | CUSIP: 31395BZL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6866 | PA      | $6044.89      | 0.00%             | 2036-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ5756 4% 01/01/48                              | FANNIE MAE POOL UMBS P#BJ5756 4.00000000                                                         | CUSIP: 3140H7ME4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1997018 | PA      | $1905012.91   | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE5546 V/R 10/20/71                          | GINNIE MAE II POOL P#CE5546 V/R 5.83300000                                                       | CUSIP: 3617VUET0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11207575 | PA      | $11702734.65  | 0.05%             | 2071-10-20      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| FNR 2005-59 SU V/R 06/25/35                            | FANNIE MAE REMICS SER 2005-59 CL SU V/R 3.14745000                                               | CUSIP: 31394ETN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9812 | PA      | $10785.04     | 0.00%             | 2035-06-25      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| GNR 2022-93 IO 3% 08/20/51                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-93 CL IO 3.00000000                            | CUSIP: 38383R4A2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23915758 | PA      | $2583557.14   | 0.01%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS K070 A2 V/R 11/25/27                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K070 CL A2 V/R 3.30300000            | CUSIP: 3137FCJK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3008000 | PA      | $2969746.96   | 0.01%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER C 5.375% 09/15/40                         | NEVADA POWER CO REGD 5.37500000                                                                  | CUSIP: 641423BZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    261000 | PA      | $264288.38    | 0.00%             | 2040-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 2.659% 05/24/31                         | UNITED MEXICAN STATES REGD 2.65900000                                                            | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   2579000 | PA      | $2291183.60   | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP  2% 01/15/29                         | COPT DEFENSE PROP LP REGD 2.00000000                                                             | CUSIP: 22003BAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $796908.65    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2005-65 SA V/R 08/20/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-65 CL SA V/R 6.63054000                        | CUSIP: 38374LK67<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3093 | PA      | $3388.96      | 0.00%             | 2035-08-20      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 4.78% 03/25/38                         | CVS HEALTH CORP REGD 4.78000000                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8370000 | PA      | $7844676.12   | 0.03%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FNR 2009-113 AO ZCP 01/25/40                           | FANNIE MAE REMICS SER 2009-113 CL AO ZCP 0.00000000                                              | CUSIP: 31398GWF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14388 | PA      | $11926.74     | 0.00%             | 2040-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AU5339 3% 06/01/43                              | FANNIE MAE POOL UMBS P#AU5339 3.00000000                                                         | CUSIP: 3138X44Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20688 | PA      | $18978.07     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM2007 4% 09/01/48                              | FANNIE MAE POOL UMBS P#BM2007 4.00000000                                                         | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    248404 | PA      | $238678.17    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C02660 6.5% 11/01/36                           | FREDDIE MAC GOLD POOL P#C02660 6.50000000                                                        | CUSIP: 31292J5V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5020 | PA      | $5298.00      | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-2A A 4.72% 04/20/44                          | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC SER 2025-2A CL A REGD 144A P/P 4.72000000        | CUSIP: 82653HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1935894 | PA      | $1952920.32   | 0.01%             | 2044-04-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH 5.213% 08/15/32                          | SUTTER HEALTH REGD SER 2025 5.21300000                                                           | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   3182000 | PA      | $3293693.64   | 0.01%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8371 5% 03/01/40                              | FREDDIE MAC POOL UMBS P#SB8371 5.00000000                                                        | CUSIP: 3132D6JQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10985972 | PA      | $11100587.01  | 0.05%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 2450 GZ 7% 05/15/32                                | FREDDIE MAC REMICS SER 2450 CL GZ 7.00000000                                                     | CUSIP: 31392KPH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8704 | PA      | $9203.57      | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.4% 11/06/42                               | ABBVIE INC REGD SER WI 4.40000000                                                                | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1533160.37   | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8960 4% 03/01/47                              | FANNIE MAE POOL UMBS P#AS8960 4.00000000                                                         | CUSIP: 3138WJ5W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2152701 | PA      | $2059745.39   | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION  2.875% 05/01/30                         | CONSTELLATION BRANDS INC REGD 2.87500000                                                         | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3387048.87   | 0.01%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G14810 3% 07/01/28                             | FREDDIE MAC GOLD POOL P#G14810 3.00000000                                                        | CUSIP: 3128MDR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    182830 | PA      | $180541.45    | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7193 2.5% 02/20/51                         | GINNIE MAE II POOL P#MA7193 2.50000000                                                           | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11250128 | PA      | $9712746.57   | 0.04%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES  4.5% 01/15/31                         | QUANTA SERVICES INC REGD 4.50000000                                                              | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |  12729000 | PA      | $12721324.67  | 0.05%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 3.875% 08/15/29                         | VENTURE GLOBAL CALCASIEU REGD 144A P/P 3.87500000                                                | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2875006.59   | 0.01%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OMFIT 2021-1A A2 V/R 09/14/27                          | ONEMAIN FINANCIAL ISSUANCE TRUST 2021-1 SER 2021-1A CL A2 V/R REGD 144A P/P 5.13208000           | CUSIP: 68269MAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10342000 | PA      | $10360625.94  | 0.04%             | 2036-06-16      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| FHR 3274 JO ZCP 02/15/37                               | FREDDIE MAC REMICS SER 3274 CL JO ZCP 0.00000000                                                 | CUSIP: 31397F6H0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2395 | PA      | $2092.67      | 0.00%             | 2037-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO7761 3.5% 07/01/32                            | FANNIE MAE POOL UMBS P#AO7761 3.50000000                                                         | CUSIP: 3138LYTT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32951 | PA      | $32319.20     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4941 5.5% 03/01/53                            | FANNIE MAE POOL UMBS P#MA4941 5.50000000                                                         | CUSIP: 31418EP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25101145 | PA      | $25415907.65  | 0.11%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 05/01/29                         | GOLDMAN SACHS GROUP INC REGD V/R 4.22300000                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5005833.85   | 0.02%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-4 A1 V/R 06/25/28                            | PRPM 2025-4 LLC SER 2025-4 CL A1 V/R REGD 144A P/P 6.17900000                                    | CUSIP: 69382KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2268425 | PA      | $2273755.64   | 0.01%             | 2030-06-25      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LT V/R 08/13/36                         | MACQUARIE BANK LTD REGD V/R 144A P/P 5.64200000                                                  | CUSIP: 556079AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $7090747.23   | 0.03%             | 2036-08-13      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#995783 8% 11/01/37                              | FANNIE MAE POOL UMBS P#995783 8.00000000                                                         | CUSIP: 31416CFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7706 | PA      | $8027.49      | 0.00%             | 2037-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNR 2017-H14 XI V/R 06/20/67                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H14 CL XI V/R 1.87492000                       | CUSIP: 38376R5T9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4673812 | PA      | $130732.14    | 0.00%             | 2067-06-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.125% 08/31/29                           | UNITED STATES TREASURY NOTE 3.12500000                                                           | CUSIP: 91282CFJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19000000 | PA      | $18611093.75  | 0.08%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS  5.5% 01/15/26                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.50000000                                                | CUSIP: 05401AAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4364000 | PA      | $4369785.35   | 0.02%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WLAKE 2025-2A  4.51% 04/15/27                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2 SER 2025-2A CL A3 REGD 144A P/P 4.51000000          | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3898000 | PA      | $3925514.03   | 0.02%             | 2029-05-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G02682 7% 02/01/37                             | FREDDIE MAC GOLD POOL P#G02682 7.00000000                                                        | CUSIP: 3128M4J38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2798 | PA      | $2923.74      | 0.00%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EFF 2025-3 A2 4.5% 10/20/27                            | ENTERPRISE FLEET FINANCING 2025-3 LLC SER 2025-3 CL A2 REGD 144A P/P 4.50000000                  | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5400000 | PA      | $5429211.30   | 0.02%             | 2028-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7693 2% 08/01/31                              | FANNIE MAE POOL UMBS P#AS7693 2.00000000                                                         | CUSIP: 3138WHRP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    692018 | PA      | $660296.27    | 0.00%             | 2031-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ7310 4% 01/01/48                              | FANNIE MAE POOL UMBS P#BJ7310 4.00000000                                                         | CUSIP: 3140H9DQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3533476 | PA      | $3396227.34   | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET  6.319% 12/04/28                         | ELEMENT FLEET MANAGEMENT REGD 144A P/P 6.31900000                                                | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2390000 | PA      | $2531100.77   | 0.01%             | 2028-12-04      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| SCRT 2018-4 MZ 3.5% 03/25/58                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-4 SER 2018-4 CL MZ 3.50000000        | CUSIP: 35563PHJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10187612 | PA      | $7580788.89   | 0.03%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERG 4.35% 08/31/64                         | CONSUMERS ENERGY CO REGD 4.35000000                                                              | CUSIP: 210518CX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $150517.92    | 0.00%             | 2064-08-31      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5078 4% 03/20/48                           | GINNIE MAE II POOL P#MA5078 4.00000000                                                           | CUSIP: 36179TUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1026398 | PA      | $981978.13    | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9680 3% 02/01/49                              | FANNIE MAE POOL UMBS P#FS9680 3.00000000                                                         | CUSIP: 3140XRXJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10199881 | PA      | $9374606.73   | 0.04%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP V/R 04/04/31                                   | KEYCORP REGD V/R MTN SER GMTN 5.12100000                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $3064975.13   | 0.01%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN8048 3.08% 01/01/28                           | FANNIE MAE POOL UMBS P#AN8048 3.08000000                                                         | CUSIP: 3138LL5J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7913325.68   | 0.03%             | 2028-01-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/18/35                            | MORGAN STANLEY REGD V/R 5.46600000                                                               | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1846000 | PA      | $1922690.70   | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 3.65% 03/15/27                             | TEXTRON INC REGD 3.65000000                                                                      | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   4975000 | PA      | $4925238.91   | 0.02%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3521 3.5% 03/20/46                         | GINNIE MAE II POOL P#MA3521 3.50000000                                                           | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1271071 | PA      | $1180610.61   | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#729296 5% 07/01/33                              | FANNIE MAE POOL UMBS P#729296 5.00000000                                                         | CUSIP: 31402HGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3820 | PA      | $3839.25      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 3501 CB 5.5% 01/15/39                              | FREDDIE MAC REMICS SER 3501 CL CB 5.50000000                                                     | CUSIP: 31397YS69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55332 | PA      | $57268.28     | 0.00%             | 2039-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNR 2022-51 SC V/R 03/20/52                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-51 CL SC V/R 0.00000000                        | CUSIP: 38383PNA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16511326 | PA      | $393222.19    | 0.00%             | 2052-03-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2011-H19 FA V/R 08/20/61                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-H19 CL FA V/R 4.93582000                       | CUSIP: 38375BMT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41392 | PA      | $41382.39     | 0.00%             | 2061-08-20      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4375 5.5% 06/01/55                            | FREDDIE MAC POOL UMBS P#RJ4375 5.50000000                                                        | CUSIP: 3142GU2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7993949 | PA      | $8177683.59   | 0.03%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP IN 4.15% 09/17/50                         | MARKEL GROUP INC REGD 4.15000000                                                                 | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    655000 | PA      | $515748.07    | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC 4.25% 10/01/26                            | WP CAREY INC REGD 4.25000000                                                                     | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   3404000 | PA      | $3404877.79   | 0.01%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH7058 3.5% 12/01/47                            | FANNIE MAE POOL UMBS P#BH7058 3.50000000                                                         | CUSIP: 3140GVZY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1455298 | PA      | $1356185.26   | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/17/36                            | MORGAN STANLEY REGD V/R 5.66400000                                                               | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10240000 | PA      | $10803815.83  | 0.05%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| GNR 2013-26 AK V/R 09/20/41                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-26 CL AK V/R 4.70641000                        | CUSIP: 38378JBH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    101191 | PA      | $102190.00    | 0.00%             | 2041-09-20      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/48                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834TV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3095000 | PA      | $1002219.99   | 0.00%             | 2048-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/22/28                            | MORGAN STANLEY REGD V/R MTN 3.59100000                                                           | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3181165.76   | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| FNR 2006-58 AP ZCP 07/25/36                            | FANNIE MAE REMICS SER 2006-58 CL AP ZCP 0.00000000                                               | CUSIP: 31395NE29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3458 | PA      | $2820.69      | 0.00%             | 2036-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2001-61 Z 7% 11/25/31                              | FANNIE MAE REMICS SER 2001-61 CL Z 7.00000000                                                    | CUSIP: 313921M70<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14718 | PA      | $15282.73     | 0.00%             | 2031-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-115 OK ZCP 12/25/36                           | FANNIE MAE REMICS SER 2006-115 CL OK ZCP 0.00000000                                              | CUSIP: 31396LU57<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9667 | PA      | $7902.40      | 0.00%             | 2036-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR7484 3.5% 02/01/33                            | FANNIE MAE POOL UMBS P#AR7484 3.50000000                                                         | CUSIP: 3138W5J66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    144383 | PA      | $142005.18    | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN 6.5% 10/01/53                         | CONSTELLATION EN GEN LLC REGD 6.50000000                                                         | CUSIP: 210385AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2240005.63   | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-5 1A2 V/R 08/25/35                          | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-5 CL 1A2 V/R REGD 4.37504500                          | CUSIP: 17307GXU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35922 | PA      | $30316.04     | 0.00%             | 2035-08-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#743546 V/R 11/01/33                             | FANNIE MAE POOL UMBS P#743546 V/R 6.31000000                                                     | CUSIP: 31403BBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12206 | PA      | $12329.54     | 0.00%             | 2033-11-01      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| UMBS P#995919 V/R 07/01/37                             | FANNIE MAE POOL UMBS P#995919 V/R 6.58700000                                                     | CUSIP: 31416CK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16705 | PA      | $17101.27     | 0.00%             | 2037-07-01      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| GMREV 2021-1 B 1.49% 09/11/26                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2021-1 SER 2021-1 CL B REGD 144A P/P 1.49000000         | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $487165.20    | 0.00%             | 2034-06-12      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U90673 4% 01/01/43                             | FREDDIE MAC GOLD POOL P#U90673 4.00000000                                                        | CUSIP: 3132H3XA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77632 | PA      | $75673.34     | 0.00%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 4978 MI 4% 05/25/40                                | FREDDIE MAC REMICS SER 4978 CL MI 4.00000000                                                     | CUSIP: 3137FT6T9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5075864 | PA      | $764336.77    | 0.00%             | 2040-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H05 FA V/R 02/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H05 CL FA V/R 5.15582000                       | CUSIP: 38375UDS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    491439 | PA      | $492916.57    | 0.00%             | 2064-02-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P50595 6.5% 12/01/36                           | FREDDIE MAC GOLD POOL P#P50595 6.50000000                                                        | CUSIP: 31288LUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     87410 | PA      | $91479.41     | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P50556 6.5% 06/01/37                           | FREDDIE MAC GOLD POOL P#P50556 6.50000000                                                        | CUSIP: 31288LTM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2392 | PA      | $2379.47      | 0.00%             | 2037-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7034 6% 12/01/54                              | FREDDIE MAC POOL UMBS P#SD7034 6.00000000                                                        | CUSIP: 3132DUY76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5459567 | PA      | $5595015.42   | 0.02%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP 5.5% 04/15/41                                 | CSX CORP REGD 5.50000000                                                                         | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    402000 | PA      | $412886.96    | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1516 V/R 02/01/37                            | FREDDIE MAC NON GOLD POOL P#1J1516 V/R 6.62700000                                                | CUSIP: 3128NHVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1757 | PA      | $1803.92      | 0.00%             | 2037-02-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW9898 4.5% 10/01/52                            | FANNIE MAE POOL UMBS P#BW9898 4.50000000                                                         | CUSIP: 3140N27L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7448435 | PA      | $7261278.82   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#820347 5% 09/01/35                              | FANNIE MAE POOL UMBS P#820347 5.00000000                                                         | CUSIP: 31406UL48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19394 | PA      | $19836.01     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/23/35                         | BANK OF AMERICA CORP REGD V/R 5.46800000                                                         | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10285000 | PA      | $10739916.45  | 0.05%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| FNR 2013-90 DL 3.5% 09/25/33                           | FANNIE MAE REMICS SER 2013-90 CL DL 3.50000000                                                   | CUSIP: 3136AF6H2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1070783 | PA      | $1046669.73   | 0.00%             | 2033-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV V/R 03/13/37                          | ABN AMRO BANK NV REGD V/R 144A P/P MTN 3.32400000                                                | CUSIP: 00084DAV2<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2256269.70   | 0.01%             | 2037-03-13      | Variable      | 3.32%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1  S/UP 08/25/28                          | ATLX 2024-RPL1 TRUST SER 2024-RPL1 CL A1 S/UP REGD 144A P/P 3.85000000                           | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3241423 | PA      | $3144334.95   | 0.01%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.8% 09/26/32                              | ORACLE CORP REGD 4.80000000                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6595000 | PA      | $6602930.29   | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3175 4.5% 10/20/45                         | GINNIE MAE II POOL P#MA3175 4.50000000                                                           | CUSIP: 36179RQ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5249149 | PA      | $5202507.22   | 0.02%             | 2045-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC 7% 10/01/28                         | CONAGRA BRANDS INC REGD 7.00000000                                                               | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3476964.89   | 0.01%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 07/15/28                           | UNITED STATES TREASURY NOTE 3.87500000                                                           | CUSIP: 91282CNM9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  89110000 | PA      | $89687823.10  | 0.38%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8877 4.5% 05/20/53                         | GINNIE MAE II POOL P#MA8877 4.50000000                                                           | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4627789 | PA      | $4512896.18   | 0.02%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#B90491 7.5% 01/01/32                           | FREDDIE MAC GOLD POOL P#B90491 7.50000000                                                        | CUSIP: 313929RL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15685 | PA      | $16099.44     | 0.00%             | 2032-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% OCT 25                               | G2SF 30 YR TBA 4% OCT 25   TO BE ANNOUNCED 4.00000000                                            | CUSIP: 21H0406A6<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -3000000 | PA      | $-2820296.76  | -0.01%            | 2055-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK2767 V/R 12/20/71                          | GINNIE MAE II POOL P#CK2767 V/R 5.86100000                                                       | CUSIP: 3617XXCC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10524894 | PA      | $11025125.62  | 0.05%             | 2071-12-20      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 05/20/30                               | BNP PARIBAS REGD V/R 144A P/P 5.49700000                                                         | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4509000 | PA      | $4662653.55   | 0.02%             | 2030-05-20      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST UR 5.838% 03/15/40                         | NEW YORK ST URBAN DEV CORP REV REGD N/C B/E 5.83800000                                           | CUSIP: 650035VB1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2072252.20   | 0.01%             | 2040-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| UMBS P#FN0029 V/R 12/01/26                             | FANNIE MAE POOL UMBS P#FN0029 V/R 4.47300000                                                     | CUSIP: 3138NJA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    487869 | PA      | $489307.08    | 0.00%             | 2026-12-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| FNR 2002-48 GH 6.5% 08/25/32                           | FANNIE MAE REMICS SER 2002-48 CL GH 6.50000000                                                   | CUSIP: 31392DS45<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14103 | PA      | $14733.73     | 0.00%             | 2032-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3596 3% 04/20/46                           | GINNIE MAE II POOL P#MA3596 3.00000000                                                           | CUSIP: 36179R7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1518447 | PA      | $1377911.51   | 0.01%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FO 5.95% 04/20/35                         | JBS USA SARL/FOOD/GRP REGD 144A P/P 5.95000000                                                   | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1155552.59   | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-1CB 1 V/R 03/25/35                          | ALTERNATIVE LOAN TRUST 2005-1CB SER 2005-1CB CL 1A6 V/R REGD 2.82761000                          | CUSIP: 12667F2M6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57183 | PA      | $6533.94      | 0.00%             | 2035-03-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/43                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834MM7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  43405000 | PA      | $18344517.32  | 0.08%             | 2043-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MASTR 2004-4 1 5.25% 12/26/33                          | MASTR ASSET SECURITIZATION TRUST 2004-4 SER 2004-4 CL 1A6 REGD 5.25000000                        | CUSIP: 57643MAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13836 | PA      | $13579.24     | 0.00%             | 2033-12-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT H 1.547% 10/01/25                         | COMMONSPIRIT HEALTH REGD 1.54700000                                                              | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1290000.00   | 0.01%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC 4% 03/15/29                           | LPL HOLDINGS INC REGD 144A P/P 4.00000000                                                        | CUSIP: 50212YAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3911742.80   | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2270 8% 08/20/26                             | GINNIE MAE II POOL P#2270 8.00000000                                                             | CUSIP: 36202CQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        32 | PA      | $32.05        | 0.00%             | 2026-08-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4443 3% 09/01/50                              | FANNIE MAE POOL UMBS P#FM4443 3.00000000                                                         | CUSIP: 3140X75D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1480659 | PA      | $1329828.89   | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08596 4.5% 07/01/44                           | FREDDIE MAC GOLD POOL P#G08596 4.50000000                                                        | CUSIP: 3128MJUW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77021 | PA      | $76537.83     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 5.8% 10/01/54                              | AKER BP ASA REGD 144A P/P 5.80000000                                                             | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    700000 | PA      | $648977.55    | 0.00%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4452 4% 05/20/47                           | GINNIE MAE II POOL P#MA4452 4.00000000                                                           | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    129635 | PA      | $124027.00    | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FKH 2022-SFR1 5.197% 05/17/27                          | FIRSTKEY HOMES 2022-SFR1 TRUST SER 2022-SFR1 CL D REGD 144A P/P 5.19700000                       | CUSIP: 33768NAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4935000 | PA      | $4920983.12   | 0.02%             | 2039-05-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HOUSTON TX UTI 3.828% 05/15/28                         | HOUSTON TX UTILITY SYS REVENUE REGD N/C B/E 3.82800000                                           | CUSIP: 4424355B5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1385000 | PA      | $1385747.62   | 0.01%             | 2028-05-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| DBJPM 2020-C9 1.644% 12/15/29                          | DBJPM 20-C9 MORTGAGE TRUST SER 2020-C9 CL A4 REGD 1.64400000                                     | CUSIP: 233063AQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20600000 | PA      | $18632778.28  | 0.08%             | 2053-08-15      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 06/30/28                            | UNITED STATES TREASURY NOTE 1.25000000                                                           | CUSIP: 91282CCH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  60461500 | PA      | $56732253.42  | 0.24%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4476 3% 05/01/52                              | FANNIE MAE POOL UMBS P#FS4476 3.00000000                                                         | CUSIP: 3140XK6N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4386019 | PA      | $3862851.25   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/20/29                            | MORGAN STANLEY REGD V/R MTN 5.16400000                                                           | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14465000 | PA      | $14806830.08  | 0.06%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R08 1M1 V/R 10/25/43                          | CONNECTICUT AVENUE SECURITIES TRUST 2023-R08 SER 2023-R08 CL 1M1 V/R REGD 144A P/P 5.85603000    | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2045289 | PA      | $2047203.07   | 0.01%             | 2043-10-25      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| FHR 2070 C 6% 07/15/28                                 | FREDDIE MAC REMICS SER 2070 CL C 6.00000000                                                      | CUSIP: 3133TEMS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1746 | PA      | $1756.21      | 0.00%             | 2028-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC0039 2.5% 03/01/51                            | FREDDIE MAC POOL UMBS P#QC0039 2.50000000                                                        | CUSIP: 3133AJBG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    527851 | PA      | $449874.67    | 0.00%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#455759 6% 12/01/28                              | FANNIE MAE POOL UMBS P#455759 6.00000000                                                         | CUSIP: 31381BJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       405 | PA      | $414.72       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#783389 6% 08/20/39                           | GINNIE MAE II POOL P#783389 6.00000000                                                           | CUSIP: 36241LXS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56739 | PA      | $59091.83     | 0.00%             | 2039-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2009-19 PW 4.5% 10/25/36                           | FANNIE MAE REMICS SER 2009-19 CL PW 4.50000000                                                   | CUSIP: 31397NUJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52524 | PA      | $52824.06     | 0.00%             | 2036-10-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 06/12/29                         | PNC FINANCIAL SERVICES REGD V/R 5.58200000                                                       | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8670000 | PA      | $8984130.83   | 0.04%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4261 3% 02/20/47                           | GINNIE MAE II POOL P#MA4261 3.00000000                                                           | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1529031 | PA      | $1383561.95   | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2013-92 PO ZCP 09/25/43                            | FANNIE MAE REMICS SER 2013-92 CL PO ZCP 0.00000000                                               | CUSIP: 3136AGGA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    409099 | PA      | $311032.17    | 0.00%             | 2043-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SDART 2023-3 C 5.77% 08/16/27                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3 SER 2023-3 CL C REGD 5.77000000                    | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4583337.30   | 0.02%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 5.15% 01/15/30                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.15000000                                                | CUSIP: 05401AAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4295000 | PA      | $4356528.58   | 0.02%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9100 2.5% 08/20/53                         | GINNIE MAE II POOL P#MA9100 2.50000000                                                           | CUSIP: 36179YDD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14035785 | PA      | $12122825.94  | 0.05%             | 2053-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ODART 2023-1A  7.07% 11/14/27                          | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 7.07000000           | CUSIP: 682685AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6480000 | PA      | $6747178.18   | 0.03%             | 2033-02-14      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| UBSCM 2018-C9 3.854% 02/15/28                          | UBS COMMERCIAL MORTGAGE TRUST 2018-C9 SER 2018-C9 CL A3 REGD 3.85400000                          | CUSIP: 90291JAV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8450188 | PA      | $8337012.51   | 0.04%             | 2051-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9854 7% 08/20/54                           | GINNIE MAE II POOL P#MA9854 7.00000000                                                           | CUSIP: 36179Y5P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5015768 | PA      | $5178118.48   | 0.02%             | 2054-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8461 3.5% 12/01/46                            | FANNIE MAE POOL UMBS P#AS8461 3.50000000                                                         | CUSIP: 3138WJMK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1320858 | PA      | $1232809.00   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3422 SE V/R 02/15/38                               | FREDDIE MAC REMICS SER 3422 CL SE V/R 6.23360000                                                 | CUSIP: 31397RDJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5123 | PA      | $5553.53      | 0.00%             | 2038-02-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 4.375% 06/12/28                          | AMPHENOL CORP REGD 4.37500000                                                                    | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   6208000 | PA      | $6264141.30   | 0.03%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A89870 4.5% 11/01/39                           | FREDDIE MAC GOLD POOL P#A89870 4.50000000                                                        | CUSIP: 3129366F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    675142 | PA      | $679454.15    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CGI INC 1.45% 09/14/26                                 | CGI INC REGD SER WI 1.45000000                                                                   | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   2182000 | PA      | $2128871.18   | 0.01%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| FNR 2010-1 WA V/R 02/25/40                             | FANNIE MAE REMICS SER 2010-1 CL WA V/R 6.26931100                                                | CUSIP: 31398GL23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13230 | PA      | $13455.42     | 0.00%             | 2040-02-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4713 4.5% 06/20/40                           | GINNIE MAE II POOL P#4713 4.50000000                                                             | CUSIP: 36202FGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220086 | PA      | $221388.75    | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/49                            | UNITED STATES TREASURY BOND 2.25000000                                                           | CUSIP: 912810SJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  37090000 | PA      | $23673851.56  | 0.10%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PATH 2023-1 A 3.6% 10/25/28                            | PAGAYA AI TECHNOLOGY IN HOUSING TRUST 2023-1 SER 2023-1 CL A REGD 144A P/P 3.60000000            | CUSIP: 69547YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3104068.16   | 0.01%             | 2040-10-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7155 3% 05/01/46                              | FANNIE MAE POOL UMBS P#AS7155 3.00000000                                                         | CUSIP: 3138WG5R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2183920 | PA      | $1975435.66   | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C03613 4% 11/01/40                             | FREDDIE MAC GOLD POOL P#C03613 4.00000000                                                        | CUSIP: 31292LAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    468576 | PA      | $457247.65    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K59 B V/R 10/25/26                          | FREMF 2016-K59 MORTGAGE TRUST SER 2016-K59 CL B V/R REGD 144A P/P 3.68638900                     | CUSIP: 30295RAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2421206.62   | 0.01%             | 2049-11-25      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| SEMT 2004-12 A3 V/R 01/20/35                           | SEQUOIA MORTGAGE TRUST 2004-12 SER 2004-12 CL A3 V/R REGD 4.98683000                             | CUSIP: 81744FGA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20177 | PA      | $19905.92     | 0.00%             | 2035-01-20      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| WMALT 2005-1 CP V/R 03/25/35                           | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WM SER 2005-1 CL CP V/R REGD 0.00000000     | CUSIP: 9393362Y8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2445 | PA      | $1663.51      | 0.00%             | 2035-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETR 5.55% 10/01/34                         | OCCIDENTAL PETROLEUM COR REGD 5.55000000                                                         | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5073094.80   | 0.02%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION E 5.75% 10/01/41                         | CONSTELLATION EN GEN LLC REGD 5.75000000                                                         | CUSIP: 30161MAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4727000 | PA      | $4852144.73   | 0.02%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#725025 4.5% 10/01/33                            | FANNIE MAE POOL UMBS P#725025 4.50000000                                                         | CUSIP: 31402CPJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1108462 | PA      | $1101988.98   | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NAA 2003-A1 A1 5.5% 05/25/33                           | NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2 SER 2003-A1 CL A1 REGD 5.50000000   | CUSIP: 65535VAT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1409 | PA      | $1410.48      | 0.00%             | 2033-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 02/15/43                           | UNITED STATES TREASURY BOND 3.12500000                                                           | CUSIP: 912810QZ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20360000 | PA      | $16618054.74  | 0.07%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1469 2% 08/01/36                              | FANNIE MAE POOL UMBS P#CB1469 2.00000000                                                         | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2402137 | PA      | $2213489.92   | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1873 3% 11/01/49                              | FANNIE MAE POOL UMBS P#FM1873 3.00000000                                                         | CUSIP: 3140X5CK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4198941 | PA      | $3754267.74   | 0.02%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#V60745 2.5% 03/01/30                           | FREDDIE MAC GOLD POOL P#V60745 2.50000000                                                        | CUSIP: 3132KEZJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    251687 | PA      | $244830.68    | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-AR7 A7 V/R 08/25/33                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR7 SER 2003-AR7 CL A7 V/R REGD 5.66278100   | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18742 | PA      | $18653.11     | 0.00%             | 2033-08-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 01/05/35                         | LLOYDS BANKING GROUP PLC REGD V/R 5.67900000                                                     | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2575000 | PA      | $2699377.16   | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PEPCO HOLDINGS  7.45% 08/15/32                         | PEPCO HOLDINGS LLC REGD 7.45000000                                                               | CUSIP: 713291AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $259253.72    | 0.00%             | 2032-08-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITA 4.875% 06/23/27                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.87500000                                                 | CUSIP: 44891ADU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3752254.00   | 0.02%             | 2027-06-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5089 1.5% 12/01/40                            | FREDDIE MAC POOL UMBS P#RB5089 1.50000000                                                        | CUSIP: 3133KYUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9822912 | PA      | $8216013.24   | 0.03%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5146 3% 02/01/50                              | FANNIE MAE POOL UMBS P#CA5146 3.00000000                                                         | CUSIP: 3140QCWG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12910618 | PA      | $11595524.27  | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2106 ZD 6% 12/15/28                                | FREDDIE MAC REMICS SER 2106 CL ZD 6.00000000                                                     | CUSIP: 3133THDD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9492 | PA      | $9647.46      | 0.00%             | 2028-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2004-A4 1A V/R 09/25/34                          | JP MORGAN MORTGAGE TRUST 2004-A4 SER 2004-A4 CL 1A1 V/R REGD 6.68192300                          | CUSIP: 466247DX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4917 | PA      | $4779.32      | 0.00%             | 2034-09-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.8% 02/15/36                             | BROADCOM INC REGD 4.80000000                                                                     | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1724722.03   | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH9683 5% 04/01/31                              | FANNIE MAE POOL UMBS P#AH9683 5.00000000                                                         | CUSIP: 3138ABXM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19402 | PA      | $19638.99     | 0.00%             | 2031-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO9140 3.5% 07/01/42                            | FANNIE MAE POOL UMBS P#AO9140 3.50000000                                                         | CUSIP: 3138M1EN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1237487 | PA      | $1168029.72   | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL C 7% 06/15/40                         | LINCOLN NATIONAL CORP REGD 7.00000000                                                            | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1947956.00   | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-3 B 4.41% 02/20/28                          | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 SER 2025-3 CL B REGD 4.41000000                     | CUSIP: 379965AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2942000 | PA      | $2955095.72   | 0.01%             | 2029-08-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| MSC 2015-UBS8 3.809% 11/15/25                          | MORGAN STANLEY CAPITAL I TRUST 2015-UBS8 SER 2015-UBS8 CL A4 REGD 3.80900000                     | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5601366 | PA      | $5585099.26   | 0.02%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.45% 03/01/47                         | MCDONALD'S CORP REGD MTN 4.45000000                                                              | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    360000 | PA      | $311638.04    | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0739 V/R 03/01/37                            | FREDDIE MAC NON GOLD POOL P#1Q0739 V/R 6.53700000                                                | CUSIP: 3128S4ZC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24234 | PA      | $24673.90     | 0.00%             | 2037-03-01      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| MALT 2003-9 8A1 6% 01/25/34                            | MASTR ALTERNATIVE LOAN TRUST 2003-9 SER 2003-9 CL 8A1 REGD 6.00000000                            | CUSIP: 576434LD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7075 | PA      | $6697.95      | 0.00%             | 2034-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2018-RPL9 A V/R 01/25/46                          | CSMC 2018-RPL9 TRUST SER 2018-RPL9 CL A V/R REGD 144A P/P 3.85000000                             | CUSIP: 12654PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2879749 | PA      | $2781820.98   | 0.01%             | 2057-09-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H05 FC V/R 02/20/65                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H05 CL FC V/R 4.94582000                       | CUSIP: 38375UUV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    847668 | PA      | $847652.61    | 0.00%             | 2065-02-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/TH 4.375% 10/15/28                         | CIGNA GROUP/THE REGD SER WI 4.37500000                                                           | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  15325000 | PA      | $15405612.11  | 0.06%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q12050 3.5% 10/01/42                           | FREDDIE MAC GOLD POOL P#Q12050 3.50000000                                                        | CUSIP: 3132HNH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3986624 | PA      | $3772382.51   | 0.02%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.9% 06/15/32                         | PACIFIC GAS & ELECTRIC REGD 5.90000000                                                           | CUSIP: 694308KG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2099000 | PA      | $2194437.02   | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CGCMT 2017-P7 3.442% 01/14/27                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7 SER 2017-P7 CL A3 REGD 3.44200000                    | CUSIP: 17325HBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14163299 | PA      | $14018750.09  | 0.06%             | 2050-04-14      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| FNMA P#735925 5% 10/1/35                               | FEDERAL NATIONAL MORTGAGE ASSN  POOL #735925 5.00000000                                          | CUSIP: 31402RSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72133 | PA      | $73821.99     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2002-78 Z 5.5% 12/25/32                            | FANNIE MAE REMICS SER 2002-78 CL Z 5.50000000                                                    | CUSIP: 31392FA72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33191 | PA      | $34106.36     | 0.00%             | 2032-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNW 2004-W10 A 5.75% 08/25/34                          | FANNIE MAE REMIC TRUST 2004-W10 SER 2004-W10 CL A6 5.75000000                                    | CUSIP: 31394ALV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    155471 | PA      | $160347.50    | 0.00%             | 2034-08-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 01/12/28                         | STANDARD CHARTERED PLC REGD V/R 144A P/P 2.60800000                                              | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4891313.25   | 0.02%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| FHR 2990 GO ZCP 02/15/35                               | FREDDIE MAC REMICS SER 2990 CL GO ZCP 0.00000000                                                 | CUSIP: 31395V2T5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10822 | PA      | $9492.04      | 0.00%             | 2035-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TEXAS ST PRIV  3.922% 12/31/49                         | TEXAS ST PRIV ACTIVITY BOND SU REGD N/C B/E 3.92200000                                           | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1810000 | PA      | $1452930.26   | 0.01%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC2948 5% 09/01/39                              | FANNIE MAE POOL UMBS P#AC2948 5.00000000                                                         | CUSIP: 31417MH22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39402 | PA      | $40352.02     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2753 3% 04/20/45                           | GINNIE MAE II POOL P#MA2753 3.00000000                                                           | CUSIP: 36179RBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500989 | PA      | $1364256.81   | 0.01%             | 2045-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2008-18 SP V/R 03/25/38                            | FANNIE MAE REMICS SER 2008-18 CL SP V/R 5.05898000                                               | CUSIP: 31396YXZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10043 | PA      | $9892.97      | 0.00%             | 2038-03-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 5.9% 03/01/55                         | SOUTHERN CAL EDISON REGD 5.90000000                                                              | CUSIP: 842400JH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970453.44    | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FNW 2004-W8 3A 7.5% 06/25/44                           | FANNIE MAE TRUST 2004-W8 SER 2004-W8 CL 3A 7.50000000                                            | CUSIP: 31394ALN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9276 | PA      | $9521.98      | 0.00%             | 2044-06-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN F 4.5% 10/15/37                         | GOODMAN US FIN FOUR REGD 144A P/P 4.50000000                                                     | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $185890.01    | 0.00%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 3% 09/15/50                            | BAE SYSTEMS PLC REGD 144A P/P 3.00000000                                                         | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    754000 | PA      | $510249.01    | 0.00%             | 2050-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 08/15/43                           | UNITED STATES TREASURY BOND 4.37500000                                                           | CUSIP: 912810TU2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  12130000 | PA      | $11706397.60  | 0.05%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7534 2.5% 02/01/51                            | FREDDIE MAC POOL UMBS P#SD7534 2.50000000                                                        | CUSIP: 3132DVLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10095322 | PA      | $8712345.28   | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 06/08/27                         | TRUIST FINANCIAL CORP REGD V/R MTN 6.04700000                                                    | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1957455.46   | 0.01%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG S V/R 07/14/36                         | NATIONWIDE BLDG SOCIETY REGD V/R 144A P/P 5.53700000                                             | CUSIP: 63861VAN7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   4715000 | PA      | $4848788.36   | 0.02%             | 2036-07-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| HUNT 2024-1A A 5.14% 08/15/29                          | HUNTINGTON AUTO TRUST 2024-1 SER 2024-1A CL A4 REGD 144A P/P 5.14000000                          | CUSIP: 446144AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11500000 | PA      | $11718470.10  | 0.05%             | 2029-08-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| EART 2024-2A D 5.92% 04/15/28                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-2 SER 2024-2A CL D REGD 5.92000000                      | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10080000 | PA      | $10301122.94  | 0.04%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 09/30/27                             | UNITED STATES TREASURY NOTE 3.50000000                                                           | CUSIP: 91282CPB1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8957000 | PA      | $8937756.42   | 0.04%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 2.528% 11/18/27                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000                                                | CUSIP: 05401AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6729000 | PA      | $6469614.95   | 0.03%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| P4 SFR 2019-STL A 7.5 10/11/26                         | P4 SFR 2019-STL A 7.5 10/11/26 7.25000000                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   4391235 | PA      | $4326244.40   | 0.02%             | 2026-10-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB2459 4% 03/01/41                              | FANNIE MAE POOL UMBS P#AB2459 4.00000000                                                         | CUSIP: 31416XWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1907632 | PA      | $1859673.73   | 0.01%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H18 FA V/R 06/20/65                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H18 CL FA V/R 4.91582000                       | CUSIP: 38376REW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    182335 | PA      | $182282.00    | 0.00%             | 2065-06-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| VZMT 2023-1 A V/R 01/20/26                             | VERIZON MASTER TRUST SER 2023-1 CL A V/R REGD 4.49000000                                         | CUSIP: 92348KBG7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   2695000 | PA      | $2697908.17   | 0.01%             | 2029-01-22      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| FNR 2003-64 SX V/R 07/25/33                            | FANNIE MAE REMICS SER 2003-64 CL SX V/R 2.57527500                                               | CUSIP: 31393DJU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6359 | PA      | $6250.33      | 0.00%             | 2033-07-25      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| MSC 2016-UB12 3.596% 11/15/26                          | MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 SER 2016-UB12 CL A4 REGD 3.59600000                    | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $78930.70     | 0.00%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FNR 2007-100 SM V/R 10/25/37                           | FANNIE MAE REMICS SER 2007-100 CL SM V/R 1.97949000                                              | CUSIP: 31396XXQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48565 | PA      | $4886.69      | 0.00%             | 2037-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| FHR 2968 EH 6% 04/15/35                                | FREDDIE MAC REMICS SER 2968 CL EH 6.00000000                                                     | CUSIP: 31395RQ27<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    287690 | PA      | $296532.98    | 0.00%             | 2035-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY4714 5% 06/01/53                              | FANNIE MAE POOL UMBS P#BY4714 5.00000000                                                         | CUSIP: 3140NMGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14853161 | PA      | $14771466.99  | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/22/28                         | JPMORGAN CHASE & CO REGD V/R 4.97900000                                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5076171.80   | 0.02%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| AH4R 2015-SFR 3.732% 10/17/25                          | AMERICAN HOMES 4 RENT 2015-SFR2 TRUST SER 2015-SFR2 CL A REGD 144A P/P 3.73200000                | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1579118 | PA      | $1576028.45   | 0.01%             | 2052-10-17      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6272 2.5% 02/01/51                            | FANNIE MAE POOL UMBS P#FM6272 2.50000000                                                         | CUSIP: 3140X96J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1084460 | PA      | $932398.73    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOODG 2023-1A A 5.9% 01/17/61                          | GOODGREEN 2023-1 SER 2023-1A CL A REGD 144A P/P 5.90000000                                       | CUSIP: 38217DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5624880 | PA      | $5605058.49   | 0.02%             | 2061-01-17      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#810896 V/R 01/01/35                             | FANNIE MAE POOL UMBS P#810896 V/R 6.11500000                                                     | CUSIP: 31406H3D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37713 | PA      | $38645.19     | 0.00%             | 2035-01-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT 2.532% 10/01/30                         | DUQUESNE LIGHT HOLDINGS REGD 144A P/P 2.53200000                                                 | CUSIP: 266233AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2246939.80   | 0.01%             | 2030-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY I 5.4% 06/15/47                         | CENOVUS ENERGY INC REGD SER WI 5.40000000                                                        | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    192000 | PA      | $176834.48    | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPEL 5.962% 02/15/55                         | COLUMBIA PIPELINES OPCO REGD 144A P/P 5.96200000                                                 | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4899049.77   | 0.02%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60037 3% 10/01/43                             | FREDDIE MAC GOLD POOL P#G60037 3.00000000                                                        | CUSIP: 31335ABE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5484032 | PA      | $5091284.46   | 0.02%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.25% 11/15/49                              | INTEL CORP REGD 3.25000000                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    885000 | PA      | $588072.42    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHR 3318 AO ZCP 05/15/37                               | FREDDIE MAC REMICS SER 3318 CL AO ZCP 0.00000000                                                 | CUSIP: 31397HCU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       268 | PA      | $242.77       | 0.00%             | 2037-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2005-68 DP V/R 06/17/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-68 CL DP V/R 6.16528000                        | CUSIP: 38374L4C2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16407 | PA      | $17971.32     | 0.00%             | 2035-06-17      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM1753 4% 05/01/37                              | FANNIE MAE POOL UMBS P#BM1753 4.00000000                                                         | CUSIP: 3140J55P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2472714 | PA      | $2436418.41   | 0.01%             | 2037-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 2234 PZ 7.5% 05/15/30                              | FREDDIE MAC REMICS SER 2234 CL PZ 7.50000000                                                     | CUSIP: 3133TNXB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1746 | PA      | $1822.29      | 0.00%             | 2030-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNR 2008-81 S V/R 09/20/38                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-81 CL S V/R 1.95008000                         | CUSIP: 38373M2Q2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    146275 | PA      | $684.48       | 0.00%             | 2038-09-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| SDART 2025-3 A 4.38% 01/18/28                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3 SER 2025-3 CL A3 REGD 4.38000000                   | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14019000 | PA      | $14103349.52  | 0.06%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPEL 6.51% 02/23/42                         | GREENSAIF PIPELINES BIDC REGD 144A P/P 6.51000000                                                | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |   2235000 | PA      | $2417110.37   | 0.01%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEA 3.409% 06/01/50                         | MYMICHIGAN HEALTH REGD SER 2020 3.40900000                                                       | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3480000 | PA      | $2470600.18   | 0.01%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS5133 3.5% 06/01/45                            | FANNIE MAE POOL UMBS P#AS5133 3.50000000                                                         | CUSIP: 3138WEV30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2439460 | PA      | $2293374.56   | 0.01%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/08/30                         | NATWEST GROUP PLC REGD V/R_ 4.44500000                                                           | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    985000 | PA      | $987398.78    | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHI 5.25% 04/01/33                         | DUKE ENERGY OHIO INC REGD 5.25000000                                                             | CUSIP: 26442EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2604708.87   | 0.01%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHR 2089 PJ 7% 10/15/28                                | FREDDIE MAC REMICS SER 2089 CL PJ 7.00000000                                                     | CUSIP: 3133TGKG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1920 | PA      | $102.40       | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA  5.584% 10/01/34                         | SOUTH BOW USA INFRA HLDS REGD 5.58400000                                                         | CUSIP: 83007CAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9175000 | PA      | $9224312.32   | 0.04%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7518 3% 06/01/50                              | FREDDIE MAC POOL UMBS P#SD7518 3.00000000                                                        | CUSIP: 3132DVK79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6147741 | PA      | $5495948.47   | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS K752 A2 4.284% 07/25/30                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K752 CL A2 4.28400000           | CUSIP: 3137HAGZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8425000 | PA      | $8490685.51   | 0.04%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GL 5.1% 01/25/29                         | PRINCIPAL LFE GLB FND II REGD 144A P/P 5.10000000                                                | CUSIP: 74256LEY1<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7180163.83   | 0.03%             | 2029-01-25      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FHR 3895 WA V/R 10/15/38                               | FREDDIE MAC REMICS SER 3895 CL WA V/R 5.62251700                                                 | CUSIP: 3137ACX95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27259 | PA      | $28375.41     | 0.00%             | 2038-10-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN I 6.25% 06/23/55                         | BROWN & BROWN INC REGD 6.25000000                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3672441.98   | 0.02%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5816 3.5% 03/20/49                         | GINNIE MAE II POOL P#MA5816 3.50000000                                                           | CUSIP: 36179UN99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    637633 | PA      | $587442.18    | 0.00%             | 2049-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CM9938 V/R 04/20/72                          | GINNIE MAE II POOL P#CM9938 V/R 3.39800000                                                       | CUSIP: 3617YWBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2666839 | PA      | $2437031.78   | 0.01%             | 2072-04-20      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 2.355% 03/15/32                         | VERIZON COMMUNICATIONS REGD 2.35500000                                                           | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  26930000 | PA      | $23616000.66  | 0.10%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WLAKE 2022-2A  5.48% 09/15/27                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022-2 SER 2022-2A CL D REGD 144A P/P 5.48000000           | CUSIP: 96042VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3513093.50   | 0.01%             | 2027-09-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FHR 3607 AO ZCP 04/15/36                               | FREDDIE MAC REMICS SER 3607 CL AO ZCP 0.00000000                                                 | CUSIP: 31398LQK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21110 | PA      | $18207.50     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2016-38 NA 3% 01/25/46                             | FANNIE MAE REMICS SER 2016-38 CL NA 3.00000000                                                   | CUSIP: 3136ASMM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    746767 | PA      | $701712.77    | 0.00%             | 2046-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA 1.85% 09/01/32                         | COCA-COLA FEMSA SAB CV REGD 1.85000000                                                           | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1250323.65   | 0.01%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| FHR 2444 ES V/R 03/15/32                               | FREDDIE MAC REMICS SER 2444 CL ES V/R 3.46344000                                                 | CUSIP: 31392KUY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6982 | PA      | $626.75       | 0.00%             | 2032-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE 5.618% 06/01/55                         | MASS INSTITUTE OF TECH REGD 5.61800000                                                           | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   2743000 | PA      | $2881434.46   | 0.01%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5190 5.5% 11/01/53                            | FANNIE MAE POOL UMBS P#MA5190 5.50000000                                                         | CUSIP: 31418EXU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10460647 | PA      | $10573771.82  | 0.04%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8278 6% 12/01/52                              | FREDDIE MAC POOL UMBS P#SD8278 6.00000000                                                        | CUSIP: 3132DWFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3733710 | PA      | $3833565.18   | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G1478 V/R 01/01/37                            | FREDDIE MAC NON GOLD POOL P#1G1478 V/R 6.66000000                                                | CUSIP: 3128QJUB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8551 | PA      | $8739.46      | 0.00%             | 2037-01-01      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 5.25% 01/15/36                         | CIGNA GROUP/THE REGD 5.25000000                                                                  | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6279012.68   | 0.03%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/48                               | UNITED STATES TREASURY BOND 3.00000000                                                           | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7860000 | PA      | $5909737.50   | 0.02%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 05/14/28                         | STANDARD CHARTERED PLC REGD V/R 144A P/P 5.68800000                                              | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5640000 | PA      | $5757131.69   | 0.02%             | 2028-05-14      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FNR 2001-72 SX V/R 12/25/31                            | FANNIE MAE REMICS SER 2001-72 CL SX V/R 7.05497400                                               | CUSIP: 31392BJG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       231 | PA      | $261.14       | 0.00%             | 2031-12-25      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/21/32                            | MORGAN STANLEY REGD V/R MTN SER GMTN 2.23900000                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3555000 | PA      | $3139755.20   | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 12/14/26                          | SOCIETE GENERALE REGD V/R 144A P/P 1.48800000                                                    | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  14600000 | PA      | $14509403.93  | 0.06%             | 2026-12-14      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/24/33                         | GOLDMAN SACHS GROUP INC REGD V/R 3.10200000                                                      | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4956000 | PA      | $4546530.92   | 0.02%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0464 3.5% 03/01/60                            | FANNIE MAE POOL UMBS P#BF0464 3.50000000                                                         | CUSIP: 3140FXQS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5226657 | PA      | $4738414.04   | 0.02%             | 2060-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.1% 03/15/44                                 | CSX CORP REGD 4.10000000                                                                         | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    175000 | PA      | $148384.79    | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GNR 2001-35 SA V/R 08/16/31                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2001-35 CL SA V/R 3.98859000                        | CUSIP: 38373RTZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3636 | PA      | $7.54         | 0.00%             | 2031-08-16      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 08/06/29                         | ROYAL BANK OF CANADA REGD V/R MTN 4.49800000                                                     | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  12812000 | PA      | $12911657.25  | 0.05%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2863 3% 01/01/47                              | FANNIE MAE POOL UMBS P#MA2863 3.00000000                                                         | CUSIP: 31418CFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1626234 | PA      | $1469639.84   | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 3.75% 12/01/47                         | AEP TRANSMISSION CO LLC REGD SER WI 3.75000000                                                   | CUSIP: 00115AAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2018133.31   | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FMMSR 2022-GT1 6.19% 04/25/27                          | FMC GMSR ISSUER TRUST SER 2022-GT1 CL A REGD 144A P/P 6.19000000                                 | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8209774 | PA      | $8209891.40   | 0.03%             | 2027-04-25      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN 4.9% 05/01/30                         | WESTERN-SOUTHERN GLOBAL REGD 144A P/P 4.90000000                                                 | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7151955.58   | 0.03%             | 2030-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN8933 3.53% 04/01/33                           | FANNIE MAE POOL UMBS P#AN8933 3.53000000                                                         | CUSIP: 3138LM4T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12230000 | PA      | $11613208.08  | 0.05%             | 2033-04-01      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FHR 2172 QC 7% 07/15/29                                | FREDDIE MAC REMICS SER 2172 CL QC 7.00000000                                                     | CUSIP: 3133TLLL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6401 | PA      | $6603.90      | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHR 3305 MG V/R 07/15/34                               | FREDDIE MAC REMICS SER 3305 CL MG V/R 6.70656000                                                 | CUSIP: 31397GU73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13135 | PA      | $13413.58     | 0.00%             | 2034-07-15      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GRO 1.625% 11/24/27                         | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 1.62500000                                                | CUSIP: 928668BN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    897000 | PA      | $847467.81    | 0.00%             | 2027-11-24      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/19/30                          | SOCIETE GENERALE REGD V/R 144A P/P 5.63400000                                                    | CUSIP: 83368RBW1<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3550000 | PA      | $3657148.09   | 0.02%             | 2030-01-19      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| F/C US ULTRA BOND CBT DEC25                            | FUTURE CONTRACT ON           US ULTRA BOND CBT DEC25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -26 | NC      | $-3121625.00  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#MA4119 2% 09/01/50                              | FANNIE MAE POOL UMBS P#MA4119 2.00000000                                                         | CUSIP: 31418DSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18182887 | PA      | $14797039.47  | 0.06%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC 4.875% 11/13/43                            | METLIFE INC REGD 4.87500000                                                                      | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2828352.93   | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0560 2.5% 09/01/61                            | FANNIE MAE POOL UMBS P#BF0560 2.50000000                                                         | CUSIP: 3140FXTS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5104753 | PA      | $4162943.06   | 0.02%             | 2061-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2006-16 OP ZCP 03/20/36                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-16 CL OP ZCP 0.00000000                        | CUSIP: 38374MM63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14358 | PA      | $11997.44     | 0.00%             | 2036-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/46                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834PZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20000000 | PA      | $7311025.40   | 0.03%             | 2046-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 6.25% 03/01/56                         | JBS USA HOLD/FOOD GRP/CO REGD 144A P/P 6.25000000                                                | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5844723.00   | 0.02%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 1.8% 08/15/28                               | VMWARE LLC REGD 1.80000000                                                                       | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1928000 | PA      | $1808948.20   | 0.01%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 08/15/34                           | UNITED STATES TREASURY NOTE 3.87500000                                                           | CUSIP: 91282CLF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  30750000 | PA      | $30279140.63  | 0.13%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FNR 2010-35 SB V/R 04/25/40                            | FANNIE MAE REMICS SER 2010-35 CL SB V/R 1.94949000                                               | CUSIP: 31398PKD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27732 | PA      | $1795.03      | 0.00%             | 2040-04-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU9868 2% 01/01/52                              | FANNIE MAE POOL UMBS P#BU9868 2.00000000                                                         | CUSIP: 3140MB6E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25712185 | PA      | $21047657.18  | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET  5.037% 03/25/30                         | ELEMENT FLEET MANAGEMENT REGD 144A P/P 5.03700000                                                | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   9825000 | PA      | $10022085.28  | 0.04%             | 2030-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#790235 V/R 08/01/34                             | FANNIE MAE POOL UMBS P#790235 V/R 6.23400000                                                     | CUSIP: 31405H4U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4804 | PA      | $4888.28      | 0.00%             | 2034-08-01      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/22/30                         | BANK OF AMERICA CORP REGD V/R MTN 2.88400000                                                     | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5130000 | PA      | $4869013.66   | 0.02%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 05/31/29                             | UNITED STATES TREASURY NOTE 4.50000000                                                           | CUSIP: 91282CKT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  24742000 | PA      | $25435935.90  | 0.11%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 3219 DI 6% 04/15/36                                | FREDDIE MAC REMICS SER 3219 CL DI 6.00000000                                                     | CUSIP: 31397BF22<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20346 | PA      | $3360.28      | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2020-3 M5TW 3% 05/25/60                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-3 SER 2020-3 CL M5TW 3.00000000      | CUSIP: 35563PTN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4572089 | PA      | $4089176.00   | 0.02%             | 2060-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIA V/R 04/25/35                         | CITIZENS FINANCIAL GROUP REGD V/R 6.64500000                                                     | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2200619.18   | 0.01%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY  5.65% 10/15/54                         | EASTERN ENERGY GAS REGD 5.65000000                                                               | CUSIP: 27636AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985203.72    | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5264 4% 06/20/48                           | GINNIE MAE II POOL P#MA5264 4.00000000                                                           | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1674236 | PA      | $1600739.13   | 0.01%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LE 6.05% 08/01/28                         | PENSKE TRUCK LEASING/PTL REGD 144A P/P 6.05000000                                                | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5220757.40   | 0.02%             | 2028-08-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) DEC25                            | FUTURE CONTRACT ON           US 2YR NOTE (CBT) DEC25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      3056 | NC      | $636865626.53 | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS BDS 3.75% 11/15/43                            | UNITED STATES TREASURY BOND 3.75000000                                                           | CUSIP: 912810RD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10943000 | PA      | $9689257.10   | 0.04%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 06/09/27                          | SOCIETE GENERALE REGD V/R 144A P/P MTN 1.79200000                                                | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5930000 | PA      | $5822374.77   | 0.02%             | 2027-06-09      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETRO 6.2% 03/15/40                         | OCCIDENTAL PETROLEUM COR REGD 6.20000000                                                         | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1514377.89   | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49  V/R 03/15/35                          | BANK 2025-BNK49 SER 2025-BNK49 CL A5 V/R REGD 5.62300000                                         | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11533460 | PA      | $12211348.34  | 0.05%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1621 V/R 05/01/37                            | FREDDIE MAC NON GOLD POOL P#1J1621 V/R 7.18000000                                                | CUSIP: 3128NHYS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15979 | PA      | $16592.92     | 0.00%             | 2037-05-01      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON  6.5% 03/10/28                         | HARLEY-DAVIDSON FINL SER REGD 144A P/P 6.50000000                                                | CUSIP: 41284VAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7590000 | PA      | $7944448.14   | 0.03%             | 2028-03-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNR 2014-41 W V/R 10/20/42                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-41 CL W V/R 4.62497000                         | CUSIP: 38379AX39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370783 | PA      | $371821.73    | 0.00%             | 2042-10-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| FHR 2436 MC 7% 04/15/32                                | FREDDIE MAC REMICS SER 2436 CL MC 7.00000000                                                     | CUSIP: 3133TVR99<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2364 | PA      | $2413.25      | 0.00%             | 2032-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7120 4% 04/01/52                              | FANNIE MAE POOL UMBS P#BV7120 4.00000000                                                         | CUSIP: 3140ML4E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4771363 | PA      | $4505068.13   | 0.02%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF2 A V/R 03/25/28                          | PRPM 2024-RCF2 LLC SER 2024-RCF2 CL A1 V/R REGD 144A P/P 3.75000000                              | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3597417 | PA      | $3522900.14   | 0.01%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3939 4.5% 09/20/46                         | GINNIE MAE II POOL P#MA3939 4.50000000                                                           | CUSIP: 36179SLU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    646990 | PA      | $645035.72    | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H24 FA V/R 03/20/60                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H24 CL FA V/R 4.91582000                       | CUSIP: 38375BWP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18744 | PA      | $18622.05     | 0.00%             | 2060-03-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 3.375% 02/15/30                           | CENTENE CORP REGD SER WI 3.37500000                                                              | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $11496086.75  | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IMSA 2006-1 2A V/R 05/25/36__                          | IMPAC SECURED ASSETS CMN OWNER  TRUST 2006-1 2A1 V/R REGD__ 4.97239000                           | CUSIP: 45254TTN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43196 | PA      | $40371.52     | 0.00%             | 2036-05-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FHR 3957 B 4% 11/15/41                                 | FREDDIE MAC REMICS SER 3957 CL B 4.00000000                                                      | CUSIP: 3137AHAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98223 | PA      | $95984.49     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7564 4% 01/01/51                              | FANNIE MAE POOL UMBS P#FS7564 4.00000000                                                         | CUSIP: 3140XPMN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7103626 | PA      | $6834648.87   | 0.03%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNW 2006-W2 1AF1 V/R 02/25/36                          | FANNIE MAE TRUST 2006-W2 SER 2006-W2 CL 1AF1 V/R 4.69051000                                      | CUSIP: 31395N5A1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    134447 | PA      | $133043.82    | 0.00%             | 2046-02-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 4.5% 05/15/58                         | CON EDISON CO OF NY INC REGD 4.50000000                                                          | CUSIP: 209111FQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538000 | PA      | $449949.12    | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL3  V/R 06/25/42                          | CHASE HOME LENDING MORTGAGE TRUST SERIES SER 2024-RPL3 CL A1A V/R REGD 144A P/P 3.25000000       | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1555249 | PA      | $1394681.45   | 0.01%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q43413 3% 10/01/46                             | FREDDIE MAC GOLD POOL P#Q43413 3.00000000                                                        | CUSIP: 3132WGYK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2690025 | PA      | $2433963.54   | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.8% 02/01/42                             | NISOURCE INC REGD 5.80000000                                                                     | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    774000 | PA      | $788112.02    | 0.00%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY I 3.9% 05/15/27                         | COTERRA ENERGY INC REGD SER WI 3.90000000                                                        | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $3024995.75   | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FNR 2007-78 CB 6% 08/25/37                             | FANNIE MAE REMICS SER 2007-78 CL CB 6.00000000                                                   | CUSIP: 31396W5X0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5733 | PA      | $6039.19      | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB6015 3.5% 08/01/42                            | FANNIE MAE POOL UMBS P#AB6015 3.50000000                                                         | CUSIP: 31417CVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    252933 | PA      | $238685.22    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1208 3% 10/01/42                              | FANNIE MAE POOL UMBS P#MA1208 3.00000000                                                         | CUSIP: 31418AKW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1395381 | PA      | $1284128.04   | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2025-40 P 5% 10/25/54                              | FANNIE MAE REMICS SER 2025-40 CL P 5.00000000                                                    | CUSIP: 3136BWGX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6714064 | PA      | $6746533.49   | 0.03%             | 2054-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKO 8.75% 06/15/30                         | DEUTSCHE TELEKOM INT FIN REGD 8.75000000                                                         | CUSIP: 25156PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     49000 | PA      | $57756.73     | 0.00%             | 2030-06-15      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4513 3% 01/01/52                              | FANNIE MAE POOL UMBS P#MA4513 3.00000000                                                         | CUSIP: 31418EAP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9592813 | PA      | $8440797.24   | 0.04%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHS 405 C20 4% 05/25/53                                | FREDDIE MAC STRIPS SER 405 CL C20 4.00000000                                                     | CUSIP: 3142G5QF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13155475 | PA      | $2891326.25   | 0.01%             | 2053-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 2575 ME 6% 02/15/33                                | FREDDIE MAC REMICS SER 2575 CL ME 6.00000000                                                     | CUSIP: 31393KSG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67306 | PA      | $69932.26     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOS 2.928% 07/15/50                         | CHILDREN'S HOSPITAL/DC REGD SER 2020 2.92800000                                                  | CUSIP: 16876DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1340000 | PA      | $866247.85    | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN R 5.125% 09/11/54                         | ADNOC MURBAN RSC LTD REGD 144A P/P 5.12500000                                                    | CUSIP: 00723L2C2<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   2843000 | PA      | $2696087.66   | 0.01%             | 2054-09-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2841 2.5% 12/01/36                            | FANNIE MAE POOL UMBS P#MA2841 2.50000000                                                         | CUSIP: 31418CEP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    917538 | PA      | $852326.23    | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0753 7% 01/01/39                              | FANNIE MAE POOL UMBS P#AD0753 7.00000000                                                         | CUSIP: 31418MZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83095 | PA      | $88343.26     | 0.00%             | 2039-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#782979 V/R 01/01/35                            | FREDDIE MAC NON GOLD POOL P#782979 V/R 6.50000000                                                | CUSIP: 31349UJY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40555 | PA      | $41938.80     | 0.00%             | 2035-01-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.65% 04/15/34                         | CHENIERE ENERGY INC REGD SER WI 5.65000000                                                       | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1680269.64   | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0243 4.5% 08/01/47                            | FANNIE MAE POOL UMBS P#CA0243 4.50000000                                                         | CUSIP: 3140Q7HV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    254069 | PA      | $250914.82    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 3.5% OCT 25                              | FNCL 30YR TBA 3.5% OCT 25      TO BE ANNOUNCED 3.50000000                                        | CUSIP: 01F0326A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  19250000 | PA      | $17585282.91  | 0.07%             | 2055-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & 5.65% 06/01/54                         | BALTIMORE GAS & ELECTRIC REGD SER . 5.65000000                                                   | CUSIP: 059165ES5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1970361.95   | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GNR 2020-126 BI 3% 08/20/50                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-126 CL BI 3.00000000                           | CUSIP: 38382HVK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7068112 | PA      | $1191029.14   | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/13/33                               | BNP PARIBAS REGD V/R 144A P/P MTN 5.78600000                                                     | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3590000 | PA      | $3767793.13   | 0.02%             | 2033-01-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROV 2.125% 06/22/26                         | MANITOBA (PROVINCE OF) REGD 2.12500000                                                           | CUSIP: 563469UL7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | USGA              | CA        |    400000 | PA      | $394678.13    | 0.00%             | 2026-06-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FHR 3510 OD ZCP 02/15/37                               | FREDDIE MAC REMICS SER 3510 CL OD ZCP 0.00000000                                                 | CUSIP: 31397YZP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16665 | PA      | $14622.27     | 0.00%             | 2037-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-72 GO ZCP 08/25/36                            | FANNIE MAE REMICS SER 2006-72 CL GO ZCP 0.00000000                                               | CUSIP: 31396KJK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18433 | PA      | $16294.24     | 0.00%             | 2036-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING L 4% 03/27/27                         | GLENCORE FUNDING LLC REGD 144A P/P 4.00000000                                                    | CUSIP: 378272AN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17716000 | PA      | $17631725.88  | 0.07%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2004-46 EP V/R 03/25/34                            | FANNIE MAE REMICS SER 2004-46 CL EP V/R 0.00000000                                               | CUSIP: 31393YQ99<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3193 | PA      | $3172.18      | 0.00%             | 2034-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 2475 S V/R 02/15/32                                | FREDDIE MAC REMICS SER 2475 CL S V/R 3.51344000                                                  | CUSIP: 31392RB59<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18140 | PA      | $1956.59      | 0.00%             | 2032-02-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| MLMI 2003-A5 2A6 V/R 08/25/33                          | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERI SER 2003-A5 CL 2A6 V/R REGD 6.30121000               | CUSIP: 5899293T3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7592 | PA      | $7404.78      | 0.00%             | 2033-08-25      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FSPC T-62 1A1 V/R 10/25/44                             | FSPC T-62 1A1 V/R 10/25/44 5.35342000                                                            | CUSIP: 31395HHV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175356 | PA      | $160964.88    | 0.00%             | 2044-10-25      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| GNR 2009-81 SB V/R 09/20/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-81 CL SB V/R 1.84008000                        | CUSIP: 38376F4W9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    144434 | PA      | $13051.43     | 0.00%             | 2039-09-20      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G61849 4.5% 11/01/46                           | FREDDIE MAC GOLD POOL P#G61849 4.50000000                                                        | CUSIP: 31335CBS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3791655 | PA      | $3799102.90   | 0.02%             | 2046-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMAII JMB 30YR TBA 3.5% OCT25                         | GNMA II JUMBO 30YR TBA 3.5%    TO BE ANNOUNCED                OCT25 3.50000000                   | CUSIP: 21H0326A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7445000 | PA      | $6786981.49   | 0.03%             | 2055-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2006-A2 5A3 V/R 11/25/33                         | JP MORGAN MORTGAGE TRUST SERIES 2006-A2 CLASS 5A3 REGD VARIABLE 6.70558100                       | CUSIP: 466247K93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33282 | PA      | $32921.85     | 0.00%             | 2033-11-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 3.875% 10/27/27                         | GLENCORE FUNDING LLC REGD 144A P/P 3.87500000                                                    | CUSIP: 378272AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $867954.79    | 0.00%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0410 5.5% 01/01/55                            | FANNIE MAE POOL UMBS P#FA0410 5.50000000                                                         | CUSIP: 3140W0N43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14170554 | PA      | $14413582.01  | 0.06%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60393 3.5% 01/01/46                           | FREDDIE MAC GOLD POOL P#G60393 3.50000000                                                        | CUSIP: 31335ANJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2733043 | PA      | $2572510.26   | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LI 4.55% 09/09/30                         | JACKSON NATL LIFE GLOBAL REGD 144A P/P 4.55000000                                                | CUSIP: 46849LVH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13850000 | PA      | $13864065.23  | 0.06%             | 2030-09-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TPMT 2021-R1 A1 V/R 04/27/29                           | TOWD POINT MORTGAGE TRUST 2021-R1 SER 2021-R1 CL A1 V/R REGD 144A P/P 2.91808000                 | CUSIP: 89179TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12358332 | PA      | $11097212.82  | 0.05%             | 2060-11-30      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4900 3.5% 12/20/47                         | GINNIE MAE II POOL P#MA4900 3.50000000                                                           | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    713604 | PA      | $665217.23    | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 6.607% 11/07/28                         | BANCO SANTANDER SA REGD 6.60700000                                                               | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4400000 | PA      | $4704439.48   | 0.02%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL8044 4.5% 11/01/42                            | FANNIE MAE POOL UMBS P#AL8044 4.50000000                                                         | CUSIP: 3138EQ5E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2041411 | PA      | $2042345.96   | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV V/R 12/13/29                          | ABN AMRO BANK NV REGD V/R 144A P/P 2.47000000                                                    | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1229784.92   | 0.01%             | 2029-12-13      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| BAFC 2004-1 PO ZCP 03/25/34                            | BANC OF AMERICA FUNDING 2004-1 TRUST SER 2004-1 CL PO ZCP REGD 0.00000000                        | CUSIP: 05946XGF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8268 | PA      | $5876.44      | 0.00%             | 2034-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATI 3.45% 02/02/61                         | SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 3.45000000                                            | CUSIP: 80413TAW9<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |   1185000 | PA      | $775087.38    | 0.00%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 4.7% 12/09/35                          | MCDONALD'S CORP REGD MTN 4.70000000                                                              | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    216000 | PA      | $214479.50    | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8485 2.5% 12/20/52                         | GINNIE MAE II POOL P#MA8485 2.50000000                                                           | CUSIP: 36179XNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9423511 | PA      | $8128096.73   | 0.03%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 08/15/54                            | UNITED STATES TREASURY BOND 4.25000000                                                           | CUSIP: 912810UC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19804000 | PA      | $18281567.50  | 0.08%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.825% 03/01/59                              | BOEING CO REGD 3.82500000                                                                        | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3695000 | PA      | $2613397.35   | 0.01%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| FNR 2001-52 KB 6.5% 10/25/31                           | FANNIE MAE REMICS SER 2001-52 CL KB 6.50000000                                                   | CUSIP: 313921KW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1659 | PA      | $1698.25      | 0.00%             | 2031-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08368 4.5% 10/01/39                           | FREDDIE MAC GOLD POOL P#G08368 4.50000000                                                        | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    424556 | PA      | $427006.10    | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 3.5% 08/15/27                         | COX COMMUNICATIONS INC REGD 144A P/P 3.50000000                                                  | CUSIP: 224044CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8245000 | PA      | $8132328.03   | 0.03%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/TH 4.875% 09/15/32                         | CIGNA GROUP/THE REGD 4.87500000                                                                  | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  11725000 | PA      | $11843222.71  | 0.05%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#RC2401 2% 01/01/37                              | FREDDIE MAC POOL UMBS P#RC2401 2.00000000                                                        | CUSIP: 3133L8U29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    679289 | PA      | $629278.31    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#787496 6% 07/20/64                           | GINNIE MAE II POOL P#787496 6.00000000                                                           | CUSIP: 3622ADGD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4359895 | PA      | $4426659.28   | 0.02%             | 2064-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-50 PS ZCP 06/25/36                            | FANNIE MAE REMICS SER 2006-50 CL PS ZCP 0.00000000                                               | CUSIP: 31395DTS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41616 | PA      | $37582.75     | 0.00%             | 2036-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/14/32                          | DEUTSCHE BANK NY REGD V/R 3.72900000                                                             | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4688972.80   | 0.02%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7761 4.37% 03/01/33                           | FANNIE MAE POOL UMBS P#BS7761 4.37000000                                                         | CUSIP: 3140LJTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3089976 | PA      | $3071379.72   | 0.01%             | 2033-03-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| AMCAR 2023-1 C 5.8% 12/18/28                           | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1 CL C REGD 5.80000000                  | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6800000 | PA      | $6928794.04   | 0.03%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNR 2007-112 MJ 6.5% 12/25/37                          | FANNIE MAE REMICS SER 2007-112 CL MJ 6.50000000                                                  | CUSIP: 31396X4N1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51275 | PA      | $53895.25     | 0.00%             | 2037-12-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHR 3286 PO ZCP 03/15/37                               | FREDDIE MAC REMICS SER 3286 CL PO ZCP 0.00000000                                                 | CUSIP: 31397G4B3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       725 | PA      | $635.01       | 0.00%             | 2037-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.049% 11/01/52                           | COMCAST CORP REGD SER WI 4.04900000                                                              | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    156000 | PA      | $119608.85    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FHR 3290 SB V/R 03/15/37                               | FREDDIE MAC REMICS SER 3290 CL SB V/R 1.96344000                                                 | CUSIP: 31397FR79<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24331 | PA      | $2109.18      | 0.00%             | 2037-03-15      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS1 A1 V/R 10/25/66                          | LEGACY MORTGAGE ASSET TRUST 2021-GS1 SER 2021-GS1 CL A1 V/R REGD 144A P/P 5.89200000             | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3976623 | PA      | $3976888.60   | 0.02%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P50523 6.5% 12/01/35                           | FREDDIE MAC GOLD POOL P#P50523 6.50000000                                                        | CUSIP: 31288LSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4367 | PA      | $4342.78      | 0.00%             | 2035-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7887 4% 07/01/52                              | FANNIE MAE POOL UMBS P#FS7887 4.00000000                                                         | CUSIP: 3140XPXR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9803380 | PA      | $9266883.05   | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8212 2.5% 05/01/52                            | FREDDIE MAC POOL UMBS P#SD8212 2.50000000                                                        | CUSIP: 3132DWDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  19796216 | PA      | $16704786.91  | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAY 4.85% 12/01/29                         | HELMERICH & PAYNE INC REGD 4.85000000                                                            | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493678.46   | 0.01%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH 3.304% 11/01/49                         | COTTAGE HEALTH SYSTEM REGD SER 2020 3.30400000                                                   | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1083097.08   | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMMT 2006-A7 2A V/R 01/25/37                          | JP MORGAN MORTGAGE TRUST 2006-A7 SER 2006-A7 CL 2A4R V/R REGD 4.47146800                         | CUSIP: 46629DAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34501 | PA      | $27678.35     | 0.00%             | 2037-01-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/20/29                          | DEUTSCHE BANK NY REGD V/R 6.81900000                                                             | CUSIP: 251526CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1518915.25   | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.25% 11/01/39                            | COMCAST CORP REGD 3.25000000                                                                     | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3295000 | PA      | $2630884.68   | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2276 2.5% 11/01/51                            | FANNIE MAE POOL UMBS P#CB2276 2.50000000                                                         | CUSIP: 3140QMQ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18876920 | PA      | $16063783.98  | 0.07%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR TBA 2% OCT 25                            | GNMA II 30 YR TBA 2% OCT 25    TO BE ANNOUNCED 2.00000000                                        | CUSIP: 21H0206A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3200000 | PA      | $2644445.95   | 0.01%             | 2055-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1N1477 V/R 05/01/37                            | FREDDIE MAC NON GOLD POOL P#1N1477 V/R 6.63500000                                                | CUSIP: 3128QHUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4360 | PA      | $4452.18      | 0.00%             | 2037-05-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL IN 1.57% 01/15/26                         | BERRY GLOBAL INC REGD 1.57000000                                                                 | CUSIP: 08576PAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17410000 | PA      | $17260012.85  | 0.07%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH  4.854% 04/27/35                         | L3HARRIS TECH INC REGD 4.85400000                                                                | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996810.41    | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK8758 4.5% 07/01/49                            | FANNIE MAE POOL UMBS P#BK8758 4.50000000                                                         | CUSIP: 3140HNWU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2048136 | PA      | $2021081.86   | 0.01%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7989 3.5% 04/20/52                         | GINNIE MAE II POOL P#MA7989 3.50000000                                                           | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13104801 | PA      | $12018596.81  | 0.05%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 4.125% 03/15/35                            | NUTRIEN LTD REGD 4.12500000                                                                      | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1960000 | PA      | $1814879.09   | 0.01%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FHMS K146 A2 2.92% 06/25/32                            | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K146 CL A2 2.92000000           | CUSIP: 3137H7ZB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9700000 | PA      | $8954360.03   | 0.04%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H01 F 1.65% 01/20/63                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H01 CL FA 1.65000000                           | CUSIP: 38375BE73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        30 | PA      | $27.24        | 0.00%             | 2063-01-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 2.8% 06/15/50                           | PECO ENERGY CO REGD 2.80000000                                                                   | CUSIP: 693304AY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    860000 | PA      | $553707.10    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FNR 2007-70 Z 5.5% 07/25/37                            | FANNIE MAE REMICS SER 2007-70 CL Z 5.50000000                                                    | CUSIP: 31396WRM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49311 | PA      | $51109.17     | 0.00%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7135 2.5% 04/01/52                            | FREDDIE MAC POOL UMBS P#RA7135 2.50000000                                                        | CUSIP: 3133KN4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10663107 | PA      | $9053765.56   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH3394 4% 01/01/41                              | FANNIE MAE POOL UMBS P#AH3394 4.00000000                                                         | CUSIP: 3138A4XY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    274786 | PA      | $267877.50    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2025-SL1 A V/R 11/25/67                          | GS MORTGAGE-BACKED SECURITIES TRUST 2025-SL1 SER 2025-SL1 CL A1 V/R REGD 144A P/P 5.84700000     | CUSIP: 362960AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17578252 | PA      | $17730443.06  | 0.07%             | 2067-11-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4715 3% 04/01/45                              | FANNIE MAE POOL UMBS P#AS4715 3.00000000                                                         | CUSIP: 3138WEGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3057031 | PA      | $2785716.83   | 0.01%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#746299 V/R 09/01/33                             | FANNIE MAE POOL UMBS P#746299 V/R 6.64200000                                                     | CUSIP: 31403EDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2918 | PA      | $3010.94      | 0.00%             | 2033-09-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/23/40                         | BANK OF AMERICA CORP REGD V/R MTN 4.07800000                                                     | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2307281.45   | 0.01%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB6619 3.5% 10/01/42                            | FANNIE MAE POOL UMBS P#AB6619 3.50000000                                                         | CUSIP: 31417DK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    132380 | PA      | $124923.38    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5787 4% 08/01/47                              | FANNIE MAE POOL UMBS P#BM5787 4.00000000                                                         | CUSIP: 3140JAND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2265709 | PA      | $2180439.58   | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FU 3.046% 01/31/27                         | FELLS POINT FUNDING TR REGD 144A P/P 3.04600000                                                  | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9320000 | PA      | $9169000.25   | 0.04%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL2 A V/R 08/25/64                          | PRET 2025-RPL2 TRUST SER 2025-RPL2 CL A1 V/R REGD 144A P/P 4.00000000                            | CUSIP: 69392LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7519417 | PA      | $7281856.22   | 0.03%             | 2064-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPE 6.2% 10/15/37                         | TRANSCANADA PIPELINES REGD 6.20000000                                                            | CUSIP: 89352HAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    573000 | PA      | $614026.90    | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US 5.125% 09/18/35                         | RWE FINANCE US LLC REGD 144A P/P 5.12500000                                                      | CUSIP: 749983AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3923000 | PA      | $3869530.26   | 0.02%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A93996 4.5% 09/01/40                           | FREDDIE MAC GOLD POOL P#A93996 4.50000000                                                        | CUSIP: 312942NM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     84397 | PA      | $84597.58     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WFCM 2018-C47 4.442% 09/15/28                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C47 SER 2018-C47 CL A4 REGD 4.44200000                | CUSIP: 95002DBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8850000 | PA      | $8886069.95   | 0.04%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| FHR 2671 S V/R 09/15/33                                | FREDDIE MAC REMICS SER 2671 CL S V/R 6.53297300                                                  | CUSIP: 31394HVK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5608 | PA      | $6162.85      | 0.00%             | 2033-09-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 5.125% 10/01/34                            | AKER BP ASA REGD 144A P/P 5.12500000                                                             | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   1950000 | PA      | $1916812.08   | 0.01%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% NOV 12                              | FNMA 30YR TBA 4.5% NOV 12      TO BE ANNOUNCED 4.50000000                                        | CUSIP: 01F0426B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  21500000 | PA      | $20844385.24  | 0.09%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 4.35% 06/08/27                         | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 4.35000000                                                | CUSIP: 928668BS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12500646.38  | 0.05%             | 2027-06-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FHR 3179 OA ZCP 07/15/36                               | FREDDIE MAC REMICS SER 3179 CL OA ZCP 0.00000000                                                 | CUSIP: 31396UFA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7414 | PA      | $6452.11      | 0.00%             | 2036-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.25% 05/15/42                            | UNITED STATES TREASURY BOND 3.25000000                                                           | CUSIP: 912810TH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  71786000 | PA      | $60305847.92  | 0.25%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7648 2% 10/20/51                           | GINNIE MAE II POOL P#MA7648 2.00000000                                                           | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9155996 | PA      | $7569451.67   | 0.03%             | 2051-10-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CM1196 5% 05/20/52                           | GINNIE MAE II POOL P#CM1196 5.00000000                                                           | CUSIP: 3617YLKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2813956 | PA      | $2777144.50   | 0.01%             | 2052-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4894 2.5% 05/01/30                            | FANNIE MAE POOL UMBS P#AS4894 2.50000000                                                         | CUSIP: 3138WENL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    557398 | PA      | $541135.62    | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 5.6% 05/15/53                         | META PLATFORMS INC REGD 5.60000000                                                               | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $3108972.24   | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A57681 6% 12/01/36                             | FREDDIE MAC GOLD POOL P#A57681 6.00000000                                                        | CUSIP: 3128KLRA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2505 | PA      | $2642.72      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8846 4.09% 07/01/30                           | FANNIE MAE POOL UMBS P#BS8846 4.09000000                                                         | CUSIP: 3140LKZL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11800000 | PA      | $11743606.38  | 0.05%             | 2030-07-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5100 2% 02/01/41                              | FREDDIE MAC POOL UMBS P#RB5100 2.00000000                                                        | CUSIP: 3133KYUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9834599 | PA      | $8607984.73   | 0.04%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 3.95% 03/01/48                         | CENTERPOINT ENER HOUSTON REGD 3.95000000                                                         | CUSIP: 15189XAS7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    151000 | PA      | $121337.10    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 2.55% 01/27/32                         | REPUBLIC OF CHILE REGD 2.55000000                                                                | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |   1398000 | PA      | $1243521.00   | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GNMA P#574710 5.5% 09/15/34                            | GINNIE MAE I POOL P#574710 5.50000000                                                            | CUSIP: 36200WN31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1398 | PA      | $1447.51      | 0.00%             | 2034-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/18/29                         | NATWEST GROUP PLC REGD V/R 4.89200000                                                            | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   9505000 | PA      | $9654364.33   | 0.04%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| FNR 2006-44 P ZCP 12/25/33                             | FANNIE MAE REMICS SER 2006-44 CL P ZCP 0.00000000                                                | CUSIP: 31395NBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28360 | PA      | $24902.72     | 0.00%             | 2033-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN4917 3.13% 03/01/27                           | FANNIE MAE POOL UMBS P#AN4917 3.13000000                                                         | CUSIP: 3138LHPB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6331248 | PA      | $6265403.13   | 0.03%             | 2027-03-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| F/C US 5YR NOTE (CBT) DEC25                            | FUTURE CONTRACT ON           US 5YR NOTE (CBT) DEC25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      1691 | NC      | $184649274.28 | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#AI1892 5% 05/01/41                              | FANNIE MAE POOL UMBS P#AI1892 5.00000000                                                         | CUSIP: 3138AFC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38590 | PA      | $39520.78     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-28CB 3 6% 08/25/35                          | ALTERNATIVE LOAN TRUST 2005-28CB SER 2005-28CB CL 3A5 REGD 6.00000000                            | CUSIP: 12667GYN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4709 | PA      | $1774.92      | 0.00%             | 2035-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CROSS 2025-H7 A1 V/R 09/25/70                          | CROSS 2025-H7 MORTGAGE TRUST SER 2025-H7 CL A1 V/R REGD 144A P/P 4.93400000                      | CUSIP: 22757JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7300000 | PA      | $7288249.19   | 0.03%             | 2070-09-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/18/30                                   | BPCE SA REGD V/R 144A P/P 5.71600000                                                             | CUSIP: 05571AAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2841000 | PA      | $2938018.67   | 0.01%             | 2030-01-18      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| UMBS P#816594 V/R 02/01/35                             | FANNIE MAE POOL UMBS P#816594 V/R 6.24900000                                                     | CUSIP: 31406QGB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1213 | PA      | $1241.32      | 0.00%             | 2035-02-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FHR 4013 QF V/R 03/15/41                               | FREDDIE MAC REMICS SER 4013 CL QF V/R 5.03656000                                                 | CUSIP: 3137ANHM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    108714 | PA      | $108540.24    | 0.00%             | 2041-03-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H01 JA V/R 01/20/63                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H01 CL JA V/R 4.78582000                       | CUSIP: 38375BF31<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     96536 | PA      | $96274.28     | 0.00%             | 2063-01-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7594 2.5% 09/01/52                            | FANNIE MAE POOL UMBS P#FS7594 2.50000000                                                         | CUSIP: 3140XPNL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17931219 | PA      | $15160954.37  | 0.06%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/49                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834UR7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10000000 | PA      | $3120099.10   | 0.01%             | 2049-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO9353 4% 07/01/42                              | FANNIE MAE POOL UMBS P#AO9353 4.00000000                                                         | CUSIP: 3138M1MB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    198396 | PA      | $193133.58    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV V/R 01/19/29                              | KBC GROUP NV REGD V/R 144A P/P 5.79600000                                                        | CUSIP: 48241FAB0<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   3717000 | PA      | $3839839.56   | 0.02%             | 2029-01-19      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016- 3.1% 10/07/28                         | UNITED AIR 2016-2 A PTT REGD SER A 3.10000000                                                    | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1870869 | PA      | $1773956.75   | 0.01%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A97943 5% 04/01/41                             | FREDDIE MAC GOLD POOL P#A97943 5.00000000                                                        | CUSIP: 312946ZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    351044 | PA      | $359933.40    | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5683 5% 04/01/40                              | FANNIE MAE POOL UMBS P#MA5683 5.00000000                                                         | CUSIP: 31418FJ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1847523 | PA      | $1866799.61   | 0.01%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2920 3% 03/01/47                              | FANNIE MAE POOL UMBS P#MA2920 3.00000000                                                         | CUSIP: 31418CG65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    282170 | PA      | $254995.78    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STA 6% 05/13/30                         | UNITED MEXICAN STATES REGD 6.00000000                                                            | CUSIP: 91087BBB5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   2185000 | PA      | $2293813.00   | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP 5.8% 03/15/37                               | EATON CORP REGD 5.80000000                                                                       | CUSIP: 278058DB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $530693.68    | 0.00%             | 2037-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER  5.257% 06/01/28                         | CAPITAL POWER US HOLDING REGD 144A P/P 5.25700000                                                | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5354000 | PA      | $5455730.87   | 0.02%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1856 2% 10/01/51                              | FANNIE MAE POOL UMBS P#CB1856 2.00000000                                                         | CUSIP: 3140QMB29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1476230 | PA      | $1193683.45   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 4.625% 05/15/42                         | ELEVANCE HEALTH INC REGD 4.62500000                                                              | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360634.81    | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL V/R 12/15/32                          | BANK OF MONTREAL REGD V/R 3.80300000                                                             | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   6500000 | PA      | $6384877.07   | 0.03%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK  5.414% 05/10/29                         | DEUTSCHE BANK NY REGD 5.41400000                                                                 | CUSIP: 251526CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2139883.56   | 0.01%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8255 3.5% 10/01/52                            | FREDDIE MAC POOL UMBS P#SD8255 3.50000000                                                        | CUSIP: 3132DWE41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6574267 | PA      | $6016433.83   | 0.03%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS7690 3% 04/01/32                              | FREDDIE MAC POOL UMBS P#ZS7690 3.00000000                                                        | CUSIP: 3132A8RK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5294675 | PA      | $5162305.05   | 0.02%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 4.95% 09/15/35                          | MERCK & CO INC REGD 4.95000000                                                                   | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  10456000 | PA      | $10575464.71  | 0.04%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H24 FG V/R 04/20/60                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H24 CL FG V/R 4.89582000                       | CUSIP: 38375BXB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1833 | PA      | $1821.88      | 0.00%             | 2060-04-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 11/15/41                               | UNITED STATES TREASURY BOND 2.00000000                                                           | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  42434000 | PA      | $29799939.32  | 0.13%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2011-47 ZA 5.5% 07/25/38                           | FANNIE MAE REMICS SER 2011-47 CL ZA 5.50000000                                                   | CUSIP: 31397UEP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59585 | PA      | $60990.98     | 0.00%             | 2038-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#928584 6.5% 08/01/37                            | FANNIE MAE POOL UMBS P#928584 6.50000000                                                         | CUSIP: 31412LUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9651 | PA      | $10219.99     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARM 2004-13 3.8176% 4/21//34_                         | MASTER ADJUSTABLE RATE   MORTGAGES TRUST SERIES 2004-13 CLASS 2A1 REGD_ 6.59156700               | CUSIP: 576433UE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33168 | PA      | $32655.18     | 0.00%             | 2034-04-21      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 1.538% 08/17/26                          | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL A REGD 144A P/P 1.53800000                       | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11308249 | PA      | $11043349.81  | 0.05%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08672 4% 10/01/45                             | FREDDIE MAC GOLD POOL P#G08672 4.00000000                                                        | CUSIP: 3128MJXA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    139006 | PA      | $133907.64    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9865 3.5% 07/01/43                            | FANNIE MAE POOL UMBS P#AB9865 3.50000000                                                         | CUSIP: 31417G6B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3295370 | PA      | $3106665.50   | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KEYCORP V/R 03/06/35                                   | KEYCORP REGD V/R 6.40100000                                                                      | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2707577.02   | 0.01%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 11/02/27                         | CAPITAL ONE FINANCIAL CO REGD V/R 1.87800000                                                     | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    361000 | PA      | $351748.15    | 0.00%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| PRET 2024-RPL2 A V/R 06/25/64                          | PRET 2024-RPL2 TRUST SER 2024-RPL2 CL A1 V/R REGD 144A P/P 4.07500000                            | CUSIP: 69392CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5723926 | PA      | $5489514.39   | 0.02%             | 2064-06-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 3.9% 03/01/48                           | PECO ENERGY CO REGD 3.90000000                                                                   | CUSIP: 693304AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5235000 | PA      | $4205455.27   | 0.02%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNR 2005-7 JM V/R 05/18/34                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-7 CL JM V/R 7.35381000                         | CUSIP: 38374KF73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       154 | PA      | $163.92       | 0.00%             | 2034-05-18      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| FNR 2007-92 YA 6.5% 06/25/37                           | FANNIE MAE REMICS SER 2007-92 CL YA 6.50000000                                                   | CUSIP: 31396XNU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7900 | PA      | $8321.17      | 0.00%             | 2037-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYV 2007-B 1A2 V/R 08/28/37                           | BAYVIEW FINANCIAL MORTGAGE PASS-THROUGH TRUST 2007-B SER 2007-B CL 1A2 V/R REGD 7.33100000       | CUSIP: 07324FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78927 | PA      | $70218.46     | 0.00%             | 2047-08-28      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 05/09/29                         | BANK OF AMERICA CORP REGD V/R 4.62300000                                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3943000 | PA      | $3991850.26   | 0.02%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO 5.1% 03/01/29                            | DTE ENERGY CO REGD 5.10000000                                                                    | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   5584000 | PA      | $5721647.22   | 0.02%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOT V/R 05/04/37                         | BANK OF NOVA SCOTIA REGD V/R 4.58800000                                                          | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $7741902.96   | 0.03%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| BAMLL 2014-520M  V/R 08/15/34                          | BAMLL COMMERCIAL MORTGAGE SECURITIES  SER 2014-520M CL C V/R REGD 144A P/P 4.35436300            | CUSIP: 05525MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $835425.96    | 0.00%             | 2046-08-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08741 3% 01/01/47                             | FREDDIE MAC GOLD POOL P#G08741 3.00000000                                                        | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    679836 | PA      | $615121.47    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/13/31                         | PHILIP MORRIS INTL INC REGD 5.12500000                                                           | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   9615000 | PA      | $9950523.60   | 0.04%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SFAST 2023-1A  5.97% 10/20/27                          | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2023-1A CL C REGD 144A P/P 5.97000000            | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1595237.22   | 0.01%             | 2031-02-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| FNR 2002-21 LO ZCP 04/25/32                            | FANNIE MAE REMICS SER 2002-21 CL LO ZCP 0.00000000                                               | CUSIP: 31392CNN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       410 | PA      | $359.28       | 0.00%             | 2032-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY I 5.95% 12/01/34                         | SUNCOR ENERGY INC REGD 5.95000000                                                                | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   1048000 | PA      | $1103449.39   | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GNR 2008-1 PO ZCP 01/20/38                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-1 CL PO ZCP 0.00000000                         | CUSIP: 38375PCK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2975 | PA      | $2410.80      | 0.00%             | 2038-01-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH 2.746% 10/01/26                         | PROV ST JOSEPH HLTH OBL REGD SER H 2.74600000                                                    | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    865000 | PA      | $851225.38    | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 11/03/28                         | SANTANDER UK GROUP HLDGS REGD V/R 3.82300000                                                     | CUSIP: 80281LAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1187867.03   | 0.00%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4037 5% 10/20/37                             | GINNIE MAE II POOL P#4037 5.00000000                                                             | CUSIP: 36202EPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    127502 | PA      | $130700.92    | 0.00%             | 2037-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1% 07/31/28                               | UNITED STATES TREASURY NOTE 1.00000000                                                           | CUSIP: 91282CCR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  21615000 | PA      | $20096039.59  | 0.08%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#675555 6% 12/01/32                              | FANNIE MAE POOL UMBS P#675555 6.00000000                                                         | CUSIP: 31391SQG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6087 | PA      | $6337.43      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 02/29/32                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CMR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  48624000 | PA      | $49279284.25  | 0.21%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RCO 2025-1 A1 V/R 01/25/28                             | RCO X MORTGAGE LLC 2025-1 SER 2025-1 CL A1 V/R REGD 144A P/P 5.87500000                          | CUSIP: 75523XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3400337 | PA      | $3403249.38   | 0.01%             | 2030-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS8269 3% 11/01/46                              | FANNIE MAE POOL UMBS P#AS8269 3.00000000                                                         | CUSIP: 3138WJFK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    775020 | PA      | $700390.76    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 7.0% OCT 12                              | FNMA 30YR TBA 7.0% OCT 12      TO BE ANNOUNCED 7.00000000                                        | CUSIP: 01F0706A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11005000 | PA      | $11509837.43  | 0.05%             | 2055-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHR 2176 OJ 7% 08/15/29                                | FREDDIE MAC REMICS SER 2176 CL OJ 7.00000000                                                     | CUSIP: 3133TLTY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3530 | PA      | $3568.89      | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COPAR 2023-2 A 5.82% 06/15/28                          | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 SER 2023-2 CL A3 REGD 5.82000000                 | CUSIP: 14044EAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2071432 | PA      | $2098172.76   | 0.01%             | 2028-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| AT&T REIGN II  6.088% 12/15/44                         | AT&T REIGN II LB PTT REGD 144A P/P 6.08800000                                                    | CUSIP: 046912AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8081005.60   | 0.03%             | 2044-12-15      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 07/21/36                         | PNC FINANCIAL SERVICES REGD V/R 5.37300000                                                       | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   9865000 | PA      | $10151757.01  | 0.04%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5968 2.5% 06/01/50                            | FANNIE MAE POOL UMBS P#CA5968 2.50000000                                                         | CUSIP: 3140QDT20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4737255 | PA      | $4067737.17   | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOS 2.585% 02/01/50                         | CHILDREN'S HOSPITAL CORP REGD SER 2020 2.58500000                                                | CUSIP: 16876BAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $796458.11    | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2806 3% 11/01/46                              | FANNIE MAE POOL UMBS P#MA2806 3.00000000                                                         | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2716018 | PA      | $2454486.58   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2008-46 HI V/R 06/25/38                            | FANNIE MAE REMICS SER 2008-46 CL HI V/R 1.55047500                                               | CUSIP: 31397LRU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22483 | PA      | $1363.08      | 0.00%             | 2038-06-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2234 8% 06/20/26                             | GINNIE MAE II POOL P#2234 8.00000000                                                             | CUSIP: 36202CPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        44 | PA      | $43.67        | 0.00%             | 2026-06-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD C 6.05% 04/15/28                         | REGAL REXNORD CORP REGD 6.05000000                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1415103.19   | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINA 3.65% 04/05/27                         | COREBRIDGE FINANCIAL INC REGD 3.65000000                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $2037363.35   | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3376 3.5% 01/20/46                         | GINNIE MAE II POOL P#MA3376 3.50000000                                                           | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1490433 | PA      | $1388043.83   | 0.01%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3117 AO ZCP 02/15/36                               | FREDDIE MAC REMICS SER 3117 CL AO ZCP 0.00000000                                                 | CUSIP: 31396HUA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11909 | PA      | $10947.59     | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7530 2.5% 07/01/46                            | FANNIE MAE POOL UMBS P#AS7530 2.50000000                                                         | CUSIP: 3138WHLL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    946906 | PA      | $821944.06    | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2971 4% 08/01/45                              | FANNIE MAE POOL UMBS P#FM2971 4.00000000                                                         | CUSIP: 3140X6JR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17646606 | PA      | $17125264.31  | 0.07%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03029 6% 10/01/29                             | FREDDIE MAC GOLD POOL P#G03029 6.00000000                                                        | CUSIP: 3128M4VW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2251 | PA      | $2311.37      | 0.00%             | 2029-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MSC 2020-L4 A 2.698% 02/15/30                          | MORGAN STANLEY CAPITAL I TRUST 2020-L4 SER 2020-L4 CL A3 REGD 2.69800000                         | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15418603 | PA      | $14339408.72  | 0.06%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIE 4.4% 05/27/45                         | SIEMENS FINANCIERINGSMAT REGD P/P 4.40000000                                                     | CUSIP: 82620KAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    513000 | PA      | $456993.40    | 0.00%             | 2045-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9765 3% 06/01/43                              | FANNIE MAE POOL UMBS P#AB9765 3.00000000                                                         | CUSIP: 31417GZ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1866052 | PA      | $1714746.19   | 0.01%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H02 HF V/R 11/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H02 CL HF V/R 4.76582000                       | CUSIP: 38375BH62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        74 | PA      | $73.38        | 0.00%             | 2062-11-20      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FNR 2007-64 FB V/R 07/25/37                            | FANNIE MAE REMICS SER 2007-64 CL FB V/R 4.84051000                                               | CUSIP: 31396WVR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23233 | PA      | $23076.06     | 0.00%             | 2037-07-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| FHLMC P#848068 V/R 06/01/36                            | FREDDIE MAC NON GOLD POOL P#848068 V/R 6.98500000                                                | CUSIP: 3128JR6D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22577 | PA      | $23135.84     | 0.00%             | 2036-06-01      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H26 MA V/R 07/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H26 CL MA V/R 5.01582000                       | CUSIP: 38375BYQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4466 | PA      | $4460.59      | 0.00%             | 2062-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| FNMA 6.625% 11/15/30                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION 6.62500000                                                 | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2550000 | PA      | $2882171.72   | 0.01%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.05% 03/30/29                         | CHARTER COMM OPT LLC/CAP REGD 5.05000000                                                         | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026184.10   | 0.01%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8331 5.5% 06/01/53                            | FREDDIE MAC POOL UMBS P#SD8331 5.50000000                                                        | CUSIP: 3132DWHG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  22130630 | PA      | $22387528.46  | 0.09%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 2% 12/02/25                             | NRG ENERGY INC REGD 144A P/P 2.00000000                                                          | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2670824.22   | 0.01%             | 2025-12-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#920547 V/R 09/01/36                             | FANNIE MAE POOL UMBS P#920547 V/R 6.22500000                                                     | CUSIP: 31412BWG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11750 | PA      | $11980.83     | 0.00%             | 2036-09-01      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK F 4.65% 10/12/30                         | DAIMLER TRUCK FINAN NA REGD 144A P/P 4.65000000                                                  | CUSIP: 233853BH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4183000 | PA      | $4188917.73   | 0.02%             | 2030-10-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 07/29/36                         | SYNCHRONY FINANCIAL REGD V/R 6.00000000                                                          | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2557103.13   | 0.01%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| MHC 2021-MHC C V/R 04/15/26                            | MHC COMMERCIAL MORTGAGE TRUST 2021-MHC SER 2021-MHC CL C V/R REGD 144A P/P 5.61544200            | CUSIP: 55316VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9040000 | PA      | $9040000.00   | 0.04%             | 2038-04-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#995149 6.5% 10/01/38                            | FANNIE MAE POOL UMBS P#995149 6.50000000                                                         | CUSIP: 31416BQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     98365 | PA      | $103921.48    | 0.00%             | 2038-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7255 2.5% 03/20/51                         | GINNIE MAE II POOL P#MA7255 2.50000000                                                           | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13022647 | PA      | $11220954.97  | 0.05%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A 4.63% 04/15/28                          | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2025-1 CL A1 REGD 4.63000000                      | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17900000 | PA      | $18152411.48  | 0.08%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN 6.1% 04/30/30                         | OFFICE CHERIFIEN DES PHO REGD 144A P/P 6.10000000                                                | CUSIP: 67091TAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |   5575000 | PA      | $5839759.48   | 0.02%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#800422 V/R 08/01/34                             | FANNIE MAE POOL UMBS P#800422 V/R 5.93200000                                                     | CUSIP: 31405VG76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10365 | PA      | $10393.99     | 0.00%             | 2034-08-01      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL  6% 07/15/35                         | AMERICAN NATIONAL GROUP REGD 6.00000000                                                          | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7145967.08   | 0.03%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-AR9 2A V/R 09/25/33                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR9 SER 2003-AR9 CL 2A V/R REGD 5.70606700   | CUSIP: 92922FBX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9810 | PA      | $9597.39      | 0.00%             | 2033-09-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS  6.875% 11/21/36                         | VALE OVERSEAS LIMITED REGD 6.87500000                                                            | CUSIP: 91911TAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |   5167000 | PA      | $5799523.47   | 0.02%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1608 3.5% 10/01/33                            | FANNIE MAE POOL UMBS P#MA1608 3.50000000                                                         | CUSIP: 31418AYE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2644990 | PA      | $2586072.25   | 0.01%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PET 7.875% 09/15/31                         | OCCIDENTAL PETROLEUM COR REGD 7.87500000                                                         | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $5469206.56   | 0.02%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FNR 2012-108 F V/R 10/25/42                            | FANNIE MAE REMICS SER 2012-108 CL F V/R 4.97051000                                               | CUSIP: 3136A8Q52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    137621 | PA      | $135891.62    | 0.00%             | 2042-10-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WI TREASURY 3.125% 08/31/2027                          | UNITED STATES TREASURY NOTE 3.12500000                                                           | CUSIP: 91282CFH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  83675000 | PA      | $82900352.75  | 0.35%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1581 2.5% 09/01/52                            | FREDDIE MAC POOL UMBS P#SD1581 2.50000000                                                        | CUSIP: 3132DNXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1022218 | PA      | $865687.08    | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#735060 6% 11/01/34                              | FANNIE MAE POOL UMBS P#735060 6.00000000                                                         | CUSIP: 31402QTR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1461 | PA      | $1520.92      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H24 FE V/R 10/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H24 CL FE V/R 4.60000000                       | CUSIP: 38375BWZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2706 | PA      | $2702.84      | 0.00%             | 2062-10-20      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOO 5.5% 01/15/36                         | JBS USA HOLD/FOOD GRP/CO REGD 144A P/P 5.50000000                                                | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3510000 | PA      | $3584447.10   | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OMFIT 2025-1A  4.82% 10/14/29                          | ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.82000000                | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21700000 | PA      | $21915179.37  | 0.09%             | 2038-07-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 3.25% 05/15/51                         | UNITEDHEALTH GROUP INC REGD 3.25000000                                                           | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $951334.70    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G06047 4.5% 05/01/40                           | FREDDIE MAC GOLD POOL P#G06047 4.50000000                                                        | CUSIP: 3128M8BQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    250220 | PA      | $251355.50    | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RMIT 2025-1 A 4.99% 04/17/34                           | REGIONAL MANAGEMENT ISSUANCE TRUST 2025-1 SER 2025-1 CL A REGD 144A P/P 4.99000000               | CUSIP: 75908AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4055000 | PA      | $4082750.80   | 0.02%             | 2034-04-17      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.557% 08/15/27                         | BAT CAPITAL CORP REGD 3.55700000                                                                 | CUSIP: 05526DBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    952000 | PA      | $942262.09    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER 5.95% 06/15/35                         | PLAINS ALL AMERICAN PIPE REGD 5.95000000                                                         | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   2955000 | PA      | $3083930.28   | 0.01%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL  5.8% 04/15/34                         | ASHTEAD CAPITAL INC REGD 144A P/P 5.80000000                                                     | CUSIP: 045054AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5238873.10   | 0.02%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1N0353 V/R 02/01/37                            | FREDDIE MAC NON GOLD POOL P#1N0353 V/R 6.86000000                                                | CUSIP: 3128QGMA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15621 | PA      | $15963.21     | 0.00%             | 2037-02-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| FHLMC P#789758 V/R 09/01/32                            | FREDDIE MAC NON GOLD POOL P#789758 V/R 7.37300000                                                | CUSIP: 31295NZX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       369 | PA      | $377.66       | 0.00%             | 2032-09-01      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO8044 3.5% 07/01/42                            | FANNIE MAE POOL UMBS P#AO8044 3.50000000                                                         | CUSIP: 3138LY5E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6684735 | PA      | $6350966.06   | 0.03%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-3A D 5.53% 02/18/31                          | GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 SER 2024-3A CL D REGD 144A P/P 5.53000000               | CUSIP: 37989AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4133000 | PA      | $4199473.11   | 0.02%             | 2031-02-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SCRT 2018-2 MT 3.5% 11/25/57                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-2 SER 2018-2 CL MT 3.50000000        | CUSIP: 35563PFF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4861539 | PA      | $4360944.82   | 0.02%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NRZT 2017-4A A1 V/R 05/25/57                           | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-4 SER 2017-4A CL A1 V/R REGD 144A P/P 4.00000000        | CUSIP: 64829NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    961011 | PA      | $925983.49    | 0.00%             | 2057-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/34                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128337W4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2487000 | PA      | $1689177.36   | 0.01%             | 2034-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#735591 5% 06/01/35                              | FANNIE MAE POOL UMBS P#735591 5.00000000                                                         | CUSIP: 31402RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    141848 | PA      | $143835.57    | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/23/36                         | WELLS FARGO & COMPANY REGD V/R 5.60500000                                                        | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9770000 | PA      | $10253137.45  | 0.04%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP 5.6% 03/23/34                           | SOLVENTUM CORP REGD 5.60000000                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  18335000 | PA      | $19089107.18  | 0.08%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC D 3.1% 09/15/49                         | ONCOR ELECTRIC DELIVERY REGD SER * 3.10000000                                                    | CUSIP: 68233JBR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1282418.60   | 0.01%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MLCC 2003-F A1 V/R 10/25/28                            | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC  SER 2003-F CL A1 V/R REGD 4.91239000         | CUSIP: 5899292M9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8382 | PA      | $8205.29      | 0.00%             | 2028-10-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 3.75% 01/15/30                             | AKER BP ASA REGD 144A P/P 3.75000000                                                             | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   3695000 | PA      | $3568432.80   | 0.02%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04815 5% 09/01/38                             | FREDDIE MAC GOLD POOL P#G04815 5.00000000                                                        | CUSIP: 3128M6VG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58664 | PA      | $60220.94     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL2  V/R 02/25/26                          | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL2 SER 2024-RPL2 CL A1 V/R REGD 144A P/P 3.75000000   | CUSIP: 36269MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1948267 | PA      | $1905563.79   | 0.01%             | 2061-07-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-4 B 6.16% 05/16/27                          | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4 CL B REGD 6.16000000        | CUSIP: 379930AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1752574.88   | 0.01%             | 2029-04-16      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3714 3.5% 01/01/43                            | FANNIE MAE POOL UMBS P#AL3714 3.50000000                                                         | CUSIP: 3138ELDU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    277308 | PA      | $261629.90    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8220 3% 06/01/52                              | FREDDIE MAC POOL UMBS P#SD8220 3.00000000                                                        | CUSIP: 3132DWDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11592684 | PA      | $10194417.42  | 0.04%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2903 2% 03/01/51                              | FREDDIE MAC POOL UMBS P#SD2903 2.00000000                                                        | CUSIP: 3132DQGL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  17424396 | PA      | $14190444.18  | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.3% 04/01/44                         | ENERGY TRANSFER LP REGD SER 30YR 5.30000000                                                      | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183184.26    | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3936 3% 09/20/46                           | GINNIE MAE II POOL P#MA3936 3.00000000                                                           | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    431093 | PA      | $391057.67    | 0.00%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#787026 6% 10/20/53                           | GINNIE MAE II POOL P#787026 6.00000000                                                           | CUSIP: 3622ACVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11508329 | PA      | $11842829.39  | 0.05%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KSBA 2012-6 A V/R 05/25/39                             | KGS-ALPHA SBA COOF TRUST SER 2012-6 CL A V/R REGD 144A P/P 0.60751400                            | CUSIP: 48247NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    505601 | PA      | $5525.71      | 0.00%             | 2039-05-25      | Variable      | 0.61%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BQ4139 3.5% 11/20/49                         | GINNIE MAE II POOL P#BQ4139 3.50000000                                                           | CUSIP: 3617LNS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2549012 | PA      | $2262180.00   | 0.01%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2001-33 ID 6% 07/25/31                             | FANNIE MAE REMICS SER 2001-33 CL ID 6.00000000                                                   | CUSIP: 31359S6G0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7942 | PA      | $819.52       | 0.00%             | 2031-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 4.3% 08/19/28                         | NXP BV/NXP FDG/NXP USA REGD 4.30000000                                                           | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4526000 | PA      | $4532470.96   | 0.02%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#888412 7% 04/01/37                              | FANNIE MAE POOL UMBS P#888412 7.00000000                                                         | CUSIP: 31410GAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2304 | PA      | $2350.39      | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNR 2008-16 IS V/R 03/25/38                            | FANNIE MAE REMICS SER 2008-16 CL IS V/R 1.72949000                                               | CUSIP: 31396YTG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20457 | PA      | $1597.07      | 0.00%             | 2038-03-25      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 5.3% 03/01/48                         | WESTERN MIDSTREAM OPERAT REGD 5.30000000                                                         | CUSIP: 958254AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2696645.21   | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 2.25% 04/15/30                             | PROLOGIS LP REGD 2.25000000                                                                      | CUSIP: 74340XBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $281049.17    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/04/27                         | JPMORGAN CHASE & CO REGD V/R 1.04000000                                                          | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1928468.02   | 0.01%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| GNR 2008-50 KB 6% 06/20/38                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-50 CL KB 6.00000000                            | CUSIP: 38375QD89<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33595 | PA      | $34512.99     | 0.00%             | 2038-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 1899 ZE 8% 09/15/26                                | FREDDIE MAC REMICS SER 1899 CL ZE 8.00000000                                                     | CUSIP: 3133T86T9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       449 | PA      | $452.21       | 0.00%             | 2026-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC 6.5% 11/15/37                         | POTOMAC ELECTRIC POWER REGD 6.50000000                                                           | CUSIP: 737679DB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $152279.11    | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 6.75% 03/15/34                         | JBS USA HOLD/FOOD/LUX CO REGD 6.75000000                                                         | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3176000 | PA      | $3511079.27   | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNR 2007-88 VI V/R 09/25/37                            | FANNIE MAE REMICS SER 2007-88 CL VI V/R 2.06949000                                               | CUSIP: 31396XUU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66438 | PA      | $5493.71      | 0.00%             | 2037-09-25      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4125 2.5% 12/20/46                         | GINNIE MAE II POOL P#MA4125 2.50000000                                                           | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    792827 | PA      | $699611.14    | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORDR 2021-1 B 1.61% 04/15/26                          | FORD CREDIT AUTO OWNER TRUST 2021-REV1 SER 2021-1 CL B REGD 144A P/P 1.61000000                  | CUSIP: 345340AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2320000 | PA      | $2283687.59   | 0.01%             | 2033-10-17      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0748 2.5% 11/01/51                            | FREDDIE MAC POOL UMBS P#SD0748 2.50000000                                                        | CUSIP: 3132DMZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8980048 | PA      | $7716289.33   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-97 FC V/R 07/25/37                            | FANNIE MAE REMICS SER 2007-97 CL FC V/R 4.97051000                                               | CUSIP: 31396XB45<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12415 | PA      | $12353.40     | 0.00%             | 2037-07-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H06 HB V/R 03/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H06 CL HB V/R 5.11582000                       | CUSIP: 38375UET3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    233879 | PA      | $234407.19    | 0.00%             | 2064-03-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FNR 2006-119 PO ZCP 12/25/36                           | FANNIE MAE REMICS SER 2006-119 CL PO ZCP 0.00000000                                              | CUSIP: 31396LM80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5390 | PA      | $4775.56      | 0.00%             | 2036-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2004-71 SB V/R 09/20/34                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-71 CL SB V/R 8.59414000                        | CUSIP: 38374JBS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8807 | PA      | $9752.89      | 0.00%             | 2034-09-20      | Variable      | 8.59%                 | No            |                  2 | On Loan: No      |
| FHR 3453 B 5.5% 05/15/38                               | FREDDIE MAC REMICS SER 3453 CL B 5.50000000                                                      | CUSIP: 31397THP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8276 | PA      | $8464.79      | 0.00%             | 2038-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 3.1% 06/15/50                         | AMERICAN TOWER CORP REGD 3.10000000                                                              | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $897481.96    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FHR 2500 MC 6% 09/15/32                                | FREDDIE MAC REMICS SER 2500 CL MC 6.00000000                                                     | CUSIP: 31392UXE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8302 | PA      | $8605.22      | 0.00%             | 2032-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2004-S1 1A7 5% 09/25/34                          | JP MORGAN MORTGAGE TRUST 2004-S1 SER 2004-S1 CL 1A7 REGD 5.00000000                              | CUSIP: 466247ER0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2151 | PA      | $2058.25      | 0.00%             | 2034-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETRO 5.125% 12/15/26                         | MARATHON PETROLEUM CORP REGD SER WI 5.12500000                                                   | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   5003000 | PA      | $5047515.59   | 0.02%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY  4.125% 01/15/26                         | VENTAS REALTY LP REGD 4.12500000                                                                 | CUSIP: 92277GAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126000 | PA      | $125736.57    | 0.00%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7340 4% 07/01/49                              | FANNIE MAE POOL UMBS P#FM7340 4.00000000                                                         | CUSIP: 3140XBEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    368444 | PA      | $350195.33    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2007-17 JI V/R 04/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-17 CL JI V/R 2.54859000                        | CUSIP: 38375JTD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73484 | PA      | $5775.21      | 0.00%             | 2037-04-16      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| FNR 2007-92 YS V/R 06/25/37                            | FANNIE MAE REMICS SER 2007-92 CL YS V/R 1.30949000                                               | CUSIP: 31396XMZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13172 | PA      | $1046.30      | 0.00%             | 2037-06-25      | Variable      | 1.31%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 6.2% 09/15/55                          | CVS HEALTH CORP REGD 6.20000000                                                                  | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2111000 | PA      | $2172706.94   | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GNMA P#781689 5.5% 12/15/33                            | GINNIE MAE I POOL P#781689 5.50000000                                                            | CUSIP: 36225B2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3552 | PA      | $3640.51      | 0.00%             | 2033-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICA 3.8% 03/15/32                         | ROGERS COMMUNICATIONS IN REGD 3.80000000                                                         | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4650000 | PA      | $4392563.31   | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM6492 V/R 11/01/32                             | FANNIE MAE POOL UMBS P#BM6492 V/R 1.50759000                                                     | CUSIP: 3140JBGA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  32466021 | PA      | $27202157.51  | 0.11%             | 2032-11-01      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERIC 7.25% 06/15/37                         | REYNOLDS AMERICAN INC REGD 7.25000000                                                            | CUSIP: 761713AT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2721412.57   | 0.01%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK0514 4% 12/20/51                           | GINNIE MAE II POOL P#CK0514 4.00000000                                                           | CUSIP: 3617XUSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3701424 | PA      | $3436441.62   | 0.01%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-NXS 2.642% 11/15/49                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 SER 2016-NXS6 CL A3 REGD 2.64200000              | CUSIP: 95000KBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15654488 | PA      | $15556834.97  | 0.07%             | 2049-11-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5191 6% 11/01/53                              | FANNIE MAE POOL UMBS P#MA5191 6.00000000                                                         | CUSIP: 31418EXV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4585581 | PA      | $4694835.31   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BB8815 4.5% 04/20/48                         | GINNIE MAE II POOL P#BB8815 4.50000000                                                           | CUSIP: 3617B0YL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    639933 | PA      | $624018.51    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/52                               | UNITED STATES TREASURY BOND 3.00000000                                                           | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  72619000 | PA      | $53113990.47  | 0.22%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2007-53 SW V/R 09/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-53 CL SW V/R 7.45524000                        | CUSIP: 38375LGF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10442 | PA      | $11410.77     | 0.00%             | 2037-09-20      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8178 4% 09/01/37                              | FREDDIE MAC POOL UMBS P#SB8178 4.00000000                                                        | CUSIP: 3132D6CP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    557561 | PA      | $549060.92    | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C47315 6.5% 08/01/29                           | FREDDIE MAC GOLD POOL P#C47315 6.50000000                                                        | CUSIP: 31298GDU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     23312 | PA      | $24446.32     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NZES 2020-PLS 3.844% 12/25/25                          | NRZ EXCESS SPREAD-COLLATE SER 2020-PLS1 CL A REGD 144A P/P 3.84400000                            | CUSIP: 433674AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2085685 | PA      | $2078226.68   | 0.01%             | 2025-12-25      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELIN 5.8% 06/01/45                         | COLUMBIA PIPELINE GROUP REGD SER WI 5.80000000                                                   | CUSIP: 198280AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2687147.68   | 0.01%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.65% 03/01/47                               | BOEING CO REGD 3.65000000                                                                        | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $3799491.23   | 0.02%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W8 3F1 V/R 05/25/42                           | FANNIE MAE TRUST 2003-W8 SER 2003-W8 CL 3F1 V/R 4.87051000                                       | CUSIP: 31393CX24<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11397 | PA      | $11375.38     | 0.00%             | 2042-05-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 12/31/29                           | UNITED STATES TREASURY NOTE 3.87500000                                                           | CUSIP: 91282CGB1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  39055000 | PA      | $39305196.09  | 0.17%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS 4.3% 08/15/28                         | SHERWIN-WILLIAMS CO REGD 4.30000000                                                              | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   6966000 | PA      | $7000435.59   | 0.03%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#AY7670 3.5% 04/01/45                            | FANNIE MAE POOL UMBS P#AY7670 3.50000000                                                         | CUSIP: 3138YMQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4064163 | PA      | $3820830.05   | 0.02%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINAN 3.25% 11/15/39                         | DH EUROPE FINANCE II REGD 3.25000000                                                             | CUSIP: 23291KAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    431000 | PA      | $353126.75    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNR 2007-10 FD V/R 02/25/37                            | FANNIE MAE REMICS SER 2007-10 CL FD V/R 4.72051000                                               | CUSIP: 31396PNF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12104 | PA      | $11984.98     | 0.00%             | 2037-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL L 4.5% 08/11/30                         | BMW US CAPITAL LLC REGD 144A P/P 4.50000000                                                      | CUSIP: 05565EDC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12345000 | PA      | $12362099.43  | 0.05%             | 2030-08-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 2367 ME 6.5% 10/15/31                              | FREDDIE MAC REMICS SER 2367 CL ME 6.50000000                                                     | CUSIP: 31339GK42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4760 | PA      | $4969.48      | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHR 2692 SC V/R 07/15/33                               | FREDDIE MAC REMICS SER 2692 CL SC V/R 4.31354700                                                 | CUSIP: 31394KZD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9175 | PA      | $9746.54      | 0.00%             | 2033-07-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3  3% 10/15/28                         | AMER AIRLINE 16-3 AA PTT REGD 3.00000000                                                         | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    899829 | PA      | $865053.75    | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B6 4.261% 08/10/28                          | BENCHMARK 2018-B6 MORTGAGE TRUST SER 2018-B6 CL A4 REGD 4.26100000                               | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8862000 | PA      | $8799466.18   | 0.04%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.2% 09/26/35                              | ORACLE CORP REGD 5.20000000                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4593000 | PA      | $4618291.03   | 0.02%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE  4.75% 10/13/35                         | ELECTRICITE DE FRANCE SA REGD 144A P/P 4.75000000                                                | CUSIP: 268317AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4944457.30   | 0.02%             | 2035-10-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5136 3.5% 04/20/48                         | GINNIE MAE II POOL P#MA5136 3.50000000                                                           | CUSIP: 36179TV51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2653117 | PA      | $2459687.44   | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2018-121 KS V/R 09/20/48                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-121 CL KS V/R 0.00000000                       | CUSIP: 38380YH24<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4148549 | PA      | $117401.86    | 0.00%             | 2048-09-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-3 A 4.17% 10/20/27                          | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-3 SER 2025-3 CL A3 REGD 4.17000000                    | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7291000 | PA      | $7318333.23   | 0.03%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| FHR 3523 SD V/R 06/15/36                               | FREDDIE MAC REMICS SER 3523 CL SD V/R 7.32445900                                                 | CUSIP: 31398CGJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8309 | PA      | $8679.51      | 0.00%             | 2036-06-15      | Variable      | 7.32%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4940 5% 03/01/53                              | FANNIE MAE POOL UMBS P#MA4940 5.00000000                                                         | CUSIP: 31418EP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17545826 | PA      | $17478484.46  | 0.07%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISIT 4.4% 03/15/26                         | TRINITY ACQUISITION PLC REGD 4.40000000                                                          | CUSIP: 89641UAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2300676.73   | 0.01%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 5.1% 05/01/33                         | CROWN CASTLE INC REGD 5.10000000                                                                 | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2656405.92   | 0.01%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN  4.75% 04/10/27                         | ANGLO AMERICAN CAPITAL REGD 144A P/P 4.75000000                                                  | CUSIP: 034863AR1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   3980000 | PA      | $4009028.49   | 0.02%             | 2027-04-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 14-1  3.7% 10/01/26                         | AMER AIRLN 14-1 A PTT REGD SER A 3.70000000                                                      | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230308 | PA      | $228892.78    | 0.00%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PR 4.375% 03/30/44                         | DUKE ENERGY PROGRESS LLC REGD 4.37500000                                                         | CUSIP: 26442RAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132000 | PA      | $114874.48    | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNR 2009-42 SC V/R 06/20/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-42 CL SC V/R 1.83008000                        | CUSIP: 38374UVQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73543 | PA      | $6079.80      | 0.00%             | 2039-06-20      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS 4.592% 09/09/34                         | ROCHE HOLDINGS INC REGD 144A P/P 4.59200000                                                      | CUSIP: 771196CQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4875000 | PA      | $4873478.17   | 0.02%             | 2034-09-09      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/25/33                             | CITIGROUP INC REGD V/R 3.05700000                                                                | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6852000 | PA      | $6237927.25   | 0.03%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1361 3.5% 12/01/46                            | FANNIE MAE POOL UMBS P#FM1361 3.50000000                                                         | CUSIP: 3140X4QP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2700477 | PA      | $2554001.52   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 2040 PE 7.5% 03/15/28                              | FREDDIE MAC REMICS SER 2040 CL PE 7.50000000                                                     | CUSIP: 3133TD3W4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2793 | PA      | $2842.70      | 0.00%             | 2028-03-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.625% 03/01/48                              | BOEING CO REGD 3.62500000                                                                        | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $992193.96    | 0.00%             | 2048-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHR 3122 ZB 6% 03/15/36                                | FREDDIE MAC REMICS SER 3122 CL ZB 6.00000000                                                     | CUSIP: 31396JMD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3592 | PA      | $3813.79      | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2016-K52 B V/R 11/25/25                          | FREMF 2016-K52 MORTGAGE TRUST SER 2016-K52 CL B V/R REGD 144A P/P 4.14518900                     | CUSIP: 30294DAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4750000 | PA      | $4732170.88   | 0.02%             | 2049-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7533 2% 08/20/51                           | GINNIE MAE II POOL P#MA7533 2.00000000                                                           | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2826389 | PA      | $2336647.06   | 0.01%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5763 4% 02/20/49                           | GINNIE MAE II POOL P#MA5763 4.00000000                                                           | CUSIP: 36179UML3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6999563 | PA      | $6683708.02   | 0.03%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 2.3% 02/15/31                               | LEIDOS INC REGD SER WI 2.30000000                                                                | CUSIP: 52532XAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $959222.01    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA 5.35% 04/09/27                         | MUTUAL OF OMAHA GLOBAL REGD 144A P/P 5.35000000                                                  | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8135427.44   | 0.03%             | 2027-04-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04834 5% 03/01/36                             | FREDDIE MAC GOLD POOL P#G04834 5.00000000                                                        | CUSIP: 3128M6V39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    798337 | PA      | $818166.07    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CGCMT 2018-B2 3.744% 01/10/28                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 SER 2018-B2 CL A3 REGD 3.74400000                    | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21252902 | PA      | $20995019.00  | 0.09%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC 4% 06/22/50                                | VIATRIS INC REGD SER WI 4.00000000                                                               | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   4880000 | PA      | $3329250.44   | 0.01%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NZES 2021-FHT 3.104% 07/25/56                          | NRZ EXCESS SPREAD-COLLATERALIZED  SER 2021-FHT1 CL A REGD 144A P/P 3.10400000                    | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4975306 | PA      | $4895716.71   | 0.02%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FNR 2006-85 MZ 6.5% 09/25/36                           | FANNIE MAE REMICS SER 2006-85 CL MZ 6.50000000                                                   | CUSIP: 31396KB50<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2769 | PA      | $2928.67      | 0.00%             | 2036-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BRITISH TEL 8.625% 12/15/30                            | BRITISH TELECOMMUNICATIO REGD 9.62500000                                                         | CUSIP: 111021AE1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $11081465.28  | 0.05%             | 2030-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 5.73% 09/05/30                         | FORD MOTOR CREDIT CO LLC REGD 5.73000000                                                         | CUSIP: 345397H48<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2464000 | PA      | $2484280.54   | 0.01%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELIN 2.6% 10/15/25                         | GRAY OAK PIPELINE LLC REGD 144A P/P 2.60000000                                                   | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5574642.08   | 0.02%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY AR 3.875% 04/30/28                         | MEXICO CITY ARPT TRUST REGD 144A P/P 3.87500000                                                  | CUSIP: 59284MAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   3645000 | PA      | $3555369.45   | 0.01%             | 2028-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C1 3.015% 01/10/26                          | DBJPM 16-C1 MORTGAGE TRUST SER 2016-C1 CL A3A REGD 3.01500000                                    | CUSIP: 23312LAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12385496 | PA      | $12328791.23  | 0.05%             | 2049-05-10      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA5  V/R 01/25/34                          | FREDDIE MAC STACR REMIC TRUST 2021-DNA5 SER 2021-DNA5 CL M2 V/R REGD 144A P/P 6.00603000         | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    332309 | PA      | $333342.47    | 0.00%             | 2034-01-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2040 2% 02/01/52                              | FANNIE MAE POOL UMBS P#FS2040 2.00000000                                                         | CUSIP: 3140XHHS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9709667 | PA      | $7865533.89   | 0.03%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSMC 2018-RPL4 P V/R 04/25/58                          | CSMC 2018-RPL4 TRUST SER 2018-RPL4 CL PT V/R REGD 144A P/P 4.72886800                            | CUSIP: 12653MAM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1267202 | PA      | $1179998.61   | 0.00%             | 2058-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| BMARK 2021-B2 2.103% 05/15/31                          | BENCHMARK 2021-B27 MORTGAGE TRUST SER 2021-B27 CL A4 REGD 2.10300000                             | CUSIP: 08163HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $17844142.00  | 0.08%             | 2054-07-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER  5.15% 09/15/41                         | SOUTHERN POWER CO REGD 5.15000000                                                                | CUSIP: 843646AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    746000 | PA      | $716096.65    | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK  5.375% 01/13/32                         | DAIMLER TRUCK FINAN NA REGD 144A P/P 5.37500000                                                  | CUSIP: 233853BE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1774055.36   | 0.01%             | 2032-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  2.6% 10/01/40                         | GILEAD SCIENCES INC REGD 2.60000000                                                              | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   6900000 | PA      | $5065985.45   | 0.02%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#SC0242 2.5% 02/01/42                            | FREDDIE MAC POOL UMBS P#SC0242 2.50000000                                                        | CUSIP: 3132D9HT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8507539 | PA      | $7600169.82   | 0.03%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4781 5% 10/20/47                           | GINNIE MAE II POOL P#MA4781 5.00000000                                                           | CUSIP: 36179TJ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     87977 | PA      | $89390.82     | 0.00%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/31                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128337P9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  21720000 | PA      | $17444686.46  | 0.07%             | 2031-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 10/19/29                                   | BPCE SA REGD V/R 144A P/P 6.71400000                                                             | CUSIP: 05571AAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3300000 | PA      | $3503277.29   | 0.01%             | 2029-10-19      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINI 5.298% 01/30/32                         | TORONTO-DOMINION BANK REGD 5.29800000                                                            | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2815000 | PA      | $2939933.22   | 0.01%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U80342 3.5% 05/01/33                           | FREDDIE MAC GOLD POOL P#U80342 3.50000000                                                        | CUSIP: 3132G7LX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34525 | PA      | $33766.32     | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARM 1.75% 09/15/30                         | REGENERON PHARMACEUTICAL REGD 1.75000000                                                         | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2469578.69   | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA6  V/R 09/25/42                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA6 SER 2022-DNA6 CL M1A V/R REGD 144A P/P 6.50603000        | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    661358 | PA      | $665081.30    | 0.00%             | 2042-09-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| GSMS 2019-GC3 3.567% 04/10/29                          | GS MORTGAGE SECURITIES TRUST 2019-GC39 SER 2019-GC39 CL A4 REGD 3.56700000                       | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1153913 | PA      | $1102795.00   | 0.00%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| FNMA ZCP 03/17/31                                      | FEDERAL NATIONAL MORTGAGE ASSOCIATION ZCP 0.00000000                                             | CUSIP: 3136F1EQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2250000 | PA      | $1803614.74   | 0.01%             | 2031-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/19/35                            | MORGAN STANLEY REGD V/R 5.32000000                                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  18384000 | PA      | $18969504.85  | 0.08%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES7 A V/R 09/25/28                          | RCKT MORTGAGE TRUST 2024-CES7 SER 2024-CES7 CL A1A V/R REGD 144A P/P 5.15800000                  | CUSIP: 749414AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4298771 | PA      | $4309020.44   | 0.02%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| EART 2022-2A D 4.56% 07/17/28                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 SER 2022-2A CL D REGD 4.56000000                      | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10515587 | PA      | $10516351.67  | 0.04%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/24/26                          | DEUTSCHE BANK NY REGD V/R 2.12900000                                                             | CUSIP: 251526CE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4837222.40   | 0.02%             | 2026-11-24      | Variable      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| FGLMC P#U80192 3.5% 02/01/33                           | FREDDIE MAC GOLD POOL P#U80192 3.50000000                                                        | CUSIP: 3132G7F91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     76282 | PA      | $74417.08     | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMXCA 2025-5 A 4.51% 07/15/30                          | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SERIES 2025-5 SER 2025-5 CL A REGD 4.51000000       | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8053000 | PA      | $8224120.61   | 0.03%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1020 3% 04/01/52                              | FANNIE MAE POOL UMBS P#FA1020 3.00000000                                                         | CUSIP: 3140W1D26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14934949 | PA      | $13326474.47  | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRET 2024-NPL8 A V/R 11/25/27                          | PRET 2024-NPL8 LLC SER 2024-NPL8 CL A1 V/R REGD 144A P/P 5.96320000                              | CUSIP: 69392DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2334154 | PA      | $2336660.78   | 0.01%             | 2054-11-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.6% 01/23/46                         | UNITED MEXICAN STATES REGD 4.60000000                                                            | CUSIP: 91086QBF4<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   1494000 | PA      | $1195947.00   | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH 4.45% 01/15/53                         | BURLINGTN NORTH SANTA FE REGD 4.45000000                                                         | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1545684.08   | 0.01%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER 5% 02/15/32                         | ARTHUR J GALLAGHER & CO REGD 5.00000000                                                          | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   3495000 | PA      | $3565865.91   | 0.01%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-1A  5.36% 06/20/29                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL A REGD 144A P/P 5.36000000               | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18682000 | PA      | $19321643.66  | 0.08%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.375% 11/15/31                           | UNITED STATES TREASURY NOTE 1.37500000                                                           | CUSIP: 91282CDJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  97593600 | PA      | $84471835.99  | 0.36%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GNR 2010-157 OP ZCP 12/20/40                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-157 CL OP ZCP 0.00000000                       | CUSIP: 38377NF41<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    169589 | PA      | $146358.51    | 0.00%             | 2040-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2415 4% 10/01/45                              | FANNIE MAE POOL UMBS P#MA2415 4.00000000                                                         | CUSIP: 31418BVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    215011 | PA      | $206917.59    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE 3.649% 04/29/31                         | SANTOS FINANCE LTD REGD 144A P/P 3.64900000                                                      | CUSIP: 803014AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   5891000 | PA      | $5498960.43   | 0.02%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3284 3.5% 02/01/33                            | FANNIE MAE POOL UMBS P#MA3284 3.50000000                                                         | CUSIP: 31418CUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    109941 | PA      | $108553.73    | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60651 4% 06/01/46                             | FREDDIE MAC GOLD POOL P#G60651 4.00000000                                                        | CUSIP: 31335AWL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3130749 | PA      | $3016901.78   | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINAN 4.7% 09/20/47                         | BROOKFIELD FINANCE INC REGD 4.70000000                                                           | CUSIP: 11271LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    158000 | PA      | $138453.26    | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9182 4.52% 10/01/33                           | FANNIE MAE POOL UMBS P#BS9182 4.52000000                                                         | CUSIP: 3140LLFY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5005000 | PA      | $5043811.57   | 0.02%             | 2033-10-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB  4.7% 11/10/47                         | GRUPO BIMBO SAB DE CV REGD 144A P/P 4.70000000                                                   | CUSIP: 40052VAE4<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |   4500000 | PA      | $3903120.00   | 0.02%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAS 2024-R01 1M1 V/R 01/25/44                          | CONNECTICUT AVENUE SECURITIES TRUST 2024-R01 SER 2024-R01 CL 1M1 V/R REGD 144A P/P 5.40603000    | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    733472 | PA      | $733473.11    | 0.00%             | 2044-01-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD6543 2.5% 02/01/52                            | FREDDIE MAC POOL UMBS P#QD6543 2.50000000                                                        | CUSIP: 3133B4HU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5881328 | PA      | $5003604.84   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TR 2.866% 09/15/28                         | FIRSTENERGY TRANSMISSION REGD 144A P/P 2.86600000                                                | CUSIP: 33767BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2781000 | PA      | $2672238.65   | 0.01%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| WOART 2025-C B 4.42% 07/15/29                          | WORLD OMNI AUTO RECEIVABLES TRUST 2025-C SER 2025-C CL B REGD 4.42000000                         | CUSIP: 981936AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3959000 | PA      | $3976768.39   | 0.02%             | 2031-11-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FNR 2006-43 PO ZCP 06/25/36                            | FANNIE MAE REMICS SER 2006-43 CL PO ZCP 0.00000000                                               | CUSIP: 31395DC98<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5177 | PA      | $4647.27      | 0.00%             | 2036-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7766 2% 12/20/51                           | GINNIE MAE II POOL P#MA7766 2.00000000                                                           | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5228822 | PA      | $4322742.46   | 0.02%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#827776 5% 07/01/35                              | FANNIE MAE POOL UMBS P#827776 5.00000000                                                         | CUSIP: 31407DT96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3438 | PA      | $3495.41      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 3195 PD 6.5% 07/15/36                              | FREDDIE MAC REMICS SER 3195 CL PD 6.50000000                                                     | CUSIP: 31396UCL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15414 | PA      | $15997.77     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER 6.35% 03/14/34                         | BANCO SANTANDER SA REGD 6.35000000                                                               | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  13400000 | PA      | $14366238.62  | 0.06%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5138 4.5% 04/20/48                         | GINNIE MAE II POOL P#MA5138 4.50000000                                                           | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134827 | PA      | $133302.43    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/20/30                             | CITIGROUP INC REGD V/R 3.98000000                                                                | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3447692.75   | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2018 4.5% 03/01/50                            | FANNIE MAE POOL UMBS P#FS2018 4.50000000                                                         | CUSIP: 3140XHG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7066667 | PA      | $6971558.24   | 0.03%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2003-34 AX 6% 05/25/33                             | FANNIE MAE REMICS SER 2003-34 CL AX 6.00000000                                                   | CUSIP: 31393CDE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9421 | PA      | $9842.54      | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 5.1% 01/19/29                         | AERCAP IRELAND CAP/GLOBA REGD 5.10000000                                                         | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    755000 | PA      | $772789.63    | 0.00%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES 1.65% 10/01/30                         | GILEAD SCIENCES INC REGD 1.65000000                                                              | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1507365.15   | 0.01%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ6306 2% 11/01/50                              | FANNIE MAE POOL UMBS P#BQ6306 2.00000000                                                         | CUSIP: 3140KSAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1197052 | PA      | $980960.17    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 06/03/31                             | CITIGROUP INC REGD V/R 2.57200000                                                                | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1104106.34   | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 6.45% 06/08/27                         | JEFFERIES FIN GROUP INC REGD 6.45000000                                                          | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    428000 | PA      | $442964.57    | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FHR 2075 PM 6.25% 08/15/28                             | FREDDIE MAC REMICS SER 2075 CL PM 6.25000000                                                     | CUSIP: 3133TGCK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4895 | PA      | $4957.89      | 0.00%             | 2028-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNR 2007-40 SD V/R 07/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-40 CL SD V/R 2.50008000                        | CUSIP: 38375KA93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43673 | PA      | $1762.37      | 0.00%             | 2037-07-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| HINTT 2024-A A 5.49% 03/15/43                          | HINNT 2024-A LLC SER 2024-A CL A REGD 144A P/P 5.49000000                                        | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3075514 | PA      | $3130079.95   | 0.01%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UMBS P#256962 6% 11/01/27                              | FANNIE MAE POOL UMBS P#256962 6.00000000                                                         | CUSIP: 31371NMK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1973 | PA      | $2015.02      | 0.00%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 3.5% 02/12/34                         | UNITED MEXICAN STATES REGD 3.50000000                                                            | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   3202000 | PA      | $2780937.00   | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 5230 DM 3.5% 09/25/44                              | FREDDIE MAC REMICS SER 5230 CL DM 3.50000000                                                     | CUSIP: 3137H7WK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11654235 | PA      | $11294610.24  | 0.05%             | 2044-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/32                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128334T4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  46250000 | PA      | $35885475.36  | 0.15%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7844 3% 09/01/46                              | FANNIE MAE POOL UMBS P#AS7844 3.00000000                                                         | CUSIP: 3138WHWE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    354364 | PA      | $320535.87    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM6036 4% 01/01/50                              | FANNIE MAE POOL UMBS P#FM6036 4.00000000                                                         | CUSIP: 3140X9V69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2733638 | PA      | $2622747.00   | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMCAR 2021-3 C 1.41% 09/18/25                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-3 SER 2021-3 CL C REGD 1.41000000                  | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4156822 | PA      | $4111053.49   | 0.02%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0478 2% 05/01/36                              | FANNIE MAE POOL UMBS P#CB0478 2.00000000                                                         | CUSIP: 3140QKQ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4998060 | PA      | $4600981.10   | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/14/29                         | BANK OF AMERICA CORP REGD V/R MTN 2.08700000                                                     | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15630000 | PA      | $14805174.42  | 0.06%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLO 3.9% 02/28/52                         | AON CORP/AON GLOBAL HOLD REGD 3.90000000                                                         | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3219896.52   | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#952835 V/R 09/01/37                             | FANNIE MAE POOL UMBS P#952835 V/R 6.41100000                                                     | CUSIP: 31413RBC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5066 | PA      | $5215.52      | 0.00%             | 2037-09-01      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| FHR 2571 FY    V/R 12/15/32                            | FREDDIE MAC REMICS 2571 FY V/R 5.23656000                                                        | CUSIP: 31393L6N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11671 | PA      | $11737.97     | 0.00%             | 2032-12-15      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| FNW 2004-W15 2AF V/R 08/25/44                          | FANNIE MAE TRUST 2004-W15 SER 2004-W15 CL 2AF V/R 4.72051000                                     | CUSIP: 31394B2B9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37385 | PA      | $37032.55     | 0.00%             | 2044-08-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H31 FD V/R 12/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H31 CL FD V/R 4.80582000                       | CUSIP: 38375BD74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    269457 | PA      | $268741.66    | 0.00%             | 2062-12-20      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB2869 6% 11/01/38                              | FANNIE MAE POOL UMBS P#AB2869 6.00000000                                                         | CUSIP: 31416YFK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24118 | PA      | $25300.06     | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TVA 4.25% 09/15/65                                     | TENNESSEE VALLEY AUTHORITY 4.25000000                                                            | CUSIP: 880591ES7<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1720000 | PA      | $1424055.03   | 0.01%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M39 1 0.75% 09/25/28                          | FANNIE MAE-ACES SER 2020-M39 CL 1A1 0.75000000                                                   | CUSIP: 3136BBTB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6707033 | PA      | $6401426.15   | 0.03%             | 2028-09-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0109 3.5% 10/01/51                            | FANNIE MAE POOL UMBS P#FA0109 3.50000000                                                         | CUSIP: 3140W0DP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12511566 | PA      | $11653207.09  | 0.05%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-77 FG V/R 03/25/37                            | FANNIE MAE REMICS SER 2007-77 CL FG V/R 4.97051000                                               | CUSIP: 31396XJE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19586 | PA      | $19489.98     | 0.00%             | 2037-03-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 11/15/53                            | UNITED STATES TREASURY BOND 4.75000000                                                           | CUSIP: 912810TV0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  71138000 | PA      | $71260268.44  | 0.30%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CWHL 2002-18 PO ZCP 11/25/32                           | CHL MORTGAGE PASS-THROUGH TRUST 2002-18 SER 2002-18 CL PO ZCP REGD 0.00000000                    | CUSIP: 12669C7X2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3298 | PA      | $2626.31      | 0.00%             | 2032-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP 2.25% 12/15/28                            | CUBESMART LP REGD 2.25000000                                                                     | CUSIP: 22966RAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7275000 | PA      | $6850678.35   | 0.03%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9504 2.5% 11/01/51                            | FANNIE MAE POOL UMBS P#FM9504 2.50000000                                                         | CUSIP: 3140XDR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13848133 | PA      | $11811157.11  | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8329 5% 06/01/53                              | FREDDIE MAC POOL UMBS P#SD8329 5.00000000                                                        | CUSIP: 3132DWHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10784495 | PA      | $10742414.18  | 0.05%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPA 2021-2 A 1.901% 12/17/26                           | HOME PARTNERS OF AMERICA 2021-2 TRUST SER 2021-2 CL A REGD 144A P/P 1.90100000                   | CUSIP: 43732VAT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6026308 | PA      | $5853175.01   | 0.02%             | 2026-12-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 10/19/32                                   | BPCE SA REGD V/R 144A P/P 3.11600000                                                             | CUSIP: 05578QAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   6500000 | PA      | $5762311.49   | 0.02%             | 2032-10-19      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND G V/R 03/20/30                         | BANK OF IRELAND GROUP REGD V/R 144A P/P 5.60100000                                               | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  15120000 | PA      | $15680261.02  | 0.07%             | 2030-03-20      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 09/13/34                              | CAIXABANK SA REGD V/R 144A P/P 6.84000000                                                        | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   3354000 | PA      | $3737277.85   | 0.02%             | 2034-09-13      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| FNR 2010-147 SA V/R 01/25/41                           | FANNIE MAE REMICS SER 2010-147 CL SA V/R 2.05949000                                              | CUSIP: 31397QW95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    235579 | PA      | $27729.11     | 0.00%             | 2041-01-25      | Variable      | 2.06%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR1397 3% 01/01/43                              | FANNIE MAE POOL UMBS P#AR1397 3.00000000                                                         | CUSIP: 3138NXRT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    589022 | PA      | $541078.22    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED 5.79% 07/13/28                         | BANQUE FED CRED MUTUEL REGD 144A P/P 5.79000000                                                  | CUSIP: 06675FBB2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   5080000 | PA      | $5289386.12   | 0.02%             | 2028-07-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/25/36                              | ING GROEP NV REGD V/R 5.52500000                                                                 | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3150000 | PA      | $3267748.51   | 0.01%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| MALT 2004-3 2A 6.25% 04/25/34                          | MASTR ALTERNATIVE LOAN TRUST 2004-3 SER 2004-3 CL 2A1 REGD 6.25000000                            | CUSIP: 576434NV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12267 | PA      | $12697.68     | 0.00%             | 2034-04-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNR 2007-74 SL V/R 11/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-74 CL SL V/R 2.27859000                        | CUSIP: 38375LZR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57609 | PA      | $292.96       | 0.00%             | 2037-11-16      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| GNR 2005-56 IC 5.5% 07/20/35                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-56 CL IC 5.50000000                            | CUSIP: 38374LRT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8250 | PA      | $869.61       | 0.00%             | 2035-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2001-7 PF 7% 03/25/31                              | FANNIE MAE REMICS SER 2001-7 CL PF 7.00000000                                                    | CUSIP: 31359SDC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       501 | PA      | $522.78       | 0.00%             | 2031-03-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.375% 05/15/55                            | ORACLE CORP REGD 4.37500000                                                                      | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $6595199.94   | 0.03%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY G 6.2% 01/15/55                         | EASTERN ENERGY GAS REGD 6.20000000                                                               | CUSIP: 27636AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1514412.97   | 0.01%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 4.101% 03/01/28                         | ELEVANCE HEALTH INC REGD 4.10100000                                                              | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    920000 | PA      | $919501.69    | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 01/10/29                         | SANTANDER UK GROUP HLDGS REGD V/R 6.53400000                                                     | CUSIP: 80281LAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  16796000 | PA      | $17579037.08  | 0.07%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COM 4.487% 02/15/42                         | BOSTON GAS COMPANY REGD P/P 4.48700000                                                           | CUSIP: 100743AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    253000 | PA      | $218148.68    | 0.00%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A39789 4.5% 11/01/35                           | FREDDIE MAC GOLD POOL P#A39789 4.50000000                                                        | CUSIP: 31297V2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3574 | PA      | $3604.66      | 0.00%             | 2035-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFIN 5.2% 03/27/28                         | MACQUARIE AIRFINANCE HLD REGD 144A P/P 5.20000000                                                | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   3905000 | PA      | $3971539.21   | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSMCM 2018-RPL9  V/R 09/25/57                          | CSMCM 2018-RPL9 TRUST SER 2018-RPL9 CL CERT V/R REGD 144A P/P 4.22953100                         | CUSIP: 12656WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1585587 | PA      | $1301809.24   | 0.01%             | 2057-09-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD7369 6.5% 04/01/55                            | FANNIE MAE POOL UMBS P#DD7369 6.50000000                                                         | CUSIP: 3140B8FK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1946981 | PA      | $2035738.58   | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7274 5% 02/01/54                              | FANNIE MAE POOL UMBS P#FS7274 5.00000000                                                         | CUSIP: 3140XPCL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    938658 | PA      | $931369.45    | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2004-89 LS V/R 10/16/34                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-89 CL LS V/R 8.75816000                        | CUSIP: 38374JLG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6173 | PA      | $6291.91      | 0.00%             | 2034-10-16      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 06/05/28                         | GOLDMAN SACHS GROUP INC REGD V/R 3.69100000                                                      | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4955000 | PA      | $4919363.19   | 0.02%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.95% 02/15/35                         | ENTERPRISE PRODUCTS OPER REGD 4.95000000                                                         | CUSIP: 29379VCG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5142394.72   | 0.02%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF  2.55% 02/01/30                         | SOUTHERN CALIF GAS CO REGD SER XX 2.55000000                                                     | CUSIP: 842434CU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2621000 | PA      | $2446353.44   | 0.01%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS3198 1.8% 10/01/33                            | FANNIE MAE POOL UMBS P#BS3198 1.80000000                                                         | CUSIP: 3140LDRU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7500000 | PA      | $6273412.65   | 0.03%             | 2033-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL4 A V/R 12/25/28                          | PRPM 2024-RPL4 LLC SER 2024-RPL4 CL A1 V/R REGD 144A P/P 4.00000000                              | CUSIP: 74448MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8126832 | PA      | $7952060.66   | 0.03%             | 2054-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6090 3.5% 08/20/49                         | GINNIE MAE II POOL P#MA6090 3.50000000                                                           | CUSIP: 36179UXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7291490 | PA      | $6698449.76   | 0.03%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE IN 4.75% 05/25/47                         | ENEL FINANCE INTL NV REGD P/P 4.75000000                                                         | CUSIP: 29278GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   7050000 | PA      | $6106361.80   | 0.03%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  1.5% 06/15/26                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 1.50000000                                             | CUSIP: 44891ABW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2172663.13   | 0.01%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#T65101 4% 10/01/42                             | FREDDIE MAC GOLD POOL P#T65101 4.00000000                                                        | CUSIP: 31322YU25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16753 | PA      | $15982.09     | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WBCMT 2006-C24 X V/R 03/15/45                          | WACHOVIA BANK COMMERCIAL MORTGAGE TR SER 2006-C24 CL XC V/R REGD 144A P/P 0.00000000             | CUSIP: 92976BGA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15701 | PA      | $0.16         | 0.00%             | 2045-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6159 3% 06/01/52                              | FREDDIE MAC POOL UMBS P#SD6159 3.00000000                                                        | CUSIP: 3132DTZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8264094 | PA      | $7305780.72   | 0.03%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 04/30/30                           | UNITED STATES TREASURY NOTE 3.87500000                                                           | CUSIP: 91282CMZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  43623000 | PA      | $43899051.58  | 0.18%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/31                         | BANK OF AMERICA CORP REGD V/R MTN 1.89800000                                                     | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1147776.05   | 0.00%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 11/15/48                           | UNITED STATES TREASURY BOND 3.37500000                                                           | CUSIP: 912810SE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14918000 | PA      | $11983932.38  | 0.05%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 10/25/34                         | BANK OF NY MELLON CORP REGD V/R MTN 6.47400000                                                   | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2652705.66   | 0.01%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| GNMA I P#AY2393 4.25% 12/20/47                         | GINNIE MAE II POOL P#AY2393 4.25000000                                                           | CUSIP: 36196RUS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    821810 | PA      | $787171.33    | 0.00%             | 2047-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TCIFC 2023-2A A1 V/R 10/21/37                          | TEXAS DEBT CAPITAL CLO 2023-II LTD SER 2023-2A CL A1R V/R REGD 144A P/P 5.69549000               | CUSIP: 88239MAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  22000000 | PA      | $22074074.00  | 0.09%             | 2037-10-21      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.55% 03/21/31                         | VERIZON COMMUNICATIONS REGD 2.55000000                                                           | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  13066000 | PA      | $11879737.47  | 0.05%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 4.75% 04/01/28                         | VICI PROPERTIES LP REGD 4.75000000                                                               | CUSIP: 925650AJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10035000 | PA      | $10139628.12  | 0.04%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNR 2009-6 SH V/R 02/20/39                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-6 CL SH V/R 1.79008000                         | CUSIP: 38375Y6G2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33300 | PA      | $144.46       | 0.00%             | 2039-02-20      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| FHR 3101 UZ 6% 01/15/36                                | FREDDIE MAC REMICS SER 3101 CL UZ 6.00000000                                                     | CUSIP: 31396GLR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37562 | PA      | $39773.77     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 2399 TH 6.5% 01/15/32                              | FREDDIE MAC REMICS SER 2399 CL TH 6.50000000                                                     | CUSIP: 31339MWA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6375 | PA      | $6662.20      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNR 2005-66 SP V/R 08/16/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-66 CL SP V/R 6.62863000                        | CUSIP: 38374LU82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5051 | PA      | $5589.55      | 0.00%             | 2035-08-16      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| GNMA II 30 YR TBA 2.5% OCT 25                          | GNMA II 30 YR TBA 2.5% OCT 25  TO BE ANNOUNCED 2.50000000                                        | CUSIP: 21H0226A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5260000 | PA      | $4527687.55   | 0.02%             | 2055-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SBM7 2003-HYB1 A V/R 09/25/33                          | CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES VII INC SER 2003-HYB1 CL A V/R REGD 6.73996800      | CUSIP: 79549AYG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10094 | PA      | $10117.13     | 0.00%             | 2033-09-25      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3805 4.5% 07/20/46                         | GINNIE MAE II POOL P#MA3805 4.50000000                                                           | CUSIP: 36179SGN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    348210 | PA      | $345117.66    | 0.00%             | 2046-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS C 6.6% 04/01/36                         | GENERAL MOTORS CO REGD 6.60000000                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    685000 | PA      | $739347.09    | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FHR 2086 GB 6% 09/15/28                                | FREDDIE MAC REMICS SER 2086 CL GB 6.00000000                                                     | CUSIP: 3133TGE96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       587 | PA      | $596.60       | 0.00%             | 2028-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ9317 4% 01/01/42                              | FANNIE MAE POOL UMBS P#AJ9317 4.00000000                                                         | CUSIP: 3138E2K79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    816530 | PA      | $794397.29    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#810997 5.5% 10/01/34                            | FANNIE MAE POOL UMBS P#810997 5.50000000                                                         | CUSIP: 31406H7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8987 | PA      | $8960.20      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#256128 6% 02/01/36                              | FANNIE MAE POOL UMBS P#256128 6.00000000                                                         | CUSIP: 31371MPM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1257 | PA      | $1307.45      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1187 4% 03/01/47                              | FANNIE MAE POOL UMBS P#FM1187 4.00000000                                                         | CUSIP: 3140X4J98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2102325 | PA      | $2022794.22   | 0.01%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORDO 2023-B A 5.23% 12/15/26                          | FORD CREDIT AUTO OWNER TRUST 2023-B SER 2023-B CL A3 REGD 5.23000000                             | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1214125 | PA      | $1222960.79   | 0.01%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 4% 03/01/27                           | CROWN CASTLE INC REGD 4.00000000                                                                 | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    261000 | PA      | $259832.47    | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA1  V/R 02/25/44                          | FREDDIE MAC STACR REMIC TRUST 2024-DNA1 SER 2024-DNA1 CL M1 V/R REGD 144A P/P 5.70603000         | CUSIP: 35564NAX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3031354 | PA      | $3036002.71   | 0.01%             | 2044-02-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| DEC 2023-1A A 8.243% 03/01/32                          | DP LION HOLDCO LLC SER 2023-1A CL A REGD P/P 8.24300000                                          | CUSIP: 23359MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3182634 | PA      | $3271665.08   | 0.01%             | 2043-11-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA4375 2.5% 02/01/51                            | FREDDIE MAC POOL UMBS P#RA4375 2.50000000                                                        | CUSIP: 3133KK2G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10020165 | PA      | $8606912.57   | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE I 4.85% 01/24/77                         | GUARDIAN LIFE INSURANCE REGD 144A P/P 4.85000000                                                 | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $4723938.70   | 0.02%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WAMU 2006-AR10 2 V/R 09/25/36                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-AR10 SER 2006-AR10 CL 2P V/R REGD 4.15906400 | CUSIP: 93363EAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3893 | PA      | $3386.21      | 0.00%             | 2036-09-25      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| FNR 2013-81 TA 3% 02/25/43                             | FANNIE MAE REMICS SER 2013-81 CL TA 3.00000000                                                   | CUSIP: 3136AFK60<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    183195 | PA      | $181066.06    | 0.00%             | 2043-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#790964 V/R 09/01/34                             | FANNIE MAE POOL UMBS P#790964 V/R 6.39600000                                                     | CUSIP: 31405JWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       541 | PA      | $552.10       | 0.00%             | 2034-09-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/27                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912833PE4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  44314000 | PA      | $41391314.44  | 0.17%             | 2027-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9851 5.5% 08/20/54                         | GINNIE MAE II POOL P#MA9851 5.50000000                                                           | CUSIP: 36179Y5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20382712 | PA      | $20573132.76  | 0.09%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE E 1.6% 08/15/30                         | PUBLIC SERVICE ENTERPRIS REGD 1.60000000                                                         | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   8395000 | PA      | $7362278.08   | 0.03%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GNR 2021-165 ST V/R 01/20/50                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-165 CL ST V/R 0.00000000                       | CUSIP: 38383ABJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2204579 | PA      | $1057.10      | 0.00%             | 2050-01-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MARS 2005-PO 3PO ZCP 05/28/35                          | MASTR RESECURITIZATION TRUST 2005-PO SER 2005-PO CL 3PO ZCP REGD 144A P/P 0.00000000             | CUSIP: 576435BB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6954 | PA      | $5441.76      | 0.00%             | 2035-05-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#787312 2.5% 03/20/52                         | GINNIE MAE II POOL P#787312 2.50000000                                                           | CUSIP: 3622ADAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9537385 | PA      | $8256184.18   | 0.03%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BVRT 2025-1 A V/R 05/10/33                             | BVRT 2025-1 LLC SER 2025-1 CL A V/R REGD 144A P/P 4.36705000                                     | CUSIP: 05614UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8117023 | PA      | $7828561.91   | 0.03%             | 2033-05-10      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM4789 4.18% 11/01/30                           | FANNIE MAE POOL UMBS P#AM4789 4.18000000                                                         | CUSIP: 3138L5KB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3366974 | PA      | $3370637.38   | 0.01%             | 2030-11-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4920 6% 02/01/53                              | FANNIE MAE POOL UMBS P#MA4920 6.00000000                                                         | CUSIP: 31418EPE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5687055 | PA      | $5827176.96   | 0.02%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 4.725% 11/15/28                         | DUPONT DE NEMOURS INC REGD 4.72500000                                                            | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   6860000 | PA      | $6913122.54   | 0.03%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2781 6.5% 07/20/29                           | GINNIE MAE II POOL P#2781 6.50000000                                                             | CUSIP: 36202DCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14652 | PA      | $15064.62     | 0.00%             | 2029-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8420 5.5% 04/01/54                            | FREDDIE MAC POOL UMBS P#SD8420 5.50000000                                                        | CUSIP: 3132DWK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  18414679 | PA      | $18573332.65  | 0.08%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RE 4.33% 11/15/55                         | TEXAS HEALTH RESOURCES REGD 4.33000000                                                           | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $835878.89    | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| FORDL 2025-B A 4.23% 12/15/27                          | FORD CREDIT AUTO LEASE TRUST 2025-B SER 2025-B CL A3 REGD 4.23000000                             | CUSIP: 34533MAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16529000 | PA      | $16603413.56  | 0.07%             | 2028-12-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| WFMBS 2007-7 A7 6% 06/25/37                            | WELLS FARGO MORTGAGE BACKED SECURITIES 2007-7 TRUST SER 2007-7 CL A7 REGD 6.00000000             | CUSIP: 94985JAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4179 | PA      | $3794.49      | 0.00%             | 2037-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2003-12 SP V/R 02/20/33                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-12 CL SP V/R 3.45008000                        | CUSIP: 38373SNF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6565 | PA      | $51.61        | 0.00%             | 2033-02-20      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CA 8.375% 07/15/33                         | TIME WARNER CABLE ENTRMN REGD SER * 8.37500000                                                   | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    529000 | PA      | $620617.09    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#784847 4.5% 11/20/49                         | GINNIE MAE II POOL P#784847 4.50000000                                                           | CUSIP: 3622AAHY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4335150 | PA      | $4205589.98   | 0.02%             | 2049-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP 2.95% 02/15/27                         | CMS ENERGY CORP REGD 2.95000000                                                                  | CUSIP: 125896BR0<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    348000 | PA      | $341506.28    | 0.00%             | 2027-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4923 4.5% 01/20/41                           | GINNIE MAE II POOL P#4923 4.50000000                                                             | CUSIP: 36202FPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    196524 | PA      | $197687.28    | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/24/29                         | JPMORGAN CHASE & CO REGD V/R 5.29900000                                                          | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12680000 | PA      | $13064589.47  | 0.05%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| SASC 2002-AL1  3.45% 02/25/32                          | STRUCTURED ASSET SECURITIES CORP PASS-THROUGH CER SER 2002-AL1 CL A2 REGD 3.45000000             | CUSIP: 86358RXY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       775 | PA      | $658.33       | 0.00%             | 2032-02-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM2 A1 V/R 02/25/26                          | OBX 2022-NQM2 TRUST SER 2022-NQM2 CL A1 V/R REGD 144A P/P 2.98426200                             | CUSIP: 67448DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6791092 | PA      | $6509918.60   | 0.03%             | 2062-01-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| HERO 2016-3A A 3.08% 09/20/36                          | HERO FUNDING TRUST 2016-3 SER 2016-3A CL A1 REGD 144A P/P 3.08000000                             | CUSIP: 42770XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190005 | PA      | $176804.43    | 0.00%             | 2042-09-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CHASE 2007-A2 2A V/R 11/25/08                          | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 SER 2007-A2 CL 2A1 V/R REGD 6.15195900               | CUSIP: 16163LAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12929 | PA      | $12869.31     | 0.00%             | 2035-06-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FNR 2011-2 WA V/R 02/25/51                             | FANNIE MAE REMICS SER 2011-2 CL WA V/R 5.81667200                                                | CUSIP: 31397QHL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25347 | PA      | $26374.08     | 0.00%             | 2051-02-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FNR 2003-91 SD V/R 09/25/33                            | FANNIE MAE REMICS SER 2003-91 CL SD V/R 5.04915000                                               | CUSIP: 31393EQX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4171 | PA      | $4356.79      | 0.00%             | 2033-09-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| CBASS 2006-CB1  S/UP 01/25/36                          | SECURITIZED ASSET BACKED RECEIVABLES LLC TRU SER 2006-CB1 CL AF2 S/UP REGD 5.73600000            | CUSIP: 81375WHH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38678 | PA      | $33233.55     | 0.00%             | 2036-01-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7705 2.5% 11/20/51                         | GINNIE MAE II POOL P#MA7705 2.50000000                                                           | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14375091 | PA      | $12381575.24  | 0.05%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HALST 2025-C A 4.36% 12/15/27                          | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2025-C CL A3 REGD 144A P/P 4.36000000              | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11580000 | PA      | $11656308.73  | 0.05%             | 2028-07-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 2.2% 10/15/30                         | EXTRA SPACE STORAGE LP REGD 2.20000000                                                           | CUSIP: 30225VAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2357865.51   | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 4.5% 04/15/33                         | UNITEDHEALTH GROUP INC REGD 4.50000000                                                           | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1498999.31   | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 11/30/28                           | UNITED STATES TREASURY NOTE 4.37500000                                                           | CUSIP: 91282CJN2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  16913000 | PA      | $17278347.18  | 0.07%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1125 4% 07/01/42                              | FANNIE MAE POOL UMBS P#MA1125 4.00000000                                                         | CUSIP: 31418AHB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    154236 | PA      | $150388.49    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3763 4.29% 05/01/35                           | FANNIE MAE POOL UMBS P#BZ3763 4.29000000                                                         | CUSIP: 3140NYFD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13068000 | PA      | $12795036.40  | 0.05%             | 2035-05-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.25% 03/01/28                               | BOEING CO REGD 3.25000000                                                                        | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2061000 | PA      | $2012041.23   | 0.01%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATION 4.3% 07/15/29                         | VISTRA OPERATIONS CO LLC REGD 144A P/P 4.30000000                                                | CUSIP: 92840VAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8774000 | PA      | $8706562.33   | 0.04%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4196 3.5% 01/20/47                         | GINNIE MAE II POOL P#MA4196 3.50000000                                                           | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13518 | PA      | $12540.87     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FSPC T-42 A5 7.5% 02/25/42                             | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-42 CL A5 7.50000000                       | CUSIP: 31392MH39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    120927 | PA      | $129128.31    | 0.00%             | 2042-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G1386 V/R 12/01/36                            | FREDDIE MAC NON GOLD POOL P#1G1386 V/R 6.79700000                                                | CUSIP: 3128QJRF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20883 | PA      | $21453.91     | 0.00%             | 2036-12-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 4.95% 10/15/32                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.95000000                                                | CUSIP: 05401ABC4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3672000 | PA      | $3627666.48   | 0.02%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8492 5% 01/01/55                              | FREDDIE MAC POOL UMBS P#SD8492 5.00000000                                                        | CUSIP: 3132DWNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  18306804 | PA      | $18164651.81  | 0.08%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5% 05/15/45                               | UNITED STATES TREASURY BOND 5.00000000                                                           | CUSIP: 912810UL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  33017000 | PA      | $34286090.94  | 0.14%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2009-65 MT 5% 09/25/39                             | FANNIE MAE REMICS SER 2009-65 CL MT 5.00000000                                                   | CUSIP: 31396QH93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7978 | PA      | $8174.07      | 0.00%             | 2039-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 5.85% 09/01/43                         | PARAMOUNT GLOBAL REGD 5.85000000                                                                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1433951.52   | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#689977 8% 03/01/27                              | FANNIE MAE POOL UMBS P#689977 8.00000000                                                         | CUSIP: 31400KQ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       472 | PA      | $472.73       | 0.00%             | 2027-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 3.7% 10/15/49                         | AMERICAN TOWER CORP REGD 3.70000000                                                              | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $1548406.69   | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 3.1% 07/15/31                              | AKER BP ASA REGD 144A P/P 3.10000000                                                             | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |   7730000 | PA      | $7068806.49   | 0.03%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A74793 5% 03/01/38                             | FREDDIE MAC GOLD POOL P#A74793 5.00000000                                                        | CUSIP: 3128L8KE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    100720 | PA      | $103392.15    | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2023-1 MT 3% 10/25/62                             | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2023-1 SER 2023-1 CL MT 3.00000000        | CUSIP: 35563PK73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7768102 | PA      | $6532192.21   | 0.03%             | 2062-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2224 CB 8% 03/15/30                                | FREDDIE MAC REMICS SER 2224 CL CB 8.00000000                                                     | CUSIP: 3133TNK45<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1638 | PA      | $1704.14      | 0.00%             | 2030-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2076 5% 07/20/44                           | GINNIE MAE II POOL P#MA2076 5.00000000                                                           | CUSIP: 36179QJV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    220110 | PA      | $225065.73    | 0.00%             | 2044-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4804 4% 11/01/52                              | FANNIE MAE POOL UMBS P#MA4804 4.00000000                                                         | CUSIP: 31418EKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7396600 | PA      | $6996344.70   | 0.03%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#745275 5% 02/01/36                              | FANNIE MAE POOL UMBS P#745275 5.00000000                                                         | CUSIP: 31403C6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10846 | PA      | $11106.88     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 4.55% 09/26/29                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.55000000                                                 | CUSIP: 44891ADG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2104149.05   | 0.01%             | 2029-09-26      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0896 3% 12/01/51                              | FANNIE MAE POOL UMBS P#FS0896 3.00000000                                                         | CUSIP: 3140XF7J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16784223 | PA      | $14917259.36  | 0.06%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS5907 3.54% 06/01/32                           | FANNIE MAE POOL UMBS P#BS5907 3.54000000                                                         | CUSIP: 3140LGR53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15495000 | PA      | $14780443.43  | 0.06%             | 2032-06-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 5.65% 10/15/65                          | ELI LILLY & CO REGD 5.65000000                                                                   | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1213233.75   | 0.01%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER  2.95% 01/15/51                         | AMERICAN TOWER CORP REGD 2.95000000                                                              | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    875000 | PA      | $566888.00    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WEFUN 2025-1 C 5.34% 01/16/29                          | WESTERN FUNDING AUTO LOAN TRUST 2025-1 SER 2025-1 CL C REGD 144A P/P 5.34000000                  | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9310000 | PA      | $9413360.55   | 0.04%             | 2035-11-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4106 3.5% 12/01/41                            | FANNIE MAE POOL UMBS P#AB4106 3.50000000                                                         | CUSIP: 31417AR43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     84347 | PA      | $80188.02     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#5082 4.5% 06/20/41                           | GINNIE MAE II POOL P#5082 4.50000000                                                             | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    622283 | PA      | $622529.04    | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2004-96 SC V/R 11/20/34                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-96 CL SC V/R 1.83008000                        | CUSIP: 38374JG75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74064 | PA      | $326.42       | 0.00%             | 2034-11-20      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE 5.8% 03/15/32                             | AES CORP/THE REGD 5.80000000                                                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   3320000 | PA      | $3436495.02   | 0.01%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1273 2% 08/01/51                              | FANNIE MAE POOL UMBS P#CB1273 2.00000000                                                         | CUSIP: 3140QLMX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1816292 | PA      | $1478313.19   | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3378 4.5% 01/20/46                         | GINNIE MAE II POOL P#MA3378 4.50000000                                                           | CUSIP: 36179RXF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    744250 | PA      | $737639.47    | 0.00%             | 2046-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1120 3% 08/01/47                              | FANNIE MAE POOL UMBS P#FA1120 3.00000000                                                         | CUSIP: 3140W1G64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16974283 | PA      | $15314292.33  | 0.06%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 1.65% 02/01/28                                | AT&T INC REGD 1.65000000                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    525000 | PA      | $497021.56    | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINA 3.85% 04/05/29                         | COREBRIDGE FINANCIAL INC REGD 3.85000000                                                         | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1432634.25   | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-3A  4.85% 01/17/28                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3 SER 2024-3A CL B REGD 144A P/P 4.85000000               | CUSIP: 22535LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6285000 | PA      | $6303880.77   | 0.03%             | 2034-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 07/03/36                              | CAIXABANK SA REGD V/R 144A P/P 5.58100000                                                        | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |  11815000 | PA      | $12101271.19  | 0.05%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| VM DEBT 2019- 7.46% 07/18/27                           | VM DEBT 2019-1 TR  REGD 144A 7.46000000                                                          | CUSIP: 91834VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14993823 | PA      | $14264238.37  | 0.06%             | 2027-07-18      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS6339 3.8% 09/01/32                            | FANNIE MAE POOL UMBS P#BS6339 3.80000000                                                         | CUSIP: 3140LHBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9608959 | PA      | $9305475.40   | 0.04%             | 2032-09-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.25% 02/01/28                               | BOEING CO REGD 3.25000000                                                                        | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3207000 | PA      | $3132335.43   | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3951 3% 07/01/50                              | FANNIE MAE POOL UMBS P#FM3951 3.00000000                                                         | CUSIP: 3140X7L98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    696308 | PA      | $625378.69    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2012-59 WA V/R 08/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-59 CL WA V/R 5.57476000                        | CUSIP: 38378ERH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79755 | PA      | $82090.10     | 0.00%             | 2038-08-20      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G61657 5% 12/01/47                             | FREDDIE MAC GOLD POOL P#G61657 5.00000000                                                        | CUSIP: 31335BZW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    985072 | PA      | $990100.37    | 0.00%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H17 FC V/R 07/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H17 CL FC V/R 4.96582000                       | CUSIP: 38375UNP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    616163 | PA      | $616257.42    | 0.00%             | 2064-07-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| MASTR 2004-1 30P ZCP 02/25/34                          | MASTR ASSET SECURITIZATION TRUST 2004-1 SER 2004-1 CL 30PO ZCP REGD 0.00000000                   | CUSIP: 55265K6X2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       893 | PA      | $670.38       | 0.00%             | 2034-02-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 05/15/31                                | US BANCORP REGD V/R 5.08300000                                                                   | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7203000 | PA      | $7407037.37   | 0.03%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6931 2.5% 10/20/50                         | GINNIE MAE II POOL P#MA6931 2.50000000                                                           | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    207566 | PA      | $179263.36    | 0.00%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHS 233 11 5% 09/15/35                                 | FREDDIE MAC STRIPS SER 233 CL 11 5.00000000                                                      | CUSIP: 31282YDW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37802 | PA      | $6042.70      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.95% 06/30/33                         | CHENIERE ENERGY PARTNERS REGD 5.95000000                                                         | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3175792.68   | 0.01%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FHR 2631 SA V/R 06/15/33                               | FREDDIE MAC REMICS SER 2631 CL SA V/R 6.62464000                                                 | CUSIP: 31393RY20<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19634 | PA      | $20604.64     | 0.00%             | 2033-06-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q12052 3.5% 10/01/42                           | FREDDIE MAC GOLD POOL P#Q12052 3.50000000                                                        | CUSIP: 3132HNH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    810487 | PA      | $765926.54    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-116 HI V/R 01/25/38                           | FANNIE MAE REMICS SER 2007-116 CL HI V/R 1.21979700                                              | CUSIP: 31396X6G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    108019 | PA      | $6448.45      | 0.00%             | 2038-01-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN 5.125% 10/07/34                         | GOODMAN US FINANCE SIX REGD 144A P/P 5.12500000                                                  | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1120493.05   | 0.00%             | 2034-10-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/50                              | ORACLE CORP REGD 3.60000000                                                                      | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3065000 | PA      | $2157635.93   | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SCRT 2020-1 M55G 3% 08/25/59                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2020-1 SER 2020-1 CL M55G 3.00000000      | CUSIP: 35563PPE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4363980 | PA      | $3929826.94   | 0.02%             | 2059-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS K138 AM 1.889% 01/25/32                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K138 CL AM 1.88900000           | CUSIP: 3137H5XV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4300000 | PA      | $3740919.59   | 0.02%             | 2032-01-25      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C30 2.86% 08/15/26                          | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C30 CL A5 REGD 2.86000000         | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7336000 | PA      | $7212368.59   | 0.03%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| GNR 2007-17 JO V/R 04/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-17 CL JO V/R 0.00000000                        | CUSIP: 38375JTE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28513 | PA      | $23448.11     | 0.00%             | 2037-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CCCIT 2025-A2  4.49% 06/18/30                          | CITIBANK CREDIT CARD ISSUANCE TRUST SER 2025-A2 CL A REGD 4.49000000                             | CUSIP: 17305EHB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6965000 | PA      | $7082534.38   | 0.03%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENE 5.55% 04/01/35                         | DIAMONDBACK ENERGY INC REGD 5.55000000                                                           | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4748007.80   | 0.02%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0681 3% 09/01/51                              | FREDDIE MAC POOL UMBS P#SD0681 3.00000000                                                        | CUSIP: 3132DMXJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8389192 | PA      | $7440848.05   | 0.03%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL0662 5.5% 01/01/38                            | FANNIE MAE POOL UMBS P#AL0662 5.50000000                                                         | CUSIP: 3138EGWY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30708 | PA      | $31501.31     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBM7 2003-UP2 PO ZCP 12/25/18                          | CITIGROUP GLOBAL MARKETS MORTGAGE SECURITIES VII INC SER 2003-UP2 CL PO1 ZCP REGD 0.00000000     | CUSIP: 79549AXS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       140 | PA      | $138.99       | 0.00%             | 2033-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB8538 5.5% 05/01/54                            | FANNIE MAE POOL UMBS P#CB8538 5.50000000                                                         | CUSIP: 3140QUPY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3895428 | PA      | $3943231.92   | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3873 2.5% 05/01/52                            | FREDDIE MAC POOL UMBS P#SD3873 2.50000000                                                        | CUSIP: 3132E0JS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7920557 | PA      | $6705113.29   | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELI 3.6% 09/01/32                         | BOARDWALK PIPELINES LP REGD 3.60000000                                                           | CUSIP: 096630AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4627643.45   | 0.02%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHER 4.05% 08/15/52                         | NORFOLK SOUTHERN CORP REGD SER WI 4.05000000                                                     | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $877273.74    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FMMSR 2024-SAT1  V/R 03/26/27                          | FMC GMSR ISSUER TRUST SER 2024-SAT1 CL A V/R REGD 144A P/P 6.50000000                            | CUSIP: 30259RAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12840000 | PA      | $12989268.85  | 0.05%             | 2027-03-26      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.875% 11/15/30                           | UNITED STATES TREASURY NOTE 0.87500000                                                           | CUSIP: 91282CAV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20235000 | PA      | $17544377.34  | 0.07%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A83645 5% 12/01/38                             | FREDDIE MAC GOLD POOL P#A83645 5.00000000                                                        | CUSIP: 312930BN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       249 | PA      | $255.14       | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA0140 4.5% 08/01/29                            | FANNIE MAE POOL UMBS P#MA0140 4.50000000                                                         | CUSIP: 31417YEN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     23660 | PA      | $23710.91     | 0.00%             | 2029-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GCAR 2023-3A C 6.01% 05/15/29                          | GLS AUTO RECEIVABLES ISSUER TRUST 2023-3 SER 2023-3A CL C REGD 144A P/P 6.01000000               | CUSIP: 36267PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4738000 | PA      | $4779693.45   | 0.02%             | 2029-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H01 FD V/R 01/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H01 CL FD V/R 5.11582000                       | CUSIP: 38375UCP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114058 | PA      | $114328.95    | 0.00%             | 2064-01-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BA7567 4.5% 05/20/48                         | GINNIE MAE II POOL P#BA7567 4.50000000                                                           | CUSIP: 3617ALMQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1576094 | PA      | $1525196.81   | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEV 4.2% 07/15/46                         | MOLSON COORS BEVERAGE REGD 4.20000000                                                            | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   1511000 | PA      | $1230973.64   | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 09/12/36                         | MITSUBISHI UFJ FIN GRP REGD V/R 5.18800000                                                       | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   3490000 | PA      | $3546229.59   | 0.01%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINAN 2.75% 05/14/31                         | BUNGE LTD FINANCE CORP REGD 2.75000000                                                           | CUSIP: 120568BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3575560.09   | 0.02%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 4.15% 10/01/44                          | PECO ENERGY CO REGD 4.15000000                                                                   | CUSIP: 693304AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $299073.92    | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785531 2.5% 06/20/51                         | GINNIE MAE II POOL P#785531 2.50000000                                                           | CUSIP: 3622ABA85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11746012 | PA      | $10069984.73  | 0.04%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1399 V/R 12/01/36                            | FREDDIE MAC NON GOLD POOL P#1J1399 V/R 6.75000000                                                | CUSIP: 3128NHRU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       557 | PA      | $572.94       | 0.00%             | 2036-12-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4597 2% 05/01/52                              | FANNIE MAE POOL UMBS P#MA4597 2.00000000                                                         | CUSIP: 31418EDB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10401205 | PA      | $8422322.39   | 0.04%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  5.75% 10/12/10                         | UNITED MEXICAN STATES REGD MTN SER GMTN 5.75000000                                               | CUSIP: 91086QAZ1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    588000 | PA      | $502152.00    | 0.00%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GCAR 2023-4A C 6.65% 12/15/26                          | GLS AUTO RECEIVABLES ISSUER TRUST 2023-4 SER 2023-4A CL C REGD 144A P/P 6.65000000               | CUSIP: 362929AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6626519.90   | 0.03%             | 2029-08-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN U 5.25% 03/14/35                         | RIO TINTO FIN USA PLC REGD 5.25000000                                                            | CUSIP: 76720AAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1910000 | PA      | $1968217.72   | 0.01%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FNR 2010-39 OT ZCP 10/25/35                            | FANNIE MAE REMICS SER 2010-39 CL OT ZCP 0.00000000                                               | CUSIP: 31398PU23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6515 | PA      | $5700.72      | 0.00%             | 2035-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ4724 3.5% 12/01/41                            | FANNIE MAE POOL UMBS P#AJ4724 3.50000000                                                         | CUSIP: 3138AWHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    158464 | PA      | $150552.34    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G02301 5% 07/01/36                             | FREDDIE MAC GOLD POOL P#G02301 5.00000000                                                        | CUSIP: 3128LXRW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       716 | PA      | $735.23       | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#995156 7.5% 03/01/35                            | FANNIE MAE POOL UMBS P#995156 7.50000000                                                         | CUSIP: 31416BQH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11192 | PA      | $11593.31     | 0.00%             | 2035-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TVA 2.875% 02/01/27                                    | TENNESSEE VALLEY AUTHORITY SER A 2.87500000                                                      | CUSIP: 880591EU2<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    805000 | PA      | $795841.22    | 0.00%             | 2027-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HPA 2022-SFR1 MEZ V/R 04/15/26                         | HPA 2022-SFR1 MEZZ PC FRN 15   VARIABLE REGD 3.95000000                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   1790823 | PA      | $1774885.15   | 0.01%             | 2026-04-15      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR3 3.39% 07/17/30                          | PROGRESS RESIDENTIAL 2025-SFR3 TRUST SER 2025-SFR3 CL B REGD 144A P/P 3.39000000                 | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8310000 | PA      | $7720209.38   | 0.03%             | 2042-07-17      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| UMBS P#751341 5.5% 03/01/34                            | FANNIE MAE POOL UMBS P#751341 5.50000000                                                         | CUSIP: 31403KWA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2796 | PA      | $2819.56      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2617 6% 10/01/40                              | FANNIE MAE POOL UMBS P#AL2617 6.00000000                                                         | CUSIP: 3138EJ4B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    473478 | PA      | $498958.20    | 0.00%             | 2040-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H08 FS V/R 04/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H08 CL FS V/R 5.16582000                       | CUSIP: 38375BQP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    196285 | PA      | $197190.19    | 0.00%             | 2062-04-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H07 MA V/R 04/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H07 CL MA V/R 5.01582000                       | CUSIP: 38375BR61<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        48 | PA      | $48.10        | 0.00%             | 2062-04-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 02/13/30                             | CITIGROUP INC REGD V/R 5.17400000                                                                | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2564538.48   | 0.01%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4262 3.5% 02/20/47                         | GINNIE MAE II POOL P#MA4262 3.50000000                                                           | CUSIP: 36179SWX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2341547 | PA      | $2175559.67   | 0.01%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS  4.004% 08/15/46                         | MASSACHUSETTS ELECTRIC REGD 144A P/P 4.00400000                                                  | CUSIP: 575634AT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    624000 | PA      | $504168.49    | 0.00%             | 2046-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH1839 4% 12/01/40                              | FANNIE MAE POOL UMBS P#AH1839 4.00000000                                                         | CUSIP: 3138A3BH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     69650 | PA      | $67599.16     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES &  7.4% 01/13/28                         | F&G ANNUITIES & LIFE INC REGD SER WI 7.40000000                                                  | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1383422.58   | 0.01%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#FP0013 4% 06/01/48                              | FANNIE MAE POOL UMBS P#FP0013 4.00000000                                                         | CUSIP: 3140XTAP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4504944 | PA      | $4328722.74   | 0.02%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4254 1.5% 02/01/51                            | FANNIE MAE POOL UMBS P#MA4254 1.50000000                                                         | CUSIP: 31418DWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16370145 | PA      | $12581772.17  | 0.05%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB9667 3% 03/01/51                              | FREDDIE MAC POOL UMBS P#QB9667 3.00000000                                                        | CUSIP: 3133AGW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1514596 | PA      | $1352234.74   | 0.01%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08540 3% 08/01/43                             | FREDDIE MAC GOLD POOL P#G08540 3.00000000                                                        | CUSIP: 3128MJS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2307683 | PA      | $2123118.70   | 0.01%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPO 5% 06/15/45                         | DEVON ENERGY CORPORATION REGD 5.00000000                                                         | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   3185000 | PA      | $2772911.42   | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7534 2.5% 08/20/51                         | GINNIE MAE II POOL P#MA7534 2.50000000                                                           | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  45714243 | PA      | $39388887.69  | 0.17%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8107 2.5% 11/01/50                            | FREDDIE MAC POOL UMBS P#SD8107 2.50000000                                                        | CUSIP: 3132DWAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1764608 | PA      | $1500531.54   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOFI 2019-C A2 2.37% 04/15/28                          | SOFI PROFESSIONAL LOAN PROGRAM 2019-C LLC SER 2019-C CL A2FX REGD 144A P/P 2.37000000            | CUSIP: 83401CAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1718238 | PA      | $1659737.09   | 0.01%             | 2048-11-16      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| CHASE 2007-A1 2A V/R 02/25/37                          | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 SER 2007-A1 CL 2A1 V/R REGD 5.89420400               | CUSIP: 161630AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14011 | PA      | $13537.48     | 0.00%             | 2037-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| GNMA P#554108 6.5% 03/15/28                            | GINNIE MAE I POOL P#554108 6.50000000                                                            | CUSIP: 36213GR52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1547 | PA      | $1566.84      | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA P#254693 5.500% 04/01/33                          | FEDERAL NATIONAL MORTGAGE ASSN  POOL #254693 5.50000000                                          | CUSIP: 31371K3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14532 | PA      | $14870.42     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN 6.25% 03/15/32                         | ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.25000000                                                 | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1775760.27   | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 03/01/30                           | DANSKE BANK A/S REGD V/R 144A P/P 5.70500000                                                     | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3480000 | PA      | $3620675.17   | 0.02%             | 2030-03-01      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2372 4% 11/20/44                           | GINNIE MAE II POOL P#MA2372 4.00000000                                                           | CUSIP: 36179QT50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5776048 | PA      | $5554744.79   | 0.02%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES 6% 03/15/55                         | WILLIAMS COMPANIES INC REGD 6.00000000                                                           | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    535000 | PA      | $551951.07    | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 6.375% 10/06/30                         | GLENCORE FUNDING LLC REGD 144A P/P 6.37500000                                                    | CUSIP: 378272BP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2688000 | PA      | $2901342.37   | 0.01%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKIN 4.4% 05/19/26                         | AUST & NZ BANKING GROUP REGD 144A P/P 4.40000000                                                 | CUSIP: 052528AK2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1816000 | PA      | $1818318.49   | 0.01%             | 2026-05-19      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR1  2.9% 06/17/28                          | AMSR 2021-SFR1 TRUST SER 2021-SFR1 CL E2 REGD 144A P/P 2.90000000                                | CUSIP: 00179DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3950000 | PA      | $3714420.82   | 0.02%             | 2038-06-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1N1463 V/R 05/01/37                            | FREDDIE MAC NON GOLD POOL P#1N1463 V/R 6.85600000                                                | CUSIP: 3128QHTU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1883 | PA      | $1883.78      | 0.00%             | 2037-05-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0580 3% 04/01/51                              | FREDDIE MAC POOL UMBS P#SD0580 3.00000000                                                        | CUSIP: 3132DMUD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10224145 | PA      | $9057745.16   | 0.04%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN 7.8% 05/15/27                         | NORFOLK SOUTHERN CORP REGD 7.80000000                                                            | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1805467.60   | 0.01%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3802 3% 07/20/46                           | GINNIE MAE II POOL P#MA3802 3.00000000                                                           | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5037532 | PA      | $4564752.09   | 0.02%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMSI 2006-4 1A2 6% 08/25/36                            | CITICORP MORTGAGE SECURITIES TRUST SERIES 2006-4 SER 2006-4 CL 1A2 REGD 6.00000000               | CUSIP: 17310DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16474 | PA      | $15059.97     | 0.00%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2009-25 SE V/R 09/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-25 CL SE V/R 3.35008000                        | CUSIP: 38374XSE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30154 | PA      | $950.72       | 0.00%             | 2038-09-20      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3665 4% 03/01/48                              | FANNIE MAE POOL UMBS P#BM3665 4.00000000                                                         | CUSIP: 3140J8CB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4285586 | PA      | $4124209.30   | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SLST 2025-1 A1 3% 05/25/35                             | SEASONED LOANS STRUCTURED TRANSACTION TRUST SERIES 2025-1 SER 2025-1 CL A1 3.00000000            | CUSIP: 35564CTW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17052780 | PA      | $15878660.24  | 0.07%             | 2035-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4323 4.5% 03/20/47                         | GINNIE MAE II POOL P#MA4323 4.50000000                                                           | CUSIP: 36179SYU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    176985 | PA      | $175595.18    | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SDART 2023-6 C 6.4% 12/15/27                           | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 SER 2023-6 CL C REGD 6.40000000                    | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1033710.60   | 0.00%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/22/32                         | GOLDMAN SACHS GROUP INC REGD V/R 2.61500000                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9805000 | PA      | $8895284.55   | 0.04%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| FNGT 2002-T16 A2 7% 07/25/42                           | FANNIE MAE GRANTOR TRUST 2002-T16 SER 2002-T16 CL A2 7.00000000                                  | CUSIP: 31392FDC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     58441 | PA      | $61735.07     | 0.00%             | 2042-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/ 5.25% 08/19/35                         | NXP BV/NXP FDG/NXP USA REGD 5.25000000                                                           | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   6811000 | PA      | $6880536.43   | 0.03%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TNG23 2023-1  5.169% 04/01/39                          | TEXAS NATURAL GAS SECURITIZATION FINANCE CORP SER 2023-1 CL A2 REGD 5.16900000                   | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10028000 | PA      | $10215382.21  | 0.04%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 10/18/30                         | ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 4.65000000                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  12477000 | PA      | $12620130.40  | 0.05%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| FNR 2004-51 SY V/R 07/25/34                            | FANNIE MAE REMICS SER 2004-51 CL SY V/R 5.29898000                                               | CUSIP: 31393Y4T9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3969 | PA      | $4087.13      | 0.00%             | 2034-07-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FNR 2009-112 ST V/R 01/25/40                           | FANNIE MAE REMICS SER 2009-112 CL ST V/R 1.77949000                                              | CUSIP: 31398GKH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44090 | PA      | $4658.40      | 0.00%             | 2040-01-25      | Variable      | 1.78%                 | No            |                  2 | On Loan: No      |
| UMBS P#868952 V/R 05/01/36                             | FANNIE MAE POOL UMBS P#868952 V/R 6.80500000                                                     | CUSIP: 31409EL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1044 | PA      | $1067.87      | 0.00%             | 2036-05-01      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| FNR 2004-61 FH V/R 11/25/32                            | FANNIE MAE REMICS SER 2004-61 CL FH V/R 5.27051000                                               | CUSIP: 31394ARN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66262 | PA      | $66686.00     | 0.00%             | 2032-11-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 4.75% 08/01/43                          | HALLIBURTON CO REGD 4.75000000                                                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    565000 | PA      | $505640.31    | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785445 2.5% 03/20/51                         | GINNIE MAE II POOL P#785445 2.50000000                                                           | CUSIP: 3622AA5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18647575 | PA      | $15831197.57  | 0.07%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2022-2 A1 V/R 01/25/32                            | TOWD POINT MORTGAGE TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 3.75000000                   | CUSIP: 89180HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12470130 | PA      | $11868385.36  | 0.05%             | 2062-07-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MDST 2006-1 M 6.083% 10/15/40                          | MID-STATE CAPITAL CORP 2006-1 TRUST SER 2006-1 CL M1 REGD 144A P/P 6.08300000                    | CUSIP: 59548PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230958 | PA      | $232267.56    | 0.00%             | 2040-10-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3768 3.5% 06/01/52                            | FANNIE MAE POOL UMBS P#CB3768 3.50000000                                                         | CUSIP: 3140QPFJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8225447 | PA      | $7571307.92   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9307 5.5% 06/01/53                            | FREDDIE MAC POOL UMBS P#RA9307 5.50000000                                                        | CUSIP: 3133KRKU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6846646 | PA      | $6944759.94   | 0.03%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/19/35                              | ING GROEP NV REGD V/R 5.55000000                                                                 | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $5194265.00   | 0.02%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS2 A1 V/R 04/25/61                          | LEGACY MORTGAGE ASSET TRUST 2021-GS2 SER 2021-GS2 CL A1 V/R REGD 144A P/P 5.75000000             | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4082214 | PA      | $4079030.96   | 0.02%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 06/30/30                           | UNITED STATES TREASURY NOTE 3.87500000                                                           | CUSIP: 91282CNK3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  37991000 | PA      | $38223991.58  | 0.16%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FHR 3149 SO ZCP 05/15/36                               | FREDDIE MAC REMICS SER 3149 CL SO ZCP 0.00000000                                                 | CUSIP: 31396RJA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7328 | PA      | $5919.60      | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9991 6% 02/01/55                              | FANNIE MAE POOL UMBS P#CB9991 6.00000000                                                         | CUSIP: 3140QWC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10294843 | PA      | $10641242.23  | 0.04%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 4077 FB V/R 07/15/42                               | FREDDIE MAC REMICS SER 4077 CL FB V/R 4.98656000                                                 | CUSIP: 3137ASAP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128903 | PA      | $127244.68    | 0.00%             | 2042-07-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S V/R 03/14/30                         | BANCO SANTANDER SA REGD V/R SER * 5.53800000                                                     | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3400000 | PA      | $3521425.36   | 0.01%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL9645 1.5% 01/01/31                            | FANNIE MAE POOL UMBS P#BL9645 1.50000000                                                         | CUSIP: 3140J2WF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $8745356.30   | 0.04%             | 2031-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.705% 05/01/40                              | BOEING CO REGD 5.70500000                                                                        | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1586694.26   | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91840 3% 07/01/35                             | FREDDIE MAC GOLD POOL P#C91840 3.00000000                                                        | CUSIP: 3128P8BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2398154 | PA      | $2288813.70   | 0.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#781087 V/R 12/01/33                            | FREDDIE MAC NON GOLD POOL P#781087 V/R 6.35500000                                                | CUSIP: 31349SF40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5036 | PA      | $5143.80      | 0.00%             | 2033-12-01      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A88871 7% 01/01/31                             | FREDDIE MAC GOLD POOL P#A88871 7.00000000                                                        | CUSIP: 3129352C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4903 | PA      | $5124.04      | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0700 2% 01/01/51                              | FREDDIE MAC POOL UMBS P#SD0700 2.00000000                                                        | CUSIP: 3132DMX59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1329647 | PA      | $1104138.57   | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8607 4.97% 12/01/30                           | FANNIE MAE POOL UMBS P#BS8607 4.97000000                                                         | CUSIP: 3140LKR54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8131479 | PA      | $8376520.00   | 0.04%             | 2030-12-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.05% 04/04/28                         | GENERAL MOTORS FINL CO REGD 5.05000000                                                           | CUSIP: 37045XFE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5080377.25   | 0.02%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY C 1.9% 06/15/28                         | NEXTERA ENERGY CAPITAL REGD 1.90000000                                                           | CUSIP: 65339KBW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5605000 | PA      | $5298339.02   | 0.02%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#945870 6.5% 08/01/37                            | FANNIE MAE POOL UMBS P#945870 6.50000000                                                         | CUSIP: 31413HJP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16170 | PA      | $16985.13     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-CA  3.13% 02/15/68                          | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-C SER 2019-CA CL A2 REGD 144A P/P 3.13000000      | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    830781 | PA      | $820628.93    | 0.00%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FHR 2642 SL V/R 07/15/33                               | FREDDIE MAC REMICS SER 2642 CL SL V/R 4.56505500                                                 | CUSIP: 31393VYC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       462 | PA      | $407.74       | 0.00%             | 2033-07-15      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| FMMSR 2021-GT2 A V/R 10/25/26                          | FMC GMSR ISSUER TRUST SER 2021-GT2 CL A V/R REGD 144A P/P 3.85000000                             | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8250000 | PA      | $7941218.18   | 0.03%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP O 5.2% 08/15/35                         | PACKAGING CORP OF AMERIC REGD 5.20000000                                                         | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2691858.07   | 0.01%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FNR 2009-4 BD 4.5% 02/25/39                            | FANNIE MAE REMICS SER 2009-4 CL BD 4.50000000                                                    | CUSIP: 31397MW94<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       488 | PA      | $451.15       | 0.00%             | 2039-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 5.7% 05/08/33                         | GLENCORE FUNDING LLC REGD 144A P/P 5.70000000                                                    | CUSIP: 378272BL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1795370.00   | 0.01%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 03/23/37                              | UBS GROUP AG REGD V/R 144A P/P MTN 5.01000000                                                    | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5480000 | PA      | $5453578.34   | 0.02%             | 2037-03-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT  6.25% 05/31/30                         | MSD INVESTMENT CORP REGD 144A P/P 6.25000000                                                     | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1600152.30   | 0.01%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNA 2018-M4 A2 V/R 03/25/28                            | FANNIE MAE-ACES SER 2018-M4 CL A2 V/R 3.15900000                                                 | CUSIP: 3136B1XJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2746487 | PA      | $2694929.54   | 0.01%             | 2028-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  2.9% 06/15/50                         | BALTIMORE GAS & ELECTRIC REGD 2.90000000                                                         | CUSIP: 059165EM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $618322.51    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AETNA INC 6.75% 12/15/37                               | AETNA INC REGD 6.75000000                                                                        | CUSIP: 00817YAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    341000 | PA      | $376955.74    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL5788 5% 05/01/42                              | FANNIE MAE POOL UMBS P#AL5788 5.00000000                                                         | CUSIP: 3138ENNE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    642246 | PA      | $657729.95    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 3549 FA V/R 07/15/39                               | FREDDIE MAC REMICS SER 3549 CL FA V/R 5.68656000                                                 | CUSIP: 31398EP99<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4718 | PA      | $4775.14      | 0.00%             | 2039-07-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BRDGE 2025-SFR1 4.2% 09/17/30                          | BRIDGE 2025-SFR1 TRUST SER 2025-SFR1 CL C REGD 144A P/P 4.20000000                               | CUSIP: 10807GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3680000 | PA      | $3474527.20   | 0.01%             | 2042-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN0545 4% 10/01/48                              | FANNIE MAE POOL UMBS P#BN0545 4.00000000                                                         | CUSIP: 3140JGTB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    201401 | PA      | $193411.54    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO 3.7% 09/15/47                           | PECO ENERGY CO REGD 3.70000000                                                                   | CUSIP: 693304AV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1650021.38   | 0.01%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY L 3.85% 04/01/27                         | VENTAS REALTY LP REGD 3.85000000                                                                 | CUSIP: 92277GAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    677000 | PA      | $674355.94    | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-CES4 A V/R 09/25/28                          | TOWD POINT MORTGAGE TRUST 2024-CES4 SER 2024-CES4 CL A1 V/R REGD 144A P/P 5.12200000             | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5333676 | PA      | $5338621.93   | 0.02%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05671 5.5% 08/01/38                           | FREDDIE MAC GOLD POOL P#G05671 5.50000000                                                        | CUSIP: 3128M7T48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22820 | PA      | $23772.17     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNS 329 1 ZCP 01/25/33                                 | FANNIE MAE INTEREST STRIP SER 329 CL 1 ZCP 0.00000000                                            | CUSIP: 3136FAWE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2237 | PA      | $2011.19      | 0.00%             | 2033-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK0436 3% 12/01/49                              | FANNIE MAE POOL UMBS P#BK0436 3.00000000                                                         | CUSIP: 3140HDPW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    572308 | PA      | $511981.47    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLG 2021-OVA  2.585% 07/15/31                          | SLG OFFICE TRUST 2021-OVA SER 2021-OVA CL A REGD 144A P/P 2.58540000                             | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9955000 | PA      | $8848381.29   | 0.04%             | 2041-07-15      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GNR 2007-27 SD V/R 05/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-27 CL SD V/R 1.95008000                        | CUSIP: 38375JJ71<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54392 | PA      | $1458.38      | 0.00%             | 2037-05-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7367 2.5% 05/20/51                         | GINNIE MAE II POOL P#MA7367 2.50000000                                                           | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7978897 | PA      | $6872481.63   | 0.03%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY IN 7% 06/15/38                         | DOMINION ENERGY INC REGD 7.00000000                                                              | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    124000 | PA      | $141130.16    | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL G 4.75% 09/01/28                         | NATIONAL FUEL GAS CO REGD 4.75000000                                                             | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   2181000 | PA      | $2195936.88   | 0.01%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1328 3.5% 01/01/43                            | FANNIE MAE POOL UMBS P#MA1328 3.50000000                                                         | CUSIP: 31418APN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    232540 | PA      | $219487.58    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2645 3% 06/01/52                              | FANNIE MAE POOL UMBS P#FS2645 3.00000000                                                         | CUSIP: 3140XH5F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3556761 | PA      | $3157098.84   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H26 JA V/R 10/20/61                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H26 CL JA V/R 5.01582000                       | CUSIP: 38375BYU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       108 | PA      | $107.94       | 0.00%             | 2061-10-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI  7.499% 02/15/50                         | AMERICAN MUNI PWR-OHIO INC OH REGD N/C B/E 7.49900000                                            | CUSIP: 02765UDV3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   1310000 | PA      | $1537869.65   | 0.01%             | 2050-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SDART 2023-1 C 5.09% 01/15/27                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL C REGD 5.09000000                    | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2316534.01   | 0.01%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1908 2.5% 10/01/51                            | FANNIE MAE POOL UMBS P#CB1908 2.50000000                                                         | CUSIP: 3140QMDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13516247 | PA      | $11499127.79  | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 3117 OK ZCP 02/15/36                               | FREDDIE MAC REMICS SER 3117 CL OK ZCP 0.00000000                                                 | CUSIP: 31396HVU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7828 | PA      | $6870.88      | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/32                         | JPMORGAN CHASE & CO REGD V/R 2.58000000                                                          | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6390000 | PA      | $5807319.29   | 0.02%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4376 3% 10/01/35                              | FANNIE MAE POOL UMBS P#FM4376 3.00000000                                                         | CUSIP: 3140X72J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    241566 | PA      | $232396.65    | 0.00%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 3151 PO ZCP 05/15/36                               | FREDDIE MAC REMICS SER 3151 CL PO ZCP 0.00000000                                                 | CUSIP: 31396NU46<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13698 | PA      | $11661.11     | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REG12 2019-1A AR V/R 10/15/37                          | REGATTA XII FUNDING LTD SER 2019-1A CL ARR V/R REGD 144A P/P 5.70755000                          | CUSIP: 75888HAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  28000000 | PA      | $28110852.00  | 0.12%             | 2037-10-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.2% 10/15/30                             | BROADCOM INC REGD 4.20000000                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4312000 | PA      | $4304645.02   | 0.02%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08587 4.5% 05/01/44                           | FREDDIE MAC GOLD POOL P#G08587 4.50000000                                                        | CUSIP: 3128MJUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    216846 | PA      | $216112.58    | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 5.65% 05/09/34                         | ITC HOLDINGS CORP REGD 144A P/P 5.65000000                                                       | CUSIP: 465685AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6420000 | PA      | $6684443.33   | 0.03%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/23/29                         | WELLS FARGO & COMPANY REGD V/R 6.30300000                                                        | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6445000 | PA      | $6826302.31   | 0.03%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FHR 5190 PE 2% 02/25/52                                | FREDDIE MAC REMICS SER 5190 CL PE 2.00000000                                                     | CUSIP: 3137H5HC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1932501 | PA      | $1742188.52   | 0.01%             | 2052-02-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BR 4.8% 05/01/30                         | CONSTELLATION BRANDS INC REGD 4.80000000                                                         | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3280000 | PA      | $3326546.25   | 0.01%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3753 4.49% 05/01/35                           | FANNIE MAE POOL UMBS P#BZ3753 4.49000000                                                         | CUSIP: 3140NYE31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15130605 | PA      | $15100352.98  | 0.06%             | 2035-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FHR 3137 XP 6% 04/15/36                                | FREDDIE MAC REMICS SER 3137 CL XP 6.00000000                                                     | CUSIP: 31396N2Q8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29437 | PA      | $30919.27     | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY S ZCP 08/15/41                             | UNITED STATES TREASURY STRIP__  COUPON 0.00000000                                                | CUSIP: 912834KP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1425000 | PA      | $667229.72    | 0.00%             | 2041-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4523 2% 01/01/32                              | FANNIE MAE POOL UMBS P#MA4523 2.00000000                                                         | CUSIP: 31418EAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6540889 | PA      | $6211242.80   | 0.03%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.05% 08/12/51                              | INTEL CORP REGD 3.05000000                                                                       | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    885000 | PA      | $561515.50    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FNR 2009-11 NB 5% 03/25/29                             | FANNIE MAE REMICS SER 2009-11 CL NB 5.00000000                                                   | CUSIP: 31397NLM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        63 | PA      | $63.25        | 0.00%             | 2029-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2011-163 WA V/R 12/20/38                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-163 CL WA V/R 5.84323000                       | CUSIP: 38378AS36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170452 | PA      | $176269.69    | 0.00%             | 2038-12-20      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| FNR 2005-68 PG 5.5% 08/25/35                           | FANNIE MAE REMICS SER 2005-68 CL PG 5.50000000                                                   | CUSIP: 31394E7B8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21503 | PA      | $22007.99     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHMS K065 A2 3.243% 04/25/27                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K065 CL A2 3.24300000           | CUSIP: 3137F1G44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3316000 | PA      | $3280856.37   | 0.01%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| FNR 2010-43 FD V/R 05/25/40                            | FANNIE MAE REMICS SER 2010-43_  CL FD V/R 5.07051000                                             | CUSIP: 31398RCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18911 | PA      | $18864.63     | 0.00%             | 2040-05-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| MCMLT 2021-NMR1  V/R 11/25/60                          | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 SER 2021-NMR1 CL A1 V/R REGD 144A P/P 1.12500000         | CUSIP: 59982HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    849478 | PA      | $815616.77    | 0.00%             | 2060-11-25      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| FNR 2006-79 DO ZCP 08/25/36                            | FANNIE MAE REMICS SER 2006-79 CL DO ZCP 0.00000000                                               | CUSIP: 31396KYB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7852 | PA      | $6721.89      | 0.00%             | 2036-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT6765 3% 07/01/43                              | FANNIE MAE POOL UMBS P#AT6765 3.00000000                                                         | CUSIP: 3138WUQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22016 | PA      | $20226.09     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.272% 01/15/36                         | VERIZON COMMUNICATIONS REGD SER WI 4.27200000                                                    | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2311000 | PA      | $2167580.66   | 0.01%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV V/R 12/03/35                          | ABN AMRO BANK NV REGD V/R 144A P/P 5.51500000                                                    | CUSIP: 00084DBF6<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2200000 | PA      | $2281321.53   | 0.01%             | 2035-12-03      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6702 3% 02/01/52                              | FREDDIE MAC POOL UMBS P#RA6702 3.00000000                                                        | CUSIP: 3133KNNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8922320 | PA      | $7840822.23   | 0.03%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRAVO 2024-RPL1  V/R 10/25/63                          | BRAVO RESIDENTIAL FUNDING TRUST 2024 RPL1 SER 2024-RPL1 CL A1 V/R REGD 144A P/P 3.25000000       | CUSIP: 10568TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6146079 | PA      | $5722956.08   | 0.02%             | 2063-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR NOTE (CBT)DEC25                            | FUTURE CONTRACT ON           US 10YR NOTE (CBT)DEC25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       -71 | NC      | $-7987500.00  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SDART 2023-6 B 5.98% 05/15/27                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-6 SER 2023-6 CL B REGD 5.98000000                    | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2540829.25   | 0.01%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GNMA P#AD9020 3.5% 04/15/43                            | GINNIE MAE I POOL P#AD9020 3.50000000                                                            | CUSIP: 36180NAV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1195254 | PA      | $1117374.14   | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G16076 3% 02/01/32                             | FREDDIE MAC GOLD POOL P#G16076 3.00000000                                                        | CUSIP: 3128ME6M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1631469 | PA      | $1592819.44   | 0.01%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.75% 12/10/51                          | MERCK & CO INC REGD 2.75000000                                                                   | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $893442.43    | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5137 5% 09/01/53                              | FANNIE MAE POOL UMBS P#MA5137 5.00000000                                                         | CUSIP: 31418EV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    242780 | PA      | $241582.52    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2006-57 P 5.564% 10/20/36                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-57 CL PZ 5.56480000                            | CUSIP: 38374NXS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50943 | PA      | $50809.18     | 0.00%             | 2036-10-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER C 4.15% 08/15/44                         | ALABAMA POWER CO REGD 4.15000000                                                                 | CUSIP: 010392FL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $173982.80    | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 01/24/30                         | TRUIST FINANCIAL CORP REGD V/R MTN 5.43500000                                                    | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4728597.19   | 0.02%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| AGL 2022-19A A1R V/R 07/21/38                          | AGL CLO 19 LTD SER 2022-19A CL A1R V/R REGD 144A P/P 5.62046000                                  | CUSIP: 001210AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  25000000 | PA      | $25019450.00  | 0.11%             | 2038-07-21      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 4.704% 01/10/36                         | CVS PASS-THROUGH TR 2013 REGD P/P 4.70400000                                                     | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    656542 | PA      | $628383.63    | 0.00%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#889020 6.5% 11/01/29                            | FANNIE MAE POOL UMBS P#889020 6.50000000                                                         | CUSIP: 31410GVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62382 | PA      | $64374.52     | 0.00%             | 2029-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSMC 2007-C2 AX V/R 01/15/49                           | CREDIT SUISSE COMMERCIAL MORTGAGE TRUST SER 2007-C2 CL AX V/R REGD 144A P/P 0.02947400           | CUSIP: 22545YBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1710722 | PA      | $380.98       | 0.00%             | 2049-01-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WMALT 2005-1 1A 5.5% 03/25/35                          | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2005-1 CL 1A1 REGD 5.50000000     | CUSIP: 9393362D4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30478 | PA      | $30039.08     | 0.00%             | 2035-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO2993 3.5% 05/01/42                            | FANNIE MAE POOL UMBS P#AO2993 3.50000000                                                         | CUSIP: 3138LTKF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1985716 | PA      | $1884110.40   | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TO 6.263% 04/01/49                         | BAY AREA CA TOLL AUTH TOLL BRI REGD N/C B/E 6.26300000                                           | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1743766.37   | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| FNR 2011-118 LB 7% 11/25/41                            | FANNIE MAE REMICS SER 2011-118 CL LB 7.00000000                                                  | CUSIP: 3136A12K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    257287 | PA      | $274310.69    | 0.00%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/27                         | BANK OF AMERICA CORP REGD V/R 1.73400000                                                         | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7170000 | PA      | $7026804.92   | 0.03%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| FNR 2005-73 PS V/R 08/25/35                            | FANNIE MAE REMICS SER 2005-73 CL PS V/R 5.52372500                                               | CUSIP: 31394EC48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7799 | PA      | $8026.36      | 0.00%             | 2035-08-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 06/08/34                         | TRUIST FINANCIAL CORP REGD V/R MTN 5.86700000                                                    | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1557502.94   | 0.01%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05713 6.5% 12/01/35                           | FREDDIE MAC GOLD POOL P#G05713 6.50000000                                                        | CUSIP: 3128M7VE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17736 | PA      | $18402.43     | 0.00%             | 2035-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC 4.5% 08/06/30                         | ALTRIA GROUP INC REGD 4.50000000                                                                 | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   6432000 | PA      | $6456900.84   | 0.03%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WMALT 2005-6 2A 5.5% 08/25/35                          | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2005-6 CL 2A4 REGD 5.50000000     | CUSIP: 92922FY44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14747 | PA      | $13096.80     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNR 2009-106 AS V/R 11/16/39                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-106 CL AS V/R 2.13859000                       | CUSIP: 38376JFB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    124304 | PA      | $12067.46     | 0.00%             | 2039-11-16      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| FHS 233 13 5% 09/15/35                                 | FREDDIE MAC STRIPS SER 233 CL 13 5.00000000                                                      | CUSIP: 31282YDY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59359 | PA      | $8613.38      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CWL 2004-1 M2 V/R 3/25/34                              | COUNTRYWIDE ASSET BACKED CERTIFICATES SERIES 2004-1 CLASS M2 VARIABLE RATE REGD 5.09739000       | CUSIP: 126671Z33<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       113 | PA      | $183.51       | 0.00%             | 2034-03-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 4% 03/07/49                             | MERCK & CO INC REGD 4.00000000                                                                   | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1088251.96   | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 10/03/36                          | SOCIETE GENERALE REGD V/R 144A P/P MTN 0.00000000                                                | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  15550000 | PA      | $15509720.21  | 0.07%             | 2036-10-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 12/31/29                           | UNITED STATES TREASURY NOTE 4.37500000                                                           | CUSIP: 91282CMD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  27598000 | PA      | $28311667.17  | 0.12%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3662 3% 05/20/46                           | GINNIE MAE II POOL P#MA3662 3.00000000                                                           | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     65082 | PA      | $59055.20     | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 12/03/35                         | WELLS FARGO & COMPANY REGD V/R 5.21100000                                                        | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  14125000 | PA      | $14432106.32  | 0.06%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| IMM 2004-7 1A1 V/R 11/25/34                            | IMM 2004-7 1A1 V/R 11/25/34 5.01239000                                                           | CUSIP: 45254NKF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128835 | PA      | $127520.64    | 0.00%             | 2034-11-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO4381 4% 10/01/49                              | FANNIE MAE POOL UMBS P#BO4381 4.00000000                                                         | CUSIP: 3140JY2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2303015 | PA      | $2225988.37   | 0.01%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 4.458% 10/01/62                         | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 4.45800000                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   2065000 | PA      | $1762403.37   | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FNR 2002-90 A1 6.5% 06/25/42                           | FANNIE MAE REMICS SER 2002-90 CL A1 6.50000000                                                   | CUSIP: 31392GEK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26128 | PA      | $26796.82     | 0.00%             | 2042-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 5.647% 11/01/40                         | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E GO OF A 5.64700000                                   | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    435000 | PA      | $463605.56    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | IRS R03.80PSOFR 12/16/49 JPMCL FIXED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-551665.46   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AMERN AIRLINE 1 3.65% 06/15/28                         | AMERN AIRLINE 16-2 A PTT REGD SER A 3.65000000                                                   | CUSIP: 023764AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    728400 | PA      | $701941.89    | 0.00%             | 2028-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 05/15/54                           | UNITED STATES TREASURY BOND 4.62500000                                                           | CUSIP: 912810UA4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5497000 | PA      | $5400802.50   | 0.02%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNR 2007-35 PO V/R 06/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-35 CL PO V/R 0.00000000                        | CUSIP: 38375KPE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77401 | PA      | $63510.51     | 0.00%             | 2037-06-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#902818 V/R 11/01/36                             | FANNIE MAE POOL UMBS P#902818 V/R 6.57100000                                                     | CUSIP: 31411BAT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       149 | PA      | $153.23       | 0.00%             | 2036-11-01      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 4.78% 02/15/35                         | VERIZON COMMUNICATIONS REGD 4.78000000                                                           | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1097000 | PA      | $1079131.88   | 0.00%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VENDE 1996-2 1 6.75% 06/15/26                          | VENDEE MORTGAGE TRUST 1996-2 SER 1996-2 CL 1Z 6.75000000                                         | CUSIP: 911760HH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2441 | PA      | $2455.60      | 0.00%             | 2026-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5257 2% 05/01/51                              | FREDDIE MAC POOL UMBS P#RA5257 2.00000000                                                        | CUSIP: 3133KLZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  11373121 | PA      | $9237260.03   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BN1 3.688% 01/15/28                          | BANK 2018-BNK10 SER 2018-BN10 CL A5 REGD 3.68800000                                              | CUSIP: 065404BB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3948106.00   | 0.02%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05132 5% 12/01/38                             | FREDDIE MAC GOLD POOL P#G05132 5.00000000                                                        | CUSIP: 3128M7A97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     68301 | PA      | $70112.74     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2008 3% 01/01/51                              | FANNIE MAE POOL UMBS P#FS2008 3.00000000                                                         | CUSIP: 3140XHGS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    889104 | PA      | $782733.72    | 0.00%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A13625 5.5% 10/01/33                           | FREDDIE MAC GOLD POOL P#A13625 5.50000000                                                        | CUSIP: 31296NA23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9812 | PA      | $9955.46      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  3.75% 05/15/46                         | ARIZONA PUBLIC SERVICE REGD 3.75000000                                                           | CUSIP: 040555CU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2290000 | PA      | $1769120.65   | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNR 2007-106 A7 V/R 10/25/37                           | FANNIE MAE REMICS SER 2007-106 CL A7 V/R 5.98712300                                              | CUSIP: 31396XF25<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17472 | PA      | $17618.16     | 0.00%             | 2037-10-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 5.125% 05/15/32                         | T-MOBILE USA INC REGD 5.12500000                                                                 | CUSIP: 87264ADS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6689524.73   | 0.03%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785447 2.5% 03/20/51                         | GINNIE MAE II POOL P#785447 2.50000000                                                           | CUSIP: 3622AA5G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10385644 | PA      | $8894137.25   | 0.04%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#723852 5% 07/01/33                              | FANNIE MAE POOL UMBS P#723852 5.00000000                                                         | CUSIP: 31402BEZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4496 | PA      | $4519.09      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 09/13/27                              | CAIXABANK SA REGD V/R 144A P/P 6.68400000                                                        | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1470000 | PA      | $1502019.23   | 0.01%             | 2027-09-13      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST  7.155% 03/01/27                         | CALIFORNIA ST QUALIFIED SCH BO REGD N/C B/E 7.15500000                                           | CUSIP: 13055CAC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $277204.44    | 0.00%             | 2027-03-01      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| FNR 2006-44 GO ZCP 06/25/36                            | FANNIE MAE REMICS SER 2006-44 CL GO ZCP 0.00000000                                               | CUSIP: 31395NBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10010 | PA      | $8888.60      | 0.00%             | 2036-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7241 2.5% 05/01/52                            | FANNIE MAE POOL UMBS P#FS7241 2.50000000                                                         | CUSIP: 3140XPBK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15025439 | PA      | $12839229.56  | 0.05%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% OCT 25                              | FNMA 30YR TBA 6.5% OCT 25      TO BE ANNOUNCED 6.50000000                                        | CUSIP: 01F0626A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14865000 | PA      | $15361248.55  | 0.06%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS 4.893% 09/11/33                         | BP CAP MARKETS AMERICA REGD 4.89300000                                                           | CUSIP: 10373QBV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028972.28   | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H08 FC V/R 03/20/65                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H08 CL FC V/R 4.94582000                       | CUSIP: 38375UVB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1211624 | PA      | $1211604.05   | 0.01%             | 2065-03-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4446 2% 10/01/41                              | FANNIE MAE POOL UMBS P#MA4446 2.00000000                                                         | CUSIP: 31418D5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    794108 | PA      | $687806.86    | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 08/15/55                            | UNITED STATES TREASURY BOND 4.75000000                                                           | CUSIP: 912810UM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2865000 | PA      | $2874848.44   | 0.01%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE 3.885% 07/01/16                         | MASS INSTITUTE OF TECH REGD 3.88500000                                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   2906000 | PA      | $2072046.15   | 0.01%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/29                         | JPMORGAN CHASE & CO REGD V/R 4.91500000                                                          | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3054086.85   | 0.01%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W4 2A V/R 10/25/42                            | FANNIE MAE REMIC TRUST 2003-W4 SER 2003-W4 CL 2A V/R 5.10367000                                  | CUSIP: 31393AP68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6232 | PA      | $6303.47      | 0.00%             | 2042-10-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS COR 5.3% 07/01/43                         | ITC HOLDINGS CORP REGD 5.30000000                                                                | CUSIP: 465685AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1448098.05   | 0.01%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W1 2A V/R 12/25/42                            | FANNIE MAE REMIC TRUST 2003-W1 SER 2003-W1 CL 2A V/R 5.09376000                                  | CUSIP: 31392GWB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12915 | PA      | $12961.05     | 0.00%             | 2042-12-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#888890 6.5% 10/01/37                            | FANNIE MAE POOL UMBS P#888890 6.50000000                                                         | CUSIP: 31410GRK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20294 | PA      | $21489.42     | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BC2521 3.5% 01/01/46                            | FANNIE MAE POOL UMBS P#BC2521 3.50000000                                                         | CUSIP: 3140EWYT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2963822 | PA      | $2780218.11   | 0.01%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q33871 3% 06/01/45                             | FREDDIE MAC GOLD POOL P#Q33871 3.00000000                                                        | CUSIP: 3132QQJR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    221850 | PA      | $203761.11    | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANA 4.5% 04/16/50                         | REPUBLIC OF PANAMA REGD 4.50000000                                                               | CUSIP: 698299BH6<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |    935000 | PA      | $702343.95    | 0.00%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2004-49 Z 6% 06/20/34                              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-49 CL Z 6.00000000                             | CUSIP: 38374GU91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     84530 | PA      | $85587.93     | 0.00%             | 2034-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3243 3% 11/20/45                           | GINNIE MAE II POOL P#MA3243 3.00000000                                                           | CUSIP: 36179RS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    179052 | PA      | $162536.16    | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 01/12/27                              | UBS GROUP AG REGD V/R P/P 5.71100000                                                             | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $5017665.60   | 0.02%             | 2027-01-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| GNR 2010-130 CP 7% 10/16/40                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-130 CL CP 7.00000000                           | CUSIP: 38377LK72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    133833 | PA      | $142872.32    | 0.00%             | 2040-10-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA 6.125% 01/31/46                         | GRUPO TELEVISA SAB REGD 6.12500000                                                               | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    220000 | PA      | $177932.46    | 0.00%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.75% 05/31/29                            | UNITED STATES TREASURY NOTE 2.75000000                                                           | CUSIP: 91282CES6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  58830000 | PA      | $56980072.41  | 0.24%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MLCC 2004-A A1 V/R 4/25/29                             | MLCC 2004-A A1 V/R 4/25/29 4.73239000                                                            | CUSIP: 59020UAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6255 | PA      | $5783.08      | 0.00%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT H 2.782% 10/01/30                         | COMMONSPIRIT HEALTH REGD 2.78200000                                                              | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $5475749.56   | 0.02%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1B7303 V/R 03/01/37                            | FREDDIE MAC NON GOLD POOL P#1B7303 V/R 8.10000000                                                | CUSIP: 3128QPQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1466 | PA      | $1517.92      | 0.00%             | 2037-03-01      | Variable      | 8.10%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BN24 2.96% 11/15/62                          | BANK 2019-BNK24 SER 2019-BN24 CL A3 REGD 2.96000000                                              | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3391000 | PA      | $3193113.45   | 0.01%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY COR 5.6% 07/15/41                         | DEVON ENERGY CORPORATION REGD 5.60000000                                                         | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1313000 | PA      | $1263985.89   | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.7% 03/15/34                              | SOUTHERN CO REGD 5.70000000                                                                      | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3923612.00   | 0.02%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DTAOT 2023-2A  5.79% 03/15/26                          | DT AUTO OWNER TRUST 2023-2 SER 2023-2A CL C REGD 144A P/P 5.79000000                             | CUSIP: 23346CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8785000 | PA      | $8822373.15   | 0.04%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91158 6.5% 01/01/28                           | FREDDIE MAC GOLD POOL P#C91158 6.50000000                                                        | CUSIP: 3128P7JB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3502 | PA      | $3559.58      | 0.00%             | 2028-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CO 2.78% 07/01/51                         | AHS HOSPITAL CORP REGD SER 2021 2.78000000                                                       | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $1716024.06   | 0.01%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL0587 4% 09/01/40                              | FANNIE MAE POOL UMBS P#AL0587 4.00000000                                                         | CUSIP: 3138EGUM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    351943 | PA      | $343820.33    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2025-18 MA 0.5% 09/25/54                           | FANNIE MAE REMICS SER 2025-18 CL MA 0.50000000                                                   | CUSIP: 3136BVLQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21847188 | PA      | $18529307.69  | 0.08%             | 2054-09-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIF 4.9% 01/13/27                         | JACKSON NATL LIFE GLOBAL REGD 144A P/P 4.90000000                                                | CUSIP: 46849LVC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6049072.56   | 0.03%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PILOT 2025-1A  4.61% 10/20/28                          | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 SER 2025-1A CL A3 REGD 144A P/P 4.61000000           | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8344000 | PA      | $8439626.41   | 0.04%             | 2028-10-20      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1831 4% 06/01/33                              | FANNIE MAE POOL UMBS P#CA1831 4.00000000                                                         | CUSIP: 3140Q9A94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    183173 | PA      | $182975.88    | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03355 5% 08/01/37                             | FREDDIE MAC GOLD POOL P#G03355 5.00000000                                                        | CUSIP: 3128M5BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60071 | PA      | $61663.39     | 0.00%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC 3.85% 06/22/40                             | VIATRIS INC REGD SER WI 3.85000000                                                               | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $2764366.82   | 0.01%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#888417 6.5% 01/01/36                            | FANNIE MAE POOL UMBS P#888417 6.50000000                                                         | CUSIP: 31410GAS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49217 | PA      | $50882.59     | 0.00%             | 2036-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2022-51 PS V/R 08/25/52                            | FANNIE MAE REMICS SER 2022-51 CL PS V/R 1.59397000                                               | CUSIP: 3136BNJK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8699568 | PA      | $975792.22    | 0.00%             | 2052-08-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS9307 4.55% 09/01/33                           | FANNIE MAE POOL UMBS P#BS9307 4.55000000                                                         | CUSIP: 3140LLKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11497955 | PA      | $11613039.03  | 0.05%             | 2033-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5148 2% 03/01/42                              | FREDDIE MAC POOL UMBS P#RB5148 2.00000000                                                        | CUSIP: 3133KYWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10108884 | PA      | $8728119.70   | 0.04%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AU5938 3% 09/01/28                              | FANNIE MAE POOL UMBS P#AU5938 3.00000000                                                         | CUSIP: 3138X5S40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    265398 | PA      | $261801.33    | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LHOME 2025-RTL3  V/R 08/25/40                          | LHOME MORTGAGE TRUST 2025-RTL3 SER 2025-RTL3 CL A1 V/R REGD 144A P/P 5.23900000                  | CUSIP: 50205YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5315000 | PA      | $5329148.53   | 0.02%             | 2040-08-25      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 4.5% 09/03/30                              | EQUINOR ASA REGD 4.50000000                                                                      | CUSIP: 29446MAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |  12417000 | PA      | $12605554.01  | 0.05%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN S 4.3% 09/10/29                         | CADENCE DESIGN SYS INC REGD 4.30000000                                                           | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1700643.70   | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.25% 10/15/55                               | ONEOK INC REGD 6.25000000                                                                        | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3473079.53   | 0.01%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#WN2203 3.75% 08/01/32                           | FREDDIE MAC POOL UMBS P#WN2203 3.75000000                                                        | CUSIP: 3132XGNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15000000 | PA      | $14449596.00  | 0.06%             | 2032-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.2% 07/01/27                         | TARGA RESOURCES CORP REGD 5.20000000                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4063035.76   | 0.02%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO 4.55% 09/27/51                         | ALFA DESARROLLO SPA REGD 144A P/P 4.55000000                                                     | CUSIP: 01538TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   2436583 | PA      | $1950276.82   | 0.01%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/43                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834MZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  53100000 | PA      | $21835461.80  | 0.09%             | 2043-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.35% 07/15/35                            | NISOURCE INC REGD 5.35000000                                                                     | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2778000 | PA      | $2836412.98   | 0.01%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FNW 2004-W11 1A1 6% 05/25/44                           | FANNIE MAE REMIC TRUST 2004-W11 SER 2004-W11 CL 1A1 6.00000000                                   | CUSIP: 31394AB39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38630 | PA      | $40282.48     | 0.00%             | 2044-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 05/31/32                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CNF4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  24245000 | PA      | $24551850.78  | 0.10%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FNR 2006-128 BP 5.5% 01/25/37                          | FANNIE MAE REMICS SER 2006-128 CL BP 5.50000000                                                  | CUSIP: 31396PES6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1773 | PA      | $1786.33      | 0.00%             | 2037-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/29                         | BANK OF AMERICA CORP REGD V/R MTN 4.27100000                                                     | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1505190.86   | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN  3.226% 10/01/20                         | UNIV SOUTHERN CALIFORNIA REGD SER A 3.22600000                                                   | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $806807.08    | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICA 5.3% 02/15/34                         | ROGERS COMMUNICATIONS IN REGD 5.30000000                                                         | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  12145000 | PA      | $12320925.79  | 0.05%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 04/30/29                           | UNITED STATES TREASURY NOTE 4.62500000                                                           | CUSIP: 91282CKP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  33563000 | PA      | $34634131.60  | 0.15%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN 5.75% 06/01/35                         | RIO TINTO ALCAN INC REGD 5.75000000                                                              | CUSIP: 013716AW5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     54000 | PA      | $57756.62     | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.625% 04/05/34                           | ENBRIDGE INC REGD 5.62500000                                                                     | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2940000 | PA      | $3068787.58   | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA4675 3% 11/01/49                              | FREDDIE MAC POOL UMBS P#QA4675 3.00000000                                                        | CUSIP: 31346YFQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    809907 | PA      | $723888.72    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAR 2021-4A D 2.48% 02/15/26                          | GLS AUTO RECEIVABLES ISSUER TRUST 2021-4 SER 2021-4A CL D REGD 144A P/P 2.48000000               | CUSIP: 36263DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000901 | PA      | $3966779.92   | 0.02%             | 2027-10-15      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5416 2.5% 03/01/50                            | FANNIE MAE POOL UMBS P#CA5416 2.50000000                                                         | CUSIP: 3140QDAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    578956 | PA      | $493823.59    | 0.00%             | 2050-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/21/28                            | MORGAN STANLEY REGD V/R MTN 2.47500000                                                           | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    526000 | PA      | $514832.89    | 0.00%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G2415 V/R 05/01/36                            | FREDDIE MAC NON GOLD POOL P#1G2415 V/R 7.33000000                                                | CUSIP: 3128QSVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4702 | PA      | $4885.82      | 0.00%             | 2036-05-01      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4210 2.5% 12/01/50                            | FANNIE MAE POOL UMBS P#MA4210 2.50000000                                                         | CUSIP: 31418DVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    405740 | PA      | $344254.04    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER 6.593% 10/15/37                         | AMERICAN WATER CAPITAL C REGD 6.59300000                                                         | CUSIP: 03040WAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $436597.44    | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI 5.71% 01/13/30                         | SUMITOMO MITSUI FINL GRP REGD 5.71000000                                                         | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2790000 | PA      | $2942057.51   | 0.01%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P3  4.07% 06/10/27                          | CARVANA AUTO RECEIVABLES TRUST 2025-P3 SER 2025-P3 CL A2 REGD 4.07000000                         | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11764000 | PA      | $11763782.37  | 0.05%             | 2029-02-12      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9404 6% 10/01/54                              | FANNIE MAE POOL UMBS P#FS9404 6.00000000                                                         | CUSIP: 3140XRNW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12325058 | PA      | $12742170.42  | 0.05%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUB 4.5% 08/15/41                         | SOUTHWESTERN PUBLIC SERV REGD 4.50000000                                                         | CUSIP: 845743BN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $314575.95    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2009-99 WA V/R 12/25/39                            | FANNIE MAE REMICS SER 2009-99 CL WA V/R 6.32598900                                               | CUSIP: 31398F4W8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66109 | PA      | $67582.87     | 0.00%             | 2039-12-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT 3.616% 08/01/27                         | DUQUESNE LIGHT HOLDINGS REGD 144A P/P 3.61600000                                                 | CUSIP: 266233AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6675000 | PA      | $6538291.79   | 0.03%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL S 5.95% 05/14/55                         | UNITED PARCEL SERVICE REGD 5.95000000                                                            | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2120015.01   | 0.01%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNR 1997-42 ZC 6.5% 07/18/27                           | FANNIE MAE REMICS SER 1997-42 CL ZC 6.50000000                                                   | CUSIP: 31359PX84<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        23 | PA      | $23.12        | 0.00%             | 2027-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS 4.7% 03/01/48                         | VULCAN MATERIALS CO REGD SER WI 4.70000000                                                       | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |   2054000 | PA      | $1825927.76   | 0.01%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#776708 5% 05/01/34                              | FANNIE MAE POOL UMBS P#776708 5.00000000                                                         | CUSIP: 31404R3R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11830 | PA      | $11992.74     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M4 A2 V/R 12/25/26                            | FANNIE MAE-ACES SER 2017-M4 CL A2 V/R 2.65900000                                                 | CUSIP: 3136AVY52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5279167 | PA      | $5186100.20   | 0.02%             | 2026-12-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3173 3.5% 10/20/45                         | GINNIE MAE II POOL P#MA3173 3.50000000                                                           | CUSIP: 36179RQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2452434 | PA      | $2284682.89   | 0.01%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 4.85% 08/15/42                         | ENTERPRISE PRODUCTS OPER REGD 4.85000000                                                         | CUSIP: 29379VAW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3726457.04   | 0.02%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/19/28                         | HSBC HOLDINGS PLC REGD V/R 5.13000000                                                            | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10178267.40  | 0.04%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| MBALT 2025-A A 4.61% 04/16/29                          | MERCEDES-BENZ AUTO LEASE TRUST 2025-A SER 2025-A CL A3 REGD 4.61000000                           | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6542000 | PA      | $6633220.34   | 0.03%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WAMU 2006-AR8 1A V/R 08/25/46                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006-AR8 SER 2006-AR8 CL 1A2 V/R REGD 4.53801500  | CUSIP: 93362FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21990 | PA      | $20757.81     | 0.00%             | 2046-08-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| MSRM 2024-RPL1 A V/R 11/25/28                          | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 SER 2024-RPL1 CL A1 V/R REGD 4.00000000 | CUSIP: 61776YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3187621 | PA      | $3112125.70   | 0.01%             | 2064-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| F/C US LONG BOND(CBT) DEC25                            | FUTURE CONTRACT ON           US LONG BOND(CBT) DEC25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |       813 | NC      | $94790718.75  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II P#MA1012 3.5% 05/20/43                         | GINNIE MAE II POOL P#MA1012 3.50000000                                                           | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    374127 | PA      | $354019.02    | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2024-HYB1 A1 V/R 03/25/53                          | OBX 2024-HYB1 TRUST SER 2024-HYB1 CL A1 V/R REGD 144A P/P 3.63114400                             | CUSIP: 67448MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6693435 | PA      | $6585845.88   | 0.03%             | 2053-03-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| NRMLT 2024-RTL2  V/R 10/25/27                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL2 SER 2024-RTL2 CL A1 V/R REGD 144A P/P 5.44300000   | CUSIP: 64831WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7200000 | PA      | $7242989.04   | 0.03%             | 2039-09-25      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03854 5% 02/01/38                             | FREDDIE MAC GOLD POOL P#G03854 5.00000000                                                        | CUSIP: 3128M5TK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     89022 | PA      | $91384.58     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4127 3.5% 12/20/46                         | GINNIE MAE II POOL P#MA4127 3.50000000                                                           | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2135800 | PA      | $1981701.72   | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CURATORS OF THE 5.96% 11/01/39                         | CURATORS OF THE UNIV OF MISSOU REGD N/C B/E 5.96000000                                           | CUSIP: 231266FD4<br>LEI: G0G4PRB87K0V5MXIV248 | Long             | DBT              | MUN               | US        |   3025000 | PA      | $3198406.92   | 0.01%             | 2039-11-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/42                               | UNITED STATES TREASURY BOND 4.00000000                                                           | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  11296000 | PA      | $10443505.00  | 0.04%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 4.85% 03/25/27                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.85000000                                                 | CUSIP: 44891ADP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11065000 | PA      | $11148419.59  | 0.05%             | 2027-03-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 2.189% 08/17/26                          | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL D REGD 144A P/P 2.18900000                       | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7315998.75   | 0.03%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| ELMW2 2019-2A A1 V/R 10/20/37                          | ELMWOOD CLO II LTD SER 2019-2A CL A1RR V/R REGD 144A P/P 5.67549000                              | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  31250000 | PA      | $31422093.75  | 0.13%             | 2037-10-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| FLEX LTD 5.25% 01/15/32                                | FLEX LTD REGD 5.25000000                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3075715.20   | 0.01%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28                         | WELLS FARGO & COMPANY REGD V/R MTN 5.70700000                                                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12770000 | PA      | $13066709.67  | 0.05%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| PRIME 2004-CL1 1A 6% 02/25/34                          | PRIME MORTGAGE TRUST 2004-CL1 SER 2004-CL1 CL 1A1 REGD 6.00000000                                | CUSIP: 74160MDK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12828 | PA      | $12815.06     | 0.00%             | 2034-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2008-33 XS V/R 04/16/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-33 CL XS V/R 3.43859000                        | CUSIP: 38375QFE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29281 | PA      | $1646.25      | 0.00%             | 2038-04-16      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  4.5% 09/18/30                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.50000000                                                 | CUSIP: 44891AEA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3959000 | PA      | $3940150.49   | 0.02%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE5539 V/R 09/20/71                          | GINNIE MAE II POOL P#CE5539 V/R 5.83200000                                                       | CUSIP: 3617VUEL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9985766 | PA      | $10463874.06  | 0.04%             | 2071-09-20      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.9% 10/15/35                           | ELI LILLY & CO REGD 4.90000000                                                                   | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  10587000 | PA      | $10724844.96  | 0.05%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 08/12/35                               | BNP PARIBAS REGD V/R P/P 2.58800000                                                              | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1792707.40   | 0.01%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| KEYCORP V/R 06/01/33                                   | KEYCORP REGD V/R MTN 4.78900000                                                                  | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    590000 | PA      | $588003.47    | 0.00%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#BE3667 3.5% 06/01/47                            | FANNIE MAE POOL UMBS P#BE3667 3.50000000                                                         | CUSIP: 3140FPCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    211964 | PA      | $198109.32    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2761 3.5% 09/01/46                            | FANNIE MAE POOL UMBS P#MA2761 3.50000000                                                         | CUSIP: 31418CB78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1394089 | PA      | $1301964.95   | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CAB 6.75% 06/15/39                         | TIME WARNER CABLE LLC REGD 6.75000000                                                            | CUSIP: 88732JAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    539000 | PA      | $563912.80    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 03/31/28                           | UNITED STATES TREASURY NOTE 3.62500000                                                           | CUSIP: 91282CGT2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  40000000 | PA      | $40010937.60  | 0.17%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPA 2.9% 10/01/51                         | OHIO POWER COMPANY REGD SER R 2.90000000                                                         | CUSIP: 677415CU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1390000 | PA      | $864904.09    | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.95% 08/01/59                               | BOEING CO REGD 3.95000000                                                                        | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $3466559.90   | 0.01%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7548 2.5% 11/01/51                            | FREDDIE MAC POOL UMBS P#SD7548 2.50000000                                                        | CUSIP: 3132DVL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10618433 | PA      | $9139601.81   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.875% 02/15/32                           | UNITED STATES TREASURY NOTE 1.87500000                                                           | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 125475000 | PA      | $111319851.56 | 0.47%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL1  V/R 12/25/42                          | CHASE HOME LENDING MORTGAGE TRUST SERIES SER 2024-RPL1 CL A1A V/R REGD 144A P/P 3.25000000       | CUSIP: 16159MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8881192 | PA      | $7972243.10   | 0.03%             | 2064-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.2% 03/15/35                               | ABBVIE INC REGD 5.20000000                                                                       | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2961000 | PA      | $3064458.02   | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCR 5.35% 03/15/34                         | NEWMONT / NEWCREST FIN REGD SER WI 5.35000000                                                    | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5260000 | PA      | $5486371.78   | 0.02%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GOODG 2017-1A  3.74% 10/15/52                          | GOODGREEN 2017-1 TRUST SER 2017-1A CL A REGD 144A P/P 3.74000000                                 | CUSIP: 38217VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    523919 | PA      | $483253.35    | 0.00%             | 2052-10-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.75% 04/15/28                            | UNITED STATES TREASURY NOTE 3.75000000                                                           | CUSIP: 91282CMW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 134650000 | PA      | $135060262.39 | 0.57%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KROGER CO 5.4% 07/15/40                                | KROGER CO REGD 5.40000000                                                                        | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95027.19     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNR 2006-58 PO ZCP 07/25/36                            | FANNIE MAE REMICS SER 2006-58 CL PO ZCP 0.00000000                                               | CUSIP: 31395ND20<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6172 | PA      | $5396.57      | 0.00%             | 2036-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ANCHC 2016-8A AR V/R 10/27/34                          | ANCHORAGE CAPITAL CLO 8 LTD SER 2016-8A CL AR2A V/R REGD 144A P/P 5.77542000                     | CUSIP: 03329KAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15500000 | PA      | $15526474.00  | 0.07%             | 2034-10-27      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PAR 2.717% 12/15/24                          | MRCD 2019-MARK MORTGAGE TRUST SER 2019-PARK CL D REGD 144A P/P 2.71752000                        | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6108000 | PA      | $4468612.80   | 0.02%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 3.75% 06/15/27                         | WILLIAMS COMPANIES INC REGD 3.75000000                                                           | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    815000 | PA      | $809466.17    | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FHR 3621 BO ZCP 01/15/40                               | FREDDIE MAC REMICS SER 3621 CL BO ZCP 0.00000000                                                 | CUSIP: 31398LZP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35053 | PA      | $30626.52     | 0.00%             | 2040-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2041 2% 08/01/51                              | FANNIE MAE POOL UMBS P#FS2041 2.00000000                                                         | CUSIP: 3140XHHT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6621046 | PA      | $5374881.82   | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3482 5.5% 07/01/53                            | FREDDIE MAC POOL UMBS P#SD3482 5.50000000                                                        | CUSIP: 3132DQ2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4653332 | PA      | $4741658.66   | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATION 5.7% 12/30/34                         | VISTRA OPERATIONS CO LLC REGD 144A P/P 5.70000000                                                | CUSIP: 92840VAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8978000 | PA      | $9290631.92   | 0.04%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE 4.5% 02/15/45                         | ERAC USA FINANCE LLC REGD P/P 4.50000000                                                         | CUSIP: 26884TAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $265645.00    | 0.00%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0546 2.5% 07/01/61                            | FANNIE MAE POOL UMBS P#BF0546 2.50000000                                                         | CUSIP: 3140FXTC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8761306 | PA      | $7144921.35   | 0.03%             | 2061-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2002-28 PK 6.5% 05/25/32                           | FANNIE MAE REMICS SER 2002-28 CL PK 6.50000000                                                   | CUSIP: 31392CA46<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12329 | PA      | $12838.52     | 0.00%             | 2032-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#735676 5% 07/01/35                              | FANNIE MAE POOL UMBS P#735676 5.00000000                                                         | CUSIP: 31402RJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    793181 | PA      | $811244.35    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.55% 09/15/55                                | AT&T INC REGD 3.55000000                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  10545000 | PA      | $7266749.94   | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GNR 2012-141 WA V/R 11/16/41                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-141 CL WA V/R 4.52013000                       | CUSIP: 38378GPE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    144942 | PA      | $144058.82    | 0.00%             | 2041-11-16      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-BA  4.27% 01/22/29                          | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED  SER 2025-BA CL A3 REGD 144A P/P 4.27000000           | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7999000 | PA      | $8038243.09   | 0.03%             | 2029-01-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| GCAR 2025-2A C 5.11% 08/15/28                          | GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 SER 2025-2A CL C REGD 144A P/P 5.11000000               | CUSIP: 37989BAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12095000 | PA      | $12232621.75  | 0.05%             | 2031-01-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE U 5.4% 04/07/35                         | AMRIZE FINANCE US LLC REGD 144A P/P 5.40000000                                                   | CUSIP: 43475RAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5150684.00   | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GNR 2005-82 PO ZCP 10/20/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-82 CL PO ZCP 0.00000000                        | CUSIP: 38374MBR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11338 | PA      | $9550.44      | 0.00%             | 2035-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 04/01/31                              | UBS GROUP AG REGD V/R 144A P/P 4.19400000                                                        | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    825000 | PA      | $815631.28    | 0.00%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| FHR 2410 NG 6.5% 02/15/32                              | FREDDIE MAC REMICS SER 2410 CL NG 6.50000000                                                     | CUSIP: 31339NLX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6899 | PA      | $7201.28      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H07 ES V/R 02/20/65                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H07 CL ES V/R 4.91166000                       | CUSIP: 38375UVX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    221200 | PA      | $221152.01    | 0.00%             | 2065-02-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FHR 2450 SW V/R 03/15/32                               | FREDDIE MAC REMICS SER 2450 CL SW V/R 3.51344000                                                 | CUSIP: 31392KMK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4554 | PA      | $436.88       | 0.00%             | 2032-03-15      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| FNR 2002-15 ZA 6% 04/25/32                             | FANNIE MAE REMICS SER 2002-15 CL ZA 6.00000000                                                   | CUSIP: 31392CKK9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34340 | PA      | $35474.24     | 0.00%             | 2032-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/26/27                         | CREDIT AGRICOLE SA REGD V/R 144A P/P 1.24700000                                                  | CUSIP: 22535WAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3500000 | PA      | $3463136.64   | 0.01%             | 2027-01-26      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C09028 3.5% 01/01/43                           | FREDDIE MAC GOLD POOL P#C09028 3.50000000                                                        | CUSIP: 31292SA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2471232 | PA      | $2333823.62   | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U80345 3.5% 05/01/33                           | FREDDIE MAC GOLD POOL P#U80345 3.50000000                                                        | CUSIP: 3132G7L29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    207807 | PA      | $203930.08    | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK0513 4% 12/20/51                           | GINNIE MAE II POOL P#CK0513 4.00000000                                                           | CUSIP: 3617XUSA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9754443 | PA      | $9056140.66   | 0.04%             | 2051-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB0125 5% 02/01/35                              | FANNIE MAE POOL UMBS P#AB0125 5.00000000                                                         | CUSIP: 31416VD76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    155479 | PA      | $157610.90    | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENDE 1997-1 2Z 7.5% 02/15/27                          | VENDEE MORTGAGE TRUST 1997-1 SER 1997-1 CL 2Z 7.50000000                                         | CUSIP: 911760KE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11208 | PA      | $11369.17     | 0.00%             | 2027-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7535 2.5% 02/01/51                            | FREDDIE MAC POOL UMBS P#SD7535 2.50000000                                                        | CUSIP: 3132DVLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3307134 | PA      | $2846585.20   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2010-111 AM 5.5% 10/25/40                          | FANNIE MAE REMICS SER 2010-111 CL AM 5.50000000                                                  | CUSIP: 31398NXS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    322594 | PA      | $335381.70    | 0.00%             | 2040-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2500 3% 03/01/37                              | FANNIE MAE POOL UMBS P#FS2500 3.00000000                                                         | CUSIP: 3140XHX69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2852280 | PA      | $2746268.83   | 0.01%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 07/09/32                         | MIZUHO FINANCIAL GROUP REGD V/R 2.26000000                                                       | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $882699.10    | 0.00%             | 2032-07-09      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| HPA 2021-3 A 2.2% 01/17/29                             | HOME PARTNERS OF AMERICA 2021-3 TRUST SER 2021-3 CL A REGD 144A P/P 2.20000000                   | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3469254 | PA      | $3222121.90   | 0.01%             | 2041-01-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2751 2.5% 02/01/52                            | FANNIE MAE POOL UMBS P#CB2751 2.50000000                                                         | CUSIP: 3140QNBV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    765319 | PA      | $648181.95    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/ 2.65% 02/15/32                         | NXP BV/NXP FDG/NXP USA REGD 2.65000000                                                           | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4875000 | PA      | $4336320.25   | 0.02%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GNR 2008-60 CS V/R 07/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-60 CL CS V/R 1.90008000                        | CUSIP: 38375DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57175 | PA      | $897.68       | 0.00%             | 2038-07-20      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 6.2% 09/15/55                         | SOUTHERN CAL EDISON REGD 6.20000000                                                              | CUSIP: 842400JK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5040597.60   | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FNW 2005-W1 1A2 6.5% 10/25/44                          | FANNIE MAE REMIC TRUST 2005-W1 SER 2005-W1 CL 1A2 6.50000000                                     | CUSIP: 31394CB43<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64353 | PA      | $66814.65     | 0.00%             | 2044-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017- 3.3% 01/15/30                         | AIR CANADA 2017-1AA PTT REGD 144A P/P 3.30000000                                                 | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3667386 | PA      | $3472615.48   | 0.01%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FMMSR 2021-GT1 A V/R 07/25/26                          | FMC GMSR ISSUER TRUST SER 2021-GT1 CL A V/R REGD 144A P/P 3.62000000                             | CUSIP: 30259RAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10900000 | PA      | $10464939.58  | 0.04%             | 2026-07-25      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08105 5.5% 01/01/36                           | FREDDIE MAC GOLD POOL P#G08105 5.50000000                                                        | CUSIP: 3128MJDK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5948 | PA      | $6196.06      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 7.5% 01/15/28                           | VAR ENERGI ASA REGD 144A P/P 7.50000000                                                          | CUSIP: 92212WAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   2200000 | PA      | $2331573.97   | 0.01%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CPS 2022-C C 5.28% 08/15/25                            | CPS AUTO RECEIVABLES TRUST 2022-C SER 2022-C CL C REGD 144A P/P 5.28000000                       | CUSIP: 12664DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1232879 | PA      | $1234198.38   | 0.01%             | 2030-04-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GSKY 2025-2A A 5.02% 06/25/60                          | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 SER 2025-2A CL A3 REGD 144A P/P 5.02000000         | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10485000 | PA      | $10627522.61  | 0.04%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G00981 8.5% 07/01/28                           | FREDDIE MAC GOLD POOL P#G00981 8.50000000                                                        | CUSIP: 31283HCS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        97 | PA      | $97.83        | 0.00%             | 2028-07-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MYLAN INC 5.4% 11/29/43                                | MYLAN INC REGD 5.40000000                                                                        | CUSIP: 628530BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2274257.32   | 0.01%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 5.25% 01/15/45                             | NUTRIEN LTD REGD 5.25000000                                                                      | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1444000 | PA      | $1372130.62   | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHR 3371 FA V/R 09/15/37                               | FREDDIE MAC REMICS SER 3371 CL FA V/R 5.08656000                                                 | CUSIP: 31397KNW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5935 | PA      | $5924.64      | 0.00%             | 2037-09-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N1  5.92% 06/10/26                          | CARVANA AUTO RECEIVABLES TRUST 2023-N1 SER 2023-N1 CL C REGD 144A P/P 5.92000000                 | CUSIP: 14688FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6625000 | PA      | $6670396.49   | 0.03%             | 2029-07-10      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FHR 3802 LS V/R 01/15/40                               | FREDDIE MAC REMICS SER 3802 CL LS V/R 1.84914100                                                 | CUSIP: 3137A6CE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    155858 | PA      | $14058.01     | 0.00%             | 2040-01-15      | Variable      | 1.85%                 | No            |                  2 | On Loan: No      |
| FNA 2018-M8 A2 V/R 06/25/28                            | FANNIE MAE-ACES SER 2018-M8 CL A2 V/R 3.42100000                                                 | CUSIP: 3136B2GX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4074958 | PA      | $4014456.38   | 0.02%             | 2028-06-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0523 6% 11/01/48                              | FANNIE MAE POOL UMBS P#AD0523 6.00000000                                                         | CUSIP: 31418MSM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19001 | PA      | $19277.60     | 0.00%             | 2048-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 5.05% 09/15/48                         | WILLIS NORTH AMERICA INC REGD 5.05000000                                                         | CUSIP: 970648AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6827746.28   | 0.03%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FNR 2007-65 KI V/R 07/25/37                            | FANNIE MAE REMICS SER 2007-65 CL KI V/R 2.14949000                                               | CUSIP: 31396WLY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50990 | PA      | $5289.09      | 0.00%             | 2037-07-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| CWHL 2005-16 A2 5.5% 09/25/35                          | CHL MORTGAGE PASS-THROUGH TRUST 2005-16 SER 2005-16 CL A23 REGD 5.50000000                       | CUSIP: 12669G3R0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4501 | PA      | $2713.56      | 0.00%             | 2035-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC5442 4.5% 11/01/39                            | FANNIE MAE POOL UMBS P#AC5442 4.50000000                                                         | CUSIP: 31417SBL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6158 | PA      | $6186.20      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 2345 NE 6.5% 08/15/31                              | FREDDIE MAC REMICS SER 2345 CL NE 6.50000000                                                     | CUSIP: 313399SN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4547 | PA      | $4748.00      | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 01/15/28                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CMF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 241025000 | PA      | $244310848.03 | 1.03%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOFI 2017-F A2 2.84% 08/25/26                          | SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC SER 2017-F CL A2FX REGD 144A P/P 2.84000000            | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    204732 | PA      | $204286.51    | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 6.95% 03/15/34                         | PACIFIC GAS & ELECTRIC REGD 6.95000000                                                           | CUSIP: 694308KP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3122000 | PA      | $3462895.64   | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELE 3% 03/01/51                         | PUBLIC SERVICE ELECTRIC REGD MTN 3.00000000                                                      | CUSIP: 74456QCG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4380000 | PA      | $2899735.11   | 0.01%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN 5.8% 03/01/33                         | CONSTELLATION EN GEN LLC REGD 5.80000000                                                         | CUSIP: 210385AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    621000 | PA      | $663404.16    | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FNR 2004-46 SK V/R 05/25/34                            | FANNIE MAE REMICS SER 2004-46 CL SK V/R 4.20609800                                               | CUSIP: 31393YT54<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1961 | PA      | $2091.74      | 0.00%             | 2034-05-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8568 4.5% 01/20/53                         | GINNIE MAE II POOL P#MA8568 4.50000000                                                           | CUSIP: 36179XQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10348393 | PA      | $10099536.98  | 0.04%             | 2053-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL  3.8% 04/15/26                         | ALEXANDRIA REAL ESTATE E REGD 3.80000000                                                         | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    338000 | PA      | $336675.67    | 0.00%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GNR 2009-14 NI 6.5% 03/20/39                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-14 CL NI 6.50000000                            | CUSIP: 38374XAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42365 | PA      | $2651.66      | 0.00%             | 2039-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARP 2005-2 1A1F V/R 05/25/35                          | MASTR REPERFORMING LOAN TRUST 2005-2 SER 2005-2 CL 1A1F V/R REGD 144A P/P 4.62239000             | CUSIP: 57643QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    560309 | PA      | $268691.26    | 0.00%             | 2035-05-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.6% 03/15/35                         | WILLIAMS COMPANIES INC REGD 5.60000000                                                           | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2085880.64   | 0.01%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/10/28                             | CITIGROUP INC REGD V/R 3.88700000                                                                | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12600000 | PA      | $12548562.52  | 0.05%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H29 FA V/R 10/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H29 CL FA V/R 4.98082000                       | CUSIP: 38375BZQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110382 | PA      | $110420.45    | 0.00%             | 2062-10-20      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04952 7.5% 01/01/38                           | FREDDIE MAC GOLD POOL P#G04952 7.50000000                                                        | CUSIP: 3128M6ZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7914 | PA      | $8274.32      | 0.00%             | 2038-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  1.8% 01/10/28                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 1.80000000                                             | CUSIP: 44891ABT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2051919.38   | 0.01%             | 2028-01-10      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| RTX CORP 2.82% 09/01/51                                | RTX CORP REGD 2.82000000                                                                         | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $1615898.31   | 0.01%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2898 4.5% 09/01/52                            | FANNIE MAE POOL UMBS P#FS2898 4.50000000                                                         | CUSIP: 3140XJGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5556714 | PA      | $5434052.65   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.55% 03/15/35                              | ABBVIE INC REGD 4.55000000                                                                       | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6025000 | PA      | $5931008.73   | 0.02%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/13/27                              | BARCLAYS PLC REGD V/R 6.49600000                                                                 | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6615000 | PA      | $6749010.18   | 0.03%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| MARM 2004-15 3A1 V/R 12/25/34                          | MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-15 SER 2004-15 CL 3A1 V/R REGD 7.24117600             | CUSIP: 576433VM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5659 | PA      | $5552.66      | 0.00%             | 2034-12-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| GNR 2022-148 DS V/R 08/20/52                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-148 CL DS V/R 0.00000000                       | CUSIP: 38383YAV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7779603 | PA      | $147694.21    | 0.00%             | 2052-08-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS L 6.2% 09/15/43                         | ONEOK PARTNERS LP REGD 6.20000000                                                                | CUSIP: 68268NAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2561206.08   | 0.01%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 4.8% 02/01/35                         | COX COMMUNICATIONS INC REGD P/P 4.80000000                                                       | CUSIP: 224044CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5667615.42   | 0.02%             | 2035-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER &  4.55% 08/15/30                         | DAYTON POWER & LIGHT CO/ REGD 144A P/P 4.55000000                                                | CUSIP: 240019BW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3739475.21   | 0.02%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL E 5.875% 12/01/53                         | SOUTHERN CAL EDISON REGD 5.87500000                                                              | CUSIP: 842400HX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2647000 | PA      | $2556415.05   | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RFT 2023-1 A S/UP 12/25/26                             | REDWOOD FUNDING TRUST 2023-1 SER 2023-1 CL A S/UP REGD 144A P/P 7.50000000                       | CUSIP: 75806CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4534191 | PA      | $4516767.21   | 0.02%             | 2059-07-25      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| CITZN 2024-1 A 5.11% 10/15/26                          | CITIZENS AUTO RECEIVABLES TRUST 2024-1 SER 2024-1 CL A3 REGD 144A P/P 5.11000000                 | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5921035 | PA      | $5954814.38   | 0.03%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GA 5.875% 03/15/41                         | SOUTHERN CO GAS CAPITAL REGD 5.87500000                                                          | CUSIP: 001192AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1254597.13   | 0.01%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 07/31/29                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CLC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  26980000 | PA      | $27278255.54  | 0.11%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2012-101 FC V/R 09/25/42                           | FANNIE MAE REMICS SER 2012-101 CL FC V/R 4.97051000                                              | CUSIP: 3136A76U1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53175 | PA      | $52477.69     | 0.00%             | 2042-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| MASTR 2003-12 6A1 5% 12/25/33                          | MASTR ASSET SECURITIZATION TRUST 2003-12 SER 2003-12 CL 6A1 REGD 5.00000000                      | CUSIP: 55265K3Z0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4317 | PA      | $3749.11      | 0.00%             | 2033-12-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP8607 2.5% 06/01/50                            | FANNIE MAE POOL UMBS P#BP8607 2.50000000                                                         | CUSIP: 3140KGR54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11493641 | PA      | $9823398.73   | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03127 5% 03/01/37                             | FREDDIE MAC GOLD POOL P#G03127 5.00000000                                                        | CUSIP: 3128M4YY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43007 | PA      | $44147.07     | 0.00%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO V/R /PERP/                         | JPMORGAN CHASE & CO REGD V/R /PERP/ SER II 7.03558000                                            | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4288940.78   | 0.02%             | 2174-10-01      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-DA A 1.63% 03/20/29                          | NELNET STUDENT LOAN TRUST 2021-D SER 2021-DA CL AFX REGD 144A P/P 1.63000000                     | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4617466 | PA      | $4386846.88   | 0.02%             | 2062-04-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| FNR 2007-81 GE 6% 08/25/37                             | FANNIE MAE REMICS SER 2007-81 CL GE 6.00000000                                                   | CUSIP: 31396XAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21775 | PA      | $22929.70     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS 5.625% 04/15/30                         | GENERAL MOTORS CO REGD 5.62500000                                                                | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  11375000 | PA      | $11792733.00  | 0.05%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5% 05/15/50                         | ENERGY TRANSFER LP REGD 5.00000000                                                               | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $954443.26    | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W2 1A1 6.5% 07/25/42                          | FANNIE MAE TRUST 2003-W2 SER 2003-W2 CL 1A1 6.50000000                                           | CUSIP: 31392JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42412 | PA      | $44247.96     | 0.00%             | 2042-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 3.625% 06/17/31                         | FORD MOTOR CREDI REGD 3.62500000                                                                 | CUSIP: 345397B69<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1150524.89   | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNW 2006-W2 2A V/R 11/25/35                            | FANNIE MAE TRUST 2006-W2 SER 2006-W2 CL 2A V/R 5.53559000                                        | CUSIP: 31395N5E3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45612 | PA      | $46851.39     | 0.00%             | 2045-11-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| FNR 2005-109 PC 6% 12/25/35                            | FANNIE MAE REMICS SER 2005-109 CL PC 6.00000000                                                  | CUSIP: 31394UZE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1747 | PA      | $1779.07      | 0.00%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.125% 06/15/39                                | HCA INC REGD 5.12500000                                                                          | CUSIP: 404119BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1652510.10   | 0.01%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FNR 2008-80 SA V/R 09/25/38                            | FANNIE MAE REMICS SER 2008-80 CL SA V/R 1.37949000                                               | CUSIP: 31397MRK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53249 | PA      | $4398.35      | 0.00%             | 2038-09-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5774 5.5% 02/01/53                            | FANNIE MAE POOL UMBS P#CB5774 5.50000000                                                         | CUSIP: 3140QRMY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6657288 | PA      | $6767768.56   | 0.03%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#995003 7.5% 01/01/35                            | FANNIE MAE POOL UMBS P#995003 7.50000000                                                         | CUSIP: 31416BKQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7473 | PA      | $7747.91      | 0.00%             | 2035-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY IN 6.8% 05/15/38                         | SUNCOR ENERGY INC REGD 6.80000000                                                                | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    230000 | PA      | $253598.05    | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.65% 11/20/40                         | VERIZON COMMUNICATIONS REGD 2.65000000                                                           | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2329000 | PA      | $1684462.97   | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES5 A V/R 08/25/44                          | RCKT MORTGAGE TRUST 2024-CES5 SER 2024-CES5 CL A1A V/R REGD 144A P/P 5.84600000                  | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1474832 | PA      | $1490436.50   | 0.01%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 2.726% 03/25/31                         | BAT CAPITAL CORP REGD 2.72600000                                                                 | CUSIP: 05526DBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6820000 | PA      | $6231098.32   | 0.03%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| FHR 1981 Z 6% 05/15/27                                 | FREDDIE MAC REMICS SER 1981 CL Z 6.00000000                                                      | CUSIP: 3133TAUE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       343 | PA      | $342.73       | 0.00%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q24029 4% 12/01/43                             | FREDDIE MAC GOLD POOL P#Q24029 4.00000000                                                        | CUSIP: 3132M4EA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    146032 | PA      | $140824.22    | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF 4.3% 12/01/56                         | CON EDISON CO OF NY INC REGD SER C 4.30000000                                                    | CUSIP: 209111FK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3050000 | PA      | $2469027.16   | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA 7.2% 07/18/36                             | FIBERCOP SPA REGD 144A P/P 7.20000000                                                            | CUSIP: 683879AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1231000 | PA      | $1240082.13   | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.5% 04/15/38                                  | MPLX LP REGD 4.50000000                                                                          | CUSIP: 55336VAM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3618044.68   | 0.02%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 08/04/31                          | DEUTSCHE BANK NY REGD V/R 4.95000000                                                             | CUSIP: 251526DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18065000 | PA      | $18235837.09  | 0.08%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO 4.2% 03/15/48                             | EVERGY METRO REGD 4.20000000                                                                     | CUSIP: 485134BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $411447.36    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.5% 08/03/35                              | ORACLE CORP REGD 5.50000000                                                                      | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10452000 | PA      | $10752034.80  | 0.05%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2004-25 SA V/R 04/25/34                            | FANNIE MAE REMICS SER 2004-25 CL SA V/R 7.23109800                                               | CUSIP: 31393XRE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8326 | PA      | $9013.90      | 0.00%             | 2034-04-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL 4.625% 03/31/28                         | KOREA NATIONAL OIL CORP REGD 144A P/P 4.62500000                                                 | CUSIP: 50065LAM2<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   5919000 | PA      | $5982790.42   | 0.03%             | 2028-03-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q40375 3.5% 05/01/46                           | FREDDIE MAC GOLD POOL P#Q40375 3.50000000                                                        | CUSIP: 3132WDMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    751966 | PA      | $704686.47    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK 3.538% 12/15/27                          | BANK 2017-BNK9 SER 2017-BNK9 CL A4 REGD 3.53800000                                               | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6100000 | PA      | $5981358.66   | 0.03%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB8726 3.5% 03/01/43                            | FANNIE MAE POOL UMBS P#AB8726 3.50000000                                                         | CUSIP: 31417FVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1305823 | PA      | $1231863.81   | 0.01%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AA0917 5.5% 09/01/33                            | FANNIE MAE POOL UMBS P#AA0917 5.50000000                                                         | CUSIP: 31416JAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     55419 | PA      | $56680.82     | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q20067 3% 07/01/43                             | FREDDIE MAC GOLD POOL P#Q20067 3.00000000                                                        | CUSIP: 3132JMCC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     94337 | PA      | $86791.89     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANC 2.5% 09/01/30                         | HANOVER INSURANCE GROUP REGD 2.50000000                                                          | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   5610000 | PA      | $5061240.30   | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07304 3.5% 12/01/42                           | FREDDIE MAC GOLD POOL P#G07304 3.50000000                                                        | CUSIP: 3128M9NV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    949985 | PA      | $900700.38    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HEA 2.511% 08/15/50                         | CHILDREN'S HEATH SYS TX REGD 2.51100000                                                          | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $1350034.40   | 0.01%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4058 4% 12/01/41                              | FANNIE MAE POOL UMBS P#AB4058 4.00000000                                                         | CUSIP: 31417AQL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    456305 | PA      | $443795.17    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#886558 V/R 08/01/36                             | FANNIE MAE POOL UMBS P#886558 V/R 6.33700000                                                     | CUSIP: 31410D5T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20326 | PA      | $20812.90     | 0.00%             | 2036-08-01      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| TRUSTAGE FINAN 4.625% 04/15/32                         | TRUSTAGE FINANCIAL GROUP REGD 144A P/P 4.62500000                                                | CUSIP: 89787EAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4789922.65   | 0.02%             | 2032-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1177 3.5% 09/01/42                            | FANNIE MAE POOL UMBS P#MA1177 3.50000000                                                         | CUSIP: 31418AJX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    256730 | PA      | $242322.33    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-78 BZ 6.5% 08/25/36                           | FANNIE MAE REMICS SER 2006-78 CL BZ 6.50000000                                                   | CUSIP: 31396KDK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8220 | PA      | $8742.06      | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO1728 4% 07/01/49                              | FANNIE MAE POOL UMBS P#BO1728 4.00000000                                                         | CUSIP: 3140JV4N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1763310 | PA      | $1695782.18   | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 3610 CA 4.5% 12/15/39                              | FREDDIE MAC REMICS SER 3610 CL CA 4.50000000                                                     | CUSIP: 31398LLE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    942979 | PA      | $949609.34    | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2010-16 WA V/R 03/25/40                            | FANNIE MAE REMICS SER 2010-16 CL WA V/R 6.43870200                                               | CUSIP: 31398MRP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44444 | PA      | $45394.94     | 0.00%             | 2040-03-25      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0316 4% 07/01/52                              | FANNIE MAE POOL UMBS P#BF0316 4.00000000                                                         | CUSIP: 3140FXK68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11090576 | PA      | $10566989.45  | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICA 6.5% 01/23/29                         | PETROLEOS MEXICANOS REGD SER WI 6.50000000                                                       | CUSIP: 71654QCP5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    970000 | PA      | $986490.00    | 0.00%             | 2029-01-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-16 OA ZCP 03/25/36                            | FANNIE MAE REMICS SER 2006-16 CL OA ZCP 0.00000000                                               | CUSIP: 31394V4X5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4414 | PA      | $3960.98      | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC7296 5.5% 12/01/39                            | FANNIE MAE POOL UMBS P#AC7296 5.50000000                                                         | CUSIP: 31417UDA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24031 | PA      | $24822.63     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5Y 5.646% 04/15/30                          | BANK5 2025-5YR14 SER 2025-5YR14 CL A3 REGD 5.64600000                                            | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7410000 | PA      | $7751637.31   | 0.03%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 05/09/31                               | BNP PARIBAS REGD V/R 144A P/P 5.08500000                                                         | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  14620000 | PA      | $14899357.21  | 0.06%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BSARM 2003-2 A5 V/R 01/25/33                           | BEAR STEARNS ARM TRUST 2003-2 SER 2003-2 CL A5 V/R REGD 144A P/P 6.24200000                      | CUSIP: 07384MTD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38760 | PA      | $38525.53     | 0.00%             | 2033-01-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| FHR 3481 SJ V/R 08/15/38                               | FREDDIE MAC REMICS SER 3481 CL SJ V/R 1.36344000                                                 | CUSIP: 31397Y4R9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67550 | PA      | $6065.65      | 0.00%             | 2038-08-15      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC U 4.125% 06/15/44                         | PPL ELECTRIC UTILITIES REGD 4.12500000                                                           | CUSIP: 69351UAS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    208000 | PA      | $177644.61    | 0.00%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FSPC T-59 1A2 7% 10/25/43                              | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-59 CL 1A2 7.00000000                      | CUSIP: 31394PPR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    145106 | PA      | $152129.57    | 0.00%             | 2043-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 3.865% 03/04/29                         | BROOKLYN UNION GAS CO REGD 144A P/P 3.86500000                                                   | CUSIP: 114259AT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1105233.29   | 0.00%             | 2029-03-04      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| FHR 2544 HC 6% 12/15/32                                | FREDDIE MAC REMICS SER 2544 CL HC 6.00000000                                                     | CUSIP: 31393FQX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9770 | PA      | $10173.07     | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.673% 04/01/35                         | GLENCORE FUNDING LLC REGD 144A P/P 5.67300000                                                    | CUSIP: 378272CA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14209000 | PA      | $14767869.10  | 0.06%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 10/31/30                           | UNITED STATES TREASURY NOTE 4.87500000                                                           | CUSIP: 91282CJG7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3090000 | PA      | $3248000.38   | 0.01%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY 3.95% 04/23/27                          | MORGAN STANLEY REGD MTN 3.95000000                                                               | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  14190000 | PA      | $14158890.13  | 0.06%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT8027 3% 07/01/43                              | FANNIE MAE POOL UMBS P#AT8027 3.00000000                                                         | CUSIP: 3138WV4M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58328 | PA      | $53611.30     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-1 A1 V/R 11/25/28                            | TOWD POINT MORTGAGE TRUST 2019-1 SER 2019-1 CL A1 V/R REGD 144A P/P 3.75000000                   | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2499634 | PA      | $2434868.85   | 0.01%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS  5.5% 02/01/30                         | IMPERIAL BRANDS FIN PLC REGD 144A P/P MTN 5.50000000                                             | CUSIP: 45262BAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5815000 | PA      | $6032712.90   | 0.03%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 06/14/27                         | SANTANDER UK GROUP HLDGS REGD V/R 1.67300000                                                     | CUSIP: 80281LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2290000 | PA      | $2247338.58   | 0.01%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE9384 V/R 11/20/71                          | GINNIE MAE II POOL P#CE9384 V/R 5.75800000                                                       | CUSIP: 3617VYM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3765721 | PA      | $3928850.94   | 0.02%             | 2071-11-20      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT9668 3% 06/01/43                              | FANNIE MAE POOL UMBS P#AT9668 3.00000000                                                         | CUSIP: 3138WXW60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    202248 | PA      | $185996.44    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 5.35% 05/15/40                         | SAN DIEGO G & E REGD 5.35000000                                                                  | CUSIP: 797440BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3431610.97   | 0.01%             | 2040-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FHR 3443 SY V/R 03/15/37                               | FREDDIE MAC REMICS SER 3443 CL SY V/R 9.00000000                                                 | CUSIP: 31397T7H9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6695 | PA      | $7392.49      | 0.00%             | 2037-03-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 05/31/35                         | SANTANDER HOLDINGS USA REGD V/R 6.34200000                                                       | CUSIP: 80282KBL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4730000 | PA      | $5041072.94   | 0.02%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| FNR 1999-62 PB 7.5% 12/18/29                           | FANNIE MAE REMICS SER 1999-62 CL PB 7.50000000                                                   | CUSIP: 31359XEP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       729 | PA      | $739.34       | 0.00%             | 2029-12-18      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#847621 V/R 05/01/33                            | FREDDIE MAC NON GOLD POOL P#847621 V/R 6.43500000                                                | CUSIP: 3128JRPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28059 | PA      | $28739.32     | 0.00%             | 2033-05-01      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| BMARK 2018-B3 3.761% 01/10/28                          | BENCHMARK 2018-B3 MORTGAGE TRUST SER 2018-B3 CL A4 REGD 3.76100000                               | CUSIP: 08161BAX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16254780 | PA      | $16126230.76  | 0.07%             | 2051-04-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| AMXCA 2025-3 A 4.51% 04/15/30                          | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2025-3 CL A REGD 4.51000000                     | CUSIP: 02582JKR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14032000 | PA      | $14307156.29  | 0.06%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLA 5.5% 03/18/54                         | REPUBLIC OF POLAND REGD SER 30Y 5.50000000                                                       | CUSIP: 731011AZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |   2147000 | PA      | $2075750.86   | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BSABS 2003-2 A3 V/R 03/25/43                           | BEAR STEARNS ASSET BACKED SECURITIES TRUST 2003-2 SER 2003-2 CL A3 V/R REGD 5.77239000           | CUSIP: 07384YJQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310251 | PA      | $1315995.81   | 0.01%             | 2043-03-25      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4599 3% 05/01/52                              | FANNIE MAE POOL UMBS P#MA4599 3.00000000                                                         | CUSIP: 31418EDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  34906919 | PA      | $30730095.27  | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 6.5% 10/06/33                         | GLENCORE FUNDING LLC REGD 144A P/P 6.50000000                                                    | CUSIP: 378272BQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7713969.90   | 0.03%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.2% 12/01/47                                  | MPLX LP REGD SER WI 5.20000000                                                                   | CUSIP: 55336VBP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $500945.46    | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/19/28                          | SOCIETE GENERALE REGD V/R 144A P/P 5.51900000                                                    | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3040141.02   | 0.01%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U99134 4% 01/01/46                             | FREDDIE MAC GOLD POOL P#U99134 4.00000000                                                        | CUSIP: 3132H7EG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1373950 | PA      | $1320880.47   | 0.01%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.5% 09/01/30                                | ONEOK INC REGD 144A P/P 6.50000000                                                               | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  16976000 | PA      | $18241800.50  | 0.08%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 05/28/31                                   | BPCE SA REGD V/R 144A P/P 5.38900000                                                             | CUSIP: 056121AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |  10175000 | PA      | $10438983.46  | 0.04%             | 2031-05-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4918 5% 02/01/53                              | FANNIE MAE POOL UMBS P#MA4918 5.00000000                                                         | CUSIP: 31418EPC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5648853 | PA      | $5628849.34   | 0.02%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5120 6% 07/01/53                              | FANNIE MAE POOL UMBS P#FS5120 6.00000000                                                         | CUSIP: 3140XLVN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4847724 | PA      | $5047155.43   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERUS 2025-3 A1 V/R 05/25/70                           | VERUS SECURITIZATION TRUST 2025-3 SER 2025-3 CL A1 V/R REGD 144A P/P 5.62300000                  | CUSIP: 924928AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12186420 | PA      | $12308837.57  | 0.05%             | 2070-05-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 04/24/31                         | MITSUBISHI UFJ FIN GRP REGD V/R 5.15900000                                                       | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1600000 | PA      | $1648658.94   | 0.01%             | 2031-04-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#650236 5% 12/01/32                              | FANNIE MAE POOL UMBS P#650236 5.00000000                                                         | CUSIP: 31390MLR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       343 | PA      | $342.58       | 0.00%             | 2032-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATE 4.125% 05/15/44                         | NORTHERN STATES PWR-MINN REGD 4.12500000                                                         | CUSIP: 665772CL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1253436.89   | 0.01%             | 2044-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA0127 5.5% 06/01/39                            | FANNIE MAE POOL UMBS P#MA0127 5.50000000                                                         | CUSIP: 31417YD95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11834 | PA      | $11935.23     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT5026 3% 05/01/43                              | FANNIE MAE POOL UMBS P#AT5026 3.00000000                                                         | CUSIP: 3138WSSQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7772816 | PA      | $7145767.04   | 0.03%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2008-36 SH V/R 04/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-36 CL SH V/R 2.05008000                        | CUSIP: 38374D3F4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67379 | PA      | $323.35       | 0.00%             | 2038-04-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM8595 2.83% 05/01/27                           | FANNIE MAE POOL UMBS P#AM8595 2.83000000                                                         | CUSIP: 3138L9RR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7502100 | PA      | $7370548.40   | 0.03%             | 2027-05-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| FHR 3365 PO ZCP 09/15/37                               | FREDDIE MAC REMICS SER 3365 CL PO ZCP 0.00000000                                                 | CUSIP: 31397KNK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11170 | PA      | $9490.80      | 0.00%             | 2037-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/18/31                         | HSBC HOLDINGS PLC REGD V/R 2.35700000                                                            | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2580000 | PA      | $2335123.02   | 0.01%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| FHR 3607 OP ZCP 07/15/37                               | FREDDIE MAC REMICS SER 3607 CL OP ZCP 0.00000000                                                 | CUSIP: 31398LQS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116744 | PA      | $100101.45    | 0.00%             | 2037-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BBCMS 2022-C16 A V/R 05/15/32                          | BBCMS MORTGAGE TRUST 2022-C16 SER 2022-C16 CL A5 V/R REGD 4.60000000                             | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $8671928.13   | 0.04%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R05 1M1 V/R 06/25/43                          | CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 SER 2023-R05 CL 1M1 V/R REGD 144A P/P 6.24800000    | CUSIP: 207942AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2859159 | PA      | $2880456.01   | 0.01%             | 2043-06-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| GNMA P#617486 7% 04/15/37                              | GINNIE MAE I POOL P#617486 7.00000000                                                            | CUSIP: 36290T6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5069 | PA      | $5148.99      | 0.00%             | 2037-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RCO 2025-2 A1 V/R 04/25/28                             | RCO IX MORTGAGE LLC 2025-2 SER 2025-2 CL A1 V/R REGD 144A P/P 6.51310000                         | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9555608 | PA      | $9589063.33   | 0.04%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.75% 11/15/48                                | CSX CORP REGD 4.75000000                                                                         | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1157864.28   | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#976871 6.5% 08/01/36                            | FANNIE MAE POOL UMBS P#976871 6.50000000                                                         | CUSIP: 31414UW87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39953 | PA      | $41229.57     | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC 5.8% 12/15/34                         | DT MIDSTREAM INC REGD 144A P/P 5.80000000                                                        | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2577475.78   | 0.01%             | 2034-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GNR 2003-46 MG 6.5% 05/20/33                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-46 CL MG 6.50000000                            | CUSIP: 38373Q2Q3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21269 | PA      | $21212.46     | 0.00%             | 2033-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 4.65% 08/15/43                         | VIRGINIA ELEC & POWER CO REGD SER D 4.65000000                                                   | CUSIP: 927804FP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1599150.57   | 0.01%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#257048 6% 01/01/28                              | FANNIE MAE POOL UMBS P#257048 6.00000000                                                         | CUSIP: 31371NP90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9733 | PA      | $9939.64      | 0.00%             | 2028-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#886772 V/R 09/01/36                             | FANNIE MAE POOL UMBS P#886772 V/R 6.48200000                                                     | CUSIP: 31410EFM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16145 | PA      | $16541.21     | 0.00%             | 2036-09-01      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL2643 3.39% 07/01/34                           | FANNIE MAE POOL UMBS P#BL2643 3.39000000                                                         | CUSIP: 3140HT5D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8500000 | PA      | $7848139.25   | 0.03%             | 2034-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN T 3.7% 03/15/28                         | GOODMAN US FIN THREE REGD 144A P/P 3.70000000                                                    | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    862000 | PA      | $850508.66    | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FNR 2007-28 EO ZCP 04/25/37                            | FANNIE MAE REMICS SER 2007-28 CL EO ZCP 0.00000000                                               | CUSIP: 31396VLE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25837 | PA      | $22409.63     | 0.00%             | 2037-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08524 3% 03/01/43                             | FREDDIE MAC GOLD POOL P#G08524 3.00000000                                                        | CUSIP: 3128MJSN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    857746 | PA      | $789685.51    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE I 2.125% 07/12/28                         | ENEL FINANCE INTL NV REGD 144A P/P 2.12500000                                                    | CUSIP: 29278GAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3859000 | PA      | $3645049.79   | 0.02%             | 2028-07-12      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGH 3.5% 05/20/51                         | ARTHUR J GALLAGHER & CO REGD 3.50000000                                                          | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2126935.02   | 0.01%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3200 PO ZCP 08/15/36                               | FREDDIE MAC REMICS SER 3200 CL PO ZCP 0.00000000                                                 | CUSIP: 31397AJ95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12535 | PA      | $10745.76     | 0.00%             | 2036-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5745 5% 06/01/40                              | FANNIE MAE POOL UMBS P#MA5745 5.00000000                                                         | CUSIP: 31418FL39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8508925 | PA      | $8597711.82   | 0.04%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 2458 ZM 6.5% 06/15/32                              | FREDDIE MAC REMICS SER 2458 CL ZM 6.50000000                                                     | CUSIP: 31392PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4332 | PA      | $4393.06      | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MRFC 2000-TBC3 A1 V/R 12/15/30                         | MRFC 2000-TBC3 A1 V/R 12/15/30 4.70464000                                                        | CUSIP: 585525EN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6808 | PA      | $6636.67      | 0.00%             | 2030-12-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| FHMS K-161 A2 V/R 10/25/33                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-161 CL A2 V/R 4.90000000           | CUSIP: 3137HB2X1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9496631 | PA      | $9855221.89   | 0.04%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| SCRT 2019-4 M55D 4% 02/25/59                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-4 SER 2019-4 CL M55D 4.00000000      | CUSIP: 35563PMT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3527630 | PA      | $3301388.84   | 0.01%             | 2059-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNW 2007-W1 1AF1 V/R 11/25/46                          | FANNIE MAE WHOLE LOAN SER 2007-W1 CL 1AF1 V/R 4.73051000                                         | CUSIP: 31395D7H6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    307392 | PA      | $304938.93    | 0.00%             | 2046-11-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| RCO 2025-3 A1 V/R 05/25/28                             | RCO VIII MORTGAGE LLC 2025-3 SER 2025-3 CL A1 V/R REGD 144A P/P 6.43450000                       | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4128581 | PA      | $4137951.36   | 0.02%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9960 3% 02/01/44                              | FANNIE MAE POOL UMBS P#AL9960 3.00000000                                                         | CUSIP: 3138ESB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2255787 | PA      | $2075499.93   | 0.01%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN 5.2% 07/07/35                            | TAKEDA US FIN REGD 5.20000000                                                                    | CUSIP: 87406BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17905000 | PA      | $18199344.23  | 0.08%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8088 1.5% 02/01/36                            | FREDDIE MAC POOL UMBS P#SB8088 1.50000000                                                        | CUSIP: 3132D56Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4257846 | PA      | $3820380.02   | 0.02%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 2.125% 02/21/26                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.12500000                                                | CUSIP: 05401AAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1430000 | PA      | $1415272.37   | 0.01%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#888476 7.5% 05/01/37                            | FANNIE MAE POOL UMBS P#888476 7.50000000                                                         | CUSIP: 31410GCM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6353 | PA      | $6599.98      | 0.00%             | 2037-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNR 2007-36 SJ V/R 06/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-36 CL SJ V/R 2.00008000                        | CUSIP: 38375KHN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41137 | PA      | $466.52       | 0.00%             | 2037-06-20      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/18/27                                   | BPCE SA REGD V/R 144A P/P MTN 5.97500000                                                         | CUSIP: 05583JAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   4300000 | PA      | $4316122.21   | 0.02%             | 2027-01-18      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPEL 5.95% 06/01/26                         | BOARDWALK PIPELINES LP REGD 5.95000000                                                           | CUSIP: 096630AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3018936.27   | 0.01%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60039 3% 04/01/43                             | FREDDIE MAC GOLD POOL P#G60039 3.00000000                                                        | CUSIP: 31335ABG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4954645 | PA      | $4562018.26   | 0.02%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0933 3% 04/20/43                           | GINNIE MAE II POOL P#MA0933 3.00000000                                                           | CUSIP: 36179NBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    991616 | PA      | $911849.52    | 0.00%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY I 5.725% 03/15/35                         | PUGET ENERGY INC REGD 5.72500000                                                                 | CUSIP: 745310AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1516925.63   | 0.01%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD 3.2% 09/16/40                            | AIA GROUP LTD REGD 144A P/P 3.20000000                                                           | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    915000 | PA      | $719282.24    | 0.00%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/40                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834JB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  18225000 | PA      | $9031012.20   | 0.04%             | 2040-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 5.875% 02/15/53                         | UNITEDHEALTH GROUP INC REGD 5.87500000                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1536987.31   | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/28                         | BANK OF AMERICA CORP REGD V/R MTN 2.55100000                                                     | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3011596.39   | 0.01%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C38  3.19% 07/15/50                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C38 SER 2017-C38 CL A4 REGD 3.19000000                | CUSIP: 95001MAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12236185 | PA      | $12056239.34  | 0.05%             | 2050-07-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN2896 2.58% 09/01/28                           | FANNIE MAE POOL UMBS P#AN2896 2.58000000                                                         | CUSIP: 3138LFGE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3559216 | PA      | $3422573.65   | 0.01%             | 2028-09-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FHMS K757 A2 4.456% 08/25/31                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K757 CL A2 4.45600000           | CUSIP: 3137HH5X5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4571341 | PA      | $4632909.65   | 0.02%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HINTT 2020-A B 2.23% 10/09/39                          | HIN TIMESHARE TRUST 2020-A SER 2020-A CL B REGD 144A P/P 2.23000000                              | CUSIP: 40439HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    711524 | PA      | $691355.23    | 0.00%             | 2039-10-09      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4255 2% 02/01/51                              | FANNIE MAE POOL UMBS P#MA4255 2.00000000                                                         | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8463472 | PA      | $6871551.73   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2020-2 A1A V/R 04/25/60                           | TOWD POINT MORTGAGE TRUST 2020-2 SER 2020-2 CL A1A V/R REGD 144A P/P 1.63600000                  | CUSIP: 89176UAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13712062 | PA      | $12522346.82  | 0.05%             | 2060-04-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-AR3 A1 V/R 06/25/34                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR3 SER 2004-AR3 CL A1 V/R REGD 5.37454000   | CUSIP: 92922FNH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600998 | PA      | $569705.01    | 0.00%             | 2034-06-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| NAA 2003-A1 A5 7% 04/25/33                             | NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2 SER 2003-A1 CL A5 REGD 7.00000000   | CUSIP: 65535VAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7585 | PA      | $7642.40      | 0.00%             | 2033-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BVABS 2023-CA 6.291% 06/25/27                          | BOF VII AL FUNDING TRUST I SER 2023-CAR3 CL A2 REGD 144A P/P 6.29100000                          | CUSIP: 097093AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3509783 | PA      | $3571570.68   | 0.02%             | 2032-07-26      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| ODART 2025-1A  5.36% 06/16/31                          | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 5.36000000           | CUSIP: 682684AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17100000 | PA      | $17649257.13  | 0.07%             | 2035-04-16      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 4.25% 12/15/41                         | DUKE ENERGY CAROLINAS REGD 4.25000000                                                            | CUSIP: 26442CAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    141000 | PA      | $124542.25    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KSBA 2014-2 A V/R 04/25/40                             | KGS-ALPHA SBA COOF TRUST 2014-2 SER 2014-2 CL A V/R REGD 144A P/P 2.64446800                     | CUSIP: 48249GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    101550 | PA      | $5522.14      | 0.00%             | 2040-04-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 08/31/30                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CHW4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  45000000 | PA      | $45754101.45  | 0.19%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.875% 09/26/45                            | ORACLE CORP REGD 5.87500000                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8962000 | PA      | $8986331.74   | 0.04%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUS 2.875% 01/12/32                         | RELIANCE INDUSTRIES LTD REGD 144A P/P 2.87500000                                                 | CUSIP: 759470BB2<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   3000000 | PA      | $2724272.79   | 0.01%             | 2032-01-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC 4.65% 07/15/30                            | WP CAREY INC REGD 4.65000000                                                                     | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5029528.45   | 0.02%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#884722 V/R 08/01/36                             | FANNIE MAE POOL UMBS P#884722 V/R 6.11700000                                                     | CUSIP: 31410B4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1990 | PA      | $2033.20      | 0.00%             | 2036-08-01      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7541 2% 05/01/51                              | FREDDIE MAC POOL UMBS P#SD7541 2.00000000                                                        | CUSIP: 3132DVLW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6881834 | PA      | $5645243.31   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC 5.55% 02/15/34                              | NASDAQ INC REGD 5.55000000                                                                       | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1023740.38   | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE0113 4% 07/01/40                              | FANNIE MAE POOL UMBS P#AE0113 4.00000000                                                         | CUSIP: 31419ADT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1380278 | PA      | $1356096.83   | 0.01%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.625% 01/29/38                         | UNITED MEXICAN STATES REGD 6.62500000                                                            | CUSIP: 91087BBF6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   2996000 | PA      | $3148825.96   | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CWHL 2004-HYB3 2 V/R 06/20/34                          | CHL MORTGAGE PASS-THROUGH TRUST 2004-HYB3 SER 2004-HYB3 CL 2A V/R REGD 4.65082600                | CUSIP: 12669FYY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17667 | PA      | $16731.31     | 0.00%             | 2034-06-20      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/32                         | BANK OF AMERICA CORP REGD V/R 2.68700000                                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  17025000 | PA      | $15509437.05  | 0.07%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| FNR 2008-56 AC 5% 07/25/38                             | FANNIE MAE REMICS SER 2008-56 CL AC 5.00000000                                                   | CUSIP: 31397MAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12549 | PA      | $12534.68     | 0.00%             | 2038-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5125 2% 09/01/41                              | FREDDIE MAC POOL UMBS P#RB5125 2.00000000                                                        | CUSIP: 3133KYVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9575534 | PA      | $8305615.49   | 0.03%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 08/12/36                         | STANDARD CHARTERED PLC REGD V/R 144A P/P MTN 5.40000000                                          | CUSIP: 85325C2J0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5073444.25   | 0.02%             | 2036-08-12      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A87147 4.5% 07/01/39                           | FREDDIE MAC GOLD POOL P#A87147 4.50000000                                                        | CUSIP: 3129335G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46528 | PA      | $46853.49     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA  5.026% 10/01/29                         | SOUTH BOW USA INFRA HLDS REGD 5.02600000                                                         | CUSIP: 83007CAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $895159.45    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| FSPC T-58 APO ZCP 09/25/43                             | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-58 CL APO ZCP 0.00000000                  | CUSIP: 31394JY76<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9839 | PA      | $6975.41      | 0.00%             | 2043-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-S9 A 5.25% 10/25/33                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-S9 TRUST SER 2003-S9 CL A8 REGD 5.25000000   | CUSIP: 92922FEV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90654 | PA      | $90001.13     | 0.00%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB8897 3% 04/01/43                              | FANNIE MAE POOL UMBS P#AB8897 3.00000000                                                         | CUSIP: 31417F3F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    891792 | PA      | $819951.11    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOUR 5.104% 12/01/38                         | EVERGY MISSOURI W STORM REGD SER A-1 5.10400000                                                  | CUSIP: 30037HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3510072 | PA      | $3573419.82   | 0.02%             | 2038-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RALI 2005-QA6 A3 V/R 05/25/35                          | RALI SERIES 2005-QA6 TRUST SER 2005-QA6 CL A32 V/R REGD 6.83629700                               | CUSIP: 76110H6F1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69125 | PA      | $36052.65     | 0.00%             | 2035-05-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO 2.65% 03/15/32                         | ESSEX PORTFOLIO LP REGD 2.65000000                                                               | CUSIP: 29717PAV9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1550777.47   | 0.01%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q10960 3.5% 09/01/42                           | FREDDIE MAC GOLD POOL P#Q10960 3.50000000                                                        | CUSIP: 3132HMB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1170854 | PA      | $1113005.72   | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GR 6.2% 04/14/34                         | JEFFERIES FIN GROUP INC REGD 6.20000000                                                          | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5315982.60   | 0.02%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON C 2.65% 05/01/28                         | TOLEDO EDISON COMPANY REGD 144A P/P 2.65000000                                                   | CUSIP: 889175BF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1208000 | PA      | $1146136.79   | 0.00%             | 2028-05-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ODART 2019-1A  3.63% 08/14/25                          | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2019-1 SER 2019-1A CL A REGD 144A P/P 3.63000000           | CUSIP: 68267EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1016353 | PA      | $1015498.85   | 0.00%             | 2027-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CGCMT 2019-C7  2.86% 11/15/29                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-C7 SER 2019-C7 CL A3 REGD 2.86000000                    | CUSIP: 17328CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2145548 | PA      | $2029403.74   | 0.01%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATI 4.85% 02/15/33                         | BRIXMOR OPERATING PART REGD 4.85000000                                                           | CUSIP: 11120VAP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3562162.46   | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FNR 2008-4 SD V/R 02/25/38                             | FANNIE MAE REMICS SER 2008-4 CL SD V/R 1.52949000                                                | CUSIP: 31396YEP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    156194 | PA      | $15032.19     | 0.00%             | 2038-02-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| VWALT 2024-A A 5.21% 10/20/26                          | VOLKSWAGEN AUTO LEASE TRUST 2024-A SER 2024-A CL A3 REGD 5.21000000                              | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7092000 | PA      | $7154826.61   | 0.03%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRA 4.75% 01/15/33                         | FIRSTENERGY TRANSMISSION REGD 144A P/P 4.75000000                                                | CUSIP: 33767BAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3349000 | PA      | $3342452.37   | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C09055 4% 12/01/43                             | FREDDIE MAC GOLD POOL P#C09055 4.00000000                                                        | CUSIP: 31292SBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    410227 | PA      | $398440.36    | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/25/33                         | JPMORGAN CHASE & CO REGD V/R 2.96300000                                                          | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $9605860.95   | 0.04%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.5% 06/01/41                         | CHARTER COMM OPT LLC/CAP REGD 3.50000000                                                         | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13115000 | PA      | $9568752.00   | 0.04%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3232 ST V/R 10/15/36                               | FREDDIE MAC REMICS SER 3232 CL ST V/R 2.21344000                                                 | CUSIP: 31397BP96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24997 | PA      | $1970.30      | 0.00%             | 2036-10-15      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2014-1  4% 04/11/26                         | UNITED AIR 2014-1 A PTT REGD SER A 4.00000000                                                    | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    511305 | PA      | $510234.70    | 0.00%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CWL 2004-6 2A5 V/R 11/25/34                            | CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-6 SER 2004-6 CL 2A5 V/R REGD 5.05239000           | CUSIP: 126673BR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    307465 | PA      | $297999.24    | 0.00%             | 2034-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-KGL1  V/R 10/25/27                          | FREMF 2017-KGS1 MORTGAGE TRUST SER 2017-KGL1 CL BFL V/R REGD 144A P/P 6.96922000                 | CUSIP: 30305QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3415183 | PA      | $3330201.59   | 0.01%             | 2027-10-25      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO 5% 04/01/35                          | GENERAL MOTORS CO REGD 5.00000000                                                                | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   4591000 | PA      | $4472153.70   | 0.02%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.5% 02/15/41                             | BROADCOM INC REGD 144A P/P 3.50000000                                                            | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8120000 | PA      | $6682167.40   | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.6% 11/15/60                         | T-MOBILE USA INC REGD 3.60000000                                                                 | CUSIP: 87264ABY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3920000 | PA      | $2662875.13   | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04668 5% 03/01/38                             | FREDDIE MAC GOLD POOL P#G04668 5.00000000                                                        | CUSIP: 3128M6QV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     92584 | PA      | $95040.58     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0698 3% 01/20/43                           | GINNIE MAE II POOL P#MA0698 3.00000000                                                           | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    402699 | PA      | $370805.69    | 0.00%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4182 2% 11/01/50                              | FANNIE MAE POOL UMBS P#MA4182 2.00000000                                                         | CUSIP: 31418DUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15021566 | PA      | $12230510.85  | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 5564 PE 5% 08/25/54                                | FREDDIE MAC REMICS SER 5564 CL PE 5.00000000                                                     | CUSIP: 3137HMDN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8153837 | PA      | $8193091.27   | 0.03%             | 2054-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNGT 2004-T3 PT1 V/R 01/25/44                          | FANNIE MAE GRANTOR TRUST 2004-T3 SER 2004-T3 CL PT1 V/R 9.21190000                               | CUSIP: 31393YV85<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10425 | PA      | $11149.92     | 0.00%             | 2044-01-25      | Variable      | 9.21%                 | No            |                  2 | On Loan: No      |
| BOAMS 2003-C 3A1 V/R 04/25/33                          | BANC OF AMERICA MORTGAGE 2003-C TRUST SER 2003-C CL 3A1 V/R REGD 6.99658200                      | CUSIP: 0605067V8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1431 | PA      | $1349.10      | 0.00%             | 2033-04-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K99 B V/R 09/25/29                          | FREMF 2019-K99 MORTGAGE TRUST SER 2019-K99 CL B V/R REGD 144A P/P 3.76550700                     | CUSIP: 30314FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9581728.00   | 0.04%             | 2052-10-25      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 5.625% 07/15/54                         | UNITEDHEALTH GROUP INC REGD 5.62500000                                                           | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7788000 | PA      | $7745845.27   | 0.03%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04077 6.5% 03/01/38                           | FREDDIE MAC GOLD POOL P#G04077 6.50000000                                                        | CUSIP: 3128M52J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19728 | PA      | $20865.70     | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ES 2% 05/18/32                         | ALEXANDRIA REAL ESTATE E REGD 2.00000000                                                         | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $1842726.90   | 0.01%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1045 3% 05/01/52                              | FANNIE MAE POOL UMBS P#FA1045 3.00000000                                                         | CUSIP: 3140W1ET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5752454 | PA      | $5067350.33   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 09/13/30                         | MIZUHO FINANCIAL GROUP REGD V/R 2.86900000                                                       | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1620000 | PA      | $1533421.03   | 0.01%             | 2030-09-13      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 05/15/55                            | UNITED STATES TREASURY BOND 4.75000000                                                           | CUSIP: 912810UK2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  46524000 | PA      | $46669387.50  | 0.20%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KROGER CO 5.5% 09/15/54                                | KROGER CO REGD 5.50000000                                                                        | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    780000 | PA      | $760234.98    | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 5.05% 04/15/53                         | UNITEDHEALTH GROUP INC REGD 5.05000000                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7745000 | PA      | $7096640.88   | 0.03%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH2683 4% 01/01/41                              | FANNIE MAE POOL UMBS P#AH2683 4.00000000                                                         | CUSIP: 3138A36V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    503721 | PA      | $491161.80    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H20 LF V/R 10/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H20 CL LF V/R 5.06582000                       | CUSIP: 38375UQR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    462713 | PA      | $462181.49    | 0.00%             | 2064-10-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PEN 3.25% 03/15/28                         | FIRSTENERGY PENN ELECTRI REGD 144A P/P 3.25000000                                                | CUSIP: 708696BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2386000 | PA      | $2328448.82   | 0.01%             | 2028-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4837 3.5% 11/20/47                         | GINNIE MAE II POOL P#MA4837 3.50000000                                                           | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3845452 | PA      | $3569640.92   | 0.02%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018- 3.7% 03/01/30                         | UNITED AIR 2018-1 A PTT REGD SER A 3.70000000                                                    | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2514553 | PA      | $2362068.44   | 0.01%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.15% 05/01/30                               | BOEING CO REGD 5.15000000                                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4225000 | PA      | $4335507.29   | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/23/35                         | WELLS FARGO & COMPANY REGD V/R 5.49900000                                                        | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7030000 | PA      | $7332928.11   | 0.03%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4719 3% 11/01/50                              | FANNIE MAE POOL UMBS P#FM4719 3.00000000                                                         | CUSIP: 3140X8G50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    312893 | PA      | $279905.11    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-12 BZ 5.5% 03/25/36                           | FANNIE MAE REMICS SER 2006-12 CL BZ 5.50000000                                                   | CUSIP: 31394VQ29<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60824 | PA      | $63329.57     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8194 2.5% 02/01/52                            | FREDDIE MAC POOL UMBS P#SD8194 2.50000000                                                        | CUSIP: 3132DWC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5560484 | PA      | $4701776.77   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.3% 03/15/45                         | PACIFIC GAS & ELECTRIC REGD 4.30000000                                                           | CUSIP: 694308HL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    638000 | PA      | $511860.48    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1427 3% 05/01/37                              | FREDDIE MAC POOL UMBS P#SB1427 3.00000000                                                        | CUSIP: 3132CXSQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3493570 | PA      | $3382142.87   | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.625% 05/15/31                           | UNITED STATES TREASURY NOTE 1.62500000                                                           | CUSIP: 91282CCB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4225000 | PA      | $3762065.44   | 0.02%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/14/31                                   | BPCE SA REGD V/R 144A P/P 5.87600000                                                             | CUSIP: 05571AAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3570000 | PA      | $3728431.29   | 0.02%             | 2031-01-14      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TPMT 2020-MH1 A1 V/R 02/25/60                          | TOWD POINT MORTGAGE TRUST 2020-MH1 SER 2020-MH1 CL A1 V/R REGD 144A P/P 2.25000000               | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1179123 | PA      | $1155827.21   | 0.00%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| RCKT 2025-CES9 A V/R 09/25/55                          | RCKT MORTGAGE TRUST 2025-CES8 SER 2025-CES9 CL A1A V/R REGD 144A P/P 4.79500000                  | CUSIP: 74942JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6400000 | PA      | $6398131.20   | 0.03%             | 2055-09-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 A1 V/R 05/25/30                            | PRPM 2025-2 LLC SER 2025-2 CL A1 V/R REGD 144A P/P 6.46900000                                    | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4272353 | PA      | $4287861.69   | 0.02%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/23/29                         | JPMORGAN CHASE & CO REGD V/R 4.00500000                                                          | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1152110.68   | 0.00%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4807 5.5% 11/01/52                            | FANNIE MAE POOL UMBS P#MA4807 5.50000000                                                         | CUSIP: 31418EKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5929301 | PA      | $6021762.53   | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.4% 03/15/45                           | HOME DEPOT INC REGD 4.40000000                                                                   | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    268000 | PA      | $236534.92    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GNR 2010-129 AW V/R 04/20/37                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-129 CL AW V/R 5.82560000                       | CUSIP: 38377MBJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25863 | PA      | $26530.44     | 0.00%             | 2037-04-20      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4586 3.5% 07/20/47                         | GINNIE MAE II POOL P#MA4586 3.50000000                                                           | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1669986 | PA      | $1550216.50   | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2001-44 PD 7% 09/25/31                             | FANNIE MAE REMICS SER 2001-44 CL PD 7.00000000                                                   | CUSIP: 3139204E7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1459 | PA      | $1517.98      | 0.00%             | 2031-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA 4.914% 05/29/30                            | CITIBANK NA REGD SER . 4.91400000                                                                | CUSIP: 17325FBP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3483000 | PA      | $3578545.83   | 0.02%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US 5.875% 09/18/55                         | RWE FINANCE US LLC REGD 144A P/P 5.87500000                                                      | CUSIP: 749983AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4934000 | PA      | $4874910.17   | 0.02%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA 4.25% 06/02/28                             | EQUINOR ASA REGD 4.25000000                                                                      | CUSIP: 29446MAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |  23198000 | PA      | $23360176.29  | 0.10%             | 2028-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#782306 V/R 07/01/34                             | FANNIE MAE POOL UMBS P#782306 V/R 6.17000000                                                     | CUSIP: 31404YDK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       279 | PA      | $284.58       | 0.00%             | 2034-07-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 04/23/29                             | CITIGROUP INC REGD V/R 4.07500000                                                                | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1111000 | PA      | $1108309.84   | 0.00%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#679886 6.5% 02/01/32                            | FANNIE MAE POOL UMBS P#679886 6.50000000                                                         | CUSIP: 31391XJ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10467 | PA      | $10851.67     | 0.00%             | 2032-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-53 US V/R 06/25/36                            | FANNIE MAE REMICS SER 2006-53 CL US V/R 2.10949000                                               | CUSIP: 31395NJD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40663 | PA      | $3238.93      | 0.00%             | 2036-06-25      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 6.05% 06/01/54                         | CVS HEALTH CORP REGD 6.05000000                                                                  | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1567881.45   | 0.01%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0922 2.5% 03/01/52                            | FREDDIE MAC POOL UMBS P#SD0922 2.50000000                                                        | CUSIP: 3132DNAX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2162377 | PA      | $1848746.34   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX4963 5% 02/01/55                              | FREDDIE MAC POOL UMBS P#QX4963 5.00000000                                                        | CUSIP: 31426AQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4250194 | PA      | $4225825.31   | 0.02%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5064 2% 06/01/40                              | FREDDIE MAC POOL UMBS P#RB5064 2.00000000                                                        | CUSIP: 3133KYTV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1162108 | PA      | $1023766.90   | 0.00%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRV 3.875% 03/20/27                         | CADILLAC FAIRVIEW PRP TR REGD 144A P/P 3.87500000                                                | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1044000 | PA      | $1037316.22   | 0.00%             | 2027-03-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.6% 05/01/34                                | BOEING CO REGD 3.60000000                                                                        | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5762000 | PA      | $5211802.70   | 0.02%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FHR 3770 ZB 5% 12/15/40                                | FREDDIE MAC REMICS SER 3770 CL ZB 5.00000000                                                     | CUSIP: 3137A4PM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    493073 | PA      | $503864.40    | 0.00%             | 2040-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7554 2.5% 04/01/52                            | FREDDIE MAC POOL UMBS P#SD7554 2.50000000                                                        | CUSIP: 3132DVMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5030601 | PA      | $4321166.81   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE  5.95% 04/22/34                         | ELECTRICITE DE FRANCE SA REGD 144A P/P 5.95000000                                                | CUSIP: 268317AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   9195000 | PA      | $9780261.20   | 0.04%             | 2034-04-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.05% 02/15/46                         | KINDER MORGAN INC REGD 5.05000000                                                                | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    600000 | PA      | $543758.31    | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FHS 299 300 3% 01/15/43                                | FREDDIE MAC STRIPS SER 299 CL 300 3.00000000                                                     | CUSIP: 3132HTJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90035 | PA      | $83235.32     | 0.00%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SDART 2022-6 D 5.69% 10/15/26                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-6 SER 2022-6 CL D REGD 5.69000000                    | CUSIP: 802918AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10600000 | PA      | $10703510.06  | 0.05%             | 2031-02-18      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| INDO ASAHAN/MIN 6.53% 11/15/28                         | INDO ASAHAN/MINERAL IND REGD 144A P/P 6.53000000                                                 | CUSIP: 74445PAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | ID        |   4761000 | PA      | $5100716.39   | 0.02%             | 2028-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| MASTEC INC 5.9% 06/15/29                               | MASTEC INC REGD 5.90000000                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6803390.82   | 0.03%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 4.55% 02/20/48                         | BRISTOL-MYERS SQUIBB CO REGD 4.55000000                                                          | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1201455.26   | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC 4.55% 09/15/28                          | GLOBE LIFE INC REGD 4.55000000                                                                   | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3026571.81   | 0.01%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM7321 3.12% 11/01/26                           | FANNIE MAE POOL UMBS P#AM7321 3.12000000                                                         | CUSIP: 3138L8D35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    853335 | PA      | $845307.52    | 0.00%             | 2026-11-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7589 2.5% 09/20/51                         | GINNIE MAE II POOL P#MA7589 2.50000000                                                           | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6785252 | PA      | $5844301.55   | 0.02%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MLMI 2004-A4 A2 V/R 08/25/34                           | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI 2 SER 2004-A4 CL A2 V/R REGD 5.12346400       | CUSIP: 59020ULR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16500 | PA      | $15710.66     | 0.00%             | 2034-08-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0179 V/R 12/01/37                             | FANNIE MAE POOL UMBS P#AD0179 V/R 6.27700000                                                     | CUSIP: 31418MFV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22441 | PA      | $23184.21     | 0.00%             | 2037-12-01      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER 6.2% 12/01/53                         | OGLETHORPE POWER CORP REGD 6.20000000                                                            | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   4517000 | PA      | $4754380.55   | 0.02%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2670 3% 01/01/52                              | FANNIE MAE POOL UMBS P#CB2670 3.00000000                                                         | CUSIP: 3140QM6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8225319 | PA      | $7230092.82   | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2271 PC 7.25% 12/15/30                             | FREDDIE MAC REMICS SER 2271 CL PC 7.25000000                                                     | CUSIP: 3133TQKD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5744 | PA      | $5987.43      | 0.00%             | 2030-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 4.95% 01/15/28                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.95000000                                                | CUSIP: 05401AAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1530000 | PA      | $1545360.36   | 0.01%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR1725 3.5% 02/01/43                            | FANNIE MAE POOL UMBS P#AR1725 3.50000000                                                         | CUSIP: 3138NX4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26484 | PA      | $24980.82     | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2022-66 SB V/R 04/20/52                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-66 CL SB V/R 0.00000000                        | CUSIP: 38383RFV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5404640 | PA      | $151116.97    | 0.00%             | 2052-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2008-76 US V/R 09/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-76 CL US V/R 1.65008000                        | CUSIP: 38375DUZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70582 | PA      | $2034.84      | 0.00%             | 2038-09-20      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH7932 4.5% 08/01/41                            | FANNIE MAE POOL UMBS P#AH7932 4.50000000                                                         | CUSIP: 3138A9Y65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    625870 | PA      | $625836.46    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#889588 5.5% 06/01/38                            | FANNIE MAE POOL UMBS P#889588 5.50000000                                                         | CUSIP: 31410KJ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       542 | PA      | $563.18       | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1216 3.5% 04/01/52                            | FREDDIE MAC POOL UMBS P#SD1216 3.50000000                                                        | CUSIP: 3132DNK51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9265207 | PA      | $8481446.80   | 0.04%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3238 3.5% 01/01/48                            | FANNIE MAE POOL UMBS P#MA3238 3.50000000                                                         | CUSIP: 31418CS47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1734560 | PA      | $1615614.54   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELM40 2025-3A A V/R 03/22/38                           | ELMWOOD CLO 40 LTD SER 2025-3A CL A V/R REGD 144A P/P 5.51617000                                 | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17000000 | PA      | $17021352.00  | 0.07%             | 2038-03-22      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE0049 6% 09/01/29                              | FANNIE MAE POOL UMBS P#AE0049 6.00000000                                                         | CUSIP: 31419ABT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4167 | PA      | $4255.62      | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORL 4.2% 04/15/28                         | CH ROBINSON WORLDWIDE REGD 4.20000000                                                            | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6004228.56   | 0.03%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2324 8% 11/20/26                             | GINNIE MAE II POOL P#2324 8.00000000                                                             | CUSIP: 36202CSM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        22 | PA      | $21.88        | 0.00%             | 2026-11-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1L1286 V/R 05/01/36                            | FREDDIE MAC NON GOLD POOL P#1L1286 V/R 6.50000000                                                | CUSIP: 3128Q3NB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8762 | PA      | $9046.10      | 0.00%             | 2036-05-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/30                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128337N4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  32075000 | PA      | $26327590.77  | 0.11%             | 2030-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC 4.5% 05/15/42                                | AETNA INC REGD 4.50000000                                                                        | CUSIP: 00817YAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4205000 | PA      | $3635114.18   | 0.02%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMMT 2005-A1 3A V/R 02/25/35                          | JP MORGAN MORTGAGE TRUST 2005-A1 SER 2005-A1 CL 3A4 V/R REGD 5.54477100                          | CUSIP: 466247LS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14011 | PA      | $13507.90     | 0.00%             | 2035-02-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| HALST 2025-C A 4.38% 01/18/28                          | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2025-C CL A4 REGD 144A P/P 4.38000000              | CUSIP: 44935GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6050000 | PA      | $6091126.69   | 0.03%             | 2029-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FNR 2020-51 BA 2% 06/25/46                             | FANNIE MAE REMICS SER 2020-51 CL BA 2.00000000                                                   | CUSIP: 3136BASY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3366405 | PA      | $3024313.79   | 0.01%             | 2046-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC 3.5% 10/15/27                             | NNN REIT INC REGD 3.50000000                                                                     | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395235.63    | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2489 5% 08/01/52                              | FANNIE MAE POOL UMBS P#FS2489 5.00000000                                                         | CUSIP: 3140XHXT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8643624 | PA      | $8638856.22   | 0.04%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2010-42 S V/R 05/25/40                             | FANNIE MAE REMICS SER 2010-42 CL S V/R 1.92949000                                                | CUSIP: 31398PSE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17969 | PA      | $1570.83      | 0.00%             | 2040-05-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-54CB  V/R 11/25/35                          | ALTERNATIVE LOAN TRUST 2005-54CB SER 2005-54CB CL 1A2 V/R REGD 0.57761000                        | CUSIP: 12668ANU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    312131 | PA      | $17444.70     | 0.00%             | 2035-11-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC 6.5% 03/15/41                         | WELLTOWER OP LLC REGD 6.50000000                                                                 | CUSIP: 42217KAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $780041.70    | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 11/15/39                           | UNITED STATES TREASURY BOND 4.37500000                                                           | CUSIP: 912810QD3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  14000000 | PA      | $13886250.00  | 0.06%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2037 1.5% 05/01/37                            | FANNIE MAE POOL UMBS P#FS2037 1.50000000                                                         | CUSIP: 3140XHHP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4010787 | PA      | $3589331.83   | 0.02%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-S4 2A1 V/R 06/25/33                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-S4 SER 2003-S4 CL 2A10 V/R REGD 5.71342800   | CUSIP: 9292275C6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2695 | PA      | $2644.41      | 0.00%             | 2033-06-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| NLT 2023-1 A1 V/R 10/25/62                             | NLT 2023-1 TRUST SER 2023-1 CL A1 V/R REGD 144A P/P 3.20000000                                   | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1324258 | PA      | $1206358.42   | 0.01%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER C 3.75% 03/01/45                         | ALABAMA POWER CO REGD 3.75000000                                                                 | CUSIP: 010392FM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    182000 | PA      | $144571.73    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NRZT 2018-1A A1A V/R 12/25/57                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 SER 2018-1A CL A1A V/R REGD 144A P/P 4.00000000       | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    910993 | PA      | $890776.99    | 0.00%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| CSFB 2004-8 1A4 5.5% 12/25/34                          | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER SER 2004-8 CL 1A4 REGD 5.50000000             | CUSIP: 22541SU55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41072 | PA      | $41887.47     | 0.00%             | 2034-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE C 4.1% 06/15/48                         | PUBLIC SERVICE COLORADO REGD 4.10000000                                                          | CUSIP: 744448CQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2017604.85   | 0.01%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BMWLT 2025-1 A 4.43% 06/26/28                          | BMW VEHICLE LEASE TRUST 2025-1 SER 2025-1 CL A3 REGD 4.43000000                                  | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4373000 | PA      | $4406417.59   | 0.02%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5496 5% 10/01/54                              | FANNIE MAE POOL UMBS P#MA5496 5.00000000                                                         | CUSIP: 31418FDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12421943 | PA      | $12325486.81  | 0.05%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB6929 3.5% 11/01/42                            | FANNIE MAE POOL UMBS P#AB6929 3.50000000                                                         | CUSIP: 31417DVX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2586614 | PA      | $2440636.97   | 0.01%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-22 SC V/R 03/25/37                            | FANNIE MAE REMICS SER 2007-22 CL SC V/R 1.60949000                                               | CUSIP: 31396PU90<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       388 | PA      | $12.56        | 0.00%             | 2037-03-25      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| EQT CORP 3.9% 10/01/27                                 | EQT CORP REGD 3.90000000                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    601000 | PA      | $597139.85    | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GNR 2009-72 SM V/R 08/16/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-72 CL SM V/R 1.98859000                        | CUSIP: 38373AGM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76114 | PA      | $6059.89      | 0.00%             | 2039-08-16      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTIC 5.75% 04/01/33                         | VERISK ANALYTICS INC REGD 5.75000000                                                             | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2421257.01   | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNMA P#AE9881 3% 05/15/43                              | GINNIE MAE I POOL P#AE9881 3.00000000                                                            | CUSIP: 36181D6S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    178771 | PA      | $163543.60    | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BX4955 3% 09/20/50                           | GINNIE MAE II POOL P#BX4955 3.00000000                                                           | CUSIP: 3617Q9QG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2165957 | PA      | $1934390.35   | 0.01%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0737 V/R 11/01/36                            | FREDDIE MAC NON GOLD POOL P#1Q0737 V/R 6.56400000                                                | CUSIP: 3128S4ZA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8016 | PA      | $8178.36      | 0.00%             | 2036-11-01      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4625 3.5% 06/01/52                            | FANNIE MAE POOL UMBS P#MA4625 3.50000000                                                         | CUSIP: 31418ED72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3827853 | PA      | $3503481.31   | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI 5.875% 04/30/29                         | CASSA DEPOSITI E PRESTIT REGD 144A P/P 5.87500000                                                | CUSIP: 147918AC0<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |   2000000 | PA      | $2108810.80   | 0.01%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4071 4.5% 11/20/46                         | GINNIE MAE II POOL P#MA4071 4.50000000                                                           | CUSIP: 36179SQY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1023908 | PA      | $1016288.37   | 0.00%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#752786 6% 09/01/33                              | FANNIE MAE POOL UMBS P#752786 6.00000000                                                         | CUSIP: 31403MJ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5297 | PA      | $5354.42      | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AE0828 3.5% 02/01/41                            | FANNIE MAE POOL UMBS P#AE0828 3.50000000                                                         | CUSIP: 31419A4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2429255 | PA      | $2317763.73   | 0.01%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2009-6 SA V/R 02/16/39                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-6 CL SA V/R 1.83859000                         | CUSIP: 38375Y5V0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30952 | PA      | $126.19       | 0.00%             | 2039-02-16      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN2899 2.59% 09/01/28                           | FANNIE MAE POOL UMBS P#AN2899 2.59000000                                                         | CUSIP: 3138LFGH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7161011 | PA      | $6887483.41   | 0.03%             | 2028-09-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| GNR 2008-17 IO 5.5% 02/20/38                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-17 CL IO 5.50000000                            | CUSIP: 383742TE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9940 | PA      | $5.69         | 0.00%             | 2038-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAALT 2025-1A  5.71% 07/16/35                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.71000000               | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9400000 | PA      | $9593799.80   | 0.04%             | 2035-07-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| EART 2025-2A D 5.89% 07/15/31                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-2 SER 2025-2A CL D REGD 5.89000000                      | CUSIP: 30168JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16900000 | PA      | $17342168.22  | 0.07%             | 2031-07-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LE 4.9% 09/11/28                         | HPS CORPORATE LENDING FU REGD 144A P/P 4.90000000                                                | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3735000 | PA      | $3715771.02   | 0.02%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4979 5.5% 04/01/53                            | FANNIE MAE POOL UMBS P#MA4979 5.50000000                                                         | CUSIP: 31418EQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1706484 | PA      | $1728038.23   | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AV3992 3% 12/01/28                              | FANNIE MAE POOL UMBS P#AV3992 3.00000000                                                         | CUSIP: 3138XFNJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    113429 | PA      | $111638.21    | 0.00%             | 2028-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC 4.3% 10/15/30                          | CHEVRON USA INC REGD 4.30000000                                                                  | CUSIP: 166756BJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4650206.20   | 0.02%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.812% 03/15/39                         | VERIZON COMMUNICATIONS REGD SER WI 4.81200000                                                    | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   7941000 | PA      | $7573661.01   | 0.03%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AGFMT 2006-1 A5 V/R 12/25/35                           | AMERICAN GENERAL MORTGAGE LOAN TRUST 2006-1 SER 2006-1 CL A5 V/R REGD 144A P/P 5.75000000        | CUSIP: 02639MAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       149 | PA      | $165.52       | 0.00%             | 2035-12-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8155 2% 07/01/51                              | FREDDIE MAC POOL UMBS P#SD8155 2.00000000                                                        | CUSIP: 3132DWBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    965127 | PA      | $783681.53    | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03666 7.5% 01/01/38                           | FREDDIE MAC GOLD POOL P#G03666 7.50000000                                                        | CUSIP: 3128M5MP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30934 | PA      | $33331.79     | 0.00%             | 2038-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7768 3% 12/20/51                           | GINNIE MAE II POOL P#MA7768 3.00000000                                                           | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1691931 | PA      | $1513165.73   | 0.01%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H07 GA V/R 03/20/63                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H07 CL GA V/R 4.93582000                       | CUSIP: 38375BQ70<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23673 | PA      | $23667.33     | 0.00%             | 2063-03-20      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| CMLTI 2003-1 PO2 ZCP 10/25/33                          | CITIGROUP MORTGAGE LOAN TRUST INC SER 2003-1 CL PO2 ZCP REGD 0.00000000                          | CUSIP: 17307GBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         5 | PA      | $4.61         | 0.00%             | 2033-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 2054 PV 7.5% 05/15/28                              | FREDDIE MAC REMICS SER 2054 CL PV 7.50000000                                                     | CUSIP: 3133TE4B7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       855 | PA      | $867.00       | 0.00%             | 2028-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0092 5.5% 12/20/54                         | GINNIE MAE II POOL P#MB0092 5.50000000                                                           | CUSIP: 3618N5C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2910959 | PA      | $2936588.93   | 0.01%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05190 7.5% 09/01/38                           | FREDDIE MAC GOLD POOL P#G05190 7.50000000                                                        | CUSIP: 3128M7C38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12870 | PA      | $13364.62     | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS  6.125% 06/12/33                         | VALE OVERSEAS LIMITED REGD 6.12500000                                                            | CUSIP: 91911TAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |  10171000 | PA      | $10861702.44  | 0.05%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.15% 05/15/45                                | RTX CORP REGD 4.15000000                                                                         | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1419531.35   | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0154 3.5% 06/20/42                         | GINNIE MAE II POOL P#MA0154 3.50000000                                                           | CUSIP: 36179ME30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7258339 | PA      | $6884690.42   | 0.03%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RAST 2004-A7 A6 5.5% 10/25/34                          | RESIDENTIAL ASSET SECURITIZATION TRUST 2004-A7 SER 2004-A7 CL A6 REGD 5.50000000                 | CUSIP: 45660NV51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    945629 | PA      | $950648.16    | 0.00%             | 2034-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FKH 2022-SFR1 4.145% 05/17/27                          | FIRSTKEY HOMES 2022-SFR1 TRUST SER 2022-SFR1 CL A REGD 144A P/P 4.14500000                       | CUSIP: 33768NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10518837 | PA      | $10477138.82  | 0.04%             | 2039-05-19      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 6.3% 04/15/40                         | WILLIAMS COMPANIES INC REGD 6.30000000                                                           | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    333000 | PA      | $360620.69    | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FHMS K-150 A2 V/R 09/25/32                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-150 CL A2 V/R 3.71000000           | CUSIP: 3137H9C98<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11105000 | PA      | $10720021.85  | 0.05%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4747 5% 07/20/40                             | GINNIE MAE II POOL P#4747 5.00000000                                                             | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57366 | PA      | $58851.00     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FSPC T-57 1AP ZCP 07/25/43                             | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-57 CL 1AP ZCP 0.00000000                  | CUSIP: 31394JDD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10019 | PA      | $8031.61      | 0.00%             | 2043-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 02/11/32                              | UBS GROUP AG REGD V/R 144A P/P MTN 2.09500000                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3610000 | PA      | $3185250.61   | 0.01%             | 2032-02-11      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUN 5.875% 06/04/27                         | CNO GLOBAL FUNDING REGD 144A P/P MTN 5.87500000                                                  | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5129628.85   | 0.02%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FHR 1863 Z 6.5% 07/15/26                               | FREDDIE MAC REMICS SER 1863 CL Z 6.50000000                                                      | CUSIP: 3133T7DV8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         0 | PA      | $0.06         | 0.00%             | 2026-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5921 2.5% 09/01/51                            | FREDDIE MAC POOL UMBS P#RA5921 2.50000000                                                        | CUSIP: 3133KMSJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3283886 | PA      | $2803372.27   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CA 5.875% 11/15/40                         | TIME WARNER CABLE LLC REGD 5.87500000                                                            | CUSIP: 88732JAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1218737.95   | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#AX5316 4.5% 01/01/42                            | FANNIE MAE POOL UMBS P#AX5316 4.50000000                                                         | CUSIP: 3138Y64A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    781051 | PA      | $781409.16    | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5139 6% 09/01/53                              | FANNIE MAE POOL UMBS P#MA5139 6.00000000                                                         | CUSIP: 31418EV98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9930297 | PA      | $10173706.15  | 0.04%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 2466 PH 6.5% 06/15/32                              | FREDDIE MAC REMICS SER 2466 CL PH 6.50000000                                                     | CUSIP: 31392MN99<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11268 | PA      | $11794.73     | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNRT 8A A1R2 V/R 01/20/38                              | GENERATE CLO 8 LTD SER 8A CL A1R2 V/R REGD 144A P/P 5.70549000                                   | CUSIP: 37148EAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  31250000 | PA      | $31349468.75  | 0.13%             | 2038-01-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| FORDR 2021-2 A 1.53% 11/15/26                          | FORD CREDIT AUTO OWNER TRUST 2021-REV2 SER 2021-2 CL A REGD 144A P/P 1.53000000                  | CUSIP: 345285AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6212000 | PA      | $6044272.27   | 0.03%             | 2034-05-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7368 3% 05/20/51                           | GINNIE MAE II POOL P#MA7368 3.00000000                                                           | CUSIP: 36179WFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6080278 | PA      | $5433165.65   | 0.02%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 6.05% 08/15/56                                | AT&T INC REGD 6.05000000                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4146097.16   | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SDART 2024-3 D 5.97% 07/17/28                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SER 2024-3 CL D REGD 5.97000000                    | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11480000 | PA      | $11771036.37  | 0.05%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8090 2% 09/01/50                              | FREDDIE MAC POOL UMBS P#SD8090 2.00000000                                                        | CUSIP: 3132DV7B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  26144036 | PA      | $21291760.62  | 0.09%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-91 ES V/R 10/25/37                            | FANNIE MAE REMICS SER 2007-91 CL ES V/R 1.98949000                                               | CUSIP: 31396XYW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72849 | PA      | $8036.71      | 0.00%             | 2037-10-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| FHR 2110 PG 6% 01/15/29                                | FREDDIE MAC REMICS SER 2110 CL PG 6.00000000                                                     | CUSIP: 3133THLK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10392 | PA      | $10482.71     | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2001-44 MY 7% 09/25/31                             | FANNIE MAE REMICS SER 2001-44 CL MY 7.00000000                                                   | CUSIP: 3139205U0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10733 | PA      | $11214.03     | 0.00%             | 2031-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A D 5.06% 10/15/28                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 SER 2024-5A CL D REGD 5.06000000                      | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3876000 | PA      | $3898381.57   | 0.02%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| FNR 2006-43 DO ZCP 06/25/36                            | FANNIE MAE REMICS SER 2006-43 CL DO ZCP 0.00000000                                               | CUSIP: 31395DF38<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15610 | PA      | $13685.41     | 0.00%             | 2036-06-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8348 5% 10/20/52                           | GINNIE MAE II POOL P#MA8348 5.00000000                                                           | CUSIP: 36179XHZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    974078 | PA      | $974728.02    | 0.00%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 4% 09/18/42                            | ASTRAZENECA PLC REGD 4.00000000                                                                  | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    540000 | PA      | $469500.49    | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STA 6% 05/07/36                         | UNITED MEXICAN STATES REGD 6.00000000                                                            | CUSIP: 91087BAZ3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   4736000 | PA      | $4839481.60   | 0.02%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-78 PE 6.00% 08/25/37                          | FANNIE MAE REMICS SER 2007-78 CL PE 6.00000000                                                   | CUSIP: 31396W5Y8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11211 | PA      | $11805.21     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BU7638 2.5% 09/20/50                         | GINNIE MAE II POOL P#BU7638 2.50000000                                                           | CUSIP: 3617N9PX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4058854 | PA      | $3536091.35   | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4159 2.5% 10/01/50                            | FANNIE MAE POOL UMBS P#MA4159 2.50000000                                                         | CUSIP: 31418DTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33456387 | PA      | $28335929.08  | 0.12%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H15 FA V/R 07/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H15 CL FA V/R 4.96582000                       | CUSIP: 38378U8D2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    549839 | PA      | $549970.61    | 0.00%             | 2064-07-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 02/15/33                             | UNITED STATES TREASURY NOTE 3.50000000                                                           | CUSIP: 91282CGM7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  67125000 | PA      | $65166313.31  | 0.27%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HART 2023-C A4 5.55% 10/15/27                          | HYUNDAI AUTO RECEIVABLES TRUST 2023-C SER 2023-C CL A4 REGD 5.55000000                           | CUSIP: 44918CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2326000 | PA      | $2386718.37   | 0.01%             | 2029-12-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FNR 1997-27 J 7.5% 04/18/27                            | FANNIE MAE REMICS SER 1997-27 CL J 7.50000000                                                    | CUSIP: 31359NR78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       274 | PA      | $276.90       | 0.00%             | 2027-04-18      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRZT 2024-RPL1 A V/R 01/25/64                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 SER 2024-RPL1 CL A V/R REGD 144A P/P 3.80000000    | CUSIP: 64832AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3822592 | PA      | $3641710.69   | 0.02%             | 2064-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/24/29                            | MORGAN STANLEY REGD V/R MTN SER GMTN 3.77200000                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1388856.15   | 0.01%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4307 3% 04/01/51                              | FANNIE MAE POOL UMBS P#MA4307 3.00000000                                                         | CUSIP: 31418DYD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4880321 | PA      | $4317519.62   | 0.02%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BA V/R 05/26/28                         | MORGAN STANLEY BANK NA REGD V/R SER BKNT 5.50400000                                              | CUSIP: 61690U8B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7533000 | PA      | $7699024.53   | 0.03%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNIT 2025-A2  4.49% 05/15/28                          | SYNCHRONY CARD FUNDING LLC SER 2025-A2 CL A REGD 4.49000000                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10625853.00  | 0.04%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FNW 2005-W3 2AF V/R 03/25/45                           | FANNIE MAE TRUST 2005-W3 SER 2005-W3 CL 2AF V/R 4.69051000                                       | CUSIP: 31394FSB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    305879 | PA      | $303236.38    | 0.00%             | 2045-03-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| CSX CORP 4.65% 03/01/68                                | CSX CORP REGD 4.65000000                                                                         | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1689976.46   | 0.01%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.5% 01/15/29                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.50000000                                        | CUSIP: 912810PZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    621420 | PA      | $649277.17    | 0.00%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H03 FA V/R 08/20/60                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H03 CL FA V/R 4.76582000                       | CUSIP: 38375BF64<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        37 | PA      | $37.26        | 0.00%             | 2060-08-20      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIE 6.75% 05/02/34                         | OFFICE CHERIFIEN DES PHO REGD 144A P/P 6.75000000                                                | CUSIP: 67091TAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | MA        |   5033000 | PA      | $5471267.20   | 0.02%             | 2034-05-02      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB5502 3.5% 07/01/42                            | FANNIE MAE POOL UMBS P#AB5502 3.50000000                                                         | CUSIP: 31417CDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    364893 | PA      | $347276.80    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEAL 3.106% 11/15/39                         | ASCENSION HEALTH REGD SER B 3.10600000                                                           | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2104304.30   | 0.01%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP 6.6% 08/02/28                          | CONCENTRIX CORP REGD 6.60000000                                                                  | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3140088.48   | 0.01%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FNR 2006-109 PO ZCP 11/25/36                           | FANNIE MAE REMICS SER 2006-109 CL PO ZCP 0.00000000                                              | CUSIP: 31396LQW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3769 | PA      | $3273.54      | 0.00%             | 2036-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2007-26 SC V/R 05/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-26 CL SC V/R 1.95008000                        | CUSIP: 38375KBN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50058 | PA      | $1256.45      | 0.00%             | 2037-05-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| FNGT 2017-T1  2.898% 06/25/27                          | FANNIE MAE GRANTOR TRUST 2017-T1 SER 2017-T1 CL A 2.89800000                                     | CUSIP: 3136AV6R5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6463917 | PA      | $6331822.20   | 0.03%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q10378 3% 08/01/42                             | FREDDIE MAC GOLD POOL P#Q10378 3.00000000                                                        | CUSIP: 3132HLM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    538930 | PA      | $496613.41    | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS6601 3.54% 11/01/32                           | FANNIE MAE POOL UMBS P#BS6601 3.54000000                                                         | CUSIP: 3140LHKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10031000 | PA      | $9525588.37   | 0.04%             | 2032-11-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CSFB 2004-4 2A4 5.5% 09/25/34                          | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SER SER 2004-4 CL 2A4 REGD 5.50000000             | CUSIP: 22541SUD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14441 | PA      | $14699.05     | 0.00%             | 2034-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHR 2262 Z 7.5% 10/15/30                               | FREDDIE MAC REMICS SER 2262 CL Z 7.50000000                                                      | CUSIP: 3133TQ5B9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       431 | PA      | $452.83       | 0.00%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO7225 4% 07/01/42                              | FANNIE MAE POOL UMBS P#AO7225 4.00000000                                                         | CUSIP: 3138LYA31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    133569 | PA      | $130071.14    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  4.35% 01/15/47                         | UNITED MEXICAN STATES REGD 4.35000000                                                            | CUSIP: 91087BAB6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     42000 | PA      | $32327.40     | 0.00%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4978 5% 04/01/53                              | FANNIE MAE POOL UMBS P#MA4978 5.00000000                                                         | CUSIP: 31418EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17327730 | PA      | $17264583.35  | 0.07%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHMS K-164 A2 5% 05/25/34                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K-164 CL A2 5.00000000          | CUSIP: 3137HDUV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11169072 | PA      | $11631462.65  | 0.05%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP 2.95% 12/01/29                         | LABORATORY CORP OF AMER REGD 2.95000000                                                          | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2076374.74   | 0.01%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FHR 4048 FJ V/R 07/15/37                               | FREDDIE MAC REMICS SER 4048 CL FJ V/R 4.85981000                                                 | CUSIP: 3137AQUG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    167046 | PA      | $165051.53    | 0.00%             | 2037-07-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| COLORADO ST HSG 6.25% 11/01/55                         | COLORADO ST HSG & FIN AUTH REGD B/E GNMA/FN 6.25000000                                           | CUSIP: 19648GH88<br>LEI: 5493005GIROYQAWBMC18 | Long             | DBT              | MUN               | US        |  10000000 | PA      | $10676131.00  | 0.04%             | 2055-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7497 2.5% 10/01/35                            | FANNIE MAE POOL UMBS P#CA7497 2.50000000                                                         | CUSIP: 3140QFKK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100213 | PA      | $94803.76     | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA6505 3% 01/01/50                              | FREDDIE MAC POOL UMBS P#QA6505 3.00000000                                                        | CUSIP: 3133A1GN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1774930 | PA      | $1586398.58   | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-115 ES V/R 12/25/36                           | FANNIE MAE REMICS SER 2006-115 CL ES V/R 8.67796000                                              | CUSIP: 31396LT26<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       762 | PA      | $853.50       | 0.00%             | 2036-12-25      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785158 V/R 09/20/70                          | GINNIE MAE II POOL P#785158 V/R 3.06200000                                                       | CUSIP: 3622AATP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3806004 | PA      | $3471588.30   | 0.01%             | 2070-09-20      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FHR 3117 OG ZCP 02/15/36                               | FREDDIE MAC REMICS SER 3117 CL OG ZCP 0.00000000                                                 | CUSIP: 31396HVT3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3798 | PA      | $3368.68      | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO O 3.85% 06/15/46                         | CON EDISON CO OF NY INC REGD 3.85000000                                                          | CUSIP: 209111FH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2351525.10   | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#256803 6% 07/01/27                              | FANNIE MAE POOL UMBS P#256803 6.00000000                                                         | CUSIP: 31371NGL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3028 | PA      | $3091.98      | 0.00%             | 2027-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 5.05% 07/12/29                            | BROADCOM INC REGD 5.05000000                                                                     | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8415000 | PA      | $8668172.43   | 0.04%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CWHL 2004-3 A26 5.5% 04/25/34                          | CHL MORTGAGE PASS-THROUGH TRUST 2004-3 SER 2004-3 CL A26 REGD 5.50000000                         | CUSIP: 12669FQA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9934 | PA      | $9948.96      | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH4684 4% 06/01/47                              | FANNIE MAE POOL UMBS P#BH4684 4.00000000                                                         | CUSIP: 3140GTF21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1191934 | PA      | $1145945.45   | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4026 4% 05/01/50                              | FANNIE MAE POOL UMBS P#MA4026 4.00000000                                                         | CUSIP: 31418DPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2071714 | PA      | $1978003.72   | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 05/13/31                         | PNC FINANCIAL SERVICES REGD V/R 4.89900000                                                       | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3768193.46   | 0.02%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A77292 5% 04/01/38                             | FREDDIE MAC GOLD POOL P#A77292 5.00000000                                                        | CUSIP: 3128LBC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48711 | PA      | $49978.72     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#929331 6% 04/01/38                              | FANNIE MAE POOL UMBS P#929331 6.00000000                                                         | CUSIP: 31412MPQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7885 | PA      | $8196.25      | 0.00%             | 2038-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPIT 5.125% 04/10/30                         | AVIATION CAPITAL GROUP REGD 144A P/P 5.12500000                                                  | CUSIP: 05369AAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2370422.79   | 0.01%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H15 FA V/R 05/20/62                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H15 CL FA V/R 4.91582000                       | CUSIP: 38375BUB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        17 | PA      | $17.01        | 0.00%             | 2062-05-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 1.9% 02/15/31                          | BAE SYSTEMS PLC REGD 144A P/P 1.90000000                                                         | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   6886000 | PA      | $6059742.52   | 0.03%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| FNR 2003-42 GB 4% 05/25/33                             | FANNIE MAE REMICS SER 2003-42 CL GB 4.00000000                                                   | CUSIP: 31393BUX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4486 | PA      | $4420.04      | 0.00%             | 2033-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHI 4.556% 11/01/52                         | NATIONWIDE CHILDREN HOSP REGD 4.55600000                                                         | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |    646000 | PA      | $560857.79    | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| FHLMC P#782870 V/R 09/01/34                            | FREDDIE MAC NON GOLD POOL P#782870 V/R 6.65400000                                                | CUSIP: 31349UFK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18136 | PA      | $18634.74     | 0.00%             | 2034-09-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATUR 5.6% 07/23/35                         | GULFSTREAM NATURAL GAS REGD 144A P/P 5.60000000                                                  | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20243000 | PA      | $20740275.57  | 0.09%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08750 3% 03/01/47                             | FREDDIE MAC GOLD POOL P#G08750 3.00000000                                                        | CUSIP: 3128MJZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    492885 | PA      | $445962.11    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2679 4% 03/20/45                           | GINNIE MAE II POOL P#MA2679 4.00000000                                                           | CUSIP: 36179Q6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    133059 | PA      | $127962.08    | 0.00%             | 2045-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/46                            | UNITED STATES TREASURY BOND 2.25000000                                                           | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  39102100 | PA      | $26088432.34  | 0.11%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNR 2004-71 ST V/R 09/20/34                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-71 CL ST V/R 7.00000000                        | CUSIP: 38374JBT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8807 | PA      | $8882.19      | 0.00%             | 2034-09-20      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8642 2.5% 02/20/53                         | GINNIE MAE II POOL P#MA8642 2.50000000                                                           | CUSIP: 36179XS72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2668218 | PA      | $2320497.39   | 0.01%             | 2053-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RENEW 2017-1A  3.67% 09/20/52                          | RENEW 2017-1 SER 2017-1A CL A REGD 144A P/P 3.67000000                                           | CUSIP: 75973LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    670088 | PA      | $625916.05    | 0.00%             | 2052-09-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4978 4.5% 03/20/41                           | GINNIE MAE II POOL P#4978 4.50000000                                                             | CUSIP: 36202FQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    172779 | PA      | $173802.11    | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD1040 6% 02/01/55                              | FANNIE MAE POOL UMBS P#DD1040 6.00000000                                                         | CUSIP: 3140B1EN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3774051 | PA      | $3870949.66   | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 3051 DP V/R 10/15/25                               | FREDDIE MAC REMICS SER 3051 CL DP V/R 8.28713600                                                 | CUSIP: 31396CTQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        12 | PA      | $12.34        | 0.00%             | 2025-10-15      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#890385 6% 12/01/39                              | FANNIE MAE POOL UMBS P#890385 6.00000000                                                         | CUSIP: 31410LF23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    376350 | PA      | $396604.13    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J28209 3% 05/01/29                             | FREDDIE MAC GOLD POOL P#J28209 3.00000000                                                        | CUSIP: 31307HDN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    190265 | PA      | $186531.36    | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/26/28                         | JPMORGAN CHASE & CO REGD V/R 4.32300000                                                          | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1999929.07   | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BG7411 4.5% 05/20/48                         | GINNIE MAE II POOL P#BG7411 4.50000000                                                           | CUSIP: 3617GSGU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2089478 | PA      | $2043154.14   | 0.01%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL1040 3.81% 12/01/28                           | FANNIE MAE POOL UMBS P#BL1040 3.81000000                                                         | CUSIP: 3140HSEN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $6962617.69   | 0.03%             | 2028-12-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| MSC 2016-UB11 2.531% 08/15/26                          | MORGAN STANLEY CAPITAL I TRUST 2016-UBS11 SER 2016-UB11 CL A3 REGD 2.53100000                    | CUSIP: 61767FAZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19529784 | PA      | $19258355.27  | 0.08%             | 2049-08-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR  4.27% 05/15/47                         | TEACHERS INSUR & ANNUITY REGD 144A P/P 4.27000000                                                | CUSIP: 878091BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3360000 | PA      | $2787964.34   | 0.01%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03369 6.5% 01/01/35                           | FREDDIE MAC GOLD POOL P#G03369 6.50000000                                                        | CUSIP: 3128M5CE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24518 | PA      | $25381.49     | 0.00%             | 2035-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1284 3% 09/20/43                           | GINNIE MAE II POOL P#MA1284 3.00000000                                                           | CUSIP: 36179NM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    309399 | PA      | $283742.80    | 0.00%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#928670 7% 09/01/37                              | FANNIE MAE POOL UMBS P#928670 7.00000000                                                         | CUSIP: 31412LW71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18165 | PA      | $18965.08     | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 05/15/44                           | UNITED STATES TREASURY BOND 3.37500000                                                           | CUSIP: 912810RG5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9980000 | PA      | $8328621.88   | 0.04%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHR 2722 PF V/R 12/15/33                               | FREDDIE MAC REMICS SER 2722 CL PF V/R 5.08656000                                                 | CUSIP: 31394NG93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48445 | PA      | $48536.22     | 0.00%             | 2033-12-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC  5.807% 09/12/28                         | MITSUBISHI HC FIN AMER REGD 144A P/P 5.80700000                                                  | CUSIP: 606790AB9<br>LEI: 3538008O2MCHLB9FAL82 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1865492.32   | 0.01%             | 2028-09-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8064 4% 05/01/50                              | FREDDIE MAC POOL UMBS P#SD8064 4.00000000                                                        | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    315206 | PA      | $300137.26    | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7706 3% 11/20/51                           | GINNIE MAE II POOL P#MA7706 3.00000000                                                           | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    362445 | PA      | $323867.57    | 0.00%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 3147 PO ZCP 04/15/36                               | FREDDIE MAC REMICS SER 3147 CL PO ZCP 0.00000000                                                 | CUSIP: 31396NLC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13934 | PA      | $12793.08     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERAL 5.25% 02/19/27                         | SOCIETE GENERALE REGD 144A P/P MTN 5.25000000                                                    | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2861000 | PA      | $2891941.17   | 0.01%             | 2027-02-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C03520 4% 09/01/40                             | FREDDIE MAC GOLD POOL P#C03520 4.00000000                                                        | CUSIP: 31292K4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    184968 | PA      | $180686.85    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERAL 7.2% 12/12/28                         | CANTOR FITZGERALD LP REGD 144A P/P 7.20000000                                                    | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |  11915000 | PA      | $12729958.83  | 0.05%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#753174 4% 12/01/33                              | FANNIE MAE POOL UMBS P#753174 4.00000000                                                         | CUSIP: 31403MXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18087 | PA      | $17792.50     | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ3977 4.42% 06/01/32                           | FANNIE MAE POOL UMBS P#BZ3977 4.42000000                                                         | CUSIP: 3140NYM32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7000000 | PA      | $7010251.36   | 0.03%             | 2032-06-01      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| RAISA 2023-1A 7.119% 10/25/30                          | BASTION FUNDING I LLC SER 2023-1A CL A2 REGD 144A P/P 7.11900000                                 | CUSIP: 07030UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4250357 | PA      | $4284499.64   | 0.02%             | 2038-04-25      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#QY1310 6.5% 04/01/55                            | FREDDIE MAC POOL UMBS P#QY1310 6.50000000                                                        | CUSIP: 31426KN44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3094296 | PA      | $3290267.89   | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.5% 03/01/42                         | CHARTER COMM OPT LLC/CAP REGD 3.50000000                                                         | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8745000 | PA      | $6298550.05   | 0.03%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2010-49 SC V/R 03/25/40                            | FANNIE MAE REMICS SER 2010-49_  CL SC V/R 3.71898000                                             | CUSIP: 31398P5R6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67654 | PA      | $66977.20     | 0.00%             | 2040-03-25      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| FNR 2003-74 SH V/R 08/25/33                            | FANNIE MAE REMICS SER 2003-74 CL SH V/R 2.12308200                                               | CUSIP: 31393EBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5054 | PA      | $4530.08      | 0.00%             | 2033-08-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1998 5% 06/20/44                           | GINNIE MAE II POOL P#MA1998 5.00000000                                                           | CUSIP: 36179QGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    252938 | PA      | $259486.27    | 0.00%             | 2044-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7704 2% 11/20/51                           | GINNIE MAE II POOL P#MA7704 2.00000000                                                           | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12677635 | PA      | $10480831.36  | 0.04%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 2988 AF V/R 06/15/35                               | FREDDIE MAC REMICS SER 2988 CL AF V/R 4.78656000                                                 | CUSIP: 31395UVT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27885 | PA      | $27639.70     | 0.00%             | 2035-06-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4260 1.5% 02/01/36                            | FANNIE MAE POOL UMBS P#MA4260 1.50000000                                                         | CUSIP: 31418DWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2619493 | PA      | $2350363.57   | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-2A C 6.7% 04/15/28                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2 SER 2024-2A CL C REGD 144A P/P 6.70000000               | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13334000 | PA      | $13815045.38  | 0.06%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| FHR 3404 SC V/R 01/15/38                               | FREDDIE MAC REMICS SER 3404 CL SC V/R 1.51344000                                                 | CUSIP: 31397PTW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107095 | PA      | $10157.62     | 0.00%             | 2038-01-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.4% 02/15/34                                 | AT&T INC REGD 5.40000000                                                                         | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $8158858.33   | 0.03%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4356 2.5% 06/01/51                            | FANNIE MAE POOL UMBS P#MA4356 2.50000000                                                         | CUSIP: 31418DZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11676507 | PA      | $9917296.92   | 0.04%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4128 2% 09/01/40                              | FANNIE MAE POOL UMBS P#MA4128 2.00000000                                                         | CUSIP: 31418DSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1197484 | PA      | $1052693.75   | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 5.25% 07/10/30                         | DELTA AIR LINES INC REGD 5.25000000                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   6225000 | PA      | $6350696.57   | 0.03%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CGCMT 2016-P6 A5 V/R 11/10/26                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P6 SER 2016-P6 CL A5 V/R REGD 3.72000000                | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2783000 | PA      | $2719969.22   | 0.01%             | 2049-12-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/30                         | BANK OF AMERICA CORP REGD V/R MTN 3.19400000                                                     | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11108000 | PA      | $10699196.83  | 0.04%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q20356 3% 07/01/43                             | FREDDIE MAC GOLD POOL P#Q20356 3.00000000                                                        | CUSIP: 3132JMMD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9361 | PA      | $8612.70      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6338 3% 12/20/49                           | GINNIE MAE II POOL P#MA6338 3.00000000                                                           | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5347751 | PA      | $4799354.89   | 0.02%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 05/15/51                           | UNITED STATES TREASURY BOND 2.37500000                                                           | CUSIP: 912810SX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  72825000 | PA      | $46852646.85  | 0.20%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SFUEL 2025-AA A 4.5% 10/20/27                          | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED  SER 2025-AA CL A4 REGD 144A P/P 4.50000000           | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3800000 | PA      | $3831468.18   | 0.02%             | 2029-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 4012 FN V/R 03/15/42                               | FREDDIE MAC REMICS SER 4012 CL FN V/R 4.98656000                                                 | CUSIP: 3137AMMX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275731 | PA      | $273244.02    | 0.00%             | 2042-03-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#902955 V/R 12/01/36                             | FANNIE MAE POOL UMBS P#902955 V/R 6.26000000                                                     | CUSIP: 31411BE41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10342 | PA      | $10529.40     | 0.00%             | 2036-12-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.663% 06/15/51                              | AMGEN INC REGD SER WI 4.66300000                                                                 | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1070096.90   | 0.00%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 05/27/31                         | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.22200000                                              | CUSIP: 22535WAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   8326000 | PA      | $8541063.25   | 0.04%             | 2031-05-27      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| UMBS P#995245 5% 01/01/39                              | FANNIE MAE POOL UMBS P#995245 5.00000000                                                         | CUSIP: 31416BTA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    691333 | PA      | $705780.01    | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM5430 5% 01/01/49                              | FANNIE MAE POOL UMBS P#BM5430 5.00000000                                                         | CUSIP: 3140JAA81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2892408 | PA      | $2926520.68   | 0.01%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785021 4% 05/20/47                           | GINNIE MAE II POOL P#785021 4.00000000                                                           | CUSIP: 3622AAPE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    122466 | PA      | $116954.33    | 0.00%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2011-137 WA V/R 07/20/40                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-137 CL WA V/R 5.58417000                       | CUSIP: 38377YX39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83011 | PA      | $85918.11     | 0.00%             | 2040-07-20      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB 4.25% 08/21/28                         | COREBRIDGE GLOB FUNDING REGD 144A P/P MTN 4.25000000                                             | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   3809000 | PA      | $3810635.66   | 0.02%             | 2028-08-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.1% 01/15/29                         | PACIFIC GAS & ELECTRIC REGD 6.10000000                                                           | CUSIP: 694308KL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    975000 | PA      | $1019954.47   | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FHR 2388 FB V/R 01/15/29                               | FREDDIE MAC REMICS SER 2388 CL FB V/R 5.08656000                                                 | CUSIP: 31339M2J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2022 | PA      | $2020.48      | 0.00%             | 2029-01-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT2262 3% 06/01/48                              | FREDDIE MAC POOL UMBS P#ZT2262 3.00000000                                                        | CUSIP: 3132AEQP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9192495 | PA      | $8113359.26   | 0.03%             | 2048-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL3316 3.5% 03/01/43                            | FANNIE MAE POOL UMBS P#AL3316 3.50000000                                                         | CUSIP: 3138EKVJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    533341 | PA      | $503244.11    | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3803 3.5% 07/20/46                         | GINNIE MAE II POOL P#MA3803 3.50000000                                                           | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2659484 | PA      | $2458136.44   | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL  5% 09/30/35                         | ENEL FINANCE INTL NV REGD 144A P/P 5.00000000                                                    | CUSIP: 29278GBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   4825000 | PA      | $4754639.58   | 0.02%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.45% 04/01/44                         | WESTERN MIDSTREAM OPERAT REGD 5.45000000                                                         | CUSIP: 958254AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3470000 | PA      | $3145989.27   | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMAC 3.175% 07/09/50                         | TAKEDA PHARMACEUTICAL REGD 3.17500000                                                            | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   3788000 | PA      | $2563931.13   | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| FHR 2095 PE 6% 11/15/28                                | FREDDIE MAC REMICS SER 2095 CL PE 6.00000000                                                     | CUSIP: 3133TGWC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3974 | PA      | $4039.88      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FMR LLC 6.45% 11/15/39                                 | FMR LLC REGD P/P 6.45000000                                                                      | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    258000 | PA      | $286059.43    | 0.00%             | 2039-11-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| FHR 3546 A V/R 02/15/39                                | FREDDIE MAC REMICS SER 3546 CL A V/R 6.24617100                                                  | CUSIP: 31398E3W2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20653 | PA      | $20999.62     | 0.00%             | 2039-02-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2 A 4.29% 10/15/26                          | DRIVE AUTO RECEIVABLES TRUST 2025-2 SER 2025-2 CL A2 REGD 4.29000000                             | CUSIP: 262103AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8606000 | PA      | $8606953.54   | 0.04%             | 2028-10-16      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 4.65% 08/15/44                         | ELEVANCE HEALTH INC REGD 4.65000000                                                              | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    395000 | PA      | $350343.47    | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHR 2990 WP V/R 06/15/35                               | FREDDIE MAC REMICS SER 2990 CL WP V/R 5.45267500                                                 | CUSIP: 31395V4V8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       206 | PA      | $211.00       | 0.00%             | 2035-06-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4451 3.5% 05/20/47                         | GINNIE MAE II POOL P#MA4451 3.50000000                                                           | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3055941 | PA      | $2837411.99   | 0.01%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNA 2022-M3 A2 V/R 11/25/31                            | FANNIE MAE-ACES SER 2022-M3 CL A2 V/R 1.76400000                                                 | CUSIP: 3136BLW22<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13600000 | PA      | $11708022.40  | 0.05%             | 2031-11-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q13237 3.5% 11/01/42                           | FREDDIE MAC GOLD POOL P#Q13237 3.50000000                                                        | CUSIP: 3132HPS21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    968668 | PA      | $915414.03    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-46 KB 1.25% 06/25/50                          | FANNIE MAE REMICS SER 2020-46 CL KB 1.25000000                                                   | CUSIP: 3136BAYP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16189947 | PA      | $12660192.23  | 0.05%             | 2050-06-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM8475 3.45% 04/01/35                           | FANNIE MAE POOL UMBS P#AM8475 3.45000000                                                         | CUSIP: 3138L9MZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1613909 | PA      | $1509209.02   | 0.01%             | 2035-04-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/30/41                         | WELLS FARGO & COMPANY REGD V/R 3.06800000                                                        | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11410000 | PA      | $8857438.20   | 0.04%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.5% 06/15/47                                  | HCA INC REGD 5.50000000                                                                          | CUSIP: 404119BV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1864992.29   | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  5.85% 07/02/32                         | UNITED MEXICAN STATES REGD 5.85000000                                                            | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   4785000 | PA      | $4940034.00   | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO5032 3% 12/01/49                              | FANNIE MAE POOL UMBS P#BO5032 3.00000000                                                         | CUSIP: 3140K0SW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    171605 | PA      | $153634.58    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFI 5.15% 03/17/30                         | MACQUARIE AIRFINANCE HLD REGD 144A P/P 5.15000000                                                | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   4270000 | PA      | $4329692.98   | 0.02%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H04 B 1.65% 02/20/63                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H04 CL BA 1.65000000                           | CUSIP: 38375BK84<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5046 | PA      | $4799.97      | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/20/33                               | BNP PARIBAS REGD V/R P/P 3.13200000                                                              | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $500531.55    | 0.00%             | 2033-01-20      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY  7.5% 04/15/38                         | ENBRIDGE ENERGY PARTNERS REGD SER B 7.50000000                                                   | CUSIP: 29250RAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4949000 | PA      | $5840168.76   | 0.02%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL C 3.45% 08/15/27                         | CNA FINANCIAL CORP REGD 3.45000000                                                               | CUSIP: 126117AU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $810106.63    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G2539 V/R 10/01/36                            | FREDDIE MAC NON GOLD POOL P#1G2539 V/R 6.77700000                                                | CUSIP: 3128QSZC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10368 | PA      | $10577.95     | 0.00%             | 2036-10-01      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/F 6.375% 04/15/66                         | JBS USA HOLD/FOOD GRP/CO REGD 144A P/P 6.37500000                                                | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7683000 | PA      | $7898431.32   | 0.03%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.75% 08/15/42                         | PACIFIC GAS & ELECTRIC REGD 3.75000000                                                           | CUSIP: 694308HA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    376000 | PA      | $286099.30    | 0.00%             | 2042-08-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#784114 3.5% 02/20/46                         | GINNIE MAE II POOL P#784114 3.50000000                                                           | CUSIP: 3622A2SB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3976872 | PA      | $3694629.94   | 0.02%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 5.1% 09/15/45                         | WILLIAMS COMPANIES INC REGD 5.10000000                                                           | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4510000 | PA      | $4175137.24   | 0.02%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6709 2.5% 06/20/50                         | GINNIE MAE II POOL P#MA6709 2.50000000                                                           | CUSIP: 36179VN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1474222 | PA      | $1270714.76   | 0.01%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP /PREFERRED/                          | STATE STREET CORP /PREFERRED/ 0.00000000                                                         | CUSIP: 857477855<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     65000 | NS      | $1511900.00   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II P#787387 5.5% 04/20/54                         | GINNIE MAE II POOL P#787387 5.50000000                                                           | CUSIP: 3622ADCY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7984920 | PA      | $8081338.82   | 0.03%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#658481 V/R 09/01/33                             | FANNIE MAE POOL UMBS P#658481 V/R 5.99400000                                                     | CUSIP: 31390WRA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17721 | PA      | $17779.46     | 0.00%             | 2033-09-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0789 V/R 05/01/38                            | FREDDIE MAC NON GOLD POOL P#1Q0789 V/R 6.87100000                                                | CUSIP: 3128S42W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1851 | PA      | $1891.46      | 0.00%             | 2038-05-01      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C03490 4.5% 08/01/40                           | FREDDIE MAC GOLD POOL P#C03490 4.50000000                                                        | CUSIP: 31292K2X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    103280 | PA      | $103589.79    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2009-64 SN V/R 07/16/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-64 CL SN V/R 1.83859000                        | CUSIP: 38373A2C9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55150 | PA      | $3189.67      | 0.00%             | 2039-07-16      | Variable      | 1.84%                 | No            |                  2 | On Loan: No      |
| GNR 2009-75 MN 5.5% 09/20/39                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-75 CL MN 5.50000000                            | CUSIP: 38376CLY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    301003 | PA      | $316586.82    | 0.00%             | 2039-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-2 D 4.9% 09/17/29                           | DRIVE AUTO RECEIVABLES TRUST 2025-2 SER 2025-2 CL D REGD 4.90000000                              | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9895000 | PA      | $9887703.43   | 0.04%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOODGREEN 2017-R1 5% 10/20/51                          | GOODGREEN 2017-R1 REGD 144A 5.00000000                                                           | CUSIP: 38218AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    119092 | PA      | $118938.24    | 0.00%             | 2051-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPEL 6.036% 11/15/33                         | COLUMBIA PIPELINES OPCO REGD 144A P/P 6.03600000                                                 | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1067036.30   | 0.00%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7184 2% 02/20/51                           | GINNIE MAE II POOL P#MA7184 2.00000000                                                           | CUSIP: 36179V6V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1465576 | PA      | $1175335.75   | 0.00%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GMALT 2025-2 A 4.58% 05/22/28                          | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2 SER 2025-2 CL A3 REGD 4.58000000                    | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2363000 | PA      | $2384805.53   | 0.01%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CL7224 5% 09/20/49                           | GINNIE MAE II POOL P#CL7224 5.00000000                                                           | CUSIP: 3617YFAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2314141 | PA      | $2307108.29   | 0.01%             | 2049-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0112 6% 11/01/54                              | FREDDIE MAC POOL UMBS P#SL0112 6.00000000                                                        | CUSIP: 31427MDS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1082789 | PA      | $1126562.25   | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MNR ABS ISS 8.946% 12/15/38                            | MNR ABS ISSUER I LLC           2023-1 NT CL A-2 REGD 8.94600000                                  | CUSIP: 55317XAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4156633 | PA      | $4259596.64   | 0.02%             | 2038-12-15      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| FNR 2006-60 AK V/R 07/25/36                            | FANNIE MAE REMICS SER 2006-60 CL AK V/R 10.91796000                                              | CUSIP: 31395NUZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6221 | PA      | $7099.39      | 0.00%             | 2036-07-25      | Variable      | 10.92%                | No            |                  2 | On Loan: No      |
| FNR 2003-34 GE 6% 05/25/33                             | FANNIE MAE REMICS SER 2003-34 CL GE 6.00000000                                                   | CUSIP: 31393CAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26497 | PA      | $27505.90     | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q23740 4% 12/01/43                             | FREDDIE MAC GOLD POOL P#Q23740 4.00000000                                                        | CUSIP: 3132M3ZD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     64482 | PA      | $62629.56     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 02/02/35                         | HUNTINGTON BANCSHARES REGD V/R 5.70900000                                                        | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4765000 | PA      | $4966439.56   | 0.02%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-HY3 A1 V/R 07/25/27                          | TOWD POINT MORTGAGE TRUST 2019-HY3 SER 2019-HY3 CL A1A V/R REGD 144A P/P 5.27239000              | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    414093 | PA      | $414425.91    | 0.00%             | 2059-10-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 09/19/30                             | CITIGROUP INC REGD V/R 4.54200000                                                                | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3924000 | PA      | $3942259.71   | 0.02%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| MPLX LP 4.8% 02/15/31                                  | MPLX LP REGD 4.80000000                                                                          | CUSIP: 55336VCA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12261000 | PA      | $12335002.86  | 0.05%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 11/10/28                         | BANK OF AMERICA CORP REGD V/R 6.20400000                                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3126297.42   | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  2.986% 06/29/41                         | TOTALENERGIES CAP INTL REGD 2.98600000                                                           | CUSIP: 89153VAX7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $3032895.48   | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO 4.1% 01/15/42                         | ALABAMA POWER CO REGD 4.10000000                                                                 | CUSIP: 010392FG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $201053.89    | 0.00%             | 2042-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FNR 1997-81 PI 7% 12/18/27                             | FANNIE MAE REMICS SER 1997-81 CL PI 7.00000000                                                   | CUSIP: 31359RLD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       665 | PA      | $25.50        | 0.00%             | 2027-12-18      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| W CONTRA COSTA  6.25% 08/01/30                         | W CONTRA COSTA CA UNIF SCH DIS REGD N/C B/E 6.25000000                                           | CUSIP: 952347YH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    215000 | PA      | $234519.51    | 0.00%             | 2030-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GNR 2011-97 WA V/R 11/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-97 CL WA V/R 6.07826000                        | CUSIP: 38376LK65<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36699 | PA      | $37319.67     | 0.00%             | 2038-11-20      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-S2 2A 5.5% 06/25/34                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-S2 TRUST SER 2004-S2 CL 2A4 REGD 5.50000000  | CUSIP: 92922FQK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55358 | PA      | $55832.20     | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9873 2.5% 12/01/51                            | FANNIE MAE POOL UMBS P#FM9873 2.50000000                                                         | CUSIP: 3140XD6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11176931 | PA      | $9537920.41   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 09/11/27                              | ING GROEP NV REGD V/R 6.08300000                                                                 | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    923000 | PA      | $938765.46    | 0.00%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINAN 3.9% 01/25/28                         | BROOKFIELD FINANCE INC REGD 3.90000000                                                           | CUSIP: 11271LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    770000 | PA      | $764501.92    | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 01/31/29                            | UNITED STATES TREASURY NOTE 1.75000000                                                           | CUSIP: 91282CDW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  58475000 | PA      | $55014467.63  | 0.23%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNR 2007-62 SE V/R 07/25/37                            | FANNIE MAE REMICS SER 2007-62 CL SE V/R 5.32372500                                               | CUSIP: 31396WZQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11054 | PA      | $11895.34     | 0.00%             | 2037-07-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 7.507% 01/10/32                         | CVS PASS-THROUGH TRUST REGD   144A P/P 7.50700000                                                | CUSIP: 126650BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540068 | PA      | $575523.64    | 0.00%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| FHR 3607 BO ZCP 04/15/36                               | FREDDIE MAC REMICS SER 3607 CL BO ZCP 0.00000000                                                 | CUSIP: 31398LQM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38731 | PA      | $34076.56     | 0.00%             | 2036-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2512 8% 11/20/27                             | GINNIE MAE II POOL P#2512 8.00000000                                                             | CUSIP: 36202CYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       195 | PA      | $197.69       | 0.00%             | 2027-11-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TMST 2003-4 A1 V/R 09/25/43                            | THORNBURG MORTGAGE SECURITIES TRUST 2003-4 SER 2003-4 CL A1 V/R REGD 4.91239000                  | CUSIP: 885220DW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    144286 | PA      | $143379.05    | 0.00%             | 2043-09-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| WFCM 2015-P2  3.809% 12/15/25                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-P2 SER 2015-P2 CL A4 REGD 3.80900000                  | CUSIP: 95000AAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4205195 | PA      | $4194322.83   | 0.02%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5759 3.5% 02/01/51                            | FANNIE MAE POOL UMBS P#FS5759 3.50000000                                                         | CUSIP: 3140XMMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3977753 | PA      | $3686380.12   | 0.02%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3522 4% 03/20/46                           | GINNIE MAE II POOL P#MA3522 4.00000000                                                           | CUSIP: 36179R4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    283547 | PA      | $272336.76    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2008-18 FA V/R 03/25/38                            | FANNIE MAE REMICS SER 2008-18 CL FA V/R 5.37051000                                               | CUSIP: 31396YWQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12168 | PA      | $12261.89     | 0.00%             | 2038-03-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1A1085 V/R 08/01/36                            | FREDDIE MAC NON GOLD POOL P#1A1085 V/R 6.50400000                                                | CUSIP: 3128NFF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9598 | PA      | $9816.01      | 0.00%             | 2036-08-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8236 3.5% 08/01/52                            | FREDDIE MAC POOL UMBS P#SD8236 3.50000000                                                        | CUSIP: 3132DWEH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9797759 | PA      | $8964033.72   | 0.04%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-CB2 3A 6% 08/25/34                           | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-CB2 TRUST SER 2004-CB2 CL 3A REGD 6.00000000 | CUSIP: 92922FTY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    193309 | PA      | $198344.15    | 0.00%             | 2034-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DB6813 6% 06/01/54                              | FANNIE MAE POOL UMBS P#DB6813 6.00000000                                                         | CUSIP: 3140AGSB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    925357 | PA      | $947642.97    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H07 FA V/R 05/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H07 CL FA V/R 5.06582000                       | CUSIP: 38375UHF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1595728 | PA      | $1597570.22   | 0.01%             | 2064-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4842 5.5% 12/01/52                            | FANNIE MAE POOL UMBS P#MA4842 5.50000000                                                         | CUSIP: 31418ELY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11449888 | PA      | $11612230.56  | 0.05%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY F 4.697% 06/15/40                         | SCE RECOVERY FUNDING LLC REGD SER A-1 4.69700000                                                 | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2158394 | PA      | $2127210.54   | 0.01%             | 2040-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FHR 3608 SC V/R 12/15/39                               | FREDDIE MAC REMICS SER 3608 CL SC V/R 1.76344000                                                 | CUSIP: 31398LQC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23202 | PA      | $1210.98      | 0.00%             | 2039-12-15      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| HERTZ 2022-2A  2.33% 06/25/27                          | HERTZ VEHICLE FINANCING LLC SER 2022-2A CL A REGD 144A P/P 2.33000000                            | CUSIP: 42806MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24903000 | PA      | $24174691.84  | 0.10%             | 2028-06-26      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#653815 7% 02/01/33                              | FANNIE MAE POOL UMBS P#653815 7.00000000                                                         | CUSIP: 31390RK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       470 | PA      | $472.50       | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W8 2A 7% 10/25/42                             | FANNIE MAE TRUST 2003-W8 SER 2003-W8 CL 2A 7.00000000                                            | CUSIP: 31393CW82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54337 | PA      | $55887.85     | 0.00%             | 2042-10-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#781563 V/R 11/01/34                             | FANNIE MAE POOL UMBS P#781563 V/R 6.49900000                                                     | CUSIP: 31404XJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1074 | PA      | $1094.53      | 0.00%             | 2034-11-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| FHMS K091 A2 3.505% 03/25/29                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K091 CL A2 3.50500000           | CUSIP: 3137FLN91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2422000 | PA      | $2388514.64   | 0.01%             | 2029-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0967 2% 01/01/37                              | FREDDIE MAC POOL UMBS P#SB0967 2.00000000                                                        | CUSIP: 3132CXCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8176694 | PA      | $7583140.00   | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BRAVO 2025-CES2  V/R 07/26/55                          | BRAVO RESIDENTIAL FUNDING TRUST 2025-CES2 SER 2025-CES2 CL A1 V/R REGD 144A P/P 4.96000000       | CUSIP: 10568RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6700000 | PA      | $6695653.71   | 0.03%             | 2055-07-26      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN 4.6% 12/15/44                         | EASTERN GAS TRAN REGD SER * 4.60000000                                                           | CUSIP: 276480AD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1134520.56   | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67700 3.5% 08/01/46                           | FREDDIE MAC GOLD POOL P#G67700 3.50000000                                                        | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2567301 | PA      | $2405499.35   | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFCRE 2017-C8 3.304% 03/15/27                          | CFCRE COMMERCIAL MORTGAGE TRUST 2017-C8 SER 2017-C8 CL A3 REGD 3.30480000                        | CUSIP: 12532CAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20213528 | PA      | $19923409.11  | 0.08%             | 2050-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHR 3531 SA V/R 05/15/39                               | FREDDIE MAC REMICS SER 3531 CL SA V/R 1.81344000                                                 | CUSIP: 31398CVT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41583 | PA      | $3663.70      | 0.00%             | 2039-05-15      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CO 4.1% 09/15/67                         | UNION PACIFIC CORP REGD 4.10000000                                                               | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152195.87    | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0345 3% 10/01/43                              | FANNIE MAE POOL UMBS P#BF0345 3.00000000                                                         | CUSIP: 3140FXL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4971910 | PA      | $4531381.16   | 0.02%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0462 3.5% 10/20/42                         | GINNIE MAE II POOL P#MA0462 3.50000000                                                           | CUSIP: 36179MQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1549553 | PA      | $1471051.65   | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCI 4.75% 04/08/32                         | SAMMONS FINANCIAL GROUP REGD 144A P/P 4.75000000                                                 | CUSIP: 79588TAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4878398.75   | 0.02%             | 2032-04-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INT 6.8% 09/15/37                         | ENEL FINANCE INTL NV REGD P/P 6.80000000                                                         | CUSIP: 29268BAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2425000 | PA      | $2724322.16   | 0.01%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/41                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834JP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  89419967 | PA      | $43102319.80  | 0.18%             | 2041-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.7% 02/10/53                               | INTEL CORP REGD 5.70000000                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2475000 | PA      | $2393506.52   | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/ 3% 05/15/32                         | JBS USA HOLD/FOOD/LUX CO REGD 3.00000000                                                         | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   7450000 | PA      | $6665322.05   | 0.03%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHAMS 2007-FA4 1 V/R 08/25/37                          | FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUS SER 2007-FA4 CL 1A2 V/R REGD 1.37761000       | CUSIP: 32052WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    512185 | PA      | $43163.25     | 0.00%             | 2037-08-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| MINERA MEXICO  5.625% 02/12/32                         | MINERA MEXICO SA DE CV REGD 144A P/P 5.62500000                                                  | CUSIP: 60284MAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1558000 | PA      | $1605519.00   | 0.01%             | 2032-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 5.65% 02/22/64                         | BRISTOL-MYERS SQUIBB CO REGD 5.65000000                                                          | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2434684.83   | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0025 V/R 02/01/36                            | FREDDIE MAC NON GOLD POOL P#1Q0025 V/R 6.52900000                                                | CUSIP: 3128S4A23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3922 | PA      | $4053.91      | 0.00%             | 2036-02-01      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| FNR 2007-76 ZG 6% 08/25/37                             | FANNIE MAE REMICS SER 2007-76 CL ZG 6.00000000                                                   | CUSIP: 31396WZ90<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12503 | PA      | $12836.56     | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 2296 PD 7% 03/15/31                                | FREDDIE MAC REMICS SER 2296 CL PD 7.00000000                                                     | CUSIP: 3133TRUS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3676 | PA      | $3820.39      | 0.00%             | 2031-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 11/30/26                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CLY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  30815000 | PA      | $30996760.43  | 0.13%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CAALT 2022-3A  8.45% 06/15/26                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2022-3 SER 2022-3A CL C REGD 144A P/P 8.45000000               | CUSIP: 22534QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9500000 | PA      | $9577527.60   | 0.04%             | 2033-02-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS  4.9% 10/10/30                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.90000000                                                | CUSIP: 05401ABA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4605000 | PA      | $4630195.94   | 0.02%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.95% 09/15/54                                 | HCA INC REGD 5.95000000                                                                          | CUSIP: 404121AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1297149.32   | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUD 2.375% 08/20/30                         | GOVT OF BERMUDA REGD 144A P/P 2.37500000                                                         | CUSIP: 085209AG9<br>LEI: N/A                  | Long             | DBT              | USGA              | BM        |   1765000 | PA      | $1607915.00   | 0.01%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CL1820 3.5% 02/20/52                         | GINNIE MAE II POOL P#CL1820 3.50000000                                                           | CUSIP: 3617Y9AV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2498409 | PA      | $2289602.38   | 0.01%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q13205 3% 11/01/42                             | FREDDIE MAC GOLD POOL P#Q13205 3.00000000                                                        | CUSIP: 3132HPR22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2418066 | PA      | $2227946.20   | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR 2005-AR6 3A1 V/R 09/25/35                          | GSR MORTGAGE LOAN TRUST 2005-AR6 SER 2005-AR6 CL 3A1 V/R REGD 4.63217500                         | CUSIP: 362341RZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2092 | PA      | $1909.15      | 0.00%             | 2035-09-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#303532 V/R 03/01/29                             | FANNIE MAE POOL UMBS P#303532 V/R 4.45000000                                                     | CUSIP: 31373UED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       202 | PA      | $199.77       | 0.00%             | 2029-03-01      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FHR 2929 MS V/R 02/15/35                               | FREDDIE MAC REMICS SER 2929 CL MS V/R 8.41913600                                                 | CUSIP: 31395MB65<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12946 | PA      | $13886.16     | 0.00%             | 2035-02-15      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q04097 4% 10/01/41                             | FREDDIE MAC GOLD POOL P#Q04097 4.00000000                                                        | CUSIP: 3132GKGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1170766 | PA      | $1140039.16   | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRI 4.3% 12/01/28                         | AMERICAN ELECTRIC POWER REGD SER J 4.30000000                                                    | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2844743.95   | 0.01%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7615 2% 06/01/36                              | FANNIE MAE POOL UMBS P#FM7615 2.00000000                                                         | CUSIP: 3140XBN97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5630118 | PA      | $5231637.87   | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.05% 06/01/41                         | ENERGY TRANSFER LP REGD 6.05000000                                                               | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2037169.30   | 0.01%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GNR 2009-33 CI 5.5% 05/20/39                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-33 CL CI 5.50000000                            | CUSIP: 38374UKD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11502 | PA      | $749.58       | 0.00%             | 2039-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8800 5% 04/20/53                           | GINNIE MAE II POOL P#MA8800 5.00000000                                                           | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2348784 | PA      | $2346844.50   | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 03/31/29                           | UNITED STATES TREASURY NOTE 2.37500000                                                           | CUSIP: 91282CEE7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  41935000 | PA      | $40182247.84  | 0.17%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FHR 1890 H 7.5% 09/15/26                               | FREDDIE MAC REMICS SER 1890 CL H 7.50000000                                                      | CUSIP: 3133T85L7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        55 | PA      | $54.64        | 0.00%             | 2026-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME  5.125% 04/15/35                         | REALTY INCOME CORP REGD 5.12500000                                                               | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  15815000 | PA      | $16081946.60  | 0.07%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 8.353% 07/10/31                         | CVS PASS-THROUGH TRUST REGD   144A P/P 8.35300000                                                | CUSIP: 126659AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538577 | PA      | $588093.38    | 0.00%             | 2031-07-10      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 06/02/28                         | WELLS FARGO & COMPANY REGD V/R MTN 2.39300000                                                    | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2794802.65   | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY L 3.25% 10/15/26                         | VENTAS REALTY LP REGD 3.25000000                                                                 | CUSIP: 92277GAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $319626.70    | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL4333 2.52% 11/01/29                           | FANNIE MAE POOL UMBS P#BL4333 2.52000000                                                         | CUSIP: 3140HVY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13428913 | PA      | $12645545.33  | 0.05%             | 2029-11-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| GNR 2017-H14 FV V/R 06/20/67                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H14 CL FV V/R 4.96582000                       | CUSIP: 38376R5A0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1401776 | PA      | $1401921.04   | 0.01%             | 2067-06-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5986 2.5% 02/01/52                            | FANNIE MAE POOL UMBS P#FS5986 2.50000000                                                         | CUSIP: 3140XMUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12748254 | PA      | $10889427.75  | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BXGNT 2022-A C 5.35% 09/28/37                          | BXG RECEIVABLES NOTE TRUST 2022-A SER 2022-A CL C REGD 144A P/P 5.35000000                       | CUSIP: 12434KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4187091 | PA      | $4126034.21   | 0.02%             | 2037-09-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINA 4.2% 10/29/25                         | CAPITAL ONE FINANCIAL CO REGD 4.20000000                                                         | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400000.00    | 0.00%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8245 4.5% 09/01/52                            | FREDDIE MAC POOL UMBS P#SD8245 4.50000000                                                        | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16022620 | PA      | $15624944.83  | 0.07%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1576 5% 01/01/48                              | FANNIE MAE POOL UMBS P#CA1576 5.00000000                                                         | CUSIP: 3140Q8XE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    330369 | PA      | $333834.01    | 0.00%             | 2048-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 3386 KF V/R 11/15/37                               | FREDDIE MAC REMICS SER 3386 CL KF V/R 5.16656000                                                 | CUSIP: 31397PBU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    188683 | PA      | $188940.23    | 0.00%             | 2037-11-15      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.25% 01/15/33                            | COMCAST CORP REGD 4.25000000                                                                     | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   3107000 | PA      | $3043798.40   | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMCC 2007-LD12  V/R 09/15/27                          | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST  SER 2007-LD12 CL X V/R REGD 0.00000000     | CUSIP: 46632HAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    103393 | PA      | $1.03         | 0.00%             | 2051-02-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| IMSA 2003-2 A1 5.5% 08/25/33                           | IMPAC SECURED ASSETS CMN OWNER TRUST SER 2003-2 CL A1 REGD 5.50000000                            | CUSIP: 45254TMS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29696 | PA      | $22509.01     | 0.00%             | 2033-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#782212 7.5% 10/15/37                            | GINNIE MAE I POOL P#782212 7.50000000                                                            | CUSIP: 36241KN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10571 | PA      | $11064.74     | 0.00%             | 2037-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHR 2418 FO V/R 02/15/32                               | FREDDIE MAC REMICS SER 2418 CL FO V/R 5.38656000                                                 | CUSIP: 31339D2Z0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5229 | PA      | $5250.51      | 0.00%             | 2032-02-15      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0651 3% 09/01/50                              | FREDDIE MAC POOL UMBS P#SD0651 3.00000000                                                        | CUSIP: 3132DMWL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    884941 | PA      | $792470.91    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 3029 SO ZCP 09/15/35                               | FREDDIE MAC REMICS SER 3029 CL SO ZCP 0.00000000                                                 | CUSIP: 31396AH64<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8093 | PA      | $7509.39      | 0.00%             | 2035-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#900197 V/R 10/01/36                             | FANNIE MAE POOL UMBS P#900197 V/R 6.85700000                                                     | CUSIP: 31410XDA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34564 | PA      | $36020.23     | 0.00%             | 2036-10-01      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 01/31/27                             | UNITED STATES TREASURY NOTE 1.50000000                                                           | CUSIP: 912828Z78<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    822000 | PA      | $798752.81    | 0.00%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/01/34                         | JPMORGAN CHASE & CO REGD V/R 5.35000000                                                          | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3751046.28   | 0.02%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-1A  5.23% 06/15/26                          | LAD AUTO RECEIVABLES TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.23000000                     | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1953656 | PA      | $1958411.15   | 0.01%             | 2028-01-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| YGRENE ENERGY 12.5% 01/25/2026                         | YGRENE ENERGY FUND INC  REGD 12.50000000                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |    461864 | PA      | $377111.65    | 0.00%             | 2026-01-25      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| GNMA II P#MA8428 5% 11/20/52                           | GINNIE MAE II POOL P#MA8428 5.00000000                                                           | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1853283 | PA      | $1854519.49   | 0.01%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS  5.1% 09/15/35                         | SOUTHERN CO GAS CAPITAL REGD SER B 5.10000000                                                    | CUSIP: 8426EPAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1318437.55   | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 7.008% 05/01/64                          | BOEING CO/THE REGD SER WI 7.00800000                                                             | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1458643.22   | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| FNR 2013-136 QB 3.5% 03/25/42                          | FANNIE MAE REMICS SER 2013-136 CL QB 3.50000000                                                  | CUSIP: 3136AHWC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    474225 | PA      | $450395.05    | 0.00%             | 2042-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 6.44% 01/26/36                             | CODELCO INC REGD 144A P/P 6.44000000                                                             | CUSIP: 21987BBK3<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   2076000 | PA      | $2243874.43   | 0.01%             | 2036-01-26      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS5263 3.5% 06/01/45                            | FANNIE MAE POOL UMBS P#AS5263 3.50000000                                                         | CUSIP: 3138WEZ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    557467 | PA      | $523849.91    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AV0606 4% 11/01/43                              | FANNIE MAE POOL UMBS P#AV0606 4.00000000                                                         | CUSIP: 3138XBU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    820887 | PA      | $797356.68    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AX7276 3.5% 12/01/29                            | FANNIE MAE POOL UMBS P#AX7276 3.50000000                                                         | CUSIP: 3138Y9CN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    404922 | PA      | $399636.51    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-43 FL V/R 05/25/37                            | FANNIE MAE REMICS SER 2007-43 CL FL V/R 4.77051000                                               | CUSIP: 31396VVL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16077 | PA      | $15877.45     | 0.00%             | 2037-05-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FNGT 2004-T3 1A3 7% 02/25/44                           | FANNIE MAE GRANTOR TRUST 2004-T3 SER 2004-T3 CL 1A3 7.00000000                                   | CUSIP: 31393YU78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59423 | PA      | $61284.74     | 0.00%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MARS INC 5.65% 05/01/45                                | MARS INC REGD 144A P/P 5.65000000                                                                | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4843885.01   | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3937 3% 02/01/50                              | FANNIE MAE POOL UMBS P#MA3937 3.00000000                                                         | CUSIP: 31418DLT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3557221 | PA      | $3162284.86   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#995108 V/R 11/01/37                             | FANNIE MAE POOL UMBS P#995108 V/R 6.21100000                                                     | CUSIP: 31416BNZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7136 | PA      | $7329.99      | 0.00%             | 2037-11-01      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CO 4.567% 07/16/27                         | NTT FINANCE CORP REGD 144A P/P 4.56700000                                                        | CUSIP: 62954WAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   3982000 | PA      | $4010715.04   | 0.02%             | 2027-07-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 5.094% 10/01/49                            | NEW YORK NY REGD N/C B/E 5.09400000                                                              | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1335000 | PA      | $1276050.00   | 0.01%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GNR 2004-28 S V/R 04/16/34                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-28 CL S V/R 7.94362000                         | CUSIP: 38374GDC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10986 | PA      | $12130.68     | 0.00%             | 2034-04-16      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES  3.461% 07/12/49                         | TOTALENERGIES CAP INTL REGD 3.46100000                                                           | CUSIP: 89153VAU3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1905000 | PA      | $1393616.89   | 0.01%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.4% 06/15/33                         | PACIFIC GAS & ELECTRIC REGD 6.40000000                                                           | CUSIP: 694308KM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1483422.84   | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FORDF 2024-3 A1 4.3% 09/15/27                          | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2024-3 CL A1 REGD 144A P/P 4.30000000             | CUSIP: 34528QJK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12825000 | PA      | $12882177.70  | 0.05%             | 2029-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BSARM 2004-2 14A V/R 05/25/34                          | BEAR STEARNS ARM TRUST 2004-2 SER 2004-2 CL 14A V/R REGD 4.50730700                              | CUSIP: 07384MM66<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18839 | PA      | $17523.56     | 0.00%             | 2034-05-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 05/15/44                           | UNITED STATES TREASURY BOND 4.62500000                                                           | CUSIP: 912810UB2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  95361000 | PA      | $94664417.46  | 0.40%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNR 2009-22 SA V/R 04/20/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-22 CL SA V/R 2.02008000                        | CUSIP: 38374TRY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79296 | PA      | $6031.46      | 0.00%             | 2039-04-20      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| FHLMC P#782980 V/R 01/01/35                            | FREDDIE MAC NON GOLD POOL P#782980 V/R 6.50000000                                                | CUSIP: 31349UJZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12014 | PA      | $12352.13     | 0.00%             | 2035-01-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-37T1  V/R 09/25/35                          | ALTERNATIVE LOAN TRUST 2005-37T1 SER 2005-37T1 CL A2 V/R REGD 0.77761000                         | CUSIP: 12667G2U6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1228768 | PA      | $88406.94     | 0.00%             | 2035-09-25      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES &  6.5% 06/04/29                         | F&G ANNUITIES & LIFE INC REGD 6.50000000                                                         | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    950000 | PA      | $990477.03    | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-1 A1 V/R 05/25/24                            | TOWD POINT MORTGAGE TRUST 2018-1 SER 2018-1 CL A1 V/R REGD 144A P/P 3.00000000                   | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500636 | PA      | $496090.73    | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| FSPC T-76 2A V/R 10/25/37                              | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-76 CL 2A V/R 2.20309500                   | CUSIP: 31397KYA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    542906 | PA      | $496143.94    | 0.00%             | 2037-10-25      | Variable      | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA  4.911% 09/01/27                         | SOUTH BOW USA INFRA HLDS REGD 4.91100000                                                         | CUSIP: 83007CAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $781634.45    | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| FHR 2064 TE 7% 06/15/28                                | FREDDIE MAC REMICS SER 2064 CL TE 7.00000000                                                     | CUSIP: 3133TELZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       106 | PA      | $107.57       | 0.00%             | 2028-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAMLL 2024-FRR4  V/R 01/27/26                          | BAMLL RE-REMIC TRUST 2024-FRR4 SER 2024-FRR4 CL C V/R REGD 144A P/P 1.95095000                   | CUSIP: 05493VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9716000 | PA      | $9542743.32   | 0.04%             | 2048-11-27      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| NGC 2024-1A A1 V/R 07/20/37                            | NGC 2024-I LTD SER 2024-1A CL A1 V/R REGD 144A P/P 5.92549000                                    | CUSIP: 652927AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  29750000 | PA      | $29837584.00  | 0.13%             | 2037-07-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE 6.875% 09/19/33                         | SANTOS FINANCE LTD REGD 144A P/P 6.87500000                                                      | CUSIP: 803014AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   3160000 | PA      | $3475295.32   | 0.01%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#888707 7.5% 10/01/37                            | FANNIE MAE POOL UMBS P#888707 7.50000000                                                         | CUSIP: 31410GKU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44935 | PA      | $47507.25     | 0.00%             | 2037-10-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0317 3% 08/20/42                           | GINNIE MAE II POOL P#MA0317 3.00000000                                                           | CUSIP: 36179MK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1400516 | PA      | $1295648.26   | 0.01%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 6% 06/15/48                         | ENERGY TRANSFER LP REGD SER 30Y 6.00000000                                                       | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985540.59    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 3171 MO ZCP 06/15/36                               | FREDDIE MAC REMICS SER 3171 CL MO ZCP 0.00000000                                                 | CUSIP: 31396TUG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17814 | PA      | $16218.60     | 0.00%             | 2036-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#695533 8% 06/01/27                              | FANNIE MAE POOL UMBS P#695533 8.00000000                                                         | CUSIP: 31400RV24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       663 | PA      | $665.29       | 0.00%             | 2027-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQU 4.5% 05/15/30                         | SABINE PASS LIQUEFACTION REGD SER WI 4.50000000                                                  | CUSIP: 785592AX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3320000 | PA      | $3331580.82   | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#889705 5.5% 06/01/38                            | FANNIE MAE POOL UMBS P#889705 5.50000000                                                         | CUSIP: 31410KNW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39260 | PA      | $40835.55     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/10/28                              | BARCLAYS PLC REGD V/R 4.83700000                                                                 | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2450000 | PA      | $2474788.05   | 0.01%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-RC1 3.631% 12/15/25                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1 SER 2017-RC1 CL A4 REGD 3.63100000                | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9912810.00   | 0.04%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C32 3.72% 12/15/26                          | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C32 CL A4 REGD 3.72000000         | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8436000 | PA      | $8369925.03   | 0.04%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CAS 2025-R04 1A1 V/R 05/25/45                          | CONNECTICUT AVENUE SECURITIES TRUST 2025-R04 SER 2025-R04 CL 1A1 V/R REGD 144A P/P 5.35603000    | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4448799 | PA      | $4453623.81   | 0.02%             | 2045-05-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT2265 4% 08/01/48                              | FREDDIE MAC POOL UMBS P#ZT2265 4.00000000                                                        | CUSIP: 3132AEQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     93077 | PA      | $89431.01     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.858% 05/01/54                          | BOEING CO/THE REGD SER WI 6.85800000                                                             | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4915000 | PA      | $5606555.74   | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| FHR 3225 EO ZCP 10/15/36                               | FREDDIE MAC REMICS SER 3225 CL EO ZCP 0.00000000                                                 | CUSIP: 31397BQR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13701 | PA      | $11227.92     | 0.00%             | 2036-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2021-B2 2.263% 02/15/31                          | BENCHMARK 2021-B24 MORTGAGE TRUST SER 2021-B24 CL A4 REGD 2.26380000                             | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $13594126.50  | 0.06%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMB 4.814% 10/01/14                         | DIST OF COLUMBIA WTR & SWR AUT REGD N/C B/E 4.81400000                                           | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    875000 | PA      | $766493.09    | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| HART 2025-C A3 3.88% 12/15/28                          | HYUNDAI AUTO RECEIVABLES TRUST 2025-C SER 2025-C CL A3 REGD 3.88000000                           | CUSIP: 44935JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10405000 | PA      | $10393170.56  | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  4.65% 03/15/33                         | PUBLIC SERVICE ELECTRIC REGD MTN 4.65000000                                                      | CUSIP: 74456QCL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7255000 | PA      | $7293140.48   | 0.03%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL8708 1.4% 11/01/32                            | FANNIE MAE POOL UMBS P#BL8708 1.40000000                                                         | CUSIP: 3140J1VA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8500000 | PA      | $6993581.72   | 0.03%             | 2032-11-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER  6.125% 05/15/38                         | ALABAMA POWER CO REGD 6.12500000                                                                 | CUSIP: 010392EZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $239835.77    | 0.00%             | 2038-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#915645 V/R 02/01/37                             | FANNIE MAE POOL UMBS P#915645 V/R 6.63400000                                                     | CUSIP: 31411VHW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6771 | PA      | $6914.87      | 0.00%             | 2037-02-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4587 4% 06/20/47                           | GINNIE MAE II POOL P#MA4587 4.00000000                                                           | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2669043 | PA      | $2553572.35   | 0.01%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/27/28                         | BANK OF AMERICA CORP REGD V/R MTN 4.37600000                                                     | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4014415.84   | 0.02%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| FHR 2256 MC 7.25% 09/15/30                             | FREDDIE MAC REMICS SER 2256 CL MC 7.25000000                                                     | CUSIP: 3133TPS67<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2723 | PA      | $2833.70      | 0.00%             | 2030-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4322 4% 03/20/47                           | GINNIE MAE II POOL P#MA4322 4.00000000                                                           | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1555137 | PA      | $1488343.88   | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8571 6% 01/20/53                           | GINNIE MAE II POOL P#MA8571 6.00000000                                                           | CUSIP: 36179XQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1791392 | PA      | $1824976.70   | 0.01%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8183 2.5% 12/01/51                            | FREDDIE MAC POOL UMBS P#SD8183 2.50000000                                                        | CUSIP: 3132DWCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5010890 | PA      | $4245656.87   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-114 TI 3% 06/20/51                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-114 CL TI 3.00000000                           | CUSIP: 38382URT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6950337 | PA      | $889702.17    | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSFB 2003-21 1 5.25% 09/25/33                          | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP SER 2003-21 CL 1A4 REGD 5.25000000           | CUSIP: 22541QPB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14403 | PA      | $14408.40     | 0.00%             | 2033-09-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHLMC P#848431 V/R 02/01/36                            | FREDDIE MAC NON GOLD POOL P#848431 V/R 6.68700000                                                | CUSIP: 31300LLL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14248 | PA      | $14644.53     | 0.00%             | 2036-02-01      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 6.798% 11/07/28                         | FORD MOTOR CREDIT CO LLC REGD 6.79800000                                                         | CUSIP: 345397D59<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $454163.62    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-CP1 A1 V/R 08/25/37                          | NYMT LOAN TRUST 2024-CP1 SER 2024-CP1 CL A1 V/R REGD 144A P/P 3.75000000                         | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3714811 | PA      | $3447142.52   | 0.01%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04817 5% 09/01/38                             | FREDDIE MAC GOLD POOL P#G04817 5.00000000                                                        | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10196 | PA      | $10466.66     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYMETRA LIFE IN 6.55% 10/01/55                         | SYMETRA LIFE INSURANCE REGD 144A P/P 6.55000000                                                  | CUSIP: 87151KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4243480.48   | 0.02%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| FHR 3064 SG V/R 11/15/35                               | FREDDIE MAC REMICS SER 3064 CL SG V/R 5.04480000                                                 | CUSIP: 31396ERQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10685 | PA      | $11633.21     | 0.00%             | 2035-11-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MER 2.875% 09/01/50                         | HACKENSACK MERIDIAN HLTH REGD SER 2020 2.87500000                                                | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1292044.90   | 0.01%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 3.1% 03/15/30                                | ONEOK INC REGD 3.10000000                                                                        | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  13970000 | PA      | $13191941.27  | 0.06%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 11/30/27                           | UNITED STATES TREASURY NOTE 3.87500000                                                           | CUSIP: 91282CFZ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  61500000 | PA      | $61824316.56  | 0.26%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#888209 5.5% 05/01/36                            | FANNIE MAE POOL UMBS P#888209 5.50000000                                                         | CUSIP: 31410FYE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17044 | PA      | $17733.35     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9764 4.5% 02/01/46                            | FANNIE MAE POOL UMBS P#AL9764 4.50000000                                                         | CUSIP: 3138ERZ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2438575 | PA      | $2439692.25   | 0.01%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 09/10/27                         | GOLDMAN SACHS GROUP INC REGD V/R 1.54200000                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9234000 | PA      | $9006103.58   | 0.04%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERI 5.75% 03/01/54                         | AON NORTH AMERICA INC REGD 5.75000000                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1696931.27   | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRE 5.25% 03/15/30                         | AIRCASTLE / IRELAND DAC REGD 144A P/P 5.25000000                                                 | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2392201.87   | 0.01%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 5.375% 03/22/33                         | UNITED MEXICAN STATES REGD 5.37500000                                                            | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   4585000 | PA      | $4571245.00   | 0.02%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GNMA TBA 30YR TBA 5.5% NOV 25                          | GNMA TBA 30YR TBA 5.5% NOV 25  TO BE ANNOUNCED 5.50000000                                        | CUSIP: 21H0526B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9500000 | PA      | $9564021.93   | 0.04%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHR 3014 OD ZCP 08/15/35                               | FREDDIE MAC REMICS SER 3014 CL OD ZCP 0.00000000                                                 | CUSIP: 31395XBJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2653 | PA      | $2323.00      | 0.00%             | 2035-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 3.15% 02/21/40                               | AMGEN INC REGD 3.15000000                                                                        | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1574135.02   | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MARM 2004-3 4A2 V/R 04/25/34                           | MASTR ADJUSTABLE RATE MORTGAGES TRUST 2004-3 SER 2004-3 CL 4A2 V/R REGD 4.25450400               | CUSIP: 576433KX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11758 | PA      | $10610.18     | 0.00%             | 2034-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CO V/R 05/08/32                         | NORTHERN TRUST CORP REGD V/R 3.37500000                                                          | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    411000 | PA      | $402997.14    | 0.00%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7195 3.5% 02/20/51                         | GINNIE MAE II POOL P#MA7195 3.50000000                                                           | CUSIP: 36179V7G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1583348 | PA      | $1457413.12   | 0.01%             | 2051-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A95575 4% 12/01/40                             | FREDDIE MAC GOLD POOL P#A95575 4.00000000                                                        | CUSIP: 312944FQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    123302 | PA      | $120753.29    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 2423 TB 6.5% 03/15/32                              | FREDDIE MAC REMICS SER 2423 CL TB 6.50000000                                                     | CUSIP: 31339WBH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6029 | PA      | $6235.58      | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08707 4% 05/01/46                             | FREDDIE MAC GOLD POOL P#G08707 4.00000000                                                        | CUSIP: 3128MJYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70335 | PA      | $67711.70     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4901 4% 12/20/47                           | GINNIE MAE II POOL P#MA4901 4.00000000                                                           | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1021305 | PA      | $977117.15    | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2243 2.5% 11/01/36                            | FANNIE MAE POOL UMBS P#CB2243 2.50000000                                                         | CUSIP: 3140QMP57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9161970 | PA      | $8672364.26   | 0.04%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 02/15/50                               | UNITED STATES TREASURY BOND 2.00000000                                                           | CUSIP: 912810SL3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  75410000 | PA      | $45095768.95  | 0.19%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J24062 2.5% 06/01/28                           | FREDDIE MAC GOLD POOL P#J24062 2.50000000                                                        | CUSIP: 31307CQP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    102818 | PA      | $100936.89    | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANC 3.875% 07/07/41                         | CELLNEX FINANCE REGD 144A P/P 3.87500000                                                         | CUSIP: 15118JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2390338.20   | 0.01%             | 2041-07-07      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JONAH 2022-1 A2 7.80% 11/10/37                         | JONAH 2022-1 A2  REGD 144A 7.80000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |   5383364 | PA      | $5350537.33   | 0.02%             | 2037-11-10      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BD0539 5% 07/20/48                           | GINNIE MAE II POOL P#BD0539 5.00000000                                                           | CUSIP: 3617BFS45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1080232 | PA      | $1076615.14   | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4413 2% 09/01/51                              | FANNIE MAE POOL UMBS P#MA4413 2.00000000                                                         | CUSIP: 31418D3X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10295147 | PA      | $8328726.74   | 0.04%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08372 4.5% 11/01/39                           | FREDDIE MAC GOLD POOL P#G08372 4.50000000                                                        | CUSIP: 3128MJMW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    489492 | PA      | $492316.48    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR G 4.3% 04/15/43                         | HARTFORD INSUR GRP INC/T REGD 4.30000000                                                         | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $938708.78    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BN2 2.851% 10/17/52                          | BANK 2019-BNK21 SER 2019-BN21 CL A5 REGD 2.85100000                                              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10450000 | PA      | $9818948.54   | 0.04%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#909236 7% 09/01/38                              | FANNIE MAE POOL UMBS P#909236 7.00000000                                                         | CUSIP: 31411JEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27581 | PA      | $29082.11     | 0.00%             | 2038-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNR 2017-139 BA 3% 09/20/47                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-139 CL BA 3.00000000                           | CUSIP: 38380HES7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640965 | PA      | $585648.23    | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR 2006-1F 2A4 6% 02/25/36                            | GSR MORTGAGE LOAN TRUST 2006-1F SER 2006-1F CL 2A4 REGD 6.00000000                               | CUSIP: 3623417C7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160563 | PA      | $65928.71     | 0.00%             | 2036-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4737 5% 08/01/52                              | FANNIE MAE POOL UMBS P#MA4737 5.00000000                                                         | CUSIP: 31418EHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7870928 | PA      | $7844679.26   | 0.03%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 3607 TO ZCP 10/15/39                               | FREDDIE MAC REMICS SER 3607 CL TO ZCP 0.00000000                                                 | CUSIP: 31398LR34<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38038 | PA      | $32297.39     | 0.00%             | 2039-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TBA GNMA2 30YR 10/01/38 5.5%                           | TBA GNMA2 30YR                TO BE ANNOUNCED 5.50000000                                         | CUSIP: 21H0526A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  23790000 | PA      | $23967051.84  | 0.10%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER  5.45% 03/01/54                         | AMERICAN WATER CAPITAL C REGD 5.45000000                                                         | CUSIP: 03040WBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5134793.40   | 0.02%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4588 4.5% 07/20/47                         | GINNIE MAE II POOL P#MA4588 4.50000000                                                           | CUSIP: 36179TCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1697194 | PA      | $1684208.90   | 0.01%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.875% 04/15/30                         | T-MOBILE USA INC REGD SER WI 3.87500000                                                          | CUSIP: 87264ABF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  44285000 | PA      | $43425363.05  | 0.18%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#794792 V/R 10/01/34                             | FANNIE MAE POOL UMBS P#794792 V/R 6.25900000                                                     | CUSIP: 31405N7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2943 | PA      | $3006.29      | 0.00%             | 2034-10-01      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL  5.1% 03/29/26                         | PIONEER NATURAL RESOURCE REGD 5.10000000                                                         | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2823732.36   | 0.01%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SAMI 2004-AR5 1A V/R 10/19/34                          | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2004-AR5 SER 2004-AR5 CL 1A1 V/R REGD 4.90807000  | CUSIP: 86359LDX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26696 | PA      | $25702.49     | 0.00%             | 2034-10-19      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8160 2% 08/01/51                              | FREDDIE MAC POOL UMBS P#SD8160 2.00000000                                                        | CUSIP: 3132DWB51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12694412 | PA      | $10292560.29  | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR3  5.2% 04/17/27                          | PROGRESS RESIDENTIAL 2022-SFR3 TRUST SER 2022-SFR3 CL E1 REGD 144A P/P 5.20000000                | CUSIP: 74331UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9025000 | PA      | $8969769.71   | 0.04%             | 2039-04-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.5% 07/01/40                         | PACIFIC GAS & ELECTRIC REGD 4.50000000                                                           | CUSIP: 694308JQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14622000 | PA      | $12717832.51  | 0.05%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#823660 V/R 05/01/35                             | FANNIE MAE POOL UMBS P#823660 V/R 6.58500000                                                     | CUSIP: 31406YB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2510 | PA      | $2560.10      | 0.00%             | 2035-05-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS8195 4.19% 04/01/33                           | FANNIE MAE POOL UMBS P#BS8195 4.19000000                                                         | CUSIP: 3140LKC92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8000000 | PA      | $7878390.16   | 0.03%             | 2033-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BD0531 5% 06/20/48                           | GINNIE MAE II POOL P#BD0531 5.00000000                                                           | CUSIP: 3617BFSU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    616849 | PA      | $621724.35    | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHMS W5FX AFX V/R 04/25/28                             | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER W5FX CL AFX V/R 3.33611700           | CUSIP: 3137FG6Q3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3315000 | PA      | $3261608.94   | 0.01%             | 2028-04-25      | Variable      | 3.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6847 2.5% 08/01/35                            | FANNIE MAE POOL UMBS P#CA6847 2.50000000                                                         | CUSIP: 3140QETD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2575366 | PA      | $2436358.49   | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#755109 5.5% 11/01/33                            | FANNIE MAE POOL UMBS P#755109 5.50000000                                                         | CUSIP: 31403Q3S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       854 | PA      | $872.82       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-CES5 A V/R 09/25/64                          | TOWD POINT MORTGAGE TRUST 2024-CES5 SER 2024-CES5 CL A1 V/R REGD 144A P/P 5.16700000             | CUSIP: 89183QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4819166 | PA      | $4826678.58   | 0.02%             | 2064-09-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.137% 11/15/35                           | BROADCOM INC REGD 144A P/P 3.13700000                                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  12942000 | PA      | $11196973.71  | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5% 01/15/33                                    | MPLX LP REGD 5.00000000                                                                          | CUSIP: 55336VCB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9975633.70   | 0.04%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT3012 3.5% 04/01/43                            | FANNIE MAE POOL UMBS P#AT3012 3.50000000                                                         | CUSIP: 3138WQK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    558277 | PA      | $526714.64    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.95% 04/13/52                          | AMAZON.COM INC REGD 3.95000000                                                                   | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3244540.84   | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4364 2% 06/01/41                              | FANNIE MAE POOL UMBS P#MA4364 2.00000000                                                         | CUSIP: 31418DZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8790230 | PA      | $7602861.53   | 0.03%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE S 4.55% 04/15/28                         | NVENT FINANCE SARL REGD 4.55000000                                                               | CUSIP: 67078AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3625000 | PA      | $3638188.22   | 0.02%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PR 2.75% 04/15/31                         | COPT DEFENSE PROP LP REGD 2.75000000                                                             | CUSIP: 22003BAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1407717.01   | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI 4.375% 10/01/30                         | CASSA DEPOSITI E PRESTIT REGD 144A P/P 4.37500000                                                | CUSIP: 147918AF3<br>LEI: N/A                  | Long             | DBT              | USGA              | IT        |   3000000 | PA      | $3003049.29   | 0.01%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL 3.951% 10/15/50                         | LIBERTY MUTUAL GROUP INC REGD 144A P/P 3.95100000                                                | CUSIP: 53079EBJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $206023.81    | 0.00%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 5.419% 11/15/48                         | DUPONT DE NEMOURS INC REGD 5.41900000                                                            | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3129065.64   | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS  6.345% 02/15/34                         | GOLDMAN SACHS CAPITAL I REGD 6.34500000                                                          | CUSIP: 38143VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $135686.54    | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP 6.3% 10/15/37                          | MCDONALD'S CORP REGD MTN 6.30000000                                                              | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    394000 | PA      | $438801.59    | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FNCI 15YR TBA 3.0% OCT 12                              | FNCI 15YR TBA 3.0% OCT 12      TO BE ANNOUNCED 3.00000000                                        | CUSIP: 01F0304A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2625000 | PA      | $2514218.73   | 0.01%             | 2040-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GMREV 2024-1 A 4.98% 03/11/29                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2024-1 SER 2024-1 CL A REGD 144A P/P 4.98000000         | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8200000 | PA      | $8414863.78   | 0.04%             | 2036-12-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| US TIPS 3.625% 04/15/28                                | UNITED STATES TREASURY INFLATION INDEXED BONDS 3.62500000                                        | CUSIP: 912810FD5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2083215 | PA      | $2215923.52   | 0.01%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB4045 2.5% 10/01/50                            | FREDDIE MAC POOL UMBS P#QB4045 2.50000000                                                        | CUSIP: 3133AAP63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5132384 | PA      | $4403245.80   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHAIT 2025-A1  4.16% 07/15/28                          | CHASE ISSUANCE TRUST SER 2025-A1 CL A REGD 4.16000000                                            | CUSIP: 161571HZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11017000 | PA      | $11087913.12  | 0.05%             | 2030-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CAB 6.55% 05/01/37                         | TIME WARNER CABLE LLC REGD 6.55000000                                                            | CUSIP: 88732JAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $390098.14    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL 6.75% 03/01/41                           | ARCELORMITTAL REGD 6.75000000                                                                    | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   6462000 | PA      | $7014104.94   | 0.03%             | 2041-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH1130 4% 01/01/41                              | FANNIE MAE POOL UMBS P#AH1130 4.00000000                                                         | CUSIP: 3138A2HG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    149642 | PA      | $145911.23    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK2715 3.5% 02/20/52                         | GINNIE MAE II POOL P#CK2715 3.50000000                                                           | CUSIP: 3617XXAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4681697 | PA      | $4214046.00   | 0.02%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS 2018-C2 4.047% 10/15/28                          | BBCMS MORTGAGE TRUST 2018-C2 SER 2018-C2 CL A4 REGD 4.04700000                                   | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19882906.00  | 0.08%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECT SECUR 6.09% 09/01/37                         | DTE ELECT SECUR FND II REGD SER A-2 6.09000000                                                   | CUSIP: 23346TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2487351.12   | 0.01%             | 2037-09-01      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786812 5.5% 07/20/53                         | GINNIE MAE II POOL P#786812 5.50000000                                                           | CUSIP: 3622ACN55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1380136 | PA      | $1413427.93   | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE 3% 12/01/31                         | FRESENIUS MED CARE III REGD 144A P/P 3.00000000                                                  | CUSIP: 35805BAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7135979.28   | 0.03%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BATLN 2016-10A A V/R 01/25/35                          | BATTALION CLO X LTD SER 2016-10A CL A1R2 V/R REGD 144A P/P 5.75030000                            | CUSIP: 07132JBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002070.00   | 0.01%             | 2035-01-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/51                           | UNITED STATES TREASURY BOND 1.87500000                                                           | CUSIP: 912810SU3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  74045000 | PA      | $42295314.05  | 0.18%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC 2.45% 02/01/32                            | WP CAREY INC REGD 2.45000000                                                                     | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1193125.55   | 0.01%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC 3.2% 07/01/26                               | FISERV INC REGD 3.20000000                                                                       | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    890000 | PA      | $884337.04    | 0.00%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.45% 11/15/34                         | WESTERN MIDSTREAM OPERAT REGD 5.45000000                                                         | CUSIP: 958667AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6008028.00   | 0.03%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#759424 5.5% 01/01/34                            | FANNIE MAE POOL UMBS P#759424 5.50000000                                                         | CUSIP: 31403VVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2855 | PA      | $2898.37      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0088 3.5% 05/20/42                         | GINNIE MAE II POOL P#MA0088 3.50000000                                                           | CUSIP: 36179MCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11206865 | PA      | $10625372.62  | 0.04%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2781 2.5% 10/01/46                            | FANNIE MAE POOL UMBS P#MA2781 2.50000000                                                         | CUSIP: 31418CCT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    308176 | PA      | $267501.01    | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 05/15/39                            | UNITED STATES TREASURY BOND 4.25000000                                                           | CUSIP: 912810QB7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9000000 | PA      | $8860781.25   | 0.04%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TPMT 2023-1 A1 3.75% 01/25/63                          | TOWD POINT MORTGAGE TRUST 2023-1 SER 2023-1 CL A1 REGD 144A P/P 3.75000000                       | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5779604 | PA      | $5606606.47   | 0.02%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS S 5.55% 02/22/54                         | BRISTOL-MYERS SQUIBB CO REGD 5.55000000                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    268000 | PA      | $267104.98    | 0.00%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN EN 5.5% 03/01/44                         | KINDER MORGAN ENER PART REGD 5.50000000                                                          | CUSIP: 494550BU9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1044484.46   | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC 1.5% 01/19/26                             | SK HYNIX INC REGD 144A P/P 1.50000000                                                            | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $1982678.04   | 0.01%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/48                               | UNITED STATES TREASURY BOND 3.00000000                                                           | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5685000 | PA      | $4293063.28   | 0.02%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SC0104 3.5% 08/01/35                            | FREDDIE MAC POOL UMBS P#SC0104 3.50000000                                                        | CUSIP: 3132D9DH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2344392 | PA      | $2279568.06   | 0.01%             | 2035-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 4.2% 08/15/34                             | COMCAST CORP REGD 4.20000000                                                                     | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    555000 | PA      | $529904.44    | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-1 A1A 5% 12/20/28                            | VERIZON MASTER TRUST SER 2024-1 CL A1A REGD 5.00000000                                           | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   5987000 | PA      | $5997902.93   | 0.03%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSR 2004-6F 3A4 6.5% 05/25/34                          | GSR MORTGAGE LOAN TRUST 2004-6F SER 2004-6F CL 3A4 REGD 6.50000000                               | CUSIP: 36228F2R6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15261 | PA      | $15938.57     | 0.00%             | 2034-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 05/15/53                           | UNITED STATES TREASURY BOND 3.62500000                                                           | CUSIP: 912810TR9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   9911000 | PA      | $8185866.56   | 0.03%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE  5.099% 06/01/52                         | PG&E WILDFIRE RECOVERY REGD SER A-5 5.09900000                                                   | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2295392.75   | 0.01%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC V/R 05/15/31                             | AIB GROUP PLC REGD V/R 144A P/P MTN 5.32000000                                                   | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   4370000 | PA      | $4499228.68   | 0.02%             | 2031-05-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| HCA INC 6.1% 04/01/64                                  | HCA INC REGD 6.10000000                                                                          | CUSIP: 404119CW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6024181.50   | 0.03%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GNR 2009-14 KI 6.5% 03/20/39                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-14 CL KI 6.50000000                            | CUSIP: 38374XBQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18941 | PA      | $1062.44      | 0.00%             | 2039-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 11/02/32                         | CAPITAL ONE FINANCIAL CO REGD V/R 2.61800000                                                     | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2216932.82   | 0.01%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.811% 11/17/28                          | PROGRESS RESIDENTIAL 2021-SFR9 TRUST SER 2021-SFR9 CL E1 REGD 144A P/P 2.81100000                | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5400000 | PA      | $5037430.50   | 0.02%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/27                         | GOLDMAN SACHS GROUP INC REGD V/R 1.94800000                                                      | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2541000 | PA      | $2481195.68   | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GNR 2007-76 SB V/R 11/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-76 CL SB V/R 2.25008000                        | CUSIP: 38375LR69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100678 | PA      | $526.28       | 0.00%             | 2037-11-20      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 11/10/26                         | NATWEST GROUP PLC REGD V/R 7.47200000                                                            | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2165000 | PA      | $2171783.68   | 0.01%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| LHOME 2025-RTL2  V/R 04/25/40                          | LHOME MORTGAGE TRUST 2025-RTL2 SER 2025-RTL2 CL A1 V/R REGD 144A P/P 5.61200000                  | CUSIP: 50206RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6495000 | PA      | $6556992.83   | 0.03%             | 2040-04-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| BMARK 2022-B3 3.041% 02/15/29                          | BENCHMARK 2022-B32 MORTGAGE TRUST SER 2022-B32 CL A3 REGD 3.04160000                             | CUSIP: 08163NBG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23000000 | PA      | $21020534.90  | 0.09%             | 2055-01-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY 2.25% 07/12/31                            | QATAR ENERGY REGD 144A P/P 2.25000000                                                            | CUSIP: 74730DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |   3240000 | PA      | $2915935.20   | 0.01%             | 2031-07-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H16 FL V/R 07/20/65                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H16 CL FL V/R 4.90582000                       | CUSIP: 38376RDR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    680350 | PA      | $680106.56    | 0.00%             | 2065-07-20      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.25% 04/15/49                         | ENERGY TRANSFER LP REGD 6.25000000                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3537983.49   | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.8% 12/01/57                                 | AT&T INC REGD 3.80000000                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    987000 | PA      | $703777.92    | 0.00%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#888016 5.5% 05/01/36                            | FANNIE MAE POOL UMBS P#888016 5.50000000                                                         | CUSIP: 31410FSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25507 | PA      | $26539.20     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCCIT 2025-A1 A 4.3% 06/21/28                          | CITIBANK CREDIT CARD ISSUANCE TRUST SER 2025-A1 CL A REGD 4.30000000                             | CUSIP: 17305EHA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12744000 | PA      | $12876592.40  | 0.05%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FHR 1970 PG 7.25% 07/15/27                             | FREDDIE MAC REMICS SER 1970 CL PG 7.25000000                                                     | CUSIP: 3133TAK43<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        90 | PA      | $91.61        | 0.00%             | 2027-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H14 FD V/R 06/20/63                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H14 CL FD V/R 4.93582000                       | CUSIP: 38375B3N0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    146727 | PA      | $146651.00    | 0.00%             | 2063-06-20      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#AY8243 3.5% 05/01/30                            | FANNIE MAE POOL UMBS P#AY8243 3.50000000                                                         | CUSIP: 3138YNER4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     99645 | PA      | $97861.36     | 0.00%             | 2030-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-8 JZ 5.5% 03/25/36                            | FANNIE MAE REMICS SER 2006-8 CL JZ 5.50000000                                                    | CUSIP: 31394VW97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75662 | PA      | $77929.06     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FO 7.25% 11/15/53                         | JBS USA HOLD/FOOD/LUX CO REGD 7.25000000                                                         | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   2635000 | PA      | $3021599.30   | 0.01%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.3% 03/01/35                                | BOEING CO REGD 3.30000000                                                                        | CUSIP: 097023BK0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1211706.75   | 0.01%             | 2035-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4377 1.5% 07/01/51                            | FANNIE MAE POOL UMBS P#MA4377 1.50000000                                                         | CUSIP: 31418D2K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6115443 | PA      | $4700724.05   | 0.02%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 09/22/29                         | SANTANDER UK GROUP HLDGS REGD V/R 4.32000000                                                     | CUSIP: 80281LAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   6802000 | PA      | $6783060.37   | 0.03%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P51361 6.5% 12/01/36                           | FREDDIE MAC GOLD POOL P#P51361 6.50000000                                                        | CUSIP: 3128C6QN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38822 | PA      | $40053.99     | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 06/12/29                               | BNP PARIBAS REGD V/R 144A P/P 5.33500000                                                         | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6000000 | PA      | $6163967.82   | 0.03%             | 2029-06-12      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#54844 V/R 09/01/27                              | FANNIE MAE POOL UMBS P#54844 V/R 4.35700000                                                      | CUSIP: 3136195D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       327 | PA      | $323.74       | 0.00%             | 2027-09-01      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C09020 3.5% 11/01/42                           | FREDDIE MAC GOLD POOL P#C09020 3.50000000                                                        | CUSIP: 31292SAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    355598 | PA      | $335973.06    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU 6.2% 06/30/55                         | REPUBLIC OF PERU REGD 6.20000000                                                                 | CUSIP: 715638FD9<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |   1936000 | PA      | $2012084.80   | 0.01%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY  5.529% 06/01/49                         | PG&E RECOVERY FND LLC REGD SER A-3 5.52900000                                                    | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3140000 | PA      | $3111904.19   | 0.01%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/24/28                         | JPMORGAN CHASE & CO REGD V/R SER VAR 2.94700000                                                  | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2559194.53   | 0.01%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ8104 3% 05/01/43                              | FANNIE MAE POOL UMBS P#AQ8104 3.00000000                                                         | CUSIP: 3138MQAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13033 | PA      | $12043.15     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BG BETA I LTD 6.28% 07/16/54                           | BG BETA I LTD SERIES 2024-1    CLASS B-1 REGS 144A 6.28000000                                    | CUSIP: 05593PAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CY        |   6076000 | PA      | $6214587.48   | 0.03%             | 2054-07-16      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/01/32                             | CITIGROUP INC REGD V/R 2.56100000                                                                | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  19270000 | PA      | $17368029.99  | 0.07%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND G V/R 09/30/27                         | BANK OF IRELAND GROUP REGD V/R 144A P/P 2.02900000                                               | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   6132000 | PA      | $5992669.06   | 0.03%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| CWHL 2004-HYB6 A V/R 11/20/34                          | CHL MORTGAGE PASS-THROUGH TRUST 2004-HYB6 SER 2004-HYB6 CL A3 V/R REGD 5.45199800                | CUSIP: 12669GBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14437 | PA      | $13898.11     | 0.00%             | 2034-11-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BRAVO 2025-NQM7  V/R 07/25/29                          | BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM7 SER 2025-NQM7 CL A1 V/R REGD 144A P/P 5.45900000       | CUSIP: 10570TAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16776295 | PA      | $16907192.34  | 0.07%             | 2065-07-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES I 4.95% 06/01/43                         | CF INDUSTRIES INC REGD 4.95000000                                                                | CUSIP: 12527GAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1655736.48   | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL8 A V/R 07/25/28                          | PRET 2025-NPL8 LLC SER 2025-NPL8 CL A1 V/R REGD 144A P/P 5.73190000                              | CUSIP: 69392EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10135261 | PA      | $10160566.89  | 0.04%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| WFLF 2025-2A A 4.41% 03/18/29                          | WHEELS FLEET LEASE FUNDING 1 LLC SER 2025-2A CL A1 REGD 144A P/P 4.41000000                      | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |  14100000 | PA      | $14179068.57  | 0.06%             | 2040-05-18      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINAN 3.95% 12/01/27                         | SYNCHRONY FINANCIAL REGD 3.95000000                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1482813.33   | 0.01%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A95825 4% 12/01/40                             | FREDDIE MAC GOLD POOL P#A95825 4.00000000                                                        | CUSIP: 312944PJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    344169 | PA      | $335919.66    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH R 2.328% 11/15/50                         | TEXAS HEALTH RESOURCES REGD 2.32800000                                                           | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    970000 | PA      | $553989.97    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#920340 V/R 02/01/36                             | FANNIE MAE POOL UMBS P#920340 V/R 7.25000000                                                     | CUSIP: 31412BPZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3028 | PA      | $3052.26      | 0.00%             | 2036-02-01      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 03/25/31                              | ING GROEP NV REGD V/R 5.06600000                                                                 | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   5400000 | PA      | $5530855.12   | 0.02%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3153 4% 10/01/37                              | FANNIE MAE POOL UMBS P#MA3153 4.00000000                                                         | CUSIP: 31418CQF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    483482 | PA      | $473904.74    | 0.00%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BA 5.359% 09/09/35                         | NORINCHUKIN BANK REGD 144A P/P 5.35900000                                                        | CUSIP: 656029AQ8<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |  12593000 | PA      | $12798001.95  | 0.05%             | 2035-09-09      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-1A  4.99% 07/25/34                          | RCKT TRUST 2025-PL1 SER 2025-1A CL B REGD 144A P/P 4.99000000                                    | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1430000 | PA      | $1436138.70   | 0.01%             | 2034-07-25      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH1560 4% 01/01/41                              | FANNIE MAE POOL UMBS P#AH1560 4.00000000                                                         | CUSIP: 3138A2WW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    482318 | PA      | $470888.57    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 3511 SA V/R 02/15/39                               | FREDDIE MAC REMICS SER 3511 CL SA V/R 1.51344000                                                 | CUSIP: 31397YVF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29632 | PA      | $2376.10      | 0.00%             | 2039-02-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FNS 374 5 5.5% 08/25/36                                | FANNIE MAE INTEREST STRIP SER 374 CL 5 5.50000000                                                | CUSIP: 3136FCZ82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9282 | PA      | $1445.93      | 0.00%             | 2036-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFIN 2022-RTL1  S/UP 02/16/26                          | CFIN 2022-RTL1 ISSUER LLC SER 2022-RTL1 CL AA S/UP REGD 144A P/P 4.75000000                      | CUSIP: 12531CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1792943 | PA      | $1780858.21   | 0.01%             | 2026-02-16      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX4528 5% 02/01/55                              | FREDDIE MAC POOL UMBS P#QX4528 5.00000000                                                        | CUSIP: 31426AA65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2560577 | PA      | $2545895.99   | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT4051 3.5% 05/01/43                            | FANNIE MAE POOL UMBS P#AT4051 3.50000000                                                         | CUSIP: 3138WRQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    504942 | PA      | $476595.45    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB0220 3% 06/01/50                              | FREDDIE MAC POOL UMBS P#QB0220 3.00000000                                                        | CUSIP: 3133A6G54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    534890 | PA      | $475418.18    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/24/36                             | CITIGROUP INC REGD V/R 6.02000000                                                                | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10042000 | PA      | $10519847.77  | 0.04%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7410 3% 12/01/42                              | FANNIE MAE POOL UMBS P#AB7410 3.00000000                                                         | CUSIP: 31417EGU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    325840 | PA      | $299621.96    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP 5.625% 02/10/53                         | VODAFONE GROUP PLC REGD 5.62500000                                                               | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $462337.86    | 0.00%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#737825 6% 09/01/33                              | FANNIE MAE POOL UMBS P#737825 6.00000000                                                         | CUSIP: 31402TVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3566 | PA      | $3645.05      | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2003-52 AP ZCP 06/16/33                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-52 CL AP ZCP 0.00000000                        | CUSIP: 38373QR86<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10837 | PA      | $9658.20      | 0.00%             | 2033-06-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH4429 4% 02/01/41                              | FANNIE MAE POOL UMBS P#AH4429 4.00000000                                                         | CUSIP: 3138A54P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    555084 | PA      | $540671.32    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 2141 IO 7% 04/15/29                                | FREDDIE MAC REMICS SER 2141 CL IO 7.00000000                                                     | CUSIP: 3133TKGP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       128 | PA      | $5.88         | 0.00%             | 2029-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 02/15/30                             | UNITED STATES TREASURY NOTE 1.50000000                                                           | CUSIP: 912828Z94<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1855000 | PA      | $1691600.58   | 0.01%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINAN 5.15% 08/04/35                         | BUNGE LTD FINANCE CORP REGD 5.15000000                                                           | CUSIP: 120568BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14340000 | PA      | $14509035.62  | 0.06%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FNR 2013-100 WB 3% 10/25/33                            | FANNIE MAE REMICS SER 2013-100 CL WB 3.00000000                                                  | CUSIP: 3136AGWP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    484593 | PA      | $469692.14    | 0.00%             | 2033-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FP0105 2.5% 06/01/51                            | FANNIE MAE POOL UMBS P#FP0105 2.50000000                                                         | CUSIP: 3140XTDK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12833553 | PA      | $10842995.43  | 0.05%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WOLS 2023-A A4 5.04% 12/15/25                          | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2023-A SER 2023-A CL A4 REGD 5.04000000         | CUSIP: 981944AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    864264 | PA      | $864688.01    | 0.00%             | 2028-07-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| FNR 2006-16 HZ 5.5% 03/25/36                           | FANNIE MAE REMICS SER 2006-16 CL HZ 5.50000000                                                   | CUSIP: 31394V6A3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15256 | PA      | $15750.17     | 0.00%             | 2036-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMAC 3.025% 07/09/40                         | TAKEDA PHARMACEUTICAL REGD 3.02500000                                                            | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   3675000 | PA      | $2804003.32   | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0579 3% 12/01/61                              | FANNIE MAE POOL UMBS P#BF0579 3.00000000                                                         | CUSIP: 3140FXUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9146764 | PA      | $7844379.12   | 0.03%             | 2061-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO 4.55% 11/30/25                         | DOW CHEMICAL CO/THE REGD 4.55000000                                                              | CUSIP: 260543CN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    437000 | PA      | $436883.47    | 0.00%             | 2025-11-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROG 2024-SFR2  3.3% 04/17/29                          | PROGRESS RESIDENTIAL 2024-SFR2 TRUST SER 2024-SFR2 CL A REGD 144A P/P 3.30000000                 | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19817261 | PA      | $19054113.99  | 0.08%             | 2041-04-17      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0545 2% 11/01/35                              | FREDDIE MAC POOL UMBS P#SB0545 2.00000000                                                        | CUSIP: 3132CWTA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2593105 | PA      | $2404847.66   | 0.01%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE  4.6% 11/02/47                         | ABU DHABI CRUDE OIL REGD 144A P/P 4.60000000                                                     | CUSIP: 00401MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   3351000 | PA      | $3104953.36   | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8211 2% 05/01/52                              | FREDDIE MAC POOL UMBS P#SD8211 2.00000000                                                        | CUSIP: 3132DWDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14581340 | PA      | $11811046.33  | 0.05%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EART 2023-3A C 6.21% 05/15/26                          | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3A CL C REGD 6.21000000                      | CUSIP: 301989AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4491590 | PA      | $4516142.06   | 0.02%             | 2028-06-15      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOL 3.875% 01/12/28                         | INTESA SANPAOLO SPA REGD 144A P/P 3.87500000                                                     | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3700000 | PA      | $3649579.92   | 0.02%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0781 3% 11/01/51                              | FREDDIE MAC POOL UMBS P#SD0781 3.00000000                                                        | CUSIP: 3132DM2N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  13051256 | PA      | $11566154.79  | 0.05%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM5 A1 V/R 05/25/62                          | OBX 2022-NQM5 TRUST SER 2022-NQM5 CL A1 V/R REGD 144A P/P 4.31000000                             | CUSIP: 67115FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7308684 | PA      | $7243349.02   | 0.03%             | 2062-05-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G30974 3.5% 01/01/34                           | FREDDIE MAC GOLD POOL P#G30974 3.50000000                                                        | CUSIP: 3132J4JU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1716426 | PA      | $1686547.96   | 0.01%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 3.65% 06/15/46                         | COMMONWEALTH EDISON CO REGD 3.65000000                                                           | CUSIP: 202795JJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364000 | PA      | $281840.00    | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/22/31                            | MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2191248.69   | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q24028 4% 01/01/44                             | FREDDIE MAC GOLD POOL P#Q24028 4.00000000                                                        | CUSIP: 3132M4D93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46141 | PA      | $44872.47     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7843 3.895% 02/01/33                          | FANNIE MAE POOL UMBS P#BS7843 3.89500000                                                         | CUSIP: 3140LJWD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12350000 | PA      | $11956124.04  | 0.05%             | 2033-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91960 3.5% 11/01/37                           | FREDDIE MAC GOLD POOL P#C91960 3.50000000                                                        | CUSIP: 3128P8E98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    679537 | PA      | $655720.44    | 0.00%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 01/31/32                           | UNITED STATES TREASURY NOTE 4.37500000                                                           | CUSIP: 91282CMK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 126455000 | PA      | $129952271.09 | 0.55%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 A 4.92% 05/15/26                          | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2023-1 CL A1 REGD 144A P/P 4.92000000             | CUSIP: 34528QHV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11051515.20  | 0.05%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| GMREV 2025-1 A 4.64% 03/11/30                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2025-1 SER 2025-1 CL A REGD 144A P/P 4.64000000         | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32832000 | PA      | $33412673.32  | 0.14%             | 2037-12-11      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017 3.55% 01/15/30                         | AIR CANADA 2017-1A PTT REGD 144A P/P 3.55000000                                                  | CUSIP: 00908PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1894645 | PA      | $1785819.74   | 0.01%             | 2030-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CO 2.995% 08/16/39                         | EXXON MOBIL CORPORATION REGD 2.99500000                                                          | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   3535000 | PA      | $2828398.08   | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q04592 4% 11/01/41                             | FREDDIE MAC GOLD POOL P#Q04592 4.00000000                                                        | CUSIP: 3132GKXV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3913 | PA      | $3810.01      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% OCT 25                               | G2SF 30 YR TBA 4% OCT 25   TO BE ANNOUNCED 4.00000000                                            | CUSIP: 21H0406A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5310000 | PA      | $4991925.27   | 0.02%             | 2055-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE5524 V/R 08/20/71                          | GINNIE MAE II POOL P#CE5524 V/R 5.90200000                                                       | CUSIP: 3617VUD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9534595 | PA      | $10002723.77  | 0.04%             | 2071-08-20      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| CGCMT 2018-B2 4.009% 02/10/28                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 SER 2018-B2 CL A4 REGD 4.00900000                    | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14360000 | PA      | $14213710.37  | 0.06%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1376 4% 10/20/43                           | GINNIE MAE II POOL P#MA1376 4.00000000                                                           | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1174268 | PA      | $1134111.81   | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#745148 5% 01/01/36                              | FANNIE MAE POOL UMBS P#745148 5.00000000                                                         | CUSIP: 31403CZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13933 | PA      | $14270.47     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V1 4.957% 06/15/30                          | BENCHMARK 2025-V16 MORTGAGE TRUST SER 2025-V16 CL A2 REGD 4.95700000                             | CUSIP: 08164RAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11225000 | PA      | $11430540.98  | 0.05%             | 2058-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785863 V/R 12/20/71                          | GINNIE MAE II POOL P#785863 V/R 3.09600000                                                       | CUSIP: 3622ABML3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9328733 | PA      | $8444315.31   | 0.04%             | 2071-12-20      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 5.15% 03/27/30                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.15000000                                                 | CUSIP: 44891ADQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10204249.70  | 0.04%             | 2030-03-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 3.25% 06/15/26                         | SOUTHERN CO GAS CAPITAL REGD 3.25000000                                                          | CUSIP: 001192AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $223603.02    | 0.00%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 1.653% 07/14/26                         | NOMURA HOLDINGS INC REGD 1.65300000                                                              | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4904162.85   | 0.02%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4208 2% 12/01/50                              | FANNIE MAE POOL UMBS P#MA4208 2.00000000                                                         | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8277833 | PA      | $6738054.62   | 0.03%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2011-58 WA V/R 07/25/51                            | FANNIE MAE REMICS SER 2011-58 CL WA V/R 5.50602800                                               | CUSIP: 31397UZD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17665 | PA      | $17379.70     | 0.00%             | 2051-07-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| WOSAT 2021-A C 1.09% 04/15/25                          | WORLD OMNI SELECT AUTO TRUST 2021-A SER 2021-A CL C REGD 1.09000000                              | CUSIP: 98163HAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    772830 | PA      | $771571.54    | 0.00%             | 2027-11-15      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.2% 04/01/55                         | ENERGY TRANSFER LP REGD 6.20000000                                                               | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006006.68   | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H10 TA V/R 04/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H10 CL TA V/R 5.06582000                       | CUSIP: 38375UFT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    953755 | PA      | $955156.33    | 0.00%             | 2064-04-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 01/30/27                              | UBS GROUP AG REGD V/R 144A P/P 1.36400000                                                        | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4700000 | PA      | $4652517.31   | 0.02%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8149 3.5% 07/20/52                         | GINNIE MAE II POOL P#MA8149 3.50000000                                                           | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10421975 | PA      | $9519379.13   | 0.04%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUNGARY 5.375% 09/26/30                                | HUNGARY REGD 144A P/P 5.37500000                                                                 | CUSIP: 445545AV8<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |   5275000 | PA      | $5426483.12   | 0.02%             | 2030-09-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FNR 2005-110 GL 5.5% 12/25/35                          | FANNIE MAE REMICS SER 2005-110 CL GL 5.50000000                                                  | CUSIP: 31394US60<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    159487 | PA      | $165534.28    | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BR3916 3% 09/20/50                           | GINNIE MAE II POOL P#BR3916 3.00000000                                                           | CUSIP: 3617M2K57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5902558 | PA      | $5271388.52   | 0.02%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC 6.45% 09/15/37                         | ASTRAZENECA PLC REGD 6.45000000                                                                  | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $569976.52    | 0.00%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/13/31                         | HSBC HOLDINGS PLC REGD V/R 5.24000000                                                            | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10657000 | PA      | $10966593.74  | 0.05%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2706 3.5% 08/01/46                            | FANNIE MAE POOL UMBS P#MA2706 3.50000000                                                         | CUSIP: 31418CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1467166 | PA      | $1373848.94   | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALABAMA ECON S 4.263% 09/15/32                         | ALABAMA ECON SETTLEMENT AUTH B REGD N/C B/E 4.26300000                                           | CUSIP: 01026CAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $607871.16    | 0.00%             | 2032-09-15      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G20027 10% 10/01/30                            | FREDDIE MAC GOLD POOL P#G20027 10.00000000                                                       | CUSIP: 31283LA48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       502 | PA      | $503.57       | 0.00%             | 2030-10-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & CO 4.1% 06/03/26                         | WELLS FARGO & COMPANY REGD MTN 4.10000000                                                        | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3577185.51   | 0.02%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 08/31/28                           | UNITED STATES TREASURY NOTE 4.37500000                                                           | CUSIP: 91282CHX2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  19910000 | PA      | $20315199.56  | 0.09%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFORT 2024-4A  4.73% 11/15/27                          | GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-4A CL A1 REGD 144A P/P 4.73000000                   | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5493000 | PA      | $5570359.02   | 0.02%             | 2029-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 5.375% 04/01/38                         | CHARTER COMM OPT LLC/CAP REGD 5.37500000                                                         | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    835000 | PA      | $787538.08    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BSABS 2004-AC2 2A 5% 05/25/34                          | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-AC2 SER 2004-AC2 CL 2A REGD 5.00000000         | CUSIP: 073879AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12625 | PA      | $10454.32     | 0.00%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2011-H11 FA V/R 03/20/61                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-H11 CL FA V/R 4.96582000                       | CUSIP: 38375BLN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    209886 | PA      | $209926.97    | 0.00%             | 2061-03-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 4.504% 03/10/46                         | BROOKLYN UNION GAS CO REGD 144A P/P 4.50400000                                                   | CUSIP: 114259AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1665724.42   | 0.01%             | 2046-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4237 2% 01/01/51                              | FANNIE MAE POOL UMBS P#MA4237 2.00000000                                                         | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  32130930 | PA      | $26140788.67  | 0.11%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M12 A2 V/R 06/25/27                           | FANNIE MAE-ACES SER 2017-M12 CL A2 V/R 3.16300000                                                | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3220240 | PA      | $3168150.70   | 0.01%             | 2027-06-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9876 2.5% 12/01/51                            | FANNIE MAE POOL UMBS P#FM9876 2.50000000                                                         | CUSIP: 3140XD6N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10440920 | PA      | $8968486.33   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMXCA 2025-2 A 4.28% 04/15/28                          | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST SER 2025-2 CL A REGD 4.28000000                     | CUSIP: 02582JKP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18583000 | PA      | $18760523.40  | 0.08%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6283 3% 11/20/49                           | GINNIE MAE II POOL P#MA6283 3.00000000                                                           | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5122393 | PA      | $4592066.00   | 0.02%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR 3.945% 04/17/27                          | PROGRESS RESIDENTIAL 2022-SFR2 TRUST SER 2022-SFR2 CL D REGD 144A P/P 3.94500000                 | CUSIP: 74332VAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2946964.20   | 0.01%             | 2027-04-17      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| CADILLAC FAIRV 4.125% 02/01/29                         | CADILLAC FAIRVIEW PRP TR REGD 144A P/P 4.12500000                                                | CUSIP: 68327LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   6740000 | PA      | $6691224.71   | 0.03%             | 2029-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67710 3.5% 03/01/48                           | FREDDIE MAC GOLD POOL P#G67710 3.50000000                                                        | CUSIP: 3132XCR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1633606 | PA      | $1524216.55   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0085 V/R 11/01/37                             | FANNIE MAE POOL UMBS P#AD0085 V/R 6.07000000                                                     | CUSIP: 31418MCX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17984 | PA      | $18132.88     | 0.00%             | 2037-11-01      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| FNR 1997-32 PG 6.5% 04/25/27                           | FANNIE MAE REMICS SER 1997-32 CL PG 6.50000000                                                   | CUSIP: 31359PMW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       118 | PA      | $118.38       | 0.00%             | 2027-04-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BSARM 2006-1 A1 V/R 02/25/36                           | BEAR STEARNS ARM TRUST 2006-1 SER 2006-1 CL A1 V/R REGD 6.53000000                               | CUSIP: 07387AGZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43161 | PA      | $41592.83     | 0.00%             | 2036-02-25      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| GSMS 2016-GS4 3.178% 09/10/26                          | GS MORTGAGE SECURITIES TRUST 2016-GS4 SER 2016-GS4 CL A3 REGD 3.17800000                         | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9085958 | PA      | $8985423.28   | 0.04%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| RTX CORP 3.75% 11/01/46                                | RTX CORP REGD 3.75000000                                                                         | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $884839.23    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3597 3.5% 04/20/46                         | GINNIE MAE II POOL P#MA3597 3.50000000                                                           | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9367002 | PA      | $8721558.04   | 0.04%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2022-93 GS V/R 05/20/52                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-93 CL GS V/R 0.00000000                        | CUSIP: 38383R3S4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3468142 | PA      | $81668.85     | 0.00%             | 2052-05-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0739 3.5% 02/01/52                            | FANNIE MAE POOL UMBS P#FS0739 3.50000000                                                         | CUSIP: 3140XFZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7104895 | PA      | $6533972.54   | 0.03%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 5.401% 07/02/37                         | VERIZON COMMUNICATIONS REGD 144A P/P 5.40100000                                                  | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1368498.24   | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAOT 2021-D A4 1.02% 10/15/25                          | TOYOTA AUTO RECEIVABLES 2021-D OWNER TRUST SER 2021-D CL A4 REGD 1.02000000                      | CUSIP: 89238JAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    438331 | PA      | $435545.57    | 0.00%             | 2027-03-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.679% 07/16/30                         | NOMURA HOLDINGS INC REGD 2.67900000                                                              | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1550000 | PA      | $1424596.24   | 0.01%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH8029 4.5% 04/01/41                            | FANNIE MAE POOL UMBS P#AH8029 4.50000000                                                         | CUSIP: 3138A94P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    199477 | PA      | $199692.09    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2003-34 ED 6% 05/25/33                             | FANNIE MAE REMICS SER 2003-34 CL ED 6.00000000                                                   | CUSIP: 31393CDP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42477 | PA      | $43960.97     | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2004-46 PO ZCP 06/20/34                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-46 CL PO ZCP 0.00000000                        | CUSIP: 38374G5Y4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20067 | PA      | $16851.34     | 0.00%             | 2034-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 5.4% 04/15/35                          | SAN DIEGO G & E REGD 5.40000000                                                                  | CUSIP: 797440CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2319000 | PA      | $2394869.75   | 0.01%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.373% 09/15/25                          | CSMC 2014-USA OA LLC SER 2014-USA CL D REGD 144A P/P 4.37330000                                  | CUSIP: 12649AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2204250.00   | 0.01%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ATLANTA GA IND 5.557% 03/01/26                         | ATLANTA GA INDEP SCH SYS COPS REGD N/C B/E 5.55700000                                            | CUSIP: 04778CAF2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    535000 | PA      | $538148.48    | 0.00%             | 2026-03-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4833 4% 10/20/40                             | GINNIE MAE II POOL P#4833 4.00000000                                                             | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    629699 | PA      | $609485.33    | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2009-43 SA V/R 06/20/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-43 CL SA V/R 1.70008000                        | CUSIP: 38374UF97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52667 | PA      | $2406.47      | 0.00%             | 2039-06-20      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 4.25% 09/15/48                         | AEP TRANSMISSION CO LLC REGD 4.25000000                                                          | CUSIP: 00115AAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4790000 | PA      | $3988148.01   | 0.02%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD 3.75% 02/01/26                                | FLEX LTD REGD 3.75000000                                                                         | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13947225.88  | 0.06%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 11/15/49                           | UNITED STATES TREASURY BOND 2.37500000                                                           | CUSIP: 912810SK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  26885000 | PA      | $17590771.62  | 0.07%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6185 2% 03/01/37                              | FANNIE MAE POOL UMBS P#FS6185 2.00000000                                                         | CUSIP: 3140XM2T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    165752 | PA      | $153550.46    | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/32                         | BANK OF AMERICA CORP REGD V/R 2.29900000                                                         | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16345000 | PA      | $14498057.33  | 0.06%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 6.15% 04/01/33                         | WESTERN MIDSTREAM OPERAT REGD 6.15000000                                                         | CUSIP: 958667AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5971000 | PA      | $6307886.63   | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#QY4616 6% 06/01/55                              | FREDDIE MAC POOL UMBS P#QY4616 6.00000000                                                        | CUSIP: 31426PDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3219273 | PA      | $3295969.76   | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CO 5.171% 07/16/32                         | NTT FINANCE CORP REGD 144A P/P 5.17100000                                                        | CUSIP: 62954WAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   4520000 | PA      | $4629237.33   | 0.02%             | 2032-07-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7319 4% 12/01/42                              | FANNIE MAE POOL UMBS P#AB7319 4.00000000                                                         | CUSIP: 31417EDZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    130091 | PA      | $126442.97    | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANCHR 2025-RTL1  V/R 05/25/40                          | ANCHOR MORTGAGE TRUST 2025-RTL1 SER 2025-RTL1 CL A1 V/R REGD 144A P/P 5.71800000                 | CUSIP: 03290CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8615000 | PA      | $8658165.46   | 0.04%             | 2040-05-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| FNR 2006-77 PC 6.5% 08/25/36                           | FANNIE MAE REMICS SER 2006-77 CL PC 6.50000000                                                   | CUSIP: 31396KGX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18612 | PA      | $19205.07     | 0.00%             | 2036-08-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PHEAA 2021-1A A V/R 05/25/70                           | PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY SER 2021-1A CL A V/R 144A P/P 5.00051000         | CUSIP: 71723MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3753082 | PA      | $3706427.15   | 0.02%             | 2070-05-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/35                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128334Z0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1824000 | PA      | $1223160.03   | 0.01%             | 2035-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#257510 7% 12/01/38                              | FANNIE MAE POOL UMBS P#257510 7.00000000                                                         | CUSIP: 31371PAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67876 | PA      | $72499.18     | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0816 1.5% 06/01/37                            | FREDDIE MAC POOL UMBS P#SB0816 1.50000000                                                        | CUSIP: 3132CW3Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2299955 | PA      | $2057756.83   | 0.01%             | 2037-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHR 3218 AO ZCP 09/15/36                               | FREDDIE MAC REMICS SER 3218 CL AO ZCP 0.00000000                                                 | CUSIP: 31397BHE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5624 | PA      | $4604.18      | 0.00%             | 2036-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.45% 04/15/42                         | PACIFIC GAS & ELECTRIC REGD 4.45000000                                                           | CUSIP: 694308GZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1593176.53   | 0.01%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4181 1.5% 11/01/50                            | FANNIE MAE POOL UMBS P#MA4181 1.50000000                                                         | CUSIP: 31418DUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10055038 | PA      | $7734610.41   | 0.03%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CWHL 2004-3 A4 5.75% 04/25/34                          | CHL MORTGAGE PASS-THROUGH TRUST 2004-3 SER 2004-3 CL A4 REGD 5.75000000                          | CUSIP: 12669FPC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6768 | PA      | $6751.46      | 0.00%             | 2034-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNR 2005-75 SV V/R 09/25/35                            | FANNIE MAE REMICS SER 2005-75 CL SV V/R 6.31796000                                               | CUSIP: 31394FAV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1354 | PA      | $1527.32      | 0.00%             | 2035-09-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 06/30/27                               | BNP PARIBAS REGD V/R 144A P/P 1.67500000                                                         | CUSIP: 09659W2Q6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2660000 | PA      | $2607105.42   | 0.01%             | 2027-06-30      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGA 3.25% 05/01/51                         | INDIANA MICHIGAN POWER REGD 3.25000000                                                           | CUSIP: 454889AU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1059008.87   | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 3.875% 08/22/37                         | AMAZON.COM INC REGD 3.87500000                                                                   | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1567381.22   | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04332 5% 03/01/38                             | FREDDIE MAC GOLD POOL P#G04332 5.00000000                                                        | CUSIP: 3128M6ED6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18293 | PA      | $18778.60     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| F/C US 10YR NOTE (CBT)DEC25                            | FUTURE CONTRACT ON           US 10YR NOTE (CBT)DEC25 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |      1853 | NC      | $208462500.00 | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC P#1J1564 V/R 04/01/37                            | FREDDIE MAC NON GOLD POOL P#1J1564 V/R 6.94700000                                                | CUSIP: 3128NHWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21168 | PA      | $21820.75     | 0.00%             | 2037-04-01      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B1 2.289% 02/15/30                          | BENCHMARK 2020-B17 MORTGAGE TRUST SER 2020-B17 CL A5 REGD 2.28900000                             | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2770000 | PA      | $2485225.16   | 0.01%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| UMBS P#AV5470 4% 12/01/43                              | FANNIE MAE POOL UMBS P#AV5470 4.00000000                                                         | CUSIP: 3138XHCG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    549322 | PA      | $531537.24    | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS  3.2% 08/15/29                         | GLOBAL PAYMENTS INC REGD 3.20000000                                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   4843000 | PA      | $4599320.00   | 0.02%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0784 4% 02/20/43                           | GINNIE MAE II POOL P#MA0784 4.00000000                                                           | CUSIP: 36179M2R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    453234 | PA      | $438672.39    | 0.00%             | 2043-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5832 6% 10/01/53                              | FANNIE MAE POOL UMBS P#FS5832 6.00000000                                                         | CUSIP: 3140XMPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4526692 | PA      | $4675416.53   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 3260 CS V/R 01/15/37                               | FREDDIE MAC REMICS SER 3260 CL CS V/R 1.65344000                                                 | CUSIP: 31397ELL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12915 | PA      | $1207.06      | 0.00%             | 2037-01-15      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| ROC 2025-RTL1 A1 V/R 08/25/27                          | ROC MORTGAGE TRUST 2025-RTL1 SER 2025-RTL1 CL A1 V/R REGD 144A P/P 5.62500000                    | CUSIP: 77119RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6023567.40   | 0.03%             | 2040-02-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| CGCMT 2019-GC 3.038% 10/10/29                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC43 SER 2019-GC43 CL A4 REGD 3.03800000                | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7217000 | PA      | $6752940.40   | 0.03%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISS 5.85% 06/01/54                         | ENTERGY MISSISSIPPI LLC REGD 5.85000000                                                          | CUSIP: 29366WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1228465.14   | 0.01%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHR 3122 OH ZCP 03/15/36                               | FREDDIE MAC REMICS SER 3122 CL OH ZCP 0.00000000                                                 | CUSIP: 31396JLG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7352 | PA      | $6421.27      | 0.00%             | 2036-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN7943 3.1% 01/01/28                            | FANNIE MAE POOL UMBS P#AN7943 3.10000000                                                         | CUSIP: 3138LLZH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6187570 | PA      | $6065001.48   | 0.03%             | 2028-01-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OPTN 2021-B A 1.47% 05/01/24                           | OPORTUN ISSUANCE TRUST 2021-B SER 2021-B CL A REGD 144A P/P 1.47000000                           | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1521783 | PA      | $1491077.02   | 0.01%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| GNR 2022-68 SP V/R 04/20/52                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-68 CL SP V/R 0.00000000                        | CUSIP: 38383PB42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4442206 | PA      | $145476.92    | 0.00%             | 2052-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ODART 2021-1A  1.26% 05/14/25                          | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2021-1 SER 2021-1A CL B REGD 144A P/P 1.26000000           | CUSIP: 682687AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10300000 | PA      | $10226870.00  | 0.04%             | 2028-07-14      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINAN 5.625% 03/15/42                         | ERAC USA FINANCE LLC REGD P/P 5.62500000                                                         | CUSIP: 26884TAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    357000 | PA      | $364524.53    | 0.00%             | 2042-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 4.45% 09/29/27                           | CITIGROUP INC REGD 4.45000000                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8213000 | PA      | $8246429.46   | 0.03%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-P3  5.82% 11/10/26                          | CARVANA AUTO RECEIVABLES TRUST 2023-P3 SER 2023-P3 CL A3 REGD 144A P/P 5.82000000                | CUSIP: 14688GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1781715 | PA      | $1794460.60   | 0.01%             | 2028-08-10      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SEMT 2004-11 A1 V/R 12/20/34                           | SEQUOIA MORTGAGE TRUST 2004-11 SER 2004-11 CL A1 V/R REGD 4.84992000                             | CUSIP: 81744FFJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15067 | PA      | $13813.35     | 0.00%             | 2034-12-20      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| FNGT 2001-T3 A1 7.5% 11/25/40                          | FANNIE MAE GRANTOR TRUST 2001-T3 SER 2001-T3 CL A1 7.50000000                                    | CUSIP: 31358S7A3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41256 | PA      | $42407.15     | 0.00%             | 2040-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-1A  4.99% 02/15/33                          | AFFIRM MASTER TRUST SER 2025-1A CL A REGD 144A P/P 4.99000000                                    | CUSIP: 00833BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12100000 | PA      | $12196848.40  | 0.05%             | 2033-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA7075 3% 02/01/50                              | FREDDIE MAC POOL UMBS P#QA7075 3.00000000                                                        | CUSIP: 3133A12G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6029054 | PA      | $5393456.12   | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 06-118 A2 V/R 12/25/36                             | FANNIE MAE SERIES 2006-118 CLASS A2 4.52287000                                                   | CUSIP: 31396L4T4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85396 | PA      | $83921.73     | 0.00%             | 2036-12-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#991908 7% 11/01/38                              | FANNIE MAE POOL UMBS P#991908 7.00000000                                                         | CUSIP: 31415W3R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22645 | PA      | $24146.31     | 0.00%             | 2038-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#257203 5% 05/01/28                              | FANNIE MAE POOL UMBS P#257203 5.00000000                                                         | CUSIP: 31371NU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2379 | PA      | $2392.34      | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-AR11 A V/R 10/25/33                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR11 SER 2003-AR11 CL A6 V/R REGD 5.88646800 | CUSIP: 92922FJF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64869 | PA      | $61396.21     | 0.00%             | 2033-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT2014 3% 04/01/43                              | FANNIE MAE POOL UMBS P#AT2014 3.00000000                                                         | CUSIP: 3138WPGY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    390045 | PA      | $358703.94    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2017-4 MT 3.5% 06/25/57                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST 2017-4 SER 2017-4 CL MT 3.50000000               | CUSIP: 35563PCM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2101695 | PA      | $1914872.54   | 0.01%             | 2057-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAFC 2005-6 2A7 5.5% 10/25/35                          | BANC OF AMERICA FUNDING 2005-6 TRUST SER 2005-6 CL 2A7 REGD 5.50000000                           | CUSIP: 05946XP23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12061 | PA      | $10878.43     | 0.00%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILI 5.25% 08/15/35                         | ESSENTIAL UTILITIES INC REGD 5.25000000                                                          | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |  12737000 | PA      | $12799241.27  | 0.05%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPIT 4.25% 10/04/31                         | ACCENTURE CAPITAL INC REGD 4.25000000                                                            | CUSIP: 00440KAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2351484.29   | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HERO 2017-3A A 3.95% 09/20/39                          | HERO FUNDING 2017-3 SER 2017-3A CL A2 REGD 144A P/P 3.95000000                                   | CUSIP: 42771AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    894192 | PA      | $840308.27    | 0.00%             | 2048-09-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FNR 2003-73 HC 5.5% 08/25/33                           | FANNIE MAE REMICS SER 2003-73 CL HC 5.50000000                                                   | CUSIP: 31393DB91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27925 | PA      | $28966.29     | 0.00%             | 2033-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCI 3.35% 04/16/31                         | SAMMONS FINANCIAL GROUP REGD 144A P/P 3.35000000                                                 | CUSIP: 79588TAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6475366.10   | 0.03%             | 2031-04-16      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FLYWHEEL 8.106% 08/25/2044                             | FLYWHEEL 2024 PDP1             B 8.106 25 AUG 2044 144A REGD 8.10600000                          | CUSIP: 302704AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2251090 | PA      | $2300469.91   | 0.01%             | 2044-08-25      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2457 3% 04/01/50                              | FREDDIE MAC POOL UMBS P#RA2457 3.00000000                                                        | CUSIP: 3133KHWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1344079 | PA      | $1202379.76   | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#784119 3% 02/20/46                           | GINNIE MAE II POOL P#784119 3.00000000                                                           | CUSIP: 3622A2SG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    258645 | PA      | $234761.77    | 0.00%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4157 1.5% 10/01/50                            | FANNIE MAE POOL UMBS P#MA4157 1.50000000                                                         | CUSIP: 31418DTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1675943 | PA      | $1288557.82   | 0.01%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNR 2011-22 WA V/R 02/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-22 CL WA V/R 5.77788000                        | CUSIP: 38377QRC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15145 | PA      | $15522.04     | 0.00%             | 2037-02-20      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL V/R 03/30/29                         | CANADIAN IMPERIAL BANK REGD V/R SER . 4.85700000                                                 | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10155096.30  | 0.04%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| FHR 1963 Z 7.5% 01/15/27                               | FREDDIE MAC REMICS SER 1963 CL Z 7.50000000                                                      | CUSIP: 3133TAA28<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       407 | PA      | $409.89       | 0.00%             | 2027-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BELROSE FUNDIN 6.792% 05/15/55                         | BELROSE FUNDING TRUST II REGD 144A P/P 6.79200000                                                | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5414685.80   | 0.02%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / E 4.5% 02/15/31                         | DELL INT LLC / EMC CORP REGD 4.50000000                                                          | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4309000 | PA      | $4299038.76   | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 4.9% 04/15/29                         | MARRIOTT INTERNATIONAL REGD 4.90000000                                                           | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    809000 | PA      | $825853.98    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 7.3% 07/01/38                         | TIME WARNER CABLE LLC REGD 7.30000000                                                            | CUSIP: 88732JAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1369141.99   | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| FIDELITY INV MMKT GOVT-INST                            | FIDELITY GOVERNMENT PORTFOLIO CL INSTITUTIONAL 0.00000000                                        | CUSIP: 31607A703<br>LEI: N/A                  | Long             | EC               | RF                | US        | 910798117 | NS      | $910798116.86 | 3.83%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW ENGLAND POWE 3.8% 12/05/47                         | NEW ENGLAND POWER CO REGD 144A P/P 3.80000000                                                    | CUSIP: 644188BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5108000 | PA      | $4008445.79   | 0.02%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0624 3% 12/20/42                           | GINNIE MAE II POOL P#MA0624 3.00000000                                                           | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    407508 | PA      | $375231.84    | 0.00%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PL 4.8% 04/05/26                         | NATWEST GROUP PLC REGD 4.80000000                                                                | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3017000 | PA      | $3026046.02   | 0.01%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNIV OF PITTSB 3.555% 09/15/19                         | UNIV OF PITTSBURGH PA OF THE C REGD B/E 3.55500000                                               | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |   2045000 | PA      | $1330342.23   | 0.01%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/52                           | UNITED STATES TREASURY BOND 2.87500000                                                           | CUSIP: 912810TG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 108006000 | PA      | $77072406.56  | 0.32%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GSR 2005-5F 8A3 V/R 06/25/35                           | GSR MORTGAGE LOAN TRUST 2005-5F SER 2005-5F CL 8A3 V/R REGD 4.77239000                           | CUSIP: 36242D7M9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7055 | PA      | $6833.71      | 0.00%             | 2035-06-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| UMBS P#986648 6% 09/01/37                              | FANNIE MAE POOL UMBS P#986648 6.00000000                                                         | CUSIP: 31415RBR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28606 | PA      | $30013.12     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2008-1 BI V/R 02/25/38                             | FANNIE MAE REMICS SER 2008-1 CL BI V/R 1.43949000                                                | CUSIP: 31396YCX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56009 | PA      | $4582.14      | 0.00%             | 2038-02-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM7117 3.14% 12/01/26                           | FANNIE MAE POOL UMBS P#AM7117 3.14000000                                                         | CUSIP: 3138L74B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1550126 | PA      | $1536026.95   | 0.01%             | 2026-12-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| FNR 2006-56 FC V/R 07/25/36                            | FANNIE MAE REMICS SER 2006-56 CL FC V/R 4.76051000                                               | CUSIP: 31395NXA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     83531 | PA      | $83008.29     | 0.00%             | 2036-07-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| FNR 2009-70 CO ZCP 01/25/37                            | FANNIE MAE REMICS SER 2009-70 CL CO ZCP 0.00000000                                               | CUSIP: 31396QYP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32724 | PA      | $27164.38     | 0.00%             | 2037-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.187% 11/15/36                           | BROADCOM INC REGD 144A P/P 3.18700000                                                            | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  17915000 | PA      | $15288258.63  | 0.06%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 4.487% 03/04/49                         | BROOKLYN UNION GAS CO REGD 144A P/P 4.48700000                                                   | CUSIP: 114259AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    338000 | PA      | $275346.94    | 0.00%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| FGLMC P#L10291 6.5% 11/01/36                           | FREDDIE MAC GOLD POOL P#L10291 6.50000000                                                        | CUSIP: 3128DHKC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     59757 | PA      | $61987.21     | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ9316 2.5% 01/01/43                            | FANNIE MAE POOL UMBS P#AQ9316 2.50000000                                                         | CUSIP: 3138MRK67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    982924 | PA      | $887312.99    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND 3.75% 05/15/46                         | DUKE ENERGY INDIANA LLC REGD 3.75000000                                                          | CUSIP: 26443TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $473319.00    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 02/15/35                           | UNITED STATES TREASURY NOTE 4.62500000                                                           | CUSIP: 91282CMM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  16600000 | PA      | $17251031.25  | 0.07%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/10/30                         | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.33500000                                              | CUSIP: 22535WAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3036000 | PA      | $3123893.38   | 0.01%             | 2030-01-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| BMARK 2021-B2 2.584% 03/15/31                          | BENCHMARK 2021-B24 MORTGAGE TRUST SER 2021-B24 CL A5 REGD 2.58430000                             | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2142748.80   | 0.01%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| FHR 2744 PE 5.5% 02/15/34                              | FREDDIE MAC REMICS SER 2744 CL PE 5.50000000                                                     | CUSIP: 31394PR88<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       112 | PA      | $112.20       | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#851432 V/R 10/01/35                             | FANNIE MAE POOL UMBS P#851432 V/R 6.58100000                                                     | CUSIP: 31408G4R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17995 | PA      | $18630.28     | 0.00%             | 2035-10-01      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| FORDR 2023-2 A 5.28% 08/15/28                          | FORD CREDIT AUTO OWNER TRUST 2023-REV2 SER 2023-2 CL A REGD 144A P/P 5.28000000                  | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8800000 | PA      | $9079711.52   | 0.04%             | 2036-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 06/15/27                           | UNITED STATES TREASURY NOTE 4.62500000                                                           | CUSIP: 91282CKV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  68225000 | PA      | $69309671.07  | 0.29%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0915 3.5% 07/01/52                            | FREDDIE MAC POOL UMBS P#SL0915 3.50000000                                                        | CUSIP: 31427NAR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12453293 | PA      | $11462951.18  | 0.05%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2009-17 QS V/R 03/25/39                            | FANNIE MAE REMICS SER 2009-17 CL QS V/R 2.17949000                                               | CUSIP: 31397NGH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11853 | PA      | $1077.91      | 0.00%             | 2039-03-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  3.55% 06/15/46                         | PUBLIC SERVICE COLORADO REGD 3.55000000                                                          | CUSIP: 744448CM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $262804.27    | 0.00%             | 2046-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/44                           | UNITED STATES TREASURY BOND 4.62500000                                                           | CUSIP: 912810UF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  32465000 | PA      | $32163176.79  | 0.14%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BBCMS 2023-C21 A V/R 09/15/28                          | BBCMS MORTGAGE TRUST 2023-C21 SER 2023-C21 CL A2 V/R REGD 6.50572800                             | CUSIP: 05553WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10248364 | PA      | $10766082.99  | 0.05%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FHR 2125 JZ 6% 02/15/29                                | FREDDIE MAC REMICS SER 2125 CL JZ 6.00000000                                                     | CUSIP: 3133TJHS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2924 | PA      | $2972.10      | 0.00%             | 2029-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8106 2% 11/01/50                              | FREDDIE MAC POOL UMBS P#SD8106 2.00000000                                                        | CUSIP: 3132DWAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8284937 | PA      | $6742107.33   | 0.03%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4720 2.5% 05/01/52                            | FANNIE MAE POOL UMBS P#FS4720 2.50000000                                                         | CUSIP: 3140XLG69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17051893 | PA      | $14616794.36  | 0.06%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2446 4% 12/20/44                           | GINNIE MAE II POOL P#MA2446 4.00000000                                                           | CUSIP: 36179QWF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4137554 | PA      | $3979028.28   | 0.02%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 3.95% 10/01/46                         | SOUTHERN CO GAS CAPITAL REGD 3.95000000                                                          | CUSIP: 8426EPAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    282000 | PA      | $223108.50    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1519 3% 04/01/52                              | FANNIE MAE POOL UMBS P#FS1519 3.00000000                                                         | CUSIP: 3140XGVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7259420 | PA      | $6498217.92   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016 3.65% 01/07/26                         | UNITED AIR 2016-1 B PTT REGD 3.65000000                                                          | CUSIP: 90933HAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    891236 | PA      | $886458.80    | 0.00%             | 2026-01-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2  3.6% 09/22/27                         | AMER AIRLN 15-2 AA PTT REGD 3.60000000                                                           | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390438 | PA      | $382588.49    | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO 2.196% 02/04/26                              | BOEING CO REGD 2.19600000                                                                        | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  29335000 | PA      | $29112826.98  | 0.12%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FNR 2004-17 H 5.5% 04/25/34                            | FANNIE MAE REMICS SER 2004-17 CL H 5.50000000                                                    | CUSIP: 31393XZV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70232 | PA      | $72285.21     | 0.00%             | 2034-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 5.65% 03/15/33                         | WILLIAMS COMPANIES INC REGD 5.65000000                                                           | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3518208.56   | 0.01%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R 01/23/30                                | US BANCORP REGD V/R 5.38400000                                                                   | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2259112.05   | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.4% 06/30/33                             | NISOURCE INC REGD 5.40000000                                                                     | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    844000 | PA      | $874961.98    | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04913 5% 03/01/38                             | FREDDIE MAC GOLD POOL P#G04913 5.00000000                                                        | CUSIP: 3128M6YJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     71299 | PA      | $73189.16     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8015 6% 07/01/53                              | FANNIE MAE POOL UMBS P#FS8015 6.00000000                                                         | CUSIP: 3140XP3Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10008522 | PA      | $10360712.09  | 0.04%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4654 2% 07/01/51                              | FANNIE MAE POOL UMBS P#FS4654 2.00000000                                                         | CUSIP: 3140XLE46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12890751 | PA      | $10495554.41  | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS  4% 01/15/31                         | APPLIED MATERIALS INC REGD 4.00000000                                                            | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   4948000 | PA      | $4899083.87   | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 02/15/43                           | UNITED STATES TREASURY BOND 3.87500000                                                           | CUSIP: 912810TQ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  27584000 | PA      | $25035712.58  | 0.11%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 09/11/30                          | DEUTSCHE BANK NY REGD V/R 4.99900000                                                             | CUSIP: 251526CX5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1186754.89   | 0.00%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BV7952 V/R 06/20/70                          | GINNIE MAE II POOL P#BV7952 V/R 3.02900000                                                       | CUSIP: 3617NMZR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4385428 | PA      | $3997635.16   | 0.02%             | 2070-06-20      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| GNR 2005-68 KI V/R 09/20/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-68 CL KI V/R 2.05008000                        | CUSIP: 38374L3B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    171586 | PA      | $15827.53     | 0.00%             | 2035-09-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| FNMA P#252211 6% 12/1/28_                              | FEDERAL NATIONAL MORTGAGE ASSN  POOL #252211_ 6.00000000                                         | CUSIP: 31371HDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       472 | PA      | $482.10       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-CB3 2 6.5% 10/25/34                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-CB3 TRUST SER 2004-CB3 CL 2A REGD 6.50000000 | CUSIP: 92922FXM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    615980 | PA      | $637918.54    | 0.00%             | 2034-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-108 SA V/R 12/25/37                           | FANNIE MAE REMICS SER 2007-108 CL SA V/R 1.88949000                                              | CUSIP: 31396XR55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2828 | PA      | $198.78       | 0.00%             | 2037-12-25      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| UMBS P#702901 6% 05/01/33                              | FANNIE MAE POOL UMBS P#702901 6.00000000                                                         | CUSIP: 31401A3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5046 | PA      | $5186.50      | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 01/15/31                         | HUNTINGTON BANCSHARES REGD V/R 5.27200000                                                        | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   5880000 | PA      | $6060325.66   | 0.03%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| FNR 2003-132 OA ZCP 08/25/33                           | FANNIE MAE REMICS SER 2003-132 CL OA ZCP 0.00000000                                              | CUSIP: 31393UVB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       186 | PA      | $180.58       | 0.00%             | 2033-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 02/28/29                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CKD2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  30487000 | PA      | $31066967.62  | 0.13%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA P#591882 6.5% 07/15/32                            | GINNIE MAE I POOL P#591882 6.50000000                                                            | CUSIP: 36201SRB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1302 | PA      | $1353.38      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT9193 3% 07/01/43                              | FANNIE MAE POOL UMBS P#AT9193 3.00000000                                                         | CUSIP: 3138WXGB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    598811 | PA      | $550254.85    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNT 5.388% 11/13/29                          | ROCK TRUST 2024-CNTR SER 2024-CNTR CL A REGD 144A P/P 5.38834000                                 | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3606105.30   | 0.02%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| GNR 2007-53 ES V/R 09/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-53 CL ES V/R 2.30008000                        | CUSIP: 38375LFW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47313 | PA      | $1833.27      | 0.00%             | 2037-09-20      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H09 TA V/R 04/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H09 CL TA V/R 5.06582000                       | CUSIP: 38375UFZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    158936 | PA      | $159257.91    | 0.00%             | 2064-04-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| JONAH 2024-1A 6.504% 08/10/39                          | JONAH ENERGY ABS II LLC SER 2024-1A CL A1 REGD 144A 6.50400000                                   | CUSIP: 479913AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7754488 | PA      | $7793260.45   | 0.03%             | 2039-08-10      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/09/29                         | CREDIT AGRICOLE SA REGD V/R 144A P/P 5.23000000                                                  | CUSIP: 22535WAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3394000 | PA      | $3459110.29   | 0.01%             | 2029-01-09      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 4.250% 02/15/54                         | UNITED STATES TREASURY BOND 4.25000000                                                           | CUSIP: 912810TX6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  94411000 | PA      | $87145778.99  | 0.37%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 02/15/44                           | UNITED STATES TREASURY BOND 3.62500000                                                           | CUSIP: 912810RE0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10150000 | PA      | $8810279.27   | 0.04%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7853 4.185% 04/01/33                          | FANNIE MAE POOL UMBS P#BS7853 4.18500000                                                         | CUSIP: 3140LJWP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1565000 | PA      | $1541415.84   | 0.01%             | 2033-04-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| UMBS P#832801 V/R 09/01/35                             | FANNIE MAE POOL UMBS P#832801 V/R 6.45500000                                                     | CUSIP: 31407KGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       821 | PA      | $837.04       | 0.00%             | 2035-09-01      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGIN 4.179% 09/01/17                         | UNIV OF VIRGINIA VA UNIV REVEN REGD B/E 4.17900000                                               | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1540000 | PA      | $1174087.22   | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H03 FA V/R 12/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H03 CL FA V/R 4.96582000                       | CUSIP: 38375UTM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    232137 | PA      | $232183.26    | 0.00%             | 2064-12-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-8 A1 4.62% 11/22/27                          | VERIZON MASTER TRUST SER 2024-8 CL A1A REGD 4.62000000                                           | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |  11200000 | PA      | $11342991.52  | 0.05%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G06193 5.5% 05/01/40                           | FREDDIE MAC GOLD POOL P#G06193 5.50000000                                                        | CUSIP: 3128M8GA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    599458 | PA      | $622279.74    | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFCC 2022-A A 6.19% 10/15/30                           | CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST SER 2022-A CL A REGD 144A P/P 6.19000000        | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10045000 | PA      | $10077068.66  | 0.04%             | 2030-10-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST  7.102% 01/01/41                         | NEW JERSEY ST TURNPIKE AUTH TU REGD N/C B/E 7.10200000                                           | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   5870000 | PA      | $6800269.97   | 0.03%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS7111 4.98% 11/01/32                           | FANNIE MAE POOL UMBS P#BS7111 4.98000000                                                         | CUSIP: 3140LH3V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7522000 | PA      | $7774679.17   | 0.03%             | 2032-11-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA 7.75% 05/14/38                         | BANK OF AMERICA CORP REGD 7.75000000                                                             | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    137000 | PA      | $167320.26    | 0.00%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-3A  6.02% 09/15/28                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3A CL C REGD 144A P/P 6.02000000           | CUSIP: 96041CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7800000 | PA      | $7905051.96   | 0.03%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| FHS 270 F1 V/R 08/15/42                                | FREDDIE MAC STRIPS SER 270 CL F1 V/R 4.98656000                                                  | CUSIP: 3128HXXL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    316736 | PA      | $312538.86    | 0.00%             | 2042-08-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G02210 7% 12/01/28                             | FREDDIE MAC GOLD POOL P#G02210 7.00000000                                                        | CUSIP: 3128LXN30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2930 | PA      | $3061.75      | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FNW 2004-W2 2A2 7% 02/25/44                            | FANNIE MAE TRUST 2004-W2 SER 2004-W2 CL 2A2 7.00000000                                           | CUSIP: 31393XGQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11537 | PA      | $11962.12     | 0.00%             | 2044-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3245 4% 11/20/45                           | GINNIE MAE II POOL P#MA3245 4.00000000                                                           | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1120482 | PA      | $1075821.49   | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A23139 5% 06/01/34                             | FREDDIE MAC GOLD POOL P#A23139 5.00000000                                                        | CUSIP: 31297APY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20024 | PA      | $20504.70     | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.75% 04/15/54                         | SOUTHERN CAL EDISON REGD 5.75000000                                                              | CUSIP: 842400JD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4814458.96   | 0.02%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REVVITY INC 3.625% 03/15/51                            | REVVITY INC REGD 3.62500000                                                                      | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $2407036.87   | 0.01%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 07/24/28                             | CITIGROUP INC REGD V/R 3.66800000                                                                | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7895000 | PA      | $7825340.99   | 0.03%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/28/30                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CGQ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  65024000 | PA      | $65778379.84  | 0.28%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDIN 5.74% 02/15/55                         | 200 PARK FUNDING TRUST REGD 144A P/P 5.74000000                                                  | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3038276.76   | 0.01%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PSEG POWER LLC 5.75% 05/15/35                          | PSEG POWER LLC REGD 144A P/P 5.75000000                                                          | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10489000 | PA      | $10972886.20  | 0.05%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSIO 3.15% 09/15/49                         | AEP TRANSMISSION CO LLC REGD 3.15000000                                                          | CUSIP: 00115AAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $397727.83    | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB6633 3.5% 10/01/42                            | FANNIE MAE POOL UMBS P#AB6633 3.50000000                                                         | CUSIP: 31417DLP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    356113 | PA      | $336348.40    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHASE 2007-A1 7A V/R 02/25/37                          | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 SER 2007-A1 CL 7A1 V/R REGD 6.86786400               | CUSIP: 161630AU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       327 | PA      | $328.27       | 0.00%             | 2037-02-25      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| GNR 2009-31 TS V/R 03/20/39                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-31 CL TS V/R 2.05008000                        | CUSIP: 38374TXN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17353 | PA      | $377.60       | 0.00%             | 2039-03-20      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CO 4.75% 08/01/44                         | BERKLEY (WR) CORPORATION REGD 4.75000000                                                         | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3208025.65   | 0.01%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6411 4% 01/20/50                           | GINNIE MAE II POOL P#MA6411 4.00000000                                                           | CUSIP: 36179VDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1956223 | PA      | $1862270.16   | 0.01%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.375% 04/15/31                             | HUMANA INC REGD 5.37500000                                                                       | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  21075000 | PA      | $21677971.98  | 0.09%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHR 2474 NR 6.5% 07/15/32                              | FREDDIE MAC REMICS SER 2474 CL NR 6.50000000                                                     | CUSIP: 31392R3C3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10216 | PA      | $10614.28     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 4.45% 06/15/29                          | NRG ENERGY INC REGD 144A P/P 4.45000000                                                          | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1145286.23   | 0.00%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE 4.9% 04/01/77                         | MASS MUTUAL LIFE INS CO REGD 144A P/P 4.90000000                                                 | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4238926.60   | 0.02%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FNR 2006-110 PO ZCP 11/25/36                           | FANNIE MAE REMICS SER 2006-110  CL PO ZCP 0.00000000                                             | CUSIP: 31396LVP2<br>LEI: N/A                  | Long             | RE               | CORP              | US        |     17543 | PA      | $15276.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEA 6.2% 06/15/30                         | PENSKE TRUCK LEASING/PTL REGD 144A P/P 6.20000000                                                | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2925000 | PA      | $3129335.44   | 0.01%             | 2030-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-5C1 5.928% 07/15/57                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C1 SER 2024-5C1 CL A3 REGD 5.92800000                | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21800000 | PA      | $22849120.64  | 0.10%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.55% 05/15/34                         | ENERGY TRANSFER LP REGD 5.55000000                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  11305000 | PA      | $11598938.48  | 0.05%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 01/09/30                         | SANTANDER HOLDINGS USA REGD V/R 6.17400000                                                       | CUSIP: 80282KBJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3515000 | PA      | $3661297.89   | 0.02%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| CARMX 2021-4 C 1.38% 10/15/25                          | CARMAX AUTO OWNER TRUST 2021-4 SER 2021-4 CL C REGD 1.38000000                                   | CUSIP: 14317JAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2850000 | PA      | $2830387.73   | 0.01%             | 2027-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO 4% 10/01/28                           | GEORGIA POWER CO REGD 4.00000000                                                                 | CUSIP: 373334LC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7257000 | PA      | $7256868.72   | 0.03%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMB 8% 04/20/33                         | REPUBLIC OF COLOMBIA REGD 8.00000000                                                             | CUSIP: 195325EF8<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |   2227000 | PA      | $2424089.50   | 0.01%             | 2033-04-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FNR 2021-31 AB 2% 06/25/41                             | FANNIE MAE REMICS SER 2021-31 CL AB 2.00000000                                                   | CUSIP: 3136BHYA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2510059 | PA      | $2284971.79   | 0.01%             | 2041-06-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANC 3.25% 04/30/30                         | CITIZENS FINANCIAL GROUP REGD 3.25000000                                                         | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4733645.10   | 0.02%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.8% 07/15/46                          | CIGNA GROUP/THE REGD SER * 4.80000000                                                            | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    218000 | PA      | $195282.29    | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FNR 2009-63 P 5% 03/25/37                              | FANNIE MAE REMICS SER 2009-63 CL P 5.00000000                                                    | CUSIP: 31396QWV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1111 | PA      | $1091.38      | 0.00%             | 2037-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 2.9% 08/15/51                         | DUKE ENERGY PROGRESS LLC REGD 2.90000000                                                         | CUSIP: 26442UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1053651.44   | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CJ6767 V/R 11/20/71                          | GINNIE MAE II POOL P#CJ6767 V/R 5.56700000                                                       | CUSIP: 3617XPQU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3295650 | PA      | $3415871.75   | 0.01%             | 2071-11-20      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTI 8% 03/01/32                         | NATIONAL RURAL UTIL COOP REGD MTN SER MTNC 8.00000000                                            | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    791000 | PA      | $938406.62    | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD8522 4% 08/01/40                              | FANNIE MAE POOL UMBS P#AD8522 4.00000000                                                         | CUSIP: 31418WPG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43658 | PA      | $42731.26     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C09015 3% 10/01/42                             | FREDDIE MAC GOLD POOL P#C09015 3.00000000                                                        | CUSIP: 31292SAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1443674 | PA      | $1329557.26   | 0.01%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4069 3.5% 11/20/46                         | GINNIE MAE II POOL P#MA4069 3.50000000                                                           | CUSIP: 36179SQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    475646 | PA      | $442230.01    | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08563 4% 01/01/44                             | FREDDIE MAC GOLD POOL P#G08563 4.00000000                                                        | CUSIP: 3128MJTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    133036 | PA      | $129214.16    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATION 5.75% 10/01/29                         | AMERICAN NATIONAL GROUP REGD 5.75000000                                                          | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1551633.42   | 0.01%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5Y 5.032% 12/15/29                          | BANK5 TRUST 2025-5YR13 SER 2025-5YR13 CL A2 REGD 5.03200000                                      | CUSIP: 06650CAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11450000 | PA      | $11698438.67  | 0.05%             | 2058-01-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.55% 02/06/53                             | ORACLE CORP REGD 5.55000000                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1892449.04   | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 08/15/28                           | UNITED STATES TREASURY NOTE 3.62500000                                                           | CUSIP: 91282CNU1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  45500000 | PA      | $45500000.00  | 0.19%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#799912 V/R 11/01/34                             | FANNIE MAE POOL UMBS P#799912 V/R 6.73800000                                                     | CUSIP: 31405UVD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1427 | PA      | $1447.62      | 0.00%             | 2034-11-01      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E 3.95% 11/15/41                         | SAN DIEGO G & E REGD 3.95000000                                                                  | CUSIP: 797440BP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $256878.58    | 0.00%             | 2041-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN 5.625% 04/01/30                         | ANGLO AMERICAN CAPITAL REGD 144A P/P 5.62500000                                                  | CUSIP: 034863AW0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4300000 | PA      | $4488074.30   | 0.02%             | 2030-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNR 2003-35 EA ZCP 05/25/33                            | FANNIE MAE REMICS SER 2003-35 CL EA ZCP 0.00000000                                               | CUSIP: 31393BP33<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1885 | PA      | $1668.05      | 0.00%             | 2033-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4285 2% 03/01/31                              | FANNIE MAE POOL UMBS P#MA4285 2.00000000                                                         | CUSIP: 31418DXP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3107728 | PA      | $2974210.75   | 0.01%             | 2031-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2020-B21 A V/R 11/15/30                          | BENCHMARK 2020-B21 MORTGAGE TRUST SER 2020-B21 CL A5 V/R REGD 1.97750000                         | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3252000 | PA      | $2861093.34   | 0.01%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/24/31                         | WELLS FARGO & COMPANY REGD V/R 5.24400000                                                        | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  18673000 | PA      | $19319231.26  | 0.08%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| CGCMT 2018-C5 A4 V/R 05/10/28                          | CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-C5 SER 2018-C5 CL A4 V/R REGD 4.22800000                | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3731728.50   | 0.02%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| IDEX CORP 4.95% 09/01/29                               | IDEX CORP REGD 4.95000000                                                                        | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |   4435000 | PA      | $4531267.44   | 0.02%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5044 6% 03/01/54                              | FREDDIE MAC POOL UMBS P#SD5044 6.00000000                                                        | CUSIP: 3132DSS94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7351325 | PA      | $7590415.58   | 0.03%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WFCM 2021-C61 2.658% 07/15/31                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C61 SER 2021-C61 CL A4 REGD 2.65800000                | CUSIP: 95003QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8025000 | PA      | $7166000.79   | 0.03%             | 2054-11-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7795 4% 08/01/46                              | FANNIE MAE POOL UMBS P#AS7795 4.00000000                                                         | CUSIP: 3138WHUV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    991085 | PA      | $953163.81    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR3 E1 4% 10/17/27                          | AMSR 2022-SFR3 TRUST SER 2022-SFR3 CL E1 REGD 144A P/P 4.00000000                                | CUSIP: 66981YAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9701829.00   | 0.04%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SRFC 2021-1A B 1.34% 11/20/37                          | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC SER 2021-1A CL B REGD 144A P/P 1.34000000        | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    799490 | PA      | $792892.09    | 0.00%             | 2037-11-20      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN  5.75% 04/05/34                         | ANGLO AMERICAN CAPITAL REGD 144A P/P 5.75000000                                                  | CUSIP: 034863BE9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  15385000 | PA      | $16147205.05  | 0.07%             | 2034-04-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2943 2% 02/01/51                              | FANNIE MAE POOL UMBS P#FS2943 2.00000000                                                         | CUSIP: 3140XJHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2333699 | PA      | $1893462.83   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 3274 B 6% 02/15/37                                 | FREDDIE MAC REMICS SER 3274 CL B 6.00000000                                                      | CUSIP: 31397F5S7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19467 | PA      | $20480.65     | 0.00%             | 2037-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK2806 V/R 04/20/72                          | GINNIE MAE II POOL P#CK2806 V/R 5.77800000                                                       | CUSIP: 3617XXDK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10010150 | PA      | $10461976.19  | 0.04%             | 2072-04-20      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE  4.95% 04/07/30                         | AMRIZE FINANCE US LLC REGD 144A P/P 4.95000000                                                   | CUSIP: 43475RAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4440000 | PA      | $4538038.44   | 0.02%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#WN3223 3.7% 06/01/34                            | FREDDIE MAC POOL UMBS P#WN3223 3.70000000                                                        | CUSIP: 3132XHSM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10931685 | PA      | $10352139.64  | 0.04%             | 2034-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FHAMS 2005-FA8  5.5% 11/25/35                          | FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 20 SER 2005-FA8 CL 1A19 REGD 5.50000000      | CUSIP: 32051GYZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47397 | PA      | $21279.27     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0007 V/R 12/01/35                            | FREDDIE MAC NON GOLD POOL P#1Q0007 V/R 6.64000000                                                | CUSIP: 3128S4AG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3392 | PA      | $3417.76      | 0.00%             | 2035-12-01      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| FREMF 2019-K92 B V/R 05/25/29                          | FREMF 2019-K92 MORTGAGE TRUST SER 2019-K92 CL B V/R REGD 144A P/P 4.34027900                     | CUSIP: 302973AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6595000 | PA      | $6528137.91   | 0.03%             | 2052-05-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/33                         | WELLS FARGO & COMPANY REGD V/R MTN 4.89700000                                                    | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2466000 | PA      | $2505279.75   | 0.01%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-HE2 A V/R 11/20/55                          | J.P. MORGAN MORTGAGE TRUST 2025-HE2 SER 2025-HE2 CL A1 V/R REGD 144A P/P 5.63245000              | CUSIP: 46593XAA1<br>LEI: 529900TXCH9G2RM4XB25 | Long             | ABS-CBDO         | CORP              | US        |   6862389 | PA      | $6867819.22   | 0.03%             | 2055-11-20      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH3933 4% 01/01/41                              | FANNIE MAE POOL UMBS P#AH3933 4.00000000                                                         | CUSIP: 3138A5LP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66643 | PA      | $64885.49     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-85 SL V/R 09/25/37                            | FANNIE MAE REMICS SER 2007-85 CL SL V/R 4.97372500                                               | CUSIP: 31396XQU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3256 | PA      | $3561.44      | 0.00%             | 2037-09-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8931 2.5% 03/01/52                            | FANNIE MAE POOL UMBS P#FS8931 2.50000000                                                         | CUSIP: 3140XQ4R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    607541 | PA      | $518646.58    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WAMU 2004-AR3 A2 V/R 06/25/34                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2004-AR3 SER 2004-AR3 CL A2 V/R REGD 5.37454000   | CUSIP: 92922FNJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33866 | PA      | $32102.20     | 0.00%             | 2034-06-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 11/15/45                               | UNITED STATES TREASURY BOND 3.00000000                                                           | CUSIP: 912810RP5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1340000 | PA      | $1037610.16   | 0.00%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS KJ44 A2 4.614% 02/25/33                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER KJ44 CL A2 4.61400000           | CUSIP: 3137H9QU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7594754.25   | 0.03%             | 2033-02-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 09/30/30                           | UNITED STATES TREASURY NOTE 3.62500000                                                           | CUSIP: 91282CPA3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  61548000 | PA      | $61235451.87  | 0.26%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9906 5.5% 09/20/54                         | GINNIE MAE II POOL P#MA9906 5.50000000                                                           | CUSIP: 36180AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19367039 | PA      | $19534569.21  | 0.08%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL E 4.875% 02/01/27                         | SOUTHERN CAL EDISON REGD 4.87500000                                                              | CUSIP: 842400JA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4901000 | PA      | $4929281.71   | 0.02%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91417 3.5% 01/01/32                           | FREDDIE MAC GOLD POOL P#C91417 3.50000000                                                        | CUSIP: 3128P7SE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    123282 | PA      | $121258.05    | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2 C 5.16% 03/15/29                          | CARMAX AUTO OWNER TRUST 2025-2 SER 2025-2 CL C REGD 5.16000000                                   | CUSIP: 14320AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1595000 | PA      | $1629885.84   | 0.01%             | 2031-01-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ0669 3.5% 03/01/33                            | FANNIE MAE POOL UMBS P#BJ0669 3.50000000                                                         | CUSIP: 3140H1W71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    767742 | PA      | $757167.19    | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3632 BS V/R 02/15/40                               | FREDDIE MAC REMICS SER 3632 CL BS V/R 2.54480000                                                 | CUSIP: 31398WRF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88659 | PA      | $88101.31     | 0.00%             | 2040-02-15      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| FHR 2434 ZA 6.5% 04/15/32                              | FREDDIE MAC REMICS SER 2434 CL ZA 6.50000000                                                     | CUSIP: 3133TVUN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14791 | PA      | $15007.96     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8104 1.5% 11/01/50                            | FREDDIE MAC POOL UMBS P#SD8104 1.50000000                                                        | CUSIP: 3132DWAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6588763 | PA      | $5068192.05   | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXI 6.625% 06/15/38                         | PETROLEOS MEXICANOS REGD 6.62500000                                                              | CUSIP: 706451BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    126000 | PA      | $114081.56    | 0.00%             | 2038-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC 3.7% 01/12/26                            | CITIGROUP INC REGD 3.70000000                                                                    | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9150000 | PA      | $9133883.28   | 0.04%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/N 4.3% 06/18/29                         | NXP BV/NXP FDG/NXP USA REGD 4.30000000                                                           | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   7077000 | PA      | $7068434.57   | 0.03%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-64CB 5.5% 12/25/35                          | ALTERNATIVE LOAN TRUST 2005-64CB SER 2005-64CB CL 1A9 REGD 5.50000000                            | CUSIP: 12668AZU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34346 | PA      | $30543.59     | 0.00%             | 2035-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2001-81 LO ZCP 01/25/32                            | FANNIE MAE REMICS SER 2001-81 CL LO ZCP 0.00000000                                               | CUSIP: 31392BNB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       305 | PA      | $266.13       | 0.00%             | 2032-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINA 3.4% 05/09/27                         | CRH AMERICA FINANCE INC REGD 144A P/P 3.40000000                                                 | CUSIP: 12636YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $197560.42    | 0.00%             | 2027-05-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.9% 02/06/33                              | ORACLE CORP REGD 4.90000000                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2956511.23   | 0.01%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF  2.761% 04/01/45                         | UNIVERSITY OF CHICAGO REGD SER 20B 2.76100000                                                    | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1241802.80   | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UMBS P#894239 V/R 10/01/36                             | FANNIE MAE POOL UMBS P#894239 V/R 6.56500000                                                     | CUSIP: 31410QPY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4236 | PA      | $4316.18      | 0.00%             | 2036-10-01      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTR 2.332% 08/21/30                         | NATIONAL AUSTRALIA BANK REGD 144A P/P MTN 2.33200000                                             | CUSIP: 632525AU5<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $5400614.16   | 0.02%             | 2030-08-21      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN6850 3.22% 09/01/32                           | FANNIE MAE POOL UMBS P#AN6850 3.22000000                                                         | CUSIP: 3138LKTG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6000000 | PA      | $5549415.18   | 0.02%             | 2032-09-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 4.75% 02/15/28                         | VICI PROPERTIES LP REGD 4.75000000                                                               | CUSIP: 925650AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5042038.10   | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4539 1.5% 02/01/42                            | FANNIE MAE POOL UMBS P#MA4539 1.50000000                                                         | CUSIP: 31418EBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1199675 | PA      | $1010423.34   | 0.00%             | 2042-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RALI 2007-QS1 1A1 6% 01/25/37                          | RALI SERIES 2007-QS1 TRUST SER 2007-QS1 CL 1A1 REGD 6.00000000                                   | CUSIP: 74922KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6843 | PA      | $5459.23      | 0.00%             | 2037-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2008-55 S V/R 07/25/28                             | FANNIE MAE REMICS SER 2008-55 CL S V/R 3.12949000                                                | CUSIP: 31397L4W6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19879 | PA      | $606.67       | 0.00%             | 2028-07-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1874 3% 10/01/51                              | FANNIE MAE POOL UMBS P#CB1874 3.00000000                                                         | CUSIP: 3140QMCL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13655366 | PA      | $12111904.51  | 0.05%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7471 2% 07/20/51                           | GINNIE MAE II POOL P#MA7471 2.00000000                                                           | CUSIP: 36179WJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4354890 | PA      | $3600305.52   | 0.02%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-1 SD V/R 02/25/37                             | FANNIE MAE REMICS SER 2007-1 CL SD V/R 12.17693400                                               | CUSIP: 31396PHH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8374 | PA      | $14387.70     | 0.00%             | 2037-02-25      | Variable      | 12.18%                | No            |                  2 | On Loan: No      |
| UMBS P#MA4407 2% 08/01/41                              | FANNIE MAE POOL UMBS P#MA4407 2.00000000                                                         | CUSIP: 31418D3R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10758836 | PA      | $9345388.81   | 0.04%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#890222 6% 10/01/28                              | FANNIE MAE POOL UMBS P#890222 6.00000000                                                         | CUSIP: 31410LAX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6316 | PA      | $6449.44      | 0.00%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNA 2023-M8 A2 V/R 03/25/33                            | FANNIE MAE-ACES SER 2023-M8 CL A2 V/R 4.62500000                                                 | CUSIP: 3136BQSN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7835000 | PA      | $7888646.25   | 0.03%             | 2033-03-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/03/29                         | HSBC HOLDINGS PLC REGD V/R 4.89900000                                                            | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4058083.16   | 0.02%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 09/22/34                              | UBS GROUP AG REGD V/R 144A P/P 6.30100000                                                        | CUSIP: 225401BG2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1077000 | PA      | $1175950.73   | 0.00%             | 2034-09-22      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FI V/R 09/12/31                         | MITSUBISHI UFJ FIN GRP REGD V/R 4.52700000                                                       | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5367000 | PA      | $5387433.67   | 0.02%             | 2031-09-12      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/46                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834QP6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5975000 | PA      | $2136778.48   | 0.01%             | 2046-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#607645 6.5% 02/15/33                            | GINNIE MAE I POOL P#607645 6.50000000                                                            | CUSIP: 36202SBN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4818 | PA      | $4967.30      | 0.00%             | 2033-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#313687 7% 09/01/27                              | FANNIE MAE POOL UMBS P#313687 7.00000000                                                         | CUSIP: 31374GNC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        41 | PA      | $43.19        | 0.00%             | 2027-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0185 3% 12/01/49                              | FREDDIE MAC POOL UMBS P#SD0185 3.00000000                                                        | CUSIP: 3132DMF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    380107 | PA      | $340299.85    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4511 4% 06/20/47                           | GINNIE MAE II POOL P#MA4511 4.00000000                                                           | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    998063 | PA      | $954885.51    | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMA 3.85% 04/15/45                         | NORTHROP GRUMMAN CORP REGD 3.85000000                                                            | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    195000 | PA      | $158575.96    | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD3796 5% 04/01/40                              | FANNIE MAE POOL UMBS P#AD3796 5.00000000                                                         | CUSIP: 31418RGE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79632 | PA      | $81551.55     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 2344 ZD 6.5% 08/15/31                              | FREDDIE MAC REMICS SER 2344 CL ZD 6.50000000                                                     | CUSIP: 313399C47<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39676 | PA      | $41323.09     | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 06/30/32                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CNJ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  66025000 | PA      | $66365441.41  | 0.28%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOFI 2018-B A2 3.34% 11/25/26                          | SOFI PROFESSIONAL LOAN PROGRAM 2018-B TRUST SER 2018-B CL A2FX REGD 144A P/P 3.34000000          | CUSIP: 83404RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81203 | PA      | $81064.25     | 0.00%             | 2047-08-25      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUND 1.75% 06/30/26                         | F&G GLOBAL FUNDING REGD 144A P/P 1.75000000                                                      | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1867663.07   | 0.01%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#555285 6% 03/01/33                              | FANNIE MAE POOL UMBS P#555285 6.00000000                                                         | CUSIP: 31385W2S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1245 | PA      | $1289.36      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSMPS 2005-RP3 1 V/R 09/25/35                          | GSMPS MORTGAGE LOAN TRUST 2005-RP3 SER 2005-RP3 CL 1AS V/R REGD 144A P/P 0.00000000              | CUSIP: 362341LM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245577 | PA      | $4336.70      | 0.00%             | 2035-09-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WFALT 2007-PA3 5.75% 07/25/37                          | WELLS FARGO ALTERNATIVE LOAN 2007-PA3 TRUST SER 2007-PA3 CL 1A2 REGD 5.75000000                  | CUSIP: 94985GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9125 | PA      | $8000.26      | 0.00%             | 2037-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP 7.5% 06/01/30                                 | EQT CORP REGD SER WI 7.50000000                                                                  | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $8273438.70   | 0.03%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CO 5.45% 01/15/56                         | ATMOS ENERGY CORP REGD 5.45000000                                                                | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   7889000 | PA      | $7797314.52   | 0.03%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TALNT 2025-1A  4.65% 05/28/30                          | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.65000000            | CUSIP: 891950AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21846000 | PA      | $22263304.48  | 0.09%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHR 3461 Z 6% 06/15/38                                 | FREDDIE MAC REMICS SER 3461 CL Z 6.00000000                                                      | CUSIP: 31397TXU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114851 | PA      | $120019.95    | 0.00%             | 2038-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-29 SG V/R 04/25/37                            | FANNIE MAE REMICS SER 2007-29 CL SG V/R 7.76488900                                               | CUSIP: 31396VQJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14867 | PA      | $17615.52     | 0.00%             | 2037-04-25      | Variable      | 7.76%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 10/30/31                         | CAPITAL ONE FINANCIAL CO REGD V/R SER . 7.62400000                                               | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7916947.92   | 0.03%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| SDART 2024-4 C 4.95% 06/15/28                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 SER 2024-4 CL C REGD 4.95000000                    | CUSIP: 802919AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7567554.75   | 0.03%             | 2030-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP 4.95% 06/15/35                             | EXELON CORP REGD SER * 4.95000000                                                                | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1482111.81   | 0.01%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 2.9% 03/15/51                         | ENTERGY LOUISIANA LLC REGD 2.90000000                                                            | CUSIP: 29364WBD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1007402.79   | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/19/41                         | BANK OF AMERICA CORP REGD V/R MTN 2.67600000                                                     | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7418000 | PA      | $5466430.28   | 0.02%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3035 4% 08/20/45                           | GINNIE MAE II POOL P#MA3035 4.00000000                                                           | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3409758 | PA      | $3266489.86   | 0.01%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE C 4.05% 09/15/27                         | HP ENTERPRISE CO REGD 4.05000000                                                                 | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   5345000 | PA      | $5335072.25   | 0.02%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CWL 2005-10 AF6 4.915%12/25/35                         | CWL 2005-10 AF6 4.915%12/25/35 4.91500000                                                        | CUSIP: 126670AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       548 | PA      | $545.56       | 0.00%             | 2036-02-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| FHR 3704 CT 7% 12/15/36                                | FREDDIE MAC REMICS SER 3704 CL CT 7.00000000                                                     | CUSIP: 3137A0XM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    376612 | PA      | $402122.84    | 0.00%             | 2036-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 09/22/28                         | HSBC HOLDINGS PLC REGD V/R 2.01300000                                                            | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3585000 | PA      | $3434512.74   | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| FNR 2013-4 AJ 3.5% 02/25/43                            | FANNIE MAE REMICS SER 2013-4 CL AJ 3.50000000                                                    | CUSIP: 3136ACGA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95756 | PA      | $90914.08     | 0.00%             | 2043-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MFRA 2021-RPL1 A V/R 07/25/60                          | MFA 2021-RPL1 TRUST SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.13130000                             | CUSIP: 55283QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6096546 | PA      | $5585826.64   | 0.02%             | 2060-07-25      | Variable      | 1.13%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC 5.75% 05/15/35                              | BIOGEN INC REGD 5.75000000                                                                       | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2687986.77   | 0.01%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA3660 3% 10/01/49                              | FREDDIE MAC POOL UMBS P#QA3660 3.00000000                                                        | CUSIP: 31339UB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1201988 | PA      | $1075068.88   | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY  6.625% 06/15/37                         | VALERO ENERGY CORP REGD 6.62500000                                                               | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5544335.60   | 0.02%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FHR 2780 SY V/R 11/15/33                               | FREDDIE MAC REMICS SER 2780 CL SY V/R 6.62956800                                                 | CUSIP: 31394XSF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3455 | PA      | $3897.14      | 0.00%             | 2033-11-15      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1419 V/R 12/01/36                            | FREDDIE MAC NON GOLD POOL P#1J1419 V/R 6.42300000                                                | CUSIP: 3128NHSG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28422 | PA      | $28855.88     | 0.00%             | 2036-12-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| GNR 2022-78 SB V/R 04/20/52                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-78 CL SB V/R 0.00000000                        | CUSIP: 38383P5X5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9839738 | PA      | $222343.64    | 0.00%             | 2052-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2010-103 WA V/R 08/20/34                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2010-103 CL WA V/R 5.65977000                       | CUSIP: 38377DSY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19380 | PA      | $19768.67     | 0.00%             | 2034-08-20      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4604 3% 05/01/37                              | FANNIE MAE POOL UMBS P#MA4604 3.00000000                                                         | CUSIP: 31418EDJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9224571 | PA      | $8835732.08   | 0.04%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0795 3% 02/01/50                              | FANNIE MAE POOL UMBS P#FA0795 3.00000000                                                         | CUSIP: 3140W03D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13156629 | PA      | $11940844.74  | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM0021 4% 03/01/49                              | FANNIE MAE POOL UMBS P#FM0021 4.00000000                                                         | CUSIP: 3140X3AX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2627549 | PA      | $2522951.84   | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP L V/R 01/14/33                         | MACQUARIE GROUP LTD REGD V/R 144A P/P MTN 2.87100000                                             | CUSIP: 55608JAZ1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $5410778.64   | 0.02%             | 2033-01-14      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK 4.399% 07/15/32                          | BANK 2022-BNK43 SER 2022-BNK43 CL A5 REGD 4.39900000                                             | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2046000 | PA      | $2005690.94   | 0.01%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FHR 3326 JO ZCP 06/15/37                               | FREDDIE MAC REMICS SER 3326 CL JO ZCP 0.00000000                                                 | CUSIP: 31397JJN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1442 | PA      | $1285.30      | 0.00%             | 2037-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#934591 7% 10/01/38                              | FANNIE MAE POOL UMBS P#934591 7.00000000                                                         | CUSIP: 31412TXU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21954 | PA      | $23132.96     | 0.00%             | 2038-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019- 2.7% 05/01/32                         | UNITED AIR 2019-2 AA PTT REGD SER AA 2.70000000                                                  | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2198007 | PA      | $2015342.71   | 0.01%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FHR 3966 NA 4% 12/15/41                                | FREDDIE MAC REMICS SER 3966 CL NA 4.00000000                                                     | CUSIP: 3137AJXA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88804 | PA      | $87086.04     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 2423 MC 7% 03/15/32                                | FREDDIE MAC REMICS SER 2423 CL MC 7.00000000                                                     | CUSIP: 31339WBV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6108 | PA      | $6374.98      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.5% 02/01/42                         | ENERGY TRANSFER LP REGD 6.50000000                                                               | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3177470.37   | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHR 3654 DC 5% 04/15/30                                | FREDDIE MAC REMICS SER 3654 CL DC 5.00000000                                                     | CUSIP: 31398WV50<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    243563 | PA      | $247037.62    | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8222 4% 06/01/52                              | FREDDIE MAC POOL UMBS P#SD8222 4.00000000                                                        | CUSIP: 3132DWD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  23734477 | PA      | $22431906.13  | 0.09%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 02/15/44                             | UNITED STATES TREASURY BOND 4.50000000                                                           | CUSIP: 912810TZ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  17022000 | PA      | $16648978.87  | 0.07%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.25% 02/01/32                                | AT&T INC REGD 2.25000000                                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  15230000 | PA      | $13333234.02  | 0.06%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FHR 3102 HS V/R 01/15/36                               | FREDDIE MAC REMICS SER 3102 CL HS V/R 8.11594700                                                 | CUSIP: 31396H5V7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1085 | PA      | $1238.77      | 0.00%             | 2036-01-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 3.5% 10/15/32                         | MARRIOTT INTERNATIONAL REGD SER GG 3.50000000                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   6693000 | PA      | $6202376.06   | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL4  V/R 09/25/61                          | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL4 SER 2024-RPL4 CL A1 V/R REGD 144A P/P 3.90000000   | CUSIP: 362948AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3315680 | PA      | $3243326.83   | 0.01%             | 2061-09-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| EFF 2023-2 A2 5.56% 10/20/26                           | ENTERPRISE FLEET FINANCING 2023-2 LLC SER 2023-2 CL A2 REGD 144A P/P 5.56000000                  | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4158126 | PA      | $4185430.86   | 0.02%             | 2030-04-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA7234 3% 02/01/50                              | FREDDIE MAC POOL UMBS P#QA7234 3.00000000                                                        | CUSIP: 3133A2BB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8586240 | PA      | $7632521.66   | 0.03%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCT55 2021-1A A1 V/R 03/20/38                          | OCTAGON 55 LTD SER 2021-1A CL A1R V/R REGD 144A P/P 0.00000000                                   | CUSIP: 67577AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40000000.00  | 0.17%             | 2038-03-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4048 3% 06/01/50                              | FANNIE MAE POOL UMBS P#MA4048 3.00000000                                                         | CUSIP: 31418DQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1709875 | PA      | $1519767.97   | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 11/19/55                            | MORGAN STANLEY REGD V/R 5.51600000                                                               | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2736000 | PA      | $2765628.88   | 0.01%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH 4.089% 10/01/48                         | ORLANDO HEALTH OBL GRP REGD 4.08900000                                                           | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2605000 | PA      | $2126636.69   | 0.01%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| BBCMS 2017-C1 3.674% 02/15/27                          | BBCMS MORTGAGE TRUST 2017-C1 SER 2017-C1 CL A4 REGD 3.67400000                                   | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1625000 | PA      | $1602905.85   | 0.01%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| FNMA 0.875% 08/05/30                                   | FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.87500000                                                 | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    555000 | PA      | $485170.44    | 0.00%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS  4.125% 06/15/39                         | BRISTOL-MYERS SQUIBB CO REGD 4.12500000                                                          | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1512000 | PA      | $1369756.60   | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0895 2% 02/01/52                              | FREDDIE MAC POOL UMBS P#SD0895 2.00000000                                                        | CUSIP: 3132DM7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14418646 | PA      | $11774027.45  | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#735228 5.5% 02/01/35                            | FANNIE MAE POOL UMBS P#735228 5.50000000                                                         | CUSIP: 31402QYZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17659 | PA      | $18329.55     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2020-24 SP V/R 04/25/50                            | FANNIE MAE REMICS SER 2020-24 CL SP V/R 1.57949000                                               | CUSIP: 3136B9GC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3851422 | PA      | $517197.11    | 0.00%             | 2050-04-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.887% 11/01/51                           | COMCAST CORP REGD SER WI 2.88700000                                                              | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2519000 | PA      | $1551630.95   | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL ME 4.45% 01/15/43                         | NBCUNIVERSAL MEDIA LLC REGD 4.45000000                                                           | CUSIP: 63946BAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $8722.61      | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC 3.65% 06/01/51                                | AT&T INC REGD 3.65000000                                                                         | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1131691.28   | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.5% 02/15/27                                  | HCA INC REGD 4.50000000                                                                          | CUSIP: 404119BU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7012819.66   | 0.03%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AESOP 2021-2A  1.66% 02/20/27                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-2A CL A REGD 144A P/P 1.66000000               | CUSIP: 05377RER1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15358000 | PA      | $14914043.22  | 0.06%             | 2028-02-20      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS 6% 12/07/33                         | FAIRFAX FINL HLDGS LTD REGD 6.00000000                                                           | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   6640000 | PA      | $7058721.32   | 0.03%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 3256 PO ZCP 12/15/36                               | FREDDIE MAC REMICS SER 3256 CL  PO ZCP 0.00000000                                                | CUSIP: 31397EBP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7358 | PA      | $6237.79      | 0.00%             | 2036-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6038 3% 07/20/49                           | GINNIE MAE II POOL P#MA6038 3.00000000                                                           | CUSIP: 36179UV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1608588 | PA      | $1445156.92   | 0.01%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.9% 08/05/52                               | INTEL CORP REGD 4.90000000                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  10534000 | PA      | $9060452.04   | 0.04%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V1 4.801% 08/15/29                          | BENCHMARK 2024-V10 MORTGAGE TRUST SER 2024-V10 CL A2 REGD 4.80130000                             | CUSIP: 08163UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7675000 | PA      | $7783449.29   | 0.03%             | 2057-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91891 3% 09/01/36                             | FREDDIE MAC GOLD POOL P#C91891 3.00000000                                                        | CUSIP: 3128P8C41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    979267 | PA      | $929447.95    | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-2 2A 5.5% 05/25/35                          | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-2 CL 2A11 REGD 5.50000000                             | CUSIP: 17307GRM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32720 | PA      | $32730.73     | 0.00%             | 2035-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR2626 2.5% 02/01/43                            | FANNIE MAE POOL UMBS P#AR2626 2.50000000                                                         | CUSIP: 3138NY4L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    449015 | PA      | $402742.58    | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMCC 2017-JP 3.456% 12/15/26                          | JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP5 SER 2017-JP5 CL A4 REGD 3.45690000           | CUSIP: 46647TAR9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2277390 | PA      | $2256981.17   | 0.01%             | 2050-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| FHR 2423 MT 7% 03/15/32                                | FREDDIE MAC REMICS SER 2423 CL MT 7.00000000                                                     | CUSIP: 31339WCD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7061 | PA      | $7404.97      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H20 FA V/R 08/20/65                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H20 CL FA V/R 4.93582000                       | CUSIP: 38376RFG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    127817 | PA      | $127794.53    | 0.00%             | 2065-08-20      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARP 4.25% 10/31/26                         | MEXICO CITY ARPT TRUST REGD 144A P/P 4.25000000                                                  | CUSIP: 59284MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1720000 | PA      | $1710213.20   | 0.01%             | 2026-10-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0027 2.5% 11/01/51                            | FANNIE MAE POOL UMBS P#FS0027 2.50000000                                                         | CUSIP: 3140XFA50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8311356 | PA      | $7141652.23   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2006-22 AO ZCP 04/25/36                            | FANNIE MAE REMICS SER 2006-22 CL AO ZCP 0.00000000                                               | CUSIP: 31395BA52<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16613 | PA      | $14845.16     | 0.00%             | 2036-04-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2009-47 MT 7% 07/25/39                             | FANNIE MAE REMICS SER 2009-47 CL MT 7.00000000                                                   | CUSIP: 31396QHD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       701 | PA      | $727.28       | 0.00%             | 2039-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-AR9 1A V/R 09/25/33                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-AR9 SER 2003-AR9 CL 1A6 V/R REGD 5.67691300  | CUSIP: 92922FBV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    118526 | PA      | $117667.23    | 0.00%             | 2033-09-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-3A  5.23% 12/20/29                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL A REGD 144A P/P 5.23000000               | CUSIP: 05377RJK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5400000 | PA      | $5567321.70   | 0.02%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB0110 5% 02/01/35                              | FANNIE MAE POOL UMBS P#AB0110 5.00000000                                                         | CUSIP: 31416VDQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800060 | PA      | $811042.76    | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2020-35 MA 2% 12/25/43                             | FANNIE MAE REMICS SER 2020-35 CL MA 2.00000000                                                   | CUSIP: 3136BALK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1169769 | PA      | $1111514.12   | 0.00%             | 2043-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AETNA INC 4.75% 03/15/44                               | AETNA INC REGD 4.75000000                                                                        | CUSIP: 00817YAP3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1558131.30   | 0.01%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL 7.697% 10/15/97                         | LIBERTY MUTUAL INSURANCE REGD P/P 7.69700000                                                     | CUSIP: 53079QAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $114841.32    | 0.00%             | 2097-10-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| GNR 2018-34 DL 3.5% 09/20/46                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-34 CL DL 3.50000000                            | CUSIP: 38380VMJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1075781 | PA      | $1059466.62   | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SRFC 2025-2A B 4.93% 04/20/44                          | SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC SER 2025-2A CL B REGD 144A P/P 4.93000000        | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2739556 | PA      | $2760266.83   | 0.01%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BABS 2025-RM12 A V/R 07/25/30                          | BREAN ASSET BACKED SECURITIES TRUST 2025-RM12 SER 2025-RM12 CL A1 V/R REGD 144A P/P 4.50000000   | CUSIP: 10638KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6925000 | PA      | $6721714.55   | 0.03%             | 2065-07-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2002-77 S V/R 12/25/32                             | FANNIE MAE REMICS SER 2002-77 CL S V/R 6.28739500                                                | CUSIP: 31392F6E2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2373 | PA      | $2449.56      | 0.00%             | 2032-12-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.75% 04/01/48                         | CHARTER COMM OPT LLC/CAP REGD 5.75000000                                                         | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8247000 | PA      | $7475697.92   | 0.03%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.5% 06/01/42                                 | RTX CORP REGD 4.50000000                                                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1823000 | PA      | $1648520.10   | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 3531 SM V/R 05/15/39                               | FREDDIE MAC REMICS SER 3531 CL SM V/R 1.61344000                                                 | CUSIP: 31398CVX3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4877 | PA      | $322.24       | 0.00%             | 2039-05-15      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| GCAR 2021-2A D 1.42% 06/15/25                          | GLS AUTO RECEIVABLES ISSUER TRUST 2021-2 SER 2021-2A CL D REGD 144A P/P 1.42000000               | CUSIP: 36261XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    381521 | PA      | $379863.70    | 0.00%             | 2027-04-15      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN I 5.25% 06/23/32                         | BROWN & BROWN INC REGD 5.25000000                                                                | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $4906151.75   | 0.02%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN 4.5% 07/16/28                         | WESTERN-SOUTHERN GLOBAL REGD 144A P/P 4.50000000                                                 | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7045540.67   | 0.03%             | 2028-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PE 5.625% 11/18/50                         | REPUBLIC OF PERU REGD 5.62500000                                                                 | CUSIP: 715638BM3<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    190000 | PA      | $186675.00    | 0.00%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BLAST 2025-2 D 5.62% 02/15/29                          | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2025-2 SER 2025-2 CL D REGD 5.62000000             | CUSIP: 10807HAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13220000 | PA      | $13396631.10  | 0.06%             | 2031-03-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 04/15/31                         | SANTANDER UK GROUP HLDGS REGD V/R 5.69400000                                                     | CUSIP: 80281LAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   6397000 | PA      | $6673912.83   | 0.03%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% OCT 25                              | FNMA 30YR TBA 5.5% OCT 25     TO BE ANNOUNCED 5.50000000                                         | CUSIP: 01F0526A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  48395000 | PA      | $48793676.56  | 0.21%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCRT 2019-1 MT 3.5% 07/25/58                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-1 SER 2019-1 CL MT 3.50000000        | CUSIP: 35563PJE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5641366 | PA      | $5057952.74   | 0.02%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL COR 4.54% 08/15/47                         | BAT CAPITAL CORP REGD SER WI 4.54000000                                                          | CUSIP: 05526DBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1760932.76   | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 5.45% 07/15/35                         | MARVELL TECHNOLOGY INC REGD 5.45000000                                                           | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9653000 | PA      | $9951595.77   | 0.04%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHR 2359 ZB 8.5% 06/15/31                              | FREDDIE MAC REMICS SER 2359 CL ZB 8.50000000                                                     | CUSIP: 3133TV5T9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6349 | PA      | $6806.49      | 0.00%             | 2031-06-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.9% 03/01/38                             | COMCAST CORP REGD 3.90000000                                                                     | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    455000 | PA      | $400538.93    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 03/03/31                         | HSBC HOLDINGS PLC REGD V/R 5.13000000                                                            | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1220000 | PA      | $1249453.45   | 0.01%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PL 2% 04/06/28                         | LSEGA FINANCING PLC REGD 144A P/P MTN 2.00000000                                                 | CUSIP: 50220PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4565000 | PA      | $4329356.66   | 0.02%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08269 5.5% 05/01/38                           | FREDDIE MAC GOLD POOL P#G08269 5.50000000                                                        | CUSIP: 3128MJJP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17658 | PA      | $18316.29     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2010-125 SA V/R 11/25/40                           | FANNIE MAE REMICS SER 2010-125 CL SA V/R 0.00000000                                              | CUSIP: 31398SES8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    124828 | PA      | $5320.84      | 0.00%             | 2040-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0538 3.5% 03/01/48                            | FREDDIE MAC POOL UMBS P#ZT0538 3.50000000                                                        | CUSIP: 3132ACS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3125260 | PA      | $2912416.09   | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL6 A V/R 03/25/24                          | VOLT XCVII LLC SER 2021-NPL6 CL A1 V/R REGD 144A P/P 6.23950000                                  | CUSIP: 91835EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    563094 | PA      | $562998.68    | 0.00%             | 2051-04-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-CRM1 A V/R 01/15/29                          | TOWD POINT MORTGAGE TRUST 2025-CRM1 SER 2025-CRM1 CL A1 V/R REGD 144A P/P 5.79900000             | CUSIP: 891946AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5347773 | PA      | $5408781.73   | 0.02%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3076 2.5% 07/01/32                            | FANNIE MAE POOL UMBS P#MA3076 2.50000000                                                         | CUSIP: 31418CM27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1829908 | PA      | $1759327.16   | 0.01%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5354 3.5% 03/01/50                            | FANNIE MAE POOL UMBS P#CA5354 3.50000000                                                         | CUSIP: 3140QC5Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7516091 | PA      | $6870535.12   | 0.03%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMAII 30 YEAR TBA 6% OCT 25                           | GNMAII 30 YEAR TBA 6% OCT 25   TO BE ANNOUNCED 6.00000000                                        | CUSIP: 21H0606A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10940000 | PA      | $11126128.46  | 0.05%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 09/11/30                         | SANTANDER UK GROUP HLDGS REGD V/R 4.85800000                                                     | CUSIP: 80281LAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2010000 | PA      | $2032842.99   | 0.01%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN U 5% 02/21/30                         | BHP BILLITON FIN USA LTD REGD 5.00000000                                                         | CUSIP: 055451BJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   6425000 | PA      | $6622390.26   | 0.03%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-A 1 5.61% 02/17/26                          | AFFIRM ASSET SECURITIZATION TRUST 2024-A SER 2024-A CL 1A REGD 144A P/P 5.61000000               | CUSIP: 00834BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15600000 | PA      | $15671167.20  | 0.07%             | 2029-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#BZ0177 5.43% 10/01/32                           | FANNIE MAE POOL UMBS P#BZ0177 5.43000000                                                         | CUSIP: 3140NUFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2237000 | PA      | $2360953.85   | 0.01%             | 2032-10-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA 4% 05/17/51                         | BIMBO BAKERIES USA INC REGD 144A P/P 4.00000000                                                  | CUSIP: 09031WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3755000 | PA      | $2839929.45   | 0.01%             | 2051-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FSPC T-57 1A3 7.5% 07/25/43                            | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-57 CL 1A3 7.50000000                      | CUSIP: 31394JDA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28499 | PA      | $30739.88     | 0.00%             | 2043-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-22T1  V/R 06/25/35                          | ALTERNATIVE LOAN TRUST 2005-22T1 SER 2005-22T1 CL A2 V/R REGD 0.79761000                         | CUSIP: 12667GGP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375428 | PA      | $26824.78     | 0.00%             | 2035-06-25      | Variable      | 0.80%                 | No            |                  2 | On Loan: No      |
| FHS 267 30 3% 08/15/42                                 | FREDDIE MAC STRIPS SER 267 CL 30 3.00000000                                                      | CUSIP: 3128HXRT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    453220 | PA      | $417073.92    | 0.00%             | 2042-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 6% 02/01/29                         | ENERGY TRANSFER LP REGD 144A P/P 6.00000000                                                      | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5071121.95   | 0.02%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SCFET 2025-1A  5.11% 11/21/33                          | SCF EQUIPMENT TRUST 2016-1 LLC SER 2025-1A CL A3 REGD 144A P/P 5.11000000                        | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6950000 | PA      | $7113099.82   | 0.03%             | 2033-11-21      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7883 3.5% 02/20/52                         | GINNIE MAE II POOL P#MA7883 3.50000000                                                           | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11167413 | PA      | $10240628.60  | 0.04%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2005-3 SK V/R 01/20/35                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2005-3 CL SK V/R 2.50008000                         | CUSIP: 38374KRV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78585 | PA      | $4494.43      | 0.00%             | 2035-01-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CSFB 2003-23 1P ZCP 10/25/33                           | CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP SER 2003-23 CL 1P ZCP REGD 0.00000000        | CUSIP: 22541QXK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20356 | PA      | $15060.98     | 0.00%             | 2033-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2025-2 MT 3.25% 06/25/65                          | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2025-2 SER 2025-2 CL MTU 3.25000000                   | CUSIP: 35563VAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10105000 | PA      | $8634637.62   | 0.04%             | 2065-06-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINC 4.647% 07/01/30                         | TRUSTEES PRINCETON UNIV REGD 4.64700000                                                          | CUSIP: 89837LAJ4<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |   2728000 | PA      | $2784787.38   | 0.01%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1437 3.5% 05/01/43                            | FANNIE MAE POOL UMBS P#MA1437 3.50000000                                                         | CUSIP: 31418AS33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    575594 | PA      | $541862.47    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2009-6 GS V/R 02/25/39                             | FANNIE MAE REMICS SER 2009-6 CL GS V/R 2.07949000                                                | CUSIP: 31397M5Z6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34291 | PA      | $2796.18      | 0.00%             | 2039-02-25      | Variable      | 2.08%                 | No            |                  2 | On Loan: No      |
| FKH 2020-SFR2 2.668% 11/17/25                          | FIRSTKEY HOMES 2020-SFR2 TRUST SER 2020-SFR2 CL E REGD 144A P/P 2.66800000                       | CUSIP: 33767JAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7948000 | PA      | $7912343.68   | 0.03%             | 2037-10-19      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 1.75% 08/21/30                         | CVS HEALTH CORP REGD 1.75000000                                                                  | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    785000 | PA      | $689042.71    | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W2 2A9 5.9% 07/25/42                          | FANNIE MAE TRUST 2003-W2 SER 2003-W2 CL 2A9 5.90000000                                           | CUSIP: 31392JAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24972 | PA      | $25211.96     | 0.00%             | 2042-07-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 11/16/27                          | DEUTSCHE BANK NY REGD V/R 2.31100000                                                             | CUSIP: 251526CP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    674000 | PA      | $659254.48    | 0.00%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| COLO 2021-1A A 2.06% 02/25/26                          | DATABANK ISSUER SER 2021-1A CL A2 REGD 144A P/P 2.06000000                                       | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6150000 | PA      | $6075520.43   | 0.03%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF  4.063% 04/01/52                         | UNIVERSITY OF MIAMI REGD SER 2022 4.06300000                                                     | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1030511.35   | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J35307 3% 09/01/31                             | FREDDIE MAC GOLD POOL P#J35307 3.00000000                                                        | CUSIP: 31307R3Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    218814 | PA      | $212773.79    | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0463 4% 10/20/42                           | GINNIE MAE II POOL P#MA0463 4.00000000                                                           | CUSIP: 36179MQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2034380 | PA      | $1969035.72   | 0.01%             | 2042-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PE 2.783% 01/23/31                         | REPUBLIC OF PERU REGD 2.78300000                                                                 | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |   2220000 | PA      | $2044176.00   | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A  4.64% 06/15/26                          | LAD AUTO RECEIVABLES TRUST 2024-3 SER 2024-3A CL A2 REGD 144A P/P 4.64000000                     | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1609141 | PA      | $1610216.07   | 0.01%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATI 3.35% 09/15/26                         | COX COMMUNICATIONS INC REGD 144A P/P 3.35000000                                                  | CUSIP: 224044CG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    369000 | PA      | $366283.55    | 0.00%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-CES1 A V/R 09/25/31                          | TOWD POINT MORTGAGE TRUST 2024-CES1 SER 2024-CES1 CL A1A V/R REGD 144A P/P 5.84800000            | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    375413 | PA      | $378052.88    | 0.00%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0249 5.5% 04/01/37                            | FANNIE MAE POOL UMBS P#AD0249 5.50000000                                                         | CUSIP: 31418MH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40513 | PA      | $41536.55     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS4299 2.16% 01/01/34                           | FANNIE MAE POOL UMBS P#BS4299 2.16000000                                                         | CUSIP: 3140LEX51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6070000 | PA      | $5089198.29   | 0.02%             | 2034-01-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR  6.85% 12/16/39                         | TEACHERS INSUR & ANNUITY REGD P/P 6.85000000                                                     | CUSIP: 878091BC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    218000 | PA      | $249675.52    | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3442 3.5% 08/01/48                            | FANNIE MAE POOL UMBS P#MA3442 3.50000000                                                         | CUSIP: 31418CZG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5100214 | PA      | $4722019.40   | 0.02%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LL 3.5% 07/15/29                         | HEALTHPEAK OP LLC REGD 3.50000000                                                                | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1742000 | PA      | $1688581.05   | 0.01%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PL 5.625% 09/09/35                         | ANTOFAGASTA PLC REGD 144A P/P 5.62500000                                                         | CUSIP: 03718NAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |   2198000 | PA      | $2239564.18   | 0.01%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FNR 2003-14 TI 5% 03/25/33                             | FANNIE MAE REMICS SER 2003-14 CL TI 5.00000000                                                   | CUSIP: 31392JFP9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1840 | PA      | $26.04        | 0.00%             | 2033-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/24/28                         | BANK OF AMERICA CORP REGD V/R MTN 3.70500000                                                     | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4470973.88   | 0.02%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4195 3% 01/20/47                           | GINNIE MAE II POOL P#MA4195 3.00000000                                                           | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1019371 | PA      | $924039.59    | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 04/01/27                              | ING GROEP NV REGD V/R SER VAR 1.72600000                                                         | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    705000 | PA      | $695909.67    | 0.00%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8244 4% 09/01/52                              | FREDDIE MAC POOL UMBS P#SD8244 4.00000000                                                        | CUSIP: 3132DWER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2905888 | PA      | $2748636.93   | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH 5.537% 08/15/35                          | SUTTER HEALTH REGD SER 2025 5.53700000                                                           | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $4011898.68   | 0.02%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FNR 2009-86 IP 5.5% 10/25/39                           | FANNIE MAE REMICS SER 2009-86 CL IP 5.50000000                                                   | CUSIP: 31398FTC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64982 | PA      | $10969.97     | 0.00%             | 2039-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.4% 10/15/52                         | T-MOBILE USA INC REGD SER WI 3.40000000                                                          | CUSIP: 87264ACT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1466326.97   | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CHASE 2025-RPL1  V/R 08/25/47                          | CHASE HOME LENDING MORTGAGE TRUST 2025-RPL1 SER 2025-RPL1 CL A1A V/R REGD 144A P/P 3.37500000    | CUSIP: 16160VAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18997350 | PA      | $17216251.33  | 0.07%             | 2065-04-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3078 3% 07/01/50                              | FREDDIE MAC POOL UMBS P#RA3078 3.00000000                                                        | CUSIP: 3133KJM33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4001950 | PA      | $3580027.38   | 0.02%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OCTL 2023-1A B 5.96% 03/20/26                          | OCTANE RECEIVABLES TRUST 2023-1 SER 2023-1A CL B REGD 144A P/P 5.96000000                        | CUSIP: 67571BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4100000 | PA      | $4128327.31   | 0.02%             | 2029-07-20      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FREMF 2020-K105  V/R 02/25/30                          | FREMF 2020-K105 MORTGAGE TRUST SER 2020-K105 CL B V/R REGD 144A P/P 3.53000000                   | CUSIP: 302975BE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17300000 | PA      | $16553261.07  | 0.07%             | 2053-03-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| FNR 2006-128 PO ZCP 01/25/37                           | FANNIE MAE REMICS SER 2006-128 CL PO ZCP 0.00000000                                              | CUSIP: 31396PEM9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11232 | PA      | $9732.22      | 0.00%             | 2037-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA P 5.2% 09/25/35                         | ROYALTY PHARMA PLC REGD 5.20000000                                                               | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4346306.76   | 0.02%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN  2.375% 03/15/31                         | BROWN & BROWN INC REGD 2.37500000                                                                | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $3692311.69   | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4158 2% 10/01/50                              | FANNIE MAE POOL UMBS P#MA4158 2.00000000                                                         | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  37090475 | PA      | $30191194.41  | 0.13%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HENNEMAN TRUST 6.58% 05/15/55                          | HENNEMAN TRUST REGD 144A P/P 6.58000000                                                          | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5332622.45   | 0.02%             | 2055-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4733 4.5% 09/01/52                            | FANNIE MAE POOL UMBS P#MA4733 4.50000000                                                         | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14548124 | PA      | $14178035.39  | 0.06%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA2  V/R 05/25/45                          | FREDDIE MAC STACR REMIC TRUST 2025-DNA2 SER 2025-DNA2 CL A1 V/R REGD 144A P/P 5.45603000         | CUSIP: 35564NHY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13855000 | PA      | $13889426.90  | 0.06%             | 2045-05-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| UMBS P#745445 V/R 01/01/36                             | FANNIE MAE POOL UMBS P#745445 V/R 6.47400000                                                     | CUSIP: 31403DES4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7458 | PA      | $7677.56      | 0.00%             | 2036-01-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| MASCO CORP 6.5% 08/15/32                               | MASCO CORP REGD 6.50000000                                                                       | CUSIP: 574599AY2<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1360931.10   | 0.01%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  4.45% 10/01/25                         | AERCAP IRELAND CAP/GLOBA REGD 4.45000000                                                         | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3500000 | PA      | $3500000.00   | 0.01%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2960 3% 07/20/45                           | GINNIE MAE II POOL P#MA2960 3.00000000                                                           | CUSIP: 36179RJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    643731 | PA      | $584456.28    | 0.00%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2410 QX V/R 02/15/32                               | FREDDIE MAC REMICS SER 2410 CL QX V/R 4.16344000                                                 | CUSIP: 31339NHV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2761 | PA      | $219.66       | 0.00%             | 2032-02-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/07/31                             | CITIGROUP INC REGD V/R 4.95200000                                                                | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8240000 | PA      | $8396571.62   | 0.04%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 05/28/36                                   | BPCE SA REGD V/R 144A P/P 6.02700000                                                             | CUSIP: 056121AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |  13210000 | PA      | $13911382.04  | 0.06%             | 2036-05-28      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| NAA 2003-A1 A2 6% 05/25/33                             | NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST SERIES 2 SER 2003-A1 CL A2 REGD 6.00000000   | CUSIP: 65535VAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4119 | PA      | $4185.80      | 0.00%             | 2033-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO NACIONAL D 2.5% 08/11/30                         | BANCO NACIONAL DE PANAMA REGD 144A P/P 2.50000000                                                | CUSIP: 059626AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |   2750000 | PA      | $2409657.80   | 0.01%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 3.7% 10/15/46                         | DUKE ENERGY PROGRESS LLC REGD 3.70000000                                                         | CUSIP: 26442UAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    506000 | PA      | $391457.81    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3809 3% 07/01/49                              | FANNIE MAE POOL UMBS P#CA3809 3.00000000                                                         | CUSIP: 3140QBGT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1710589 | PA      | $1532618.62   | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSA 2.65% 06/15/51                         | ENTERGY ARKANSAS LLC REGD 2.65000000                                                             | CUSIP: 29366MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $580513.72    | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0150 7% 01/20/55                           | GINNIE MAE II POOL P#MB0150 7.00000000                                                           | CUSIP: 3618N5EY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10998908 | PA      | $11306076.06  | 0.05%             | 2055-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF VIRGIN 2.584% 11/01/51                         | UNIV OF VIRGINIA VA UNIV REVEN REGD B/E 2.58400000                                               | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3150000 | PA      | $1966824.41   | 0.01%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BELL CANADA 5.1% 05/11/33                              | BELL CANADA REGD 5.10000000                                                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3052919.79   | 0.01%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FNR 2006-90 AO ZCP 09/25/36                            | FANNIE MAE REMICS SER 2006-90 CL AO ZCP 0.00000000                                               | CUSIP: 31396KU42<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5984 | PA      | $5390.67      | 0.00%             | 2036-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G20028 7.5% 12/01/36                           | FREDDIE MAC GOLD POOL P#G20028 7.50000000                                                        | CUSIP: 31283LA55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42747 | PA      | $43943.48     | 0.00%             | 2036-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BAFC 2006-1 XPO ZCP 01/25/36                           | BANC OF AMERICA FUNDING 2006-1 TRUST SER 2006-1 CL XPO ZCP REGD 0.00000000                       | CUSIP: 05949TBK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3184 | PA      | $2053.48      | 0.00%             | 2036-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.875% 02/01/29                                | HCA INC REGD 5.87500000                                                                          | CUSIP: 404119BW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4164629.96   | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC 2.3% 06/22/27                              | VIATRIS INC REGD SER WI 2.30000000                                                               | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   3525000 | PA      | $3393183.61   | 0.01%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/13/32                            | MORGAN STANLEY REGD V/R MTN 1.79400000                                                           | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2128114.91   | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/09/36                         | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 5.86200000                                              | CUSIP: 22535WAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   6245000 | PA      | $6565587.70   | 0.03%             | 2036-01-09      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-1 D 2.47% 06/15/27                          | CARMAX AUTO OWNER TRUST 2022-1 SER 2022-1 CL D REGD 2.47000000                                   | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1978704.00   | 0.01%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FHR 4048 FB V/R 10/15/41                               | FREDDIE MAC REMICS SER 4048 CL FB V/R 4.88656000                                                 | CUSIP: 3137AQUB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    127817 | PA      | $127254.36    | 0.00%             | 2041-10-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA2  V/R 02/25/42                          | FREDDIE MAC STACR REMIC TRUST 2022-DNA2 SER 2022-DNA2 CL M1A V/R REGD 144A P/P 5.65603000        | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1068994 | PA      | $1068990.16   | 0.00%             | 2042-02-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-CES3 A V/R 05/25/64                          | TOWD POINT MORTGAGE TRUST 2024-CES3 SER 2024-CES3 CL A1 V/R REGD 144A P/P 6.29000000             | CUSIP: 89183EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4687323 | PA      | $4746279.58   | 0.02%             | 2064-05-25      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUN 5.25% 09/01/34                         | PPL CAPITAL FUNDING INC REGD 5.25000000                                                          | CUSIP: 69352PAT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4811000 | PA      | $4920464.78   | 0.02%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2174 2.5% 04/01/52                            | FANNIE MAE POOL UMBS P#FA2174 2.50000000                                                         | CUSIP: 3140W2MY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14796846 | PA      | $12620329.21  | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.625% 09/30/28                           | UNITED STATES TREASURY NOTE 4.62500000                                                           | CUSIP: 91282CJA0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  21687000 | PA      | $22296946.88  | 0.09%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6409 3% 01/20/50                           | GINNIE MAE II POOL P#MA6409 3.00000000                                                           | CUSIP: 36179VDN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6826209 | PA      | $6117415.45   | 0.03%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CO 4.15% 01/15/43                         | ATMOS ENERGY CORP REGD 4.15000000                                                                | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    830000 | PA      | $711137.33    | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3130 5.5% 06/01/53                            | FREDDIE MAC POOL UMBS P#SD3130 5.50000000                                                        | CUSIP: 3132DQPP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1676190 | PA      | $1696933.67   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3664 4% 05/20/46                           | GINNIE MAE II POOL P#MA3664 4.00000000                                                           | CUSIP: 36179SB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1262875 | PA      | $1211537.85   | 0.01%             | 2046-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 20 2% 06/10/28                         | DELTA AIR LINES 2020-AA REGD SER AA 2.00000000                                                   | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1109731 | PA      | $1062884.95   | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMM 3.625% 05/15/30                         | DISCOVERY COMMUNICATIONS REGD SER * 3.62500000                                                   | CUSIP: 25470DCC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1524279.26   | 0.01%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FHS 233 12 5% 09/15/35                                 | FREDDIE MAC STRIPS SER 233 CL 12 5.00000000                                                      | CUSIP: 31282YDX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31943 | PA      | $4402.53      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6995 2.5% 11/20/50                         | GINNIE MAE II POOL P#MA6995 2.50000000                                                           | CUSIP: 36179VXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    158384 | PA      | $136714.25    | 0.00%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APAR 1.7% 02/15/31                         | MID-AMERICA APARTMENTS REGD 1.70000000                                                           | CUSIP: 59523UAS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1155855.69   | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WFCM 2020-C57 1.864% 03/15/30                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C57 SER 2020-C57 CL A3 REGD 1.86400000                | CUSIP: 95002XBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19500000 | PA      | $17584368.73  | 0.07%             | 2053-08-15      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| MASTR 2003-12 30 ZCP 12/25/33                          | MASTR ASSET SECURITIZATION TRUST 2003-12 SER 2003-12 CL 30PO ZCP REGD 0.00000000                 | CUSIP: 55265K4C0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       208 | PA      | $46.60        | 0.00%             | 2033-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 2019 Z 6.5% 12/15/27                               | FREDDIE MAC REMICS SER 2019 CL Z 6.50000000                                                      | CUSIP: 3133TCC63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1005 | PA      | $1015.74      | 0.00%             | 2027-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% OCT13                               | FNMA 30YR TBA 2.5% OCT13       TO BE ANNOUNCED 2.50000000                                        | CUSIP: 01F0226A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  44345000 | PA      | $37353549.56  | 0.16%             | 2052-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MMAF 2023-A A3 5.54% 12/13/27                          | MMAF EQUIPMENT FINANCE LLC 2023-A SER 2023-A CL A3 REGD 144A P/P 5.54000000                      | CUSIP: 55317WAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16250000 | PA      | $16550090.38  | 0.07%             | 2029-12-13      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL 4.569% 02/01/29                         | LIBERTY MUTUAL GROUP INC REGD 144A P/P 4.56900000                                                | CUSIP: 53079EBG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1962638.22   | 0.01%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| SAMI 2003-CL1 1F V/R 07/25/32                          | STRUCTURED ASSET MORTGAGE INVESTMENTS TRUST 2003-CL1 SER 2003-CL1 CL 1F1 V/R REGD 4.67239000     | CUSIP: 86358HSS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52332 | PA      | $49712.82     | 0.00%             | 2032-07-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.625% 03/31/30                           | UNITED STATES TREASURY NOTE 3.62500000                                                           | CUSIP: 91282CGS4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7400000 | PA      | $7369648.46   | 0.03%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GMREV 2023-2 A 5.77% 11/13/28                          | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 SER 2023-2 CL A REGD 144A P/P 5.77000000         | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20576000 | PA      | $21575298.13  | 0.09%             | 2036-08-11      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BAN V/R 05/21/27                         | GOLDMAN SACHS BANK USA REGD V/R 5.41400000                                                       | CUSIP: 38151LAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6256000 | PA      | $6304024.06   | 0.03%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATI 4.05% 07/01/30                         | BRIXMOR OPERATING PART REGD 4.05000000                                                           | CUSIP: 11120VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2286000 | PA      | $2237684.73   | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GNR 2012-141 WC V/R 01/20/42                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-141 CL WC V/R 3.74006000                       | CUSIP: 38378GPG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    122571 | PA      | $116847.21    | 0.00%             | 2042-01-20      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALT 2.864% 01/01/52                         | PIEDMONT HEALTHCARE INC REGD 2.86400000                                                          | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $1395455.99   | 0.01%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO 7.6% 08/15/96                           | HALLIBURTON CO REGD P/P 7.60000000                                                               | CUSIP: 406216AS0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    258000 | PA      | $300118.99    | 0.00%             | 2096-08-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| FLYWHEEL 7.151% 08/25/2044                             | FLYWHEEL 2024- PDP1            A 7.151 25 AUG 2044 144A REGD 7.15100000                          | CUSIP: 302704AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7044576 | PA      | $7178296.14   | 0.03%             | 2044-08-25      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| FHR 2653 PZ 5% 07/15/33                                | FREDDIE MAC REMICS SER 2653 CL PZ 5.00000000                                                     | CUSIP: 31393WQ51<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78617 | PA      | $80070.65     | 0.00%             | 2033-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2802 2% 02/01/52                              | FANNIE MAE POOL UMBS P#CB2802 2.00000000                                                         | CUSIP: 3140QNDG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4648883 | PA      | $3794547.88   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNR 2007-28 BO ZCP 05/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-28 CL BO ZCP 0.00000000                        | CUSIP: 38375J8N8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4085 | PA      | $3342.64      | 0.00%             | 2037-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TNG23 2023-1  5.102% 04/01/33                          | TEXAS NATURAL GAS SECURITIZATION FINANCE CORP SER 2023-1 CL A1 REGD 5.10200000                   | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12336206 | PA      | $12709956.35  | 0.05%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITIO 5.25% 06/15/46                         | UTAH ACQUISITION SUB REGD SER WI 5.25000000                                                      | CUSIP: 62854AAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2877000 | PA      | $2390716.60   | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.95% 09/26/55                             | ORACLE CORP REGD 5.95000000                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3935000 | PA      | $3922895.19   | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTR 3.25% 12/01/26                         | NY STATE ELECTRIC & GAS REGD 144A P/P 3.25000000                                                 | CUSIP: 649840CQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    804000 | PA      | $794087.42    | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4209 1.5% 12/01/50                            | FANNIE MAE POOL UMBS P#MA4209 1.50000000                                                         | CUSIP: 31418DVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21371196 | PA      | $16425227.95  | 0.07%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 2.95% 05/14/30                         | ITC HOLDINGS CORP REGD 144A P/P 2.95000000                                                       | CUSIP: 465685AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $834094.61    | 0.00%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FR 2.3% 11/01/30                         | INTL FLAVOR & FRAGRANCES REGD 144A P/P 2.30000000                                                | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3489581.78   | 0.01%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF2  S/UP 11/25/53                          | PRPM 2023-RCF2 LLC SER 2023-RCF2 CL A1 S/UP REGD 144A P/P 4.00000000                             | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4704913 | PA      | $4650355.70   | 0.02%             | 2053-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#946362 V/R 09/01/37                             | FANNIE MAE POOL UMBS P#946362 V/R 6.51200000                                                     | CUSIP: 31413HZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2146 | PA      | $2196.22      | 0.00%             | 2037-09-01      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 1.4% 08/15/26                               | VMWARE LLC REGD 1.40000000                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   8282000 | PA      | $8097898.43   | 0.03%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0208 7% 02/20/55                           | GINNIE MAE II POOL P#MB0208 7.00000000                                                           | CUSIP: 3618N5GS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    999901 | PA      | $1027886.47   | 0.00%             | 2055-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7397 3% 12/01/42                              | FANNIE MAE POOL UMBS P#AB7397 3.00000000                                                         | CUSIP: 31417EGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    508405 | PA      | $467550.53    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CK2805 V/R 04/20/72                          | GINNIE MAE II POOL P#CK2805 V/R 5.74600000                                                       | CUSIP: 3617XXDJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13597663 | PA      | $14205731.49  | 0.06%             | 2072-04-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 4.375% 12/01/47                         | ELEVANCE HEALTH INC REGD 4.37500000                                                              | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $3752893.80   | 0.02%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAG 4% 06/15/29                         | EXTRA SPACE STORAGE LP REGD 4.00000000                                                           | CUSIP: 30225VAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1831000 | PA      | $1812225.91   | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 2571 SY V/R 12/15/32                               | FREDDIE MAC REMICS SER 2571 CL SY V/R 7.83225600                                                 | CUSIP: 31393LB28<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6881 | PA      | $7551.45      | 0.00%             | 2032-12-15      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 06/14/27                         | NATWEST GROUP PLC REGD V/R 1.64200000                                                            | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   8225000 | PA      | $8069436.63   | 0.03%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| PRET 2021-RN4 A1 V/R 10/25/51                          | PRET 2021-RN4 LLC SER 2021-RN4 CL A1 V/R REGD 144A P/P 5.48710000                                | CUSIP: 69359QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10198212 | PA      | $10198771.76  | 0.04%             | 2051-10-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR 3.655% 06/17/30                          | AMSR 2025-SFR1 TRUST SER 2025-SFR1 CL B REGD 144A P/P 3.65500000                                 | CUSIP: 00182MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5080000 | PA      | $4832484.11   | 0.02%             | 2042-06-17      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| CWHL 2005-R1 2AP ZCP 03/25/35                          | REPERFORMING LOAN REMIC TRUST 2005-R1 SER 2005-R1 CL 2APO ZCP REGD 144A P/P 0.00000000           | CUSIP: 12669GXG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2682 | PA      | $1479.10      | 0.00%             | 2035-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL P 4.3% 01/15/26                         | JERSEY CENTRAL PWR & LT REGD 144A P/P 4.30000000                                                 | CUSIP: 476556DC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    740000 | PA      | $739926.86    | 0.00%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FNR 2004-50 VZ 5.5% 07/25/34                           | FANNIE MAE REMICS SER 2004-50 CL VZ 5.50000000                                                   | CUSIP: 31394AJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    131490 | PA      | $136698.44    | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES  5.375% 03/15/44                         | CF INDUSTRIES INC REGD 5.37500000                                                                | CUSIP: 12527GAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2040000 | PA      | $1967041.54   | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT3922 3% 08/01/43                              | FANNIE MAE POOL UMBS P#AT3922 3.00000000                                                         | CUSIP: 3138WRLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    658173 | PA      | $605081.11    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN9424 3.66% 03/01/27                           | FANNIE MAE POOL UMBS P#AN9424 3.66000000                                                         | CUSIP: 3138LNPJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2121505 | PA      | $2111849.57   | 0.01%             | 2027-03-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-2 A1A V/R 09/25/41                           | TOWD POINT MORTGAGE TRUST 2024-2 SER 2024-2 CL A1A V/R REGD 144A P/P 4.81661600                  | CUSIP: 89183AAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13414046 | PA      | $13636588.65  | 0.06%             | 2064-12-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BA 4.674% 09/09/30                         | NORINCHUKIN BANK REGD 144A P/P 4.67400000                                                        | CUSIP: 656029AP0<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   6614000 | PA      | $6648542.14   | 0.03%             | 2030-09-09      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| NRZT 2017-2A A3 V/R 03/25/57                           | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-2 SER 2017-2A CL A3 V/R REGD 144A P/P 4.00000000        | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    959612 | PA      | $932402.22    | 0.00%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#357363 5.5% 03/01/33                            | FANNIE MAE POOL UMBS P#357363 5.50000000                                                         | CUSIP: 31376J5Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20053 | PA      | $20514.92     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/09/34                              | BARCLAYS PLC REGD V/R 6.22400000                                                                 | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8288000 | PA      | $8916055.28   | 0.04%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| FNR 2008-53 CI V/R 07/25/38                            | FANNIE MAE REMICS SER 2008-53 CL CI V/R 2.72949000                                               | CUSIP: 31397LC23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12767 | PA      | $1265.90      | 0.00%             | 2038-07-25      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.5% 02/15/35                         | TARGA RESOURCES CORP REGD 5.50000000                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3480000 | PA      | $3541061.99   | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHR 3164 MG 6% 06/15/36                                | FREDDIE MAC REMICS SER 3164 CL MG 6.00000000                                                     | CUSIP: 31396TDX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5144 | PA      | $5466.21      | 0.00%             | 2036-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2017-H09 DF V/R 03/20/67                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H09 CL DF V/R 5.02582000                       | CUSIP: 38375UZD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1446869 | PA      | $1448348.58   | 0.01%             | 2067-03-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/13/27                               | BNP PARIBAS REGD V/R 144A P/P 1.32300000                                                         | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $3963478.48   | 0.02%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| FNR 2004-36 SA V/R 05/25/34                            | FANNIE MAE REMICS SER 2004-36 CL SA V/R 7.23109800                                               | CUSIP: 31393X5V5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23593 | PA      | $26152.09     | 0.00%             | 2034-05-25      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| UMBS P#725773 5.5% 09/01/34                            | FANNIE MAE POOL UMBS P#725773 5.50000000                                                         | CUSIP: 31402DJS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5261 | PA      | $5407.36      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1480 2.5% 11/01/51                            | FANNIE MAE POOL UMBS P#FS1480 2.50000000                                                         | CUSIP: 3140XGUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1117403 | PA      | $953044.93    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2003-39 IO V/R 05/25/33                            | FANNIE MAE REMICS SER 2003-39 CL IO V/R 6.00000000                                               | CUSIP: 31393A5Z6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2554 | PA      | $368.55       | 0.00%             | 2033-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024 5.45% 02/15/37                         | UNITED AIR 2024-1 AA PTT REGD SER AA 5.45000000                                                  | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2331734 | PA      | $2398469.97   | 0.01%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV V/R 10/16/30                              | KBC GROUP NV REGD V/R 144A P/P 4.93200000                                                        | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |   3705000 | PA      | $3768659.01   | 0.02%             | 2030-10-16      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| ENI SPA 5.95% 05/15/54                                 | ENI SPA REGD 144A P/P 5.95000000                                                                 | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1500000 | PA      | $1499505.96   | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8221 3.5% 06/01/52                            | FREDDIE MAC POOL UMBS P#SD8221 3.50000000                                                        | CUSIP: 3132DWD26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8220894 | PA      | $7524233.90   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#670030 3% 07/15/45                              | GINNIE MAE I POOL P#670030 3.00000000                                                            | CUSIP: 36295GLK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450314 | PA      | $405259.28    | 0.00%             | 2045-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2606 4% 03/01/42                              | FANNIE MAE POOL UMBS P#AL2606 4.00000000                                                         | CUSIP: 3138EJ3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20858 | PA      | $19925.56     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8237 4% 08/01/52                              | FREDDIE MAC POOL UMBS P#SD8237 4.00000000                                                        | CUSIP: 3132DWEJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4110664 | PA      | $3885059.68   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 1829 ZB 6.5% 03/15/26                              | FREDDIE MAC REMICS SER 1829 CL ZB 6.50000000                                                     | CUSIP: 3133T6J36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         1 | PA      | $1.04         | 0.00%             | 2026-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8114 2.5% 12/01/50                            | FREDDIE MAC POOL UMBS P#SD8114 2.50000000                                                        | CUSIP: 3132DWAP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3525400 | PA      | $3000200.57   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9417 2.5% 12/20/53                         | GINNIE MAE II POOL P#MA9417 2.50000000                                                           | CUSIP: 36179YPA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9494369 | PA      | $8190018.36   | 0.03%             | 2053-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU1050 2% 10/01/51                              | FANNIE MAE POOL UMBS P#BU1050 2.00000000                                                         | CUSIP: 3140M2EY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8319187 | PA      | $6854052.58   | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WELF 2024-1A A1 V/R 07/18/37                           | WELLFLEET CLO 2024-1 LTD SER 2024-1A CL A1 V/R REGD 144A P/P 5.91900000                          | CUSIP: 94951AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25950000 | PA      | $26073496.05  | 0.11%             | 2037-07-18      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO8282 4% 08/01/42                              | FANNIE MAE POOL UMBS P#AO8282 4.00000000                                                         | CUSIP: 3138M0FY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1883867 | PA      | $1835530.76   | 0.01%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 5.4% 07/31/33                         | L3HARRIS TECH INC REGD 5.40000000                                                                | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2619000 | PA      | $2729884.64   | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3050 2.5% 03/01/52                            | FANNIE MAE POOL UMBS P#CB3050 2.50000000                                                         | CUSIP: 3140QNL83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10067213 | PA      | $8492031.51   | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/33                         | BANK OF AMERICA CORP REGD V/R MTN 2.97200000                                                     | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6450000 | PA      | $5873606.14   | 0.02%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.875% 08/15/45                           | UNITED STATES TREASURY BOND 4.87500000                                                           | CUSIP: 912810UN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  75925000 | PA      | $77621449.22  | 0.33%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PUB SVC ELEC & 5.375% 11/01/39                         | PUB SVC ELEC & GAS REGD MTN 5.37500000                                                           | CUSIP: 74456QAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $119610.43    | 0.00%             | 2039-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION E 6.25% 10/01/39                         | CONSTELLATION EN GEN LLC REGD 6.25000000                                                         | CUSIP: 30161MAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1267000 | PA      | $1376313.41   | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8229 4.5% 05/01/52                            | FREDDIE MAC POOL UMBS P#SD8229 4.50000000                                                        | CUSIP: 3132DWEA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    738528 | PA      | $719159.80    | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GSMS 2018-GS10 A V/R 03/10/25                          | GS MORTGAGE SECURITIES TRUST 2018-GS10 SER 2018-GS10 CL A3 V/R REGD 4.26100000                   | CUSIP: 36250SAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28521000 | PA      | $28250580.99  | 0.12%             | 2051-07-10      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| GNMA II P#783637 3% 06/20/42                           | GINNIE MAE II POOL P#783637 3.00000000                                                           | CUSIP: 3622A2BE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    109988 | PA      | $101415.00    | 0.00%             | 2042-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2006-38 ZK 6.5% 08/20/36                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-38 CL ZK 6.50000000                            | CUSIP: 38374NQB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    113850 | PA      | $113545.37    | 0.00%             | 2036-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSFB 2005-10 AP ZCP 11/25/35                           | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES S SER 2005-10 CL AP ZCP REGD 0.00000000           | CUSIP: 225470FW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3800 | PA      | $2649.43      | 0.00%             | 2035-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5478 2.5% 07/01/51                            | FREDDIE MAC POOL UMBS P#RA5478 2.50000000                                                        | CUSIP: 3133KMCP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5230032 | PA      | $4474131.42   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0497 3% 07/01/60                              | FANNIE MAE POOL UMBS P#BF0497 3.00000000                                                         | CUSIP: 3140FXRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6716755 | PA      | $5868831.93   | 0.02%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2024-2 MT 3.5% 05/25/64                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-2 SER 2024-2 CL MT 3.50000000        | CUSIP: 35563PX46<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9890262 | PA      | $8663670.46   | 0.04%             | 2064-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1A1082 V/R 07/01/36                            | FREDDIE MAC NON GOLD POOL P#1A1082 V/R 6.41700000                                                | CUSIP: 3128NFFX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12951 | PA      | $13211.62     | 0.00%             | 2036-07-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY C 5.9% 03/15/55                         | NEXTERA ENERGY CAPITAL REGD 5.90000000                                                           | CUSIP: 65339KDM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1968420.67   | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7254 2% 03/20/51                           | GINNIE MAE II POOL P#MA7254 2.00000000                                                           | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3684416 | PA      | $3050635.85   | 0.01%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER 1.875% 10/15/30                         | AMERICAN TOWER CORP REGD 1.87500000                                                              | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2485000 | PA      | $2197711.88   | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING 4.375% 03/22/28                         | LLOYDS BANKING GROUP PLC REGD 4.37500000                                                         | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    949000 | PA      | $952557.55    | 0.00%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALI V/R 01/12/37                         | NATIONAL AUSTRALIA BANK REGD V/R 144A P/P 3.34700000                                             | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2600000 | PA      | $2356221.11   | 0.01%             | 2037-01-12      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.04% 05/01/27                               | BOEING CO REGD 5.04000000                                                                        | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1197694.40   | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN6244 3.09% 09/01/29                           | FANNIE MAE POOL UMBS P#AN6244 3.09000000                                                         | CUSIP: 3138LJ5E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7484000 | PA      | $7197533.51   | 0.03%             | 2029-09-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| FNR 2007-112 SA V/R 12/25/37                           | FANNIE MAE REMICS SER 2007-112 CL SA V/R 1.97949000                                              | CUSIP: 31396X4C5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71284 | PA      | $9144.34      | 0.00%             | 2037-12-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI 2.13% 07/08/30                         | SUMITOMO MITSUI FINL GRP REGD 2.13000000                                                         | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2650000 | PA      | $2399666.98   | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/19/30                         | HSBC HOLDINGS PLC REGD V/R 5.28600000                                                            | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  15011000 | PA      | $15483901.74  | 0.07%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 6% 06/01/44                            | CVS HEALTH CORP REGD 6.00000000                                                                  | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5838000 | PA      | $5922726.37   | 0.02%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.55% 11/01/32                                | AT&T INC REGD 4.55000000                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3603939.87   | 0.02%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETRO 4.3% 08/15/39                         | OCCIDENTAL PETROLEUM COR REGD 4.30000000                                                         | CUSIP: 674599CX1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    825000 | PA      | $689881.50    | 0.00%             | 2039-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MYLAN INC 5.2% 04/15/48                                | MYLAN INC REGD SER WI 5.20000000                                                                 | CUSIP: 628530BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2483000 | PA      | $2034509.27   | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC1317 4.5% 09/01/34                            | FANNIE MAE POOL UMBS P#AC1317 4.50000000                                                         | CUSIP: 31417KPB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3820 | PA      | $3784.79      | 0.00%             | 2034-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 5.4% 05/08/27                         | GENERAL MOTORS FINL CO REGD 5.40000000                                                           | CUSIP: 37045XEQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    810000 | PA      | $823732.44    | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5220 3% 02/01/50                              | FANNIE MAE POOL UMBS P#CA5220 3.00000000                                                         | CUSIP: 3140QCYS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4817678 | PA      | $4241830.56   | 0.02%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0722 V/R 04/01/38                            | FREDDIE MAC NON GOLD POOL P#1Q0722 V/R 6.82900000                                                | CUSIP: 3128S4YT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9907 | PA      | $10185.23     | 0.00%             | 2038-04-01      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BD6217 4.5% 05/20/48                         | GINNIE MAE II POOL P#BD6217 4.50000000                                                           | CUSIP: 3617BM4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    671459 | PA      | $652425.37    | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#257209 5.5% 05/01/38                            | FANNIE MAE POOL UMBS P#257209 5.50000000                                                         | CUSIP: 31371NVA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8428 | PA      | $8641.98      | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.875% 10/31/28                           | UNITED STATES TREASURY NOTE 4.87500000                                                           | CUSIP: 91282CJF9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  13897000 | PA      | $14392080.63  | 0.06%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FNR 2012-128 MP 2.5% 11/25/42                          | FANNIE MAE REMICS SER 2012-128 CL MP 2.50000000                                                  | CUSIP: 3136A9RG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    879677 | PA      | $811607.61    | 0.00%             | 2042-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC9526 5.5% 01/01/40                            | FANNIE MAE POOL UMBS P#AC9526 5.50000000                                                         | CUSIP: 31417WSQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    191437 | PA      | $198263.31    | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7505 3% 01/01/43                              | FANNIE MAE POOL UMBS P#AB7505 3.00000000                                                         | CUSIP: 31417EKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    333533 | PA      | $306696.08    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL 6.125% 01/15/31                         | FS KKR CAPITAL CORP REGD 6.12500000                                                              | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   2434000 | PA      | $2411494.09   | 0.01%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 04/30/29                           | UNITED STATES TREASURY NOTE 2.87500000                                                           | CUSIP: 91282CEM9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  36460000 | PA      | $35494379.51  | 0.15%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CO 3.8% 09/29/46                         | SOUTHWEST GAS CORP REGD 3.80000000                                                               | CUSIP: 844895AX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    508000 | PA      | $389895.77    | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#252409 6.5% 03/01/29                            | FANNIE MAE POOL UMBS P#252409 6.50000000                                                         | CUSIP: 31371HKW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2159 | PA      | $2195.01      | 0.00%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CM2992 V/R 04/20/72                          | GINNIE MAE II POOL P#CM2992 V/R 5.93600000                                                       | CUSIP: 3617YNKD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3411972 | PA      | $3585247.25   | 0.02%             | 2072-04-20      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2989 3% 09/01/34                              | FANNIE MAE POOL UMBS P#FM2989 3.00000000                                                         | CUSIP: 3140X6KB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4074326 | PA      | $3980949.98   | 0.02%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY  7.875% 06/15/26                         | SUNCOR ENERGY INC REGD 7.87500000                                                                | CUSIP: 71644EAE2<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    543000 | PA      | $556729.64    | 0.00%             | 2026-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON C 6.15% 05/15/37                         | TOLEDO EDISON COMPANY REGD 6.15000000                                                            | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $738355.61    | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/23/36                         | JPMORGAN CHASE & CO REGD V/R 5.57600000                                                          | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4985000 | PA      | $5167859.77   | 0.02%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC 3.5% 04/01/27                              | WORKDAY INC REGD 3.50000000                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   3141000 | PA      | $3113163.92   | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PAR 4.9% 08/01/30                         | VIPER ENERGY PARTNERS LL REGD 4.90000000                                                         | CUSIP: 92764MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3608000 | PA      | $3634903.41   | 0.02%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q33791 3.5% 06/01/45                           | FREDDIE MAC GOLD POOL P#Q33791 3.50000000                                                        | CUSIP: 3132QQF98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    425926 | PA      | $401263.89    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4326 2.5% 05/01/51                            | FANNIE MAE POOL UMBS P#MA4326 2.50000000                                                         | CUSIP: 31418DYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8800414 | PA      | $7457241.00   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1374 3% 10/20/43                           | GINNIE MAE II POOL P#MA1374 3.00000000                                                           | CUSIP: 36179NQ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48625 | PA      | $44592.57     | 0.00%             | 2043-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/10/35                         | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 6.25100000                                              | CUSIP: 225313AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3165576.57   | 0.01%             | 2035-01-10      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5Y 5.302% 10/15/29                          | BANK5 2024-5YR10 SER 2024-5YR10 CL A3 REGD 5.30200000                                            | CUSIP: 06604AAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5152953.50   | 0.02%             | 2057-10-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 01/12/29                              | UBS GROUP AG REGD V/R 144A P/P 3.86900000                                                        | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9375000 | PA      | $9296469.75   | 0.04%             | 2029-01-12      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| GNR 2004-73 JL V/R 09/16/34                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-73 CL JL V/R 2.28859000                        | CUSIP: 38374H2D1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86833 | PA      | $7939.25      | 0.00%             | 2034-09-16      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/22/28                         | JPMORGAN CHASE & CO REGD V/R 4.50500000                                                          | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6051264.48   | 0.03%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q26744 4.5% 07/01/44                           | FREDDIE MAC GOLD POOL P#Q26744 4.50000000                                                        | CUSIP: 3132M7ER5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20435 | PA      | $20080.02     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TVA 5.25% 02/01/55                                     | TENNESSEE VALLEY AUTHORITY 5.25000000                                                            | CUSIP: 880591FC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |  13461000 | PA      | $13417936.11  | 0.06%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q19476 3.5% 06/01/43                           | FREDDIE MAC GOLD POOL P#Q19476 3.50000000                                                        | CUSIP: 3132JA6N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    482585 | PA      | $455652.32    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA 4.65% 09/13/28                          | CAPITAL ONE NA REGD SER BKNT 4.65000000                                                          | CUSIP: 25466AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4048002.04   | 0.02%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1A1193 V/R 05/01/37                            | FREDDIE MAC NON GOLD POOL P#1A1193 V/R 6.63500000                                                | CUSIP: 3128NFKE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9401 | PA      | $9486.82      | 0.00%             | 2037-05-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A94713 4% 11/01/40                             | FREDDIE MAC GOLD POOL P#A94713 4.00000000                                                        | CUSIP: 312943GW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10883 | PA      | $10624.27     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2011-149 EF V/R 07/25/41                           | FANNIE MAE REMICS SER 2011-149 CL EF V/R 4.97051000                                              | CUSIP: 3136A3FM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8674 | PA      | $8656.57      | 0.00%             | 2041-07-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1A1097 V/R 10/01/36                            | FREDDIE MAC NON GOLD POOL P#1A1097 V/R 6.53800000                                                | CUSIP: 3128NFGE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10342 | PA      | $10484.79     | 0.00%             | 2036-10-01      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9852 6% 08/20/54                           | GINNIE MAE II POOL P#MA9852 6.00000000                                                           | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9308472 | PA      | $9488836.37   | 0.04%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RFC PRIN STRIP ZCP 04/15/30                            | RESOLUTION FUNDING CORP PRINCIPAL STRIP ZCP 0.00000000                                           | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    929000 | PA      | $777316.41    | 0.00%             | 2030-04-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2009-52 PI 5% 07/25/39                             | FANNIE MAE REMICS SER 2009-52 CL PI 5.00000000                                                   | CUSIP: 31396QKF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24856 | PA      | $3745.03      | 0.00%             | 2039-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/36                         | JPMORGAN CHASE & CO REGD V/R 5.57200000                                                          | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4859000 | PA      | $5121506.26   | 0.02%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/23/34                         | WELLS FARGO & COMPANY REGD V/R 6.49100000                                                        | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10585000 | PA      | $11760916.34  | 0.05%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| FHR 2543 YX 6% 12/15/32                                | FREDDIE MAC REMICS SER 2543 CL YX 6.00000000                                                     | CUSIP: 31393HGW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23868 | PA      | $24790.26     | 0.00%             | 2032-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8347 4.5% 10/20/52                         | GINNIE MAE II POOL P#MA8347 4.50000000                                                           | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19090724 | PA      | $18649412.63  | 0.08%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4657 3.5% 10/01/48                            | FANNIE MAE POOL UMBS P#CA4657 3.50000000                                                         | CUSIP: 3140QCE77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1757618 | PA      | $1636801.16   | 0.01%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMMSR 2020-GT1 A V/R 01/25/26                          | FMC GMSR ISSUER TRUST SER 2020-GT1 CL A V/R REGD 144A P/P 4.45000000                             | CUSIP: 30259RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9700000 | PA      | $9609480.57   | 0.04%             | 2026-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/39                         | GOLDMAN SACHS GROUP INC REGD V/R 4.41100000                                                      | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1919054.79   | 0.01%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#889579 6% 05/01/38                              | FANNIE MAE POOL UMBS P#889579 6.00000000                                                         | CUSIP: 31410KJY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73157 | PA      | $77093.63     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0534 3.5% 11/20/42                         | GINNIE MAE II POOL P#MA0534 3.50000000                                                           | CUSIP: 36179MSX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    534990 | PA      | $507556.18    | 0.00%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P51353 6.5% 11/01/36                           | FREDDIE MAC GOLD POOL P#P51353 6.50000000                                                        | CUSIP: 3128C6QE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     52692 | PA      | $54365.27     | 0.00%             | 2036-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5024 2.5% 12/01/50                            | FANNIE MAE POOL UMBS P#FM5024 2.50000000                                                         | CUSIP: 3140X8SN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9382261 | PA      | $7992429.95   | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PAR 2.717% 12/15/24                          | MRCD 2019-MARK MORTGAGE TRUST SER 2019-PARK CL A REGD 144A P/P 2.71752000                        | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9990000 | PA      | $8841150.00   | 0.04%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL 2% 04/29/28                         | ABU DHABI NATIONAL ENERG REGD 144A P/P MTN 2.00000000                                            | CUSIP: 00388WAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | AE        |   2015000 | PA      | $1909853.19   | 0.01%             | 2028-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIA 3.05% 06/01/31                         | ENTERGY LOUISIANA LLC REGD 3.05000000                                                            | CUSIP: 29364WAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440000 | PA      | $412683.53    | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UMBS P#894452 V/R 09/01/36                             | FANNIE MAE POOL UMBS P#894452 V/R 6.57000000                                                     | CUSIP: 31410QWM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10658 | PA      | $10980.14     | 0.00%             | 2036-09-01      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.25% 02/15/43                            | NISOURCE INC REGD 5.25000000                                                                     | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4699000 | PA      | $4564656.39   | 0.02%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FHR 2412 SP V/R 02/15/32                               | FREDDIE MAC REMICS SER 2412 CL SP V/R 7.12688000                                                 | CUSIP: 31339DW95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9568 | PA      | $10404.76     | 0.00%             | 2032-02-15      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| GSR 2006-1F 1A3 5.5% 02/25/36                          | GSR MORTGAGE LOAN TRUST 2006-1F SER 2006-1F CL 1A3 REGD 5.50000000                               | CUSIP: 3623416K0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2199 | PA      | $17201.90     | 0.00%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#717183 4% 06/15/39                              | GINNIE MAE I POOL P#717183 4.00000000                                                            | CUSIP: 3620A2XL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    138178 | PA      | $132607.21    | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2011-118 MT 7% 11/25/41                            | FANNIE MAE REMICS SER 2011-118 CL MT 7.00000000                                                  | CUSIP: 3136A12F1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320701 | PA      | $339885.84    | 0.00%             | 2041-11-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AZ3743 3.5% 11/01/45                            | FANNIE MAE POOL UMBS P#AZ3743 3.50000000                                                         | CUSIP: 3138YVER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    916564 | PA      | $855436.11    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.5% 07/15/51                                  | HCA INC REGD 3.50000000                                                                          | CUSIP: 404119CB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    116000 | PA      | $79357.46     | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3904 5% 05/01/48                              | FANNIE MAE POOL UMBS P#BM3904 5.00000000                                                         | CUSIP: 3140J8KS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    821348 | PA      | $831036.32    | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNIC 3.7% 03/22/61                         | VERIZON COMMUNICATIONS REGD 3.70000000                                                           | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1056591.15   | 0.00%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL1 A V/R 01/25/28                          | VCAT 2025-NPL1 LLC SER 2025-NPL1 CL A1 V/R REGD 144A P/P 5.87700000                              | CUSIP: 921962AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2749670 | PA      | $2755555.19   | 0.01%             | 2055-01-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| AIG SUNAMER GLOB 6.9% 03/15/32                         | AIG SUNAMER GLOB FIN X REGD P/P 6.90000000                                                       | CUSIP: 00139PAA6<br>LEI: 549300Q3UB1GMKCGGR05 | Long             | DBT              | CORP              | US        |    955000 | PA      | $1065874.10   | 0.00%             | 2032-03-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0697 V/R 05/01/37                            | FREDDIE MAC NON GOLD POOL P#1Q0697 V/R 6.19000000                                                | CUSIP: 3128S4X28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33037 | PA      | $33916.80     | 0.00%             | 2037-05-01      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/40                              | ORACLE CORP REGD 3.60000000                                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2007852.95   | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT  3.875% 02/01/28                         | EXPORT-IMPORT BK INDIA REGD 144A P/P 3.87500000                                                  | CUSIP: 30216JAC9<br>LEI: N/A                  | Long             | DBT              | USGA              | IN        |   3480000 | PA      | $3443084.65   | 0.01%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 5.75% 09/15/33                         | SOUTHERN CO GAS CAPITAL REGD 5.75000000                                                          | CUSIP: 8426EPAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1833452.70   | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQ 3.7% 03/15/52                         | BRISTOL-MYERS SQUIBB CO REGD 3.70000000                                                          | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1704000 | PA      | $1271689.92   | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & 5.65% 03/15/55                         | VIRGINIA ELEC & POWER CO REGD 5.65000000                                                         | CUSIP: 927804GU2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5632596.20   | 0.02%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PET 6.125% 01/01/31                         | OCCIDENTAL PETROLEUM COR REGD 6.12500000                                                         | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2009000 | PA      | $2116212.23   | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4077 2% 07/01/50                              | FANNIE MAE POOL UMBS P#MA4077 2.00000000                                                         | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8021319 | PA      | $6535905.54   | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2005-66 SG V/R 07/25/35                            | FANNIE MAE REMICS SER 2005-66 CL SG V/R 6.19872500                                               | CUSIP: 31394EKR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9700 | PA      | $10648.48     | 0.00%             | 2035-07-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.875% 05/15/43                           | UNITED STATES TREASURY BOND 3.87500000                                                           | CUSIP: 912810TS7<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 119710000 | PA      | $108435749.31 | 0.46%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD  7.5% 02/15/28                         | UBS AG STAMFORD CT REGD 7.50000000                                                               | CUSIP: 22550L2M2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $339145.80    | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 09/30/28                               | BNP PARIBAS REGD V/R 144A P/P 1.90400000                                                         | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6280000 | PA      | $5987876.07   | 0.03%             | 2028-09-30      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 1.7% 02/15/31                             | NISOURCE INC REGD 1.70000000                                                                     | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1424259.00   | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 6.15% 03/01/29                         | TARGA RESOURCES CORP REGD 6.15000000                                                             | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   7916000 | PA      | $8339608.91   | 0.04%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC /  4.75% 10/06/32                         | DELL INT LLC / EMC CORP REGD 4.75000000                                                          | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9134000 | PA      | $9093167.73   | 0.04%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2285 8% 09/20/26                             | GINNIE MAE II POOL P#2285 8.00000000                                                             | CUSIP: 36202CRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        52 | PA      | $52.09        | 0.00%             | 2026-09-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WELF 2020-1A A1A V/R 04/15/33                          | WELLFLEET CLO 2020-1 LTD SER 2020-1A CL A1AR V/R REGD 144A P/P 5.51755000                        | CUSIP: 94949GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  21231251 | PA      | $21225942.84  | 0.09%             | 2033-04-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5276 2.5% 05/01/51                            | FREDDIE MAC POOL UMBS P#RA5276 2.50000000                                                        | CUSIP: 3133KL2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7197805 | PA      | $6147082.76   | 0.03%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 4.85% 03/01/48                         | WILLIAMS COMPANIES INC REGD 4.85000000                                                           | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2660276.79   | 0.01%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1599 3% 01/20/44                           | GINNIE MAE II POOL P#MA1599 3.00000000                                                           | CUSIP: 36179NX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280560 | PA      | $257531.21    | 0.00%             | 2044-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8100 4% 06/20/52                           | GINNIE MAE II POOL P#MA8100 4.00000000                                                           | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8387690 | PA      | $7969974.51   | 0.03%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2006-63 ZH 6.5% 07/25/36                           | FANNIE MAE REMICS SER 2006-63 CL ZH 6.50000000                                                   | CUSIP: 31395NQK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     58066 | PA      | $62176.89     | 0.00%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SC 4.85% 02/01/30                         | BANK OF NOVA SCOTIA REGD 4.85000000                                                              | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1057000 | PA      | $1082176.18   | 0.00%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M38  1.594% 11/25/28                          | FANNIE MAE-ACES SER 2020-M38 CL 2A1 1.59400000                                                   | CUSIP: 3136BBHB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1376416 | PA      | $1289521.48   | 0.01%             | 2028-11-25      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 4.375% 05/15/34                         | UNITED STATES TREASURY NOTE 4.37500000                                                           | CUSIP: 91282CKQ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    350000 | PA      | $358093.75    | 0.00%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHR 2038 PN 7% 03/15/28                                | FREDDIE MAC REMICS SER 2038 CL PN 7.00000000                                                     | CUSIP: 3133TDA22<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1172 | PA      | $61.17        | 0.00%             | 2028-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHR 2313 LA 6.5% 05/15/31                              | FREDDIE MAC REMICS SER 2313 CL LA 6.50000000                                                     | CUSIP: 3133TTK67<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       674 | PA      | $689.20       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SABAL TRAIL TR 4.682% 05/01/38                         | SABAL TRAIL TRANS REGD 144A P/P 4.68200000                                                       | CUSIP: 78516FAB5<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9325441.60   | 0.04%             | 2038-05-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.937% 11/01/56                           | COMCAST CORP REGD SER WI 2.93700000                                                              | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    845000 | PA      | $501431.10    | 0.00%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 3.0% OCT 25                              | G2SF 30YR TBA 3.0% OCT 25      TO BE ANNOUNCED 3.00000000                                        | CUSIP: 21H0306A7<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        | -33500000 | PA      | $-29901301.70 | -0.13%            | 2055-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALT 3.447% 07/01/54                         | HARTFORD HEALTHCARE CORP REGD 3.44700000                                                         | CUSIP: 41652PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3370000 | PA      | $2464428.53   | 0.01%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WAMU 2003-S1 A5 5.5% 04/25/33                          | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2003-S1 TRUST SER 2003-S1 CL A5 REGD 5.50000000   | CUSIP: 929227H82<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23876 | PA      | $24280.06     | 0.00%             | 2033-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5.7% 04/01/55                             | SYNOPSYS INC REGD 5.70000000                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2926769.35   | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST 5.1% 06/01/33                              | ILLINOIS ST REGD N/C B/E 5.10000000                                                              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  29116961 | PA      | $29620221.26  | 0.12%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.75% 04/15/29                            | BROADCOM INC REGD 4.75000000                                                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6989167.75   | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LBMLT 2004-3 M1 V/R 07/25/34                           | LONG BEACH MORTGAGE LOAN TRUST 2004-3 SER 2004-3 CL M1 V/R REGD 5.12739000                       | CUSIP: 542514GM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20812 | PA      | $20721.92     | 0.00%             | 2034-07-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORT 4.375% 09/01/42                         | BURLINGTN NORTH SANTA FE REGD 4.37500000                                                         | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    462000 | PA      | $413998.94    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6338 2.5% 11/01/51                            | FREDDIE MAC POOL UMBS P#RA6338 2.50000000                                                        | CUSIP: 3133KNBF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14183034 | PA      | $12096829.05  | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS IN 4.5% 03/30/39                         | ENTERGY TEXAS INC REGD 4.50000000                                                                | CUSIP: 29365TAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10228970.84  | 0.04%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALFT 2013-1A A V/R 12/26/44                            | ACADEMIC LOAN FUNDING TRUST 2013-1 SER 2013-1A CL A V/R 144A P/P 5.27051000                      | CUSIP: 00389VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    296381 | PA      | $291603.73    | 0.00%             | 2044-12-26      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4709 5% 07/01/52                              | FANNIE MAE POOL UMBS P#MA4709 5.00000000                                                         | CUSIP: 31418EGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    394040 | PA      | $392725.62    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1382 2.5% 08/01/51                            | FANNIE MAE POOL UMBS P#CB1382 2.50000000                                                         | CUSIP: 3140QLRC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7905353 | PA      | $6766925.23   | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 2230 Z 8% 04/15/30                                 | FREDDIE MAC REMICS SER 2230 CL Z 8.00000000                                                      | CUSIP: 3133TNSS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1740 | PA      | $1804.79      | 0.00%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/28                         | BANK OF AMERICA CORP REGD V/R MTN SER GMTN 3.59300000                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7728493.73   | 0.03%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6514 2.5% 09/01/51                            | FANNIE MAE POOL UMBS P#FS6514 2.50000000                                                         | CUSIP: 3140XNGY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5942562 | PA      | $5084060.88   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GSR 2003-3F 4A 5.75% 04/25/33                          | GSR MORTGAGE LOAN TRUST 2003-3F SER 2003-3F CL 4A3 REGD 5.75000000                               | CUSIP: 36228FPT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2732 | PA      | $2736.65      | 0.00%             | 2033-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SCG 2025-SNIP A V/R 09/15/27                           | SCG TRUST 2025-SNIP SER 2025-SNIP CL A V/R REGD 144A P/P 5.75000000                              | CUSIP: 78398JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14250000 | PA      | $14258929.05  | 0.06%             | 2030-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MER 2.675% 09/01/41                         | HACKENSACK MERIDIAN HLTH REGD SER 2020 2.67500000                                                | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |   3780000 | PA      | $2692945.45   | 0.01%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA 6.25% 05/01/37                         | MARTIN MARIETTA MATERIAL REGD 6.25000000                                                         | CUSIP: 573284AJ5<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    107000 | PA      | $114374.80    | 0.00%             | 2037-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/45                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834PM4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   7000000 | PA      | $2621254.58   | 0.01%             | 2045-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ELM39 2025-2A A1 V/R 04/17/38                          | ELMWOOD CLO 39 LTD SER 2025-2A CL A1 V/R REGD 144A P/P 5.42391000                                | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  21000000 | PA      | $20993700.00  | 0.09%             | 2038-04-17      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#468927 4.766% 08/01/26                          | FANNIE MAE POOL UMBS P#468927 4.76600000                                                         | CUSIP: 31381R4L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    529370 | PA      | $531935.40    | 0.00%             | 2026-08-01      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| AMCAR 2021-2 C 1.01% 04/21/25                          | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 SER 2021-2 CL C REGD 1.01000000                  | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1205729 | PA      | $1199759.89   | 0.01%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| GNMA P#468236 6.5% 09/15/28                            | GINNIE MAE I POOL P#468236 6.50000000                                                            | CUSIP: 36209DEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1945 | PA      | $1965.60      | 0.00%             | 2028-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3598 4% 04/20/46                           | GINNIE MAE II POOL P#MA3598 4.00000000                                                           | CUSIP: 36179R7K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    741732 | PA      | $711718.11    | 0.00%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL V/R 09/08/31                         | CANADIAN IMPERIAL BANK REGD V/R 4.58000000                                                       | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  13726000 | PA      | $13771091.15  | 0.06%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| FNR 1997-39 PD 7.5% 05/20/27                           | FANNIE MAE REMICS SER 1997-39 CL PD 7.50000000                                                   | CUSIP: 31359PSF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1755 | PA      | $1771.74      | 0.00%             | 2027-05-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FHR 2420 XK 6.5% 02/15/32                              | FREDDIE MAC REMICS SER 2420 CL XK 6.50000000                                                     | CUSIP: 31339DMW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10159 | PA      | $10621.77     | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHS 239 S30 V/R 08/15/36                               | FREDDIE MAC STRIPS SER 239 CL S30 V/R 3.21344000                                                 | CUSIP: 31282YNU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    118144 | PA      | $14984.79     | 0.00%             | 2036-08-15      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-1 A 1.47% 08/15/25                          | CARMAX AUTO OWNER TRUST 2022-1 SER 2022-1 CL A3 REGD 1.47000000                                  | CUSIP: 14317CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    169309 | PA      | $169094.16    | 0.00%             | 2026-12-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| ORCHARD AT LAND 4.23% 08/01/32                         | ORCHARD AT LANDEN 4.23 8/32    4.23 01 AUG 2032 REGD 4.23000000                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |  11210000 | PA      | $11134724.85  | 0.05%             | 2032-08-01      | Fixed         | 4.23%                 | No            |                  3 | On Loan: No      |
| AERCAP IRELAND  2.45% 10/29/26                         | AERCAP IRELAND CAP/GLOBA REGD 2.45000000                                                         | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2345000 | PA      | $2303926.81   | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FHR 2210 Z 8% 01/15/30                                 | FREDDIE MAC REMICS SER 2210 CL Z 8.00000000                                                      | CUSIP: 3133TNDG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6766 | PA      | $7059.83      | 0.00%             | 2030-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 09/22/27                         | JPMORGAN CHASE & CO REGD V/R SER FXD 1.47000000                                                  | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15960000 | PA      | $15557649.51  | 0.07%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| FORDR 2025-2 A V/R 08/15/30                            | FORD CREDIT AUTO OWNER TRUST 2025-REV2 SER 2025-2 CL A V/R REGD 144A P/P 4.37000000              | CUSIP: 34536BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32425000 | PA      | $32609459.34  | 0.14%             | 2038-02-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1H2623 V/R 07/01/36                            | FREDDIE MAC NON GOLD POOL P#1H2623 V/R 6.25000000                                                | CUSIP: 3128QLSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5213 | PA      | $5402.16      | 0.00%             | 2036-07-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMCC 2019-BKWD  V/R 09/15/22                          | JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2019-BKWD CL A V/R REGD 144A P/P 5.76548000           | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3553350 | PA      | $3464516.54   | 0.01%             | 2029-09-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| TVA- GEN STRIP ZCP 07/15/34                            | TENNESSEE VALLEY AUTHORITY GENERIC STRIP ZCP 0.00000000                                          | CUSIP: 88059EPB4<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    295000 | PA      | $201813.69    | 0.00%             | 2034-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS S/UP 07/02/64                         | JOHNSON CONTROLS INTL PL REGD S/UP SER * 4.95000000                                              | CUSIP: 478375AN8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    928000 | PA      | $808775.65    | 0.00%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 01/24/35                         | TRUIST FINANCIAL CORP REGD V/R MTN 5.71100000                                                    | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1931000 | PA      | $2026335.44   | 0.01%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8359 3.5% 04/01/52                            | FANNIE MAE POOL UMBS P#FS8359 3.50000000                                                         | CUSIP: 3140XQJD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13317152 | PA      | $12271842.95  | 0.05%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 11/15/54                             | UNITED STATES TREASURY BOND 4.50000000                                                           | CUSIP: 912810UE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  23817000 | PA      | $22932235.61  | 0.10%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBSCM 2018-C1 4.448% 11/15/28                          | UBS COMMERCIAL MORTGAGE TRUST 2018-C14 SER 2018-C14 CL A4 REGD 4.44800000                        | CUSIP: 90278KBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1999698.20   | 0.01%             | 2051-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC 4.9% 04/03/28                         | LPL HOLDINGS INC REGD 4.90000000                                                                 | CUSIP: 50212YAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8086488.64   | 0.03%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES PT 2015-1       AA     20290130 3.62500 | DELTA AIRLINES PT 2015-1       AA     20290130 3.62500 3.62500000                                | CUSIP: 24736XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    732937 | PA      | $722502.59    | 0.00%             | 2029-01-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EXPERIAN FINANC 2.75% 03/08/30                         | EXPERIAN FINANCE PLC REGD 144A P/P 2.75000000                                                    | CUSIP: 30217AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   9240000 | PA      | $8687958.79   | 0.04%             | 2030-03-08      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 05/15/41                            | UNITED STATES TREASURY BOND 2.25000000                                                           | CUSIP: 912810SY5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  39825000 | PA      | $29506280.37  | 0.12%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FFIN 2023-2A D 9.1% 07/15/31                           | FOUNDATION FINANCE TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 9.10000000                        | CUSIP: 35042RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4255111 | PA      | $4554669.53   | 0.02%             | 2049-06-15      | Fixed         | 9.10%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-28CB 5.5% 08/25/35                          | ALTERNATIVE LOAN TRUST 2005-28CB SER 2005-28CB CL 1A4 REGD 5.50000000                            | CUSIP: 12667GWT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95873 | PA      | $82023.68     | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO 1.65% 01/15/31                         | ESSEX PORTFOLIO LP REGD 1.65000000                                                               | CUSIP: 29717PAW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    910000 | PA      | $786252.02    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 4.273% 03/15/48                         | BROOKLYN UNION GAS CO REGD 144A P/P 4.27300000                                                   | CUSIP: 114259AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4438000 | PA      | $3569271.05   | 0.02%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/17/29                         | HSBC HOLDINGS PLC REGD V/R 2.20600000                                                            | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2075000 | PA      | $1958672.45   | 0.01%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 3.95% 08/15/47                         | DUKE ENERGY CORP REGD 3.95000000                                                                 | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1352505.03   | 0.01%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FNR 2013-101 DO V/R 10/25/43                           | FANNIE MAE REMICS SER 2013-101 CL DO V/R 0.00000000                                              | CUSIP: 3136AGZH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    329879 | PA      | $249020.68    | 0.00%             | 2043-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA V/R 11/05/30                              | DNB BANK ASA REGD V/R 144A P/P 4.85300000                                                        | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1990000 | PA      | $2029720.20   | 0.01%             | 2030-11-05      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| GNR 2007-79 SY V/R 12/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-79 CL SY V/R 2.30008000                        | CUSIP: 383742AS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66070 | PA      | $352.85       | 0.00%             | 2037-12-20      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 05/20/31                         | TRUIST FINANCIAL CORP REGD V/R MTN 5.07100000                                                    | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3332202.58   | 0.01%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS6286 4% 12/01/45                              | FANNIE MAE POOL UMBS P#AS6286 4.00000000                                                         | CUSIP: 3138WF6Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    289667 | PA      | $278614.65    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 5.2% 02/10/33                               | INTEL CORP REGD 5.20000000                                                                       | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   3533000 | PA      | $3612014.91   | 0.02%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IMM 2005-4 2A1 V/R 05/25/35                            | IMPAC CMB TRUST SERIES 2005-4 SER 2005-4 CL 2A1 V/R REGD 4.87239000                              | CUSIP: 45254NPE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39626 | PA      | $37940.72     | 0.00%             | 2035-05-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 07/06/34                         | STANDARD CHARTERED PLC REGD V/R 144A P/P 6.29600000                                              | CUSIP: 853254CU2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2168908.36   | 0.01%             | 2034-07-06      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| BVABS 2023-CA 6.632% 06/25/27                          | BOF VII AL FUNDING TRUST I SER 2023-CAR3 CL B REGD 144A P/P 6.63200000                           | CUSIP: 097093AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1288005 | PA      | $1310985.18   | 0.01%             | 2032-07-26      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FHR 3819 ZQ 6% 04/15/36                                | FREDDIE MAC REMICS SER 3819 CL ZQ 6.00000000                                                     | CUSIP: 3137A8N20<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    209193 | PA      | $219637.23    | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3332 3.5% 04/01/48                            | FANNIE MAE POOL UMBS P#MA3332 3.50000000                                                         | CUSIP: 31418CV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9009659 | PA      | $8365826.43   | 0.04%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SIXST 2020-16A A V/R 01/20/37                          | SIXTH STREET CLO XVI LTD SER 2020-16A CL A1R V/R REGD 144A P/P 6.11549000                        | CUSIP: 83012DAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20250000 | PA      | $20271282.75  | 0.09%             | 2037-01-20      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#674349 6% 03/01/33                              | FANNIE MAE POOL UMBS P#674349 6.00000000                                                         | CUSIP: 31391REW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       319 | PA      | $326.07       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1115 2.5% 05/01/51                            | FANNIE MAE POOL UMBS P#FS1115 2.50000000                                                         | CUSIP: 3140XGGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5075851 | PA      | $4403126.81   | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL  6% 10/07/39                         | ENEL FINANCE INTL NV REGD P/P 6.00000000                                                         | CUSIP: 29268BAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    307000 | PA      | $321338.00    | 0.00%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE5557 V/R 11/20/71                          | GINNIE MAE II POOL P#CE5557 V/R 5.83000000                                                       | CUSIP: 3617VUE60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12047581 | PA      | $12603345.50  | 0.05%             | 2071-11-20      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7921 4% 09/01/52                              | FREDDIE MAC POOL UMBS P#RA7921 4.00000000                                                        | CUSIP: 3133KPYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    289578 | PA      | $273415.59    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIA 3.12% 09/01/27                         | ENTERGY LOUISIANA LLC REGD 3.12000000                                                            | CUSIP: 29364WAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $364760.91    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0789 3.5% 11/01/32                            | FANNIE MAE POOL UMBS P#CA0789 3.50000000                                                         | CUSIP: 3140Q72X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    219855 | PA      | $216711.49    | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7136 2.5% 01/20/51                         | GINNIE MAE II POOL P#MA7136 2.50000000                                                           | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1701963 | PA      | $1466499.15   | 0.01%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY 5.25% 08/01/33                         | DOMINION ENERGY INC REGD SER F 5.25000000                                                        | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1161000 | PA      | $1191992.58   | 0.01%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ9999 3% 02/01/43                              | FANNIE MAE POOL UMBS P#AQ9999 3.00000000                                                         | CUSIP: 3138MSDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    272042 | PA      | $249900.63    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1562 3% 10/01/53                              | FREDDIE MAC POOL UMBS P#SL1562 3.00000000                                                        | CUSIP: 31427NWY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8257565 | PA      | $7269497.47   | 0.03%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNW 2007-W3 1A 6.75% 04/25/37                          | FANNIE MAE REMIC TRUST 2007-W3 SER 2007-W3 CL 1A3 6.75000000                                     | CUSIP: 31396VQB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10890 | PA      | $11041.76     | 0.00%             | 2037-04-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 4.25% 09/18/28                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 4.25000000                                             | CUSIP: 44891ADZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6725000 | PA      | $6709581.59   | 0.03%             | 2028-09-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KCOT 2025-1A A 4.67% 11/15/28                          | KUBOTA CREDIT OWNER TRUST 2025-1 SER 2025-1A CL A3 REGD 144A P/P 4.67000000                      | CUSIP: 50117FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10800000 | PA      | $10956641.04  | 0.05%             | 2029-06-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8995 6% 07/01/54                              | FANNIE MAE POOL UMBS P#FS8995 6.00000000                                                         | CUSIP: 3140XQ7H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9570410 | PA      | $9874027.22   | 0.04%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN EN 7.5% 11/15/40                         | KINDER MORGAN ENER PART REGD 7.50000000                                                          | CUSIP: 28370TAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    483000 | PA      | $566272.22    | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5021 4.5% 02/20/48                         | GINNIE MAE II POOL P#MA5021 4.50000000                                                           | CUSIP: 36179TSJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1438518 | PA      | $1427508.15   | 0.01%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 3740 SC V/R 10/15/40                               | FREDDIE MAC REMICS SER 3740 CL SC V/R 1.51344000                                                 | CUSIP: 3137GARQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     87720 | PA      | $9532.11      | 0.00%             | 2040-10-15      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2962 4% 07/20/45                           | GINNIE MAE II POOL P#MA2962 4.00000000                                                           | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    874557 | PA      | $841052.21    | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 1.65% 01/15/31                            | AUTOZONE INC REGD 1.65000000                                                                     | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1340902.69   | 0.01%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9726 6% 06/20/54                           | GINNIE MAE II POOL P#MA9726 6.00000000                                                           | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10392711 | PA      | $10600862.59  | 0.04%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 08/15/50                           | UNITED STATES TREASURY BOND 1.37500000                                                           | CUSIP: 912810SP4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6275000 | PA      | $3155148.44   | 0.01%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP 3% 10/29/28                         | AERCAP IRELAND CAP/GLOBA REGD 3.00000000                                                         | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  20150000 | PA      | $19418403.67  | 0.08%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 09/11/31                         | CAPITAL ONE FINANCIAL CO REGD V/R 4.49300000                                                     | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10061000 | PA      | $9979620.09   | 0.04%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| KKR 2024-54A A V/R 01/15/38                            | KKR CLO 54 LTD SER 2024-54A CL A V/R REGD 144A P/P 5.63755000                                    | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11500000 | PA      | $11525714.00  | 0.05%             | 2038-01-15      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 09/11/31                             | CITIGROUP INC REGD V/R 4.50300000                                                                | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  21577000 | PA      | $21588664.10  | 0.09%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.4% 12/01/30                         | ENERGY TRANSFER LP REGD 6.40000000                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2704120.85   | 0.01%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 01/10/33                         | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.00000000                                              | CUSIP: 225313AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4924921.75   | 0.02%             | 2033-01-10      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FNA 2015-M10 A2 V/R 04/25/27                           | FANNIE MAE-ACES SER 2015-M10 CL A2 V/R 3.09200000                                                | CUSIP: 3136AN6U6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3061916 | PA      | $3027456.76   | 0.01%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO 4.688% 07/08/30                         | HONDA MOTOR CO LTD REGD 4.68800000                                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |  16969000 | PA      | $17118649.61  | 0.07%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 2.67% 12/01/26                         | CDW LLC/CDW FINANCE REGD 2.67000000                                                              | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14070000 | PA      | $13803035.26  | 0.06%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| UMBS P#810663 5% 01/01/35                              | FANNIE MAE POOL UMBS P#810663 5.00000000                                                         | CUSIP: 31406HTU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5890 | PA      | $6028.28      | 0.00%             | 2035-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS IN 5.15% 06/15/30                         | LPL HOLDINGS INC REGD 5.15000000                                                                 | CUSIP: 50212YAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15267094.20  | 0.06%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.4% 10/01/47                         | ENERGY TRANSFER LP REGD 5.40000000                                                               | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3203727.17   | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/47                               | UNITED STATES TREASURY BOND 3.00000000                                                           | CUSIP: 912810RV2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    780000 | PA      | $595603.13    | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB9196 3.5% 05/01/43                            | FANNIE MAE POOL UMBS P#AB9196 3.50000000                                                         | CUSIP: 31417GGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    143302 | PA      | $135257.91    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.95% 06/15/41                            | NISOURCE INC REGD 5.95000000                                                                     | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   4416000 | PA      | $4584694.29   | 0.02%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNR 2025-31 MA 0.5% 09/25/54                           | FANNIE MAE REMICS SER 2025-31 CL MA 0.50000000                                                   | CUSIP: 3136BVYZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14024695 | PA      | $11757604.50  | 0.05%             | 2054-09-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PEACHTREE FUND 6.012% 05/15/35                         | PEACHTREE FUND TRUST II REGD 144A P/P 6.01200000                                                 | CUSIP: 70470BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5248559.05   | 0.02%             | 2035-05-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| TPMT 2021-SJ2 A1 V/R 12/25/61                          | TOWD POINT MORTGAGE TRUST 2021-SJ2 SER 2021-SJ2 CL A1A V/R REGD 144A P/P 2.25000000              | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4914511 | PA      | $4783506.65   | 0.02%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 3.6% 06/15/51                         | COX COMMUNICATIONS INC REGD 144A P/P 3.60000000                                                  | CUSIP: 224044CP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $812447.41    | 0.00%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1022 2.5% 02/01/52                            | FANNIE MAE POOL UMBS P#FA1022 2.50000000                                                         | CUSIP: 3140W1D42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16110427 | PA      | $13866931.67  | 0.06%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2009-59 HB 5% 08/25/39                             | FANNIE MAE REMICS SER 2009-59 CL HB 5.00000000                                                   | CUSIP: 31396QRH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100941 | PA      | $102504.13    | 0.00%             | 2039-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#555732 V/R 08/01/33                             | FANNIE MAE POOL UMBS P#555732 V/R 6.37600000                                                     | CUSIP: 31385XLM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9466 | PA      | $9682.08      | 0.00%             | 2033-08-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4686 5% 06/01/52                              | FANNIE MAE POOL UMBS P#MA4686 5.00000000                                                         | CUSIP: 31418EF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6144884 | PA      | $6124391.40   | 0.03%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2019-3 MB 3.5% 10/25/58                           | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-3 SER 2019-3 CL MB 3.50000000        | CUSIP: 35563PLJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3880000 | PA      | $3277281.58   | 0.01%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CA0265 V/R 12/20/70                          | GINNIE MAE II POOL P#CA0265 V/R 2.98700000                                                       | CUSIP: 3617U7JJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3285511 | PA      | $2973904.68   | 0.01%             | 2070-12-20      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMI 4.895% 03/06/48                         | TELEFONICA EMISIONES SAU REGD 4.89500000                                                         | CUSIP: 87938WAW3<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |   4575000 | PA      | $3927279.74   | 0.02%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0091 5% 12/20/54                           | GINNIE MAE II POOL P#MB0091 5.00000000                                                           | CUSIP: 3618N5C56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2728050 | PA      | $2716660.15   | 0.01%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  3.2% 09/15/49                         | BALTIMORE GAS & ELECTRIC REGD 3.20000000                                                         | CUSIP: 059165EL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $763170.05    | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#893580 V/R 09/01/36                             | FANNIE MAE POOL UMBS P#893580 V/R 6.31500000                                                     | CUSIP: 31410PXH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4565 | PA      | $4672.68      | 0.00%             | 2036-09-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 02/25/36                              | BARCLAYS PLC REGD V/R 5.78500000                                                                 | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1835000 | PA      | $1915033.23   | 0.01%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN IN 7.8% 08/01/31                         | KINDER MORGAN INC REGD MTN SER GMTN 7.80000000                                                   | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $5336089.01   | 0.02%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| FHR 2208 PG 7% 01/15/30                                | FREDDIE MAC REMICS SER 2208 CL PG 7.00000000                                                     | CUSIP: 3133TNFP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7091 | PA      | $7319.11      | 0.00%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHS 264 F1 V/R 07/15/42                                | FREDDIE MAC STRIPS SER 264 CL F1 V/R 5.03656000                                                  | CUSIP: 3128HXM85<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    582815 | PA      | $576806.29    | 0.00%             | 2042-07-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB8504 2.5% 10/01/35                            | FREDDIE MAC POOL UMBS P#SB8504 2.50000000                                                        | CUSIP: 3132D6NV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5236614 | PA      | $4976640.51   | 0.02%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6338 6.5% 08/01/54                            | FREDDIE MAC POOL UMBS P#SD6338 6.50000000                                                        | CUSIP: 3132DUBF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6806147 | PA      | $7098080.93   | 0.03%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% OCT 25                              | FNMA 30YR TBA 4.5% OCT 25      TO BE ANNOUNCED 4.50000000                                        | CUSIP: 01F0426A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  24580000 | PA      | $23839105.95  | 0.10%             | 2055-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE  4.3% 09/30/28                         | PROTECTIVE LIFE CORP REGD 144A P/P 4.30000000                                                    | CUSIP: 743674BD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4497910.02   | 0.02%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4956 3% 05/01/30                              | FANNIE MAE POOL UMBS P#AS4956 3.00000000                                                         | CUSIP: 3138WEQJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    336679 | PA      | $330208.81    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2005-90 ES V/R 10/25/35                            | FANNIE MAE REMICS SER 2005-90 CL ES V/R 5.69872500                                               | CUSIP: 31394FVU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7259 | PA      | $7670.60      | 0.00%             | 2035-10-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| GNMA P#614546 5.5% 06/15/33                            | GINNIE MAE I POOL P#614546 5.50000000                                                            | CUSIP: 36290QWF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       914 | PA      | $922.67       | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CL1819 3.5% 02/20/52                         | GINNIE MAE II POOL P#CL1819 3.50000000                                                           | CUSIP: 3617Y9AU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1577999 | PA      | $1447333.70   | 0.01%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 12/31/26                            | UNITED STATES TREASURY NOTE 1.75000000                                                           | CUSIP: 912828YX2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  44760000 | PA      | $43703943.75  | 0.18%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.375% 11/30/30                           | UNITED STATES TREASURY NOTE 4.37500000                                                           | CUSIP: 91282CJM4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  66425000 | PA      | $68300987.47  | 0.29%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATIO 2.815% 06/01/70                         | FORD FOUNDATION/THE REGD SER 2020 2.81500000                                                     | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    790000 | PA      | $456171.17    | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LU 5.5% 08/17/30                         | EAGLE FUNDING LUXCO SARL REGD 144A P/P 5.50000000                                                | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | USGA              | LU        |  13041000 | PA      | $13230876.96  | 0.06%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIM 2023-R2 A1 V/R 08/25/64                            | CIM TRUST 2023-R2 SER 2023-R2 CL A1 V/R REGD 144A P/P 5.50000000                                 | CUSIP: 17181KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7952465 | PA      | $8021197.73   | 0.03%             | 2064-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 5.65% 03/02/53                               | AMGEN INC REGD 5.65000000                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   7525000 | PA      | $7505752.78   | 0.03%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LBMLT 2004-1 M1 V/R 02/25/34                           | LONG BEACH MORTGAGE LOAN TRUST 2004-1 SER 2004-1 CL M1 V/R REGD 5.02239000                       | CUSIP: 542514EU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42361 | PA      | $42233.07     | 0.00%             | 2034-02-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.95% 07/01/50                         | PACIFIC GAS & ELECTRIC REGD 4.95000000                                                           | CUSIP: 694308JN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4255000 | PA      | $3652010.12   | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q49329 4.5% 07/01/47                           | FREDDIE MAC GOLD POOL P#Q49329 4.50000000                                                        | CUSIP: 3132WPLK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    322856 | PA      | $319297.17    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2008-95 DS V/R 12/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-95 CL DS V/R 3.05008000                        | CUSIP: 38375DYP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125425 | PA      | $892.26       | 0.00%             | 2038-12-20      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| UDR INC 2.1% 08/01/32                                  | UDR INC REGD MTN 2.10000000                                                                      | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1219073.64   | 0.01%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FNR 2007-14 OP ZCP 03/25/37                            | FANNIE MAE REMICS SER 2007-14 CL OP ZCP 0.00000000                                               | CUSIP: 31396PE72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8457 | PA      | $7431.30      | 0.00%             | 2037-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL2483 3.5% 10/01/42                            | FANNIE MAE POOL UMBS P#AL2483 3.50000000                                                         | CUSIP: 3138EJXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105208 | PA      | $99499.19     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 09/11/36                             | CITIGROUP INC REGD V/R 5.17400000                                                                | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2753000 | PA      | $2780937.06   | 0.01%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CMLTI 2009-10 1A V/R 09/25/33                          | CITIGROUP MORTGAGE LOAN TRUST 2009-10 SER 2009-10 CL 1A1 V/R REGD 144A P/P 5.67288400            | CUSIP: 17316AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18995 | PA      | $18987.11     | 0.00%             | 2033-09-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FHR 2567 QD 6% 02/15/33                                | FREDDIE MAC REMICS SER 2567 CL QD 6.00000000                                                     | CUSIP: 31393KA39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15499 | PA      | $16111.31     | 0.00%             | 2033-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC V/R 09/13/29                             | AIB GROUP PLC REGD V/R 144A P/P 6.60800000                                                       | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   6070000 | PA      | $6443535.30   | 0.03%             | 2029-09-13      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M7 A2 V/R 02/25/27                            | FANNIE MAE-ACES SER 2017-M7 CL A2 V/R 2.96100000                                                 | CUSIP: 3136AV7G8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2714355 | PA      | $2678777.79   | 0.01%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC 3% 02/01/51                          | GENERAL MILLS INC REGD 3.00000000                                                                | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   3007000 | PA      | $1961701.88   | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB 5.337% 09/20/27                            | SWEDBANK AB REGD 144A P/P 5.33700000                                                             | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   5125000 | PA      | $5248936.85   | 0.02%             | 2027-09-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#969230 5.5% 05/01/37                            | FANNIE MAE POOL UMBS P#969230 5.50000000                                                         | CUSIP: 31414LHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     47129 | PA      | $49037.38     | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9740 3% 05/01/36                              | FANNIE MAE POOL UMBS P#FM9740 3.00000000                                                         | CUSIP: 3140XDZE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425066 | PA      | $412931.74    | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSR 2004-13F 3A3 6% 11/25/34                           | GSR MORTGAGE LOAN TRUST 2004-13F SER 2004-13F CL 3A3 REGD 6.00000000                             | CUSIP: 36242DLW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9346 | PA      | $9401.58      | 0.00%             | 2034-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-20CB  V/R 07/25/35                          | ALTERNATIVE LOAN TRUST 2005-20CB SER 2005-20CB CL 3A8 V/R REGD 0.47761000                        | CUSIP: 12667GQN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    243483 | PA      | $12626.07     | 0.00%             | 2035-07-25      | Variable      | 0.48%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS4310 2.08% 10/01/33                           | FANNIE MAE POOL UMBS P#BS4310 2.08000000                                                         | CUSIP: 3140LEYG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9350520 | PA      | $7972568.70   | 0.03%             | 2033-10-01      | Fixed         | 2.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4626 4% 06/01/52                              | FANNIE MAE POOL UMBS P#MA4626 4.00000000                                                         | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6341276 | PA      | $6006674.97   | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHMS K152 A2 V/R 01/25/31                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K152 CL A2 V/R 3.08000000            | CUSIP: 3137BPVN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4126000 | PA      | $3929981.17   | 0.02%             | 2031-01-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/23/35                         | GOLDMAN SACHS GROUP INC REGD V/R 5.33000000                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8410000 | PA      | $8657625.13   | 0.04%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5258 4% 12/01/52                              | FANNIE MAE POOL UMBS P#FS5258 4.00000000                                                         | CUSIP: 3140XLZY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4261378 | PA      | $4057998.57   | 0.02%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/F 3.625% 01/15/32                         | JBS USA HOLD/FOOD/LUX CO REGD 3.62500000                                                         | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4875000 | PA      | $4544296.23   | 0.02%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4378 2% 07/01/51                              | FANNIE MAE POOL UMBS P#MA4378 2.00000000                                                         | CUSIP: 31418D2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2407552 | PA      | $1954931.10   | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM6956 4.5% 06/01/48                            | FREDDIE MAC POOL UMBS P#ZM6956 4.50000000                                                        | CUSIP: 3131Y1WR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2179329 | PA      | $2152275.75   | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2011-30 LS V/R 04/25/41                            | FANNIE MAE REMICS SER 2011-30 CL LS V/R 1.79608100                                               | CUSIP: 31397SMD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148739 | PA      | $10636.84     | 0.00%             | 2041-04-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| GNMA II P#785183 V/R 10/20/70                          | GINNIE MAE II POOL P#785183 V/R 2.93500000                                                       | CUSIP: 3622AAUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6077977 | PA      | $5511350.85   | 0.02%             | 2070-10-20      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.375% 05/15/41                           | UNITED STATES TREASURY BOND 4.37500000                                                           | CUSIP: 912810QQ4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1500000 | PA      | $1473925.79   | 0.01%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.4% 04/01/35                                  | MPLX LP REGD 5.40000000                                                                          | CUSIP: 55336VBY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14895000 | PA      | $15016473.64  | 0.06%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHMS K106 X1 V/R 01/25/30                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K106 CL X1 V/R 1.43733400            | CUSIP: 3137FRUV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 125731972 | PA      | $6165229.52   | 0.03%             | 2030-01-25      | Variable      | 1.44%                 | No            |                  2 | On Loan: No      |
| TPMT 2023-CES2 A V/R 10/25/63                          | TOWD POINT MORTGAGE TRUST SER 2023-CES2 CL A1A V/R REGD 144A P/P 7.29400000                      | CUSIP: 89182FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1947531 | PA      | $1977826.68   | 0.01%             | 2063-10-25      | Variable      | 7.29%                 | No            |                  2 | On Loan: No      |
| FNR 2010-35 SJ V/R 04/25/40                            | FANNIE MAE REMICS SER 2010-35 CL SJ V/R 2.76497100                                               | CUSIP: 31398PGF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38193 | PA      | $38166.32     | 0.00%             | 2040-04-25      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| BPCE SA 3.25% 01/11/28                                 | BPCE SA REGD 144A P/P MTN 3.25000000                                                             | CUSIP: 05578AAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   7815000 | PA      | $7652889.23   | 0.03%             | 2028-01-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/19/30                            | MORGAN STANLEY REGD V/R 5.04200000                                                               | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1486048.87   | 0.01%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| VOYA 2019-3A AR V/R 10/17/32                           | VOYA CLO 2019-3 LTD SER 2019-3A CL AR V/R REGD 144A P/P 5.66401000                               | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18476600 | PA      | $18502263.96  | 0.08%             | 2032-10-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNIC 4.4% 11/01/34                         | VERIZON COMMUNICATIONS REGD SER 20YR 4.40000000                                                  | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2411625.35   | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CIM 2022-R3 A1 V/R 03/25/62                            | CIM TRUST 2022-R3 SER 2022-R3 CL A1 V/R REGD 144A P/P 4.50000000                                 | CUSIP: 12569DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1893774 | PA      | $1872368.69   | 0.01%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BS3637 1.73% 11/01/31                           | FANNIE MAE POOL UMBS P#BS3637 1.73000000                                                         | CUSIP: 3140LEBF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8591265 | PA      | $7505357.43   | 0.03%             | 2031-11-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| GNR 2013-54 WA V/R 11/20/42                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-54 CL WA V/R 4.87896000                        | CUSIP: 38378MRL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83076 | PA      | $84624.46     | 0.00%             | 2042-11-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY 5.114% 10/01/54                            | NEW YORK NY REGD N/C B/E 5.11400000                                                              | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    910000 | PA      | $869536.76    | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GNR 2018-148 DS V/R 10/20/48                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-148 CL DS V/R 0.00000000                       | CUSIP: 38381AHP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5318883 | PA      | $163699.80    | 0.00%             | 2048-10-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 11/15/44                               | UNITED STATES TREASURY BOND 3.00000000                                                           | CUSIP: 912810RJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  84915000 | PA      | $66436036.31  | 0.28%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STATOIL 6.45% 12/1/28 144A                             | STATOIL 144A 6.50000000                                                                          | CUSIP: 24820RAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |   5729000 | PA      | $6143329.42   | 0.03%             | 2028-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC 3.25% 07/15/31                         | NGPL PIPECO LLC REGD 144A P/P 3.25000000                                                         | CUSIP: 62928CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1861485.31   | 0.01%             | 2031-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/41                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834KH0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10000000 | PA      | $4756818.50   | 0.02%             | 2041-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| XROAD 2025-A C 5.51% 02/20/32                          | CROSSROADS ASSET TRUST 2025-A SER 2025-A CL C REGD 144A P/P 5.51000000                           | CUSIP: 22767VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    925000 | PA      | $942202.50    | 0.00%             | 2032-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.9% 12/10/61                           | MERCK & CO INC REGD 2.90000000                                                                   | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $891284.67    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GNR 2013-H01 TA V/R 01/20/63                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-H01 CL TA V/R 4.96582000                       | CUSIP: 38375BE99<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3535 | PA      | $3521.78      | 0.00%             | 2063-01-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| FNGT 2004-T2 2 V/R 07/25/43                            | FANNIE MAE GRANTOR TRUST SERIES 2004-T2 CLASS 2A V/R 5.36388000                                  | CUSIP: 31393X7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30188 | PA      | $30730.20     | 0.00%             | 2043-07-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  4.9% 09/15/30                         | TARGA RESOURCES CORP REGD 4.90000000                                                             | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   4902000 | PA      | $4979095.62   | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX8832 6% 03/01/55                              | FREDDIE MAC POOL UMBS P#QX8832 6.00000000                                                        | CUSIP: 31426FY68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4003608 | PA      | $4119347.27   | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHR 1927 PH 7.5% 01/15/27                              | FREDDIE MAC REMICS SER 1927 CL PH 7.50000000                                                     | CUSIP: 3133T8TQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1048 | PA      | $1060.88      | 0.00%             | 2027-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-1 A1 V/R 03/25/64                            | TOWD POINT MORTGAGE TRUST 2024-1 SER 2024-1 CL A1 V/R REGD 144A P/P 4.85131600                   | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3609799 | PA      | $3667381.88   | 0.02%             | 2064-03-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CARMX 2021-3 C 1.25% 07/15/25                          | CARMAX AUTO OWNER TRUST 2021-3 SER 2021-3 CL C REGD 1.25000000                                   | CUSIP: 14317DAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3345469.80   | 0.01%             | 2027-05-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC5978 2.5% 08/01/51                            | FREDDIE MAC POOL UMBS P#QC5978 2.50000000                                                        | CUSIP: 3133AQUB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5850795 | PA      | $4978531.33   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2010-71 HJ 5.5% 07/25/40                           | FANNIE MAE REMICS SER 2010-71 CL HJ 5.50000000                                                   | CUSIP: 31398TDU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     87644 | PA      | $90821.83     | 0.00%             | 2040-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2525 8% 12/20/27                             | GINNIE MAE II POOL P#2525 8.00000000                                                             | CUSIP: 36202CYW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       207 | PA      | $209.99       | 0.00%             | 2027-12-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHR 5021 SB V/R 10/25/50                               | FREDDIE MAC REMICS SER 5021 CL SB V/R 0.00000000                                                 | CUSIP: 3137FWN22<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12232604 | PA      | $369285.18    | 0.00%             | 2050-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3906 6% 10/01/53                              | FREDDIE MAC POOL UMBS P#SD3906 6.00000000                                                        | CUSIP: 3132E0KT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4974639 | PA      | $5138112.06   | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFIN 6.5% 03/26/31                         | MACQUARIE AIRFINANCE HLD REGD 144A P/P 6.50000000                                                | CUSIP: 55609NAD0<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5356021.15   | 0.02%             | 2031-03-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GNR 2013-91 WA V/R 04/20/43                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2013-91 CL WA V/R 4.41190000                        | CUSIP: 38378TTL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114411 | PA      | $110126.19    | 0.00%             | 2043-04-20      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5651 4% 12/20/48                           | GINNIE MAE II POOL P#MA5651 4.00000000                                                           | CUSIP: 36179UH47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    661395 | PA      | $631950.20    | 0.00%             | 2048-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 3344 SL V/R 07/15/37                               | FREDDIE MAC REMICS SER 3344 CL SL V/R 2.11344000                                                 | CUSIP: 31397JYA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14885 | PA      | $1335.37      | 0.00%             | 2037-07-15      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67701 3% 10/01/46                             | FREDDIE MAC GOLD POOL P#G67701 3.00000000                                                        | CUSIP: 3132XCRW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8014554 | PA      | $7338525.62   | 0.03%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5.8% 06/15/54                         | DUKE ENERGY CORP REGD 5.80000000                                                                 | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2020552.78   | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VZMT 2025-8 A 4.16% 08/20/30                           | VERIZON MASTER TRUST SER 2025-8 CL A REGD 144A P/P 4.16000000                                    | CUSIP: 92348KES8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   7992000 | PA      | $7945418.63   | 0.03%             | 2033-08-22      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ0040 2.5% 09/01/50                            | FANNIE MAE POOL UMBS P#BQ0040 2.50000000                                                         | CUSIP: 3140KKBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2289370 | PA      | $1967919.14   | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTR 2018-32A A V/R 07/18/31                          | VENTURE 32 CLO LTD SER 2018-32A CL A1 V/R REGD 144A P/P 5.69061000                               | CUSIP: 92325QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3277971 | PA      | $3280809.93   | 0.01%             | 2031-07-18      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| FNR 2008-81 SB V/R 09/25/38                            | FANNIE MAE REMICS SER 2008-81 CL SB V/R 1.37949000                                               | CUSIP: 31397MUL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     58385 | PA      | $4252.52      | 0.00%             | 2038-09-25      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB0691 2% 12/01/41                              | FREDDIE MAC POOL UMBS P#RB0691 2.00000000                                                        | CUSIP: 3133KTXU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7410403 | PA      | $6418434.51   | 0.03%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WEFUN 2025-1 A 4.75% 04/17/28                          | WESTERN FUNDING AUTO LOAN TRUST 2025-1 SER 2025-1 CL A REGD 144A P/P 4.75000000                  | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10061769.00  | 0.04%             | 2035-07-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4600 3.5% 05/01/52                            | FANNIE MAE POOL UMBS P#MA4600 3.50000000                                                         | CUSIP: 31418EDE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1326971 | PA      | $1214521.52   | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 11/15/40                           | UNITED STATES TREASURY BOND 1.37500000                                                           | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  50200000 | PA      | $32751578.38  | 0.14%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICA 6.7% 02/16/32                         | PETROLEOS MEXICANOS REGD 6.70000000                                                              | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   6724000 | PA      | $6663504.17   | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CFAB 2003-6 1A5 V/R 11/25/34                           | CHASE FUNDING TRUST SERIES 2003-6 SER 2003-6 CL 1A5 V/R REGD 5.85000000                          | CUSIP: 161546HA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     58431 | PA      | $57907.43     | 0.00%             | 2034-11-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| SASC 2003-34A 3A V/R 11/25/33                          | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS SER 2003-34A CL 3A3 V/R REGD 5.62144000           | CUSIP: 86359A5B5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5377 | PA      | $5342.49      | 0.00%             | 2033-11-25      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/28                            | MORGAN STANLEY REGD V/R 6.29600000                                                               | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5350000 | PA      | $5575175.88   | 0.02%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| FGLMC P#P20570 7% 07/01/29                             | FREDDIE MAC GOLD POOL P#P20570 7.00000000                                                        | CUSIP: 31283YQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       401 | PA      | $409.60       | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC 3.6% 12/15/26                             | NNN REIT INC REGD 3.60000000                                                                     | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    700000 | PA      | $695583.11    | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GNR 2008-40 SA V/R 05/16/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-40 CL SA V/R 2.13859000                        | CUSIP: 38375QKS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    168194 | PA      | $8111.04      | 0.00%             | 2038-05-16      | Variable      | 2.14%                 | No            |                  2 | On Loan: No      |
| WMALT 2005-2 1A4 V/R 04/25/35                          | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES W SER 2005-2 CL 1A4 V/R REGD 0.77761000     | CUSIP: 9393363L5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    278864 | PA      | $14336.32     | 0.00%             | 2035-04-25      | Variable      | 0.78%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8114 3.5% 06/01/52                            | FANNIE MAE POOL UMBS P#FS8114 3.50000000                                                         | CUSIP: 3140XQAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12536048 | PA      | $11497981.72  | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2003-47 PE 5.75% 06/25/33                          | FANNIE MAE REMICS SER 2003-47 CL PE 5.75000000                                                   | CUSIP: 31393CRH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17930 | PA      | $18626.14     | 0.00%             | 2033-06-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-28CB A 6% 10/25/36                          | ALTERNATIVE LOAN TRUST 2006-28CB SER 2006-28CB CL A17 REGD 6.00000000                            | CUSIP: 02147TAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46829 | PA      | $21722.64     | 0.00%             | 2036-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.75% 01/31/28                            | UNITED STATES TREASURY NOTE 0.75000000                                                           | CUSIP: 91282CBJ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  73860000 | PA      | $69162965.63  | 0.29%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#995505 8% 01/01/38                              | FANNIE MAE POOL UMBS P#995505 8.00000000                                                         | CUSIP: 31416B3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1105 | PA      | $1148.14      | 0.00%             | 2038-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CFAB 2003-6 1A7 S/UP 11/25/34                          | CHASE FUNDING TRUST SERIES 2003-6 SER 2003-6 CL 1A7 S/UP REGD 5.27700000                         | CUSIP: 161546HC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99486 | PA      | $98640.73     | 0.00%             | 2034-11-25      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| GNR 2004-17 MZ 5.5% 03/16/34                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2004-17 CL MZ 5.50000000                            | CUSIP: 38374FYS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    918906 | PA      | $916784.10    | 0.00%             | 2034-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/45                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834PH5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4035000 | PA      | $1551247.52   | 0.01%             | 2045-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 5.55% 08/15/35                         | TARGA RESOURCES CORP REGD 5.55000000                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3059759.52   | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4045 2% 06/01/40                              | FANNIE MAE POOL UMBS P#MA4045 2.00000000                                                         | CUSIP: 31418DP71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2197171 | PA      | $1911565.49   | 0.01%             | 2040-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEA 5.375% 01/15/36                         | ROYAL CARIBBEAN CRUISES REGD 5.37500000                                                          | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |   7222000 | PA      | $7264116.61   | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY 5.6% 05/15/32                         | AMERICOLD REALTY OPER PA REGD 5.60000000                                                         | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5060538.30   | 0.02%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FHR 2455 GK 6.5% 05/15/32                              | FREDDIE MAC REMICS SER 2455 CL GK 6.50000000                                                     | CUSIP: 31392K5C6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8701 | PA      | $9130.40      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORTIS INC 3.055% 10/04/26                             | FORTIS INC REGD SER WI 3.05500000                                                                | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   1568000 | PA      | $1549956.18   | 0.01%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT2725 3% 05/01/43                              | FANNIE MAE POOL UMBS P#AT2725 3.00000000                                                         | CUSIP: 3138WQA36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3233422 | PA      | $2972927.60   | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/10/35                              | BARCLAYS PLC REGD V/R 5.33500000                                                                 | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $9129930.84   | 0.04%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE  4.263% 06/01/36                         | PG&E WILDFIRE RECOVERY REGD SER A-2 4.26300000                                                   | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1655945.63   | 0.01%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 5.65% 01/15/53                         | T-MOBILE USA INC REGD 5.65000000                                                                 | CUSIP: 87264ACW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988045.15    | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9599 2.5% 04/20/54                         | GINNIE MAE II POOL P#MA9599 2.50000000                                                           | CUSIP: 36179YUY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4242313 | PA      | $3659483.57   | 0.02%             | 2054-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.338% 04/04/27                         | GLENCORE FUNDING LLC REGD 144A P/P 5.33800000                                                    | CUSIP: 378272BR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9813000 | PA      | $9963646.33   | 0.04%             | 2027-04-04      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| SASC 2003-37A 2A V/R 12/25/33                          | STRUCTURED ASSET SECURITIES CORP MORTGAGE PASS- SER 2003-37A CL 2A V/R REGD 5.58053000           | CUSIP: 86359BBS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35156 | PA      | $34599.81     | 0.00%             | 2033-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETR 6.45% 09/15/36                         | OCCIDENTAL PETROLEUM COR REGD 6.45000000                                                         | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4250668.00   | 0.02%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0359 2.5% 07/01/35                            | FREDDIE MAC POOL UMBS P#SB0359 2.50000000                                                        | CUSIP: 3132CWMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    279076 | PA      | $264014.74    | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RT FIN 2023 7.85100% 10/15/43                          | RT FIN 2023 LLC REGD 144A 7.85100000                                                             | CUSIP: 74983KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4803060 | PA      | $4886599.15   | 0.02%             | 2043-10-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 03/01/35                         | NATWEST GROUP PLC REGD V/R 5.77800000                                                            | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2865000 | PA      | $3021240.86   | 0.01%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| FNW 2003-W6 3A 6.5% 09/25/42                           | FANNIE MAE TRUST 2003-W6 SER 2003-W6 CL 3A 6.50000000                                            | CUSIP: 31393BU94<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49887 | PA      | $51204.73     | 0.00%             | 2042-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHR 2325 PM 7% 06/15/31                                | FREDDIE MAC REMICS SER 2325 CL PM 7.00000000                                                     | CUSIP: 3133TU3J5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2054 | PA      | $2139.23      | 0.00%             | 2031-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WMALT 2006-1 3 5.75% 02/25/36                          | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2006-1 CL 3A2 REGD 5.75000000     | CUSIP: 93934FKP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7679 | PA      | $7250.43      | 0.00%             | 2036-02-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91403 3.5% 03/01/32                           | FREDDIE MAC GOLD POOL P#C91403 3.50000000                                                        | CUSIP: 3128P7RY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47368 | PA      | $46581.61     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUIS 6.125% 08/15/43                         | TRINITY ACQUISITION PLC REGD 6.12500000                                                          | CUSIP: 89641UAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5141724.95   | 0.02%             | 2043-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M5 A2 V/R 04/25/29                            | FANNIE MAE-ACES SER 2017-M5 CL A2 V/R 3.10900000                                                 | CUSIP: 3136AWWF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2192221 | PA      | $2128872.60   | 0.01%             | 2029-04-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY C 4.125% 10/15/44                         | ATMOS ENERGY CORP REGD 4.12500000                                                                | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1588036.01   | 0.01%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICI 5.58% 10/20/35                         | CHILE ELECTRICITY LUX REGD 144A P/P 5.58000000                                                   | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3737002 | PA      | $3859494.54   | 0.02%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| AESOP 2022-1A  3.83% 08/20/27                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2022-1A CL A REGD 144A P/P 3.83000000               | CUSIP: 05377REZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17300000 | PA      | $17199016.44  | 0.07%             | 2028-08-21      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS G 3.75% 02/25/26                         | GOLDMAN SACHS GROUP INC REGD 3.75000000                                                          | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2262000 | PA      | $2256865.01   | 0.01%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANI 2.6% 03/15/31                         | WILLIAMS COMPANIES INC REGD 2.60000000                                                           | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2297200.28   | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TVA 4.875% 05/15/35                                    | TENNESSEE VALLEY AUTHORITY 4.87500000                                                            | CUSIP: 880591FD9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   9638000 | PA      | $9985759.09   | 0.04%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASCO CORP 2% 10/01/30                                 | MASCO CORP REGD 2.00000000                                                                       | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    479000 | PA      | $428233.70    | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE O 5.2% 01/15/35                         | PUBLIC SERVICE OKLAHOMA REGD 5.20000000                                                          | CUSIP: 744533BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $693456.94    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6620 2.5% 08/01/35                            | FANNIE MAE POOL UMBS P#CA6620 2.50000000                                                         | CUSIP: 3140QELA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1353113 | PA      | $1280086.57   | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CAALT 2023-5A  6.13% 10/15/26                          | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-5 SER 2023-5A CL A REGD 144A P/P 6.13000000               | CUSIP: 22535PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8875000 | PA      | $8967054.16   | 0.04%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BX4943 2.5% 09/20/50                         | GINNIE MAE II POOL P#BX4943 2.50000000                                                           | CUSIP: 3617Q9P46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2665935 | PA      | $2287274.93   | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#V60869 2.5% 07/01/30                           | FREDDIE MAC GOLD POOL P#V60869 2.50000000                                                        | CUSIP: 3132KE6E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    707778 | PA      | $687849.93    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATIO 6.6% 04/01/50                         | SYSCO CORPORATION REGD 6.60000000                                                                | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1111283.31   | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITA 2.375% 10/15/27                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 2.37500000                                                 | CUSIP: 44891ABP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1154505.84   | 0.00%             | 2027-10-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CWHL 2004-5 1A4 5.5% 06/25/34                          | CHL MORTGAGE PASS-THROUGH TRUST 2004-5 SER 2004-5 CL 1A4 REGD 5.50000000                         | CUSIP: 12669FVR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39227 | PA      | $38850.04     | 0.00%             | 2034-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5765 5% 02/20/49                           | GINNIE MAE II POOL P#MA5765 5.00000000                                                           | CUSIP: 36179UMN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2182713 | PA      | $2208853.71   | 0.01%             | 2049-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08790 4.5% 11/01/47                           | FREDDIE MAC GOLD POOL P#G08790 4.50000000                                                        | CUSIP: 3128MJ2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    260572 | PA      | $257650.36    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC  3.65% 04/15/45                         | UNION ELECTRIC CO REGD 3.65000000                                                                | CUSIP: 906548CL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1069861.11   | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#256636 5.5% 03/01/37                            | FANNIE MAE POOL UMBS P#256636 5.50000000                                                         | CUSIP: 31371NBD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    135400 | PA      | $140885.13    | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNR 2007-25 FN V/R 05/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-25 CL FN V/R 4.56141000                        | CUSIP: 38375J2G9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25527 | PA      | $25396.13     | 0.00%             | 2037-05-16      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| FNA 2022-M10 A2 V/R 01/25/32                           | FANNIE MAE-ACES SER 2022-M10 CL A2 V/R 1.99200000                                                | CUSIP: 3136BMXZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13025000 | PA      | $11385424.72  | 0.05%             | 2032-01-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPEL 5.097% 10/01/31                         | COLUMBIA PIPELINE HOLDCO REGD 144A P/P 5.09700000                                                | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    992000 | PA      | $1007307.91   | 0.00%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3737 4% 06/20/46                           | GINNIE MAE II POOL P#MA3737 4.00000000                                                           | CUSIP: 36179SEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    596571 | PA      | $573233.55    | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHMS K055 X1 V/R 03/25/26                              | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K055 CL X1 V/R 1.46905900            | CUSIP: 3137BPW39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23076403 | PA      | $89409.52     | 0.00%             | 2026-03-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S V/R 09/14/27                         | BANCO SANTANDER SA REGD V/R 1.72200000                                                           | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   3000000 | PA      | $2927458.14   | 0.01%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/53                           | UNITED STATES TREASURY BOND 4.12500000                                                           | CUSIP: 912810TT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   8982000 | PA      | $8118535.10   | 0.03%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1510 4% 07/01/43                              | FANNIE MAE POOL UMBS P#MA1510 4.00000000                                                         | CUSIP: 31418AVC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    300403 | PA      | $292535.46    | 0.00%             | 2043-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER 3.55% 12/15/29                         | PLAINS ALL AMER PIPELINE REGD 3.55000000                                                         | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2703462.55   | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.8% 05/15/34                         | PACIFIC GAS & ELECTRIC REGD 5.80000000                                                           | CUSIP: 694308KR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4992000 | PA      | $5172529.39   | 0.02%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FHR 3383 SA V/R 11/15/37                               | FREDDIE MAC REMICS SER 3383 CL SA V/R 1.96344000                                                 | CUSIP: 31397P4L1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49918 | PA      | $3804.83      | 0.00%             | 2037-11-15      | Variable      | 1.96%                 | No            |                  2 | On Loan: No      |
| KLA CORP 3.3% 03/01/50                                 | KLA CORP REGD 3.30000000                                                                         | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1287623.95   | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4840 5% 11/20/47                           | GINNIE MAE II POOL P#MA4840 5.00000000                                                           | CUSIP: 36179TLV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    429532 | PA      | $437492.55    | 0.00%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 5.15% 02/15/35                             | CENCORA INC REGD 5.15000000                                                                      | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4937658.12   | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2499 8% 10/20/27                             | GINNIE MAE II POOL P#2499 8.00000000                                                             | CUSIP: 36202CX40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       249 | PA      | $252.91       | 0.00%             | 2027-10-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 4.75% 10/20/28                         | DELTA AIR LINES/SKYMILES REGD 144A P/P 4.75000000                                                | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12625000 | PA      | $12695990.38  | 0.05%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOAA 2004-6 15PO ZCP 07/25/49                          | BANC OF AMERICA ALTERNATIVE LOAN TRUST 2004-6 SER 2004-6 CL 15PO ZCP REGD 0.00000000             | CUSIP: 05948KSR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       868 | PA      | $373.39       | 0.00%             | 2049-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HERO 2016-2A A 3.75% 09/20/36                          | HERO FUNDING TRUST 2016-2 SER 2016-2A CL A REGD 144A P/P 3.75000000                              | CUSIP: 42770WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    450098 | PA      | $430612.88    | 0.00%             | 2041-09-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FNR 2004-36 FA V/R 05/25/34                            | FANNIE MAE REMICS SER 2004-36 CL FA V/R 4.87051000                                               | CUSIP: 31393X5U7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55181 | PA      | $54931.36     | 0.00%             | 2034-05-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATH 6.125% 04/01/36                         | BERKSHIRE HATHAWAY ENERG REGD 6.12500000                                                         | CUSIP: 59562VAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    366000 | PA      | $398246.75    | 0.00%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OMFIT 2020-2A  1.75% 02/14/27                          | ONEMAIN FINANCIAL ISSUANCE TRUST 2020-2 SER 2020-2A CL A REGD 144A P/P 1.75000000                | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9005307 | PA      | $8850264.34   | 0.04%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FNR 2005-73 ZB 5.5% 08/25/35                           | FANNIE MAE REMICS SER 2005-73 CL ZB 5.50000000                                                   | CUSIP: 31394EB80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240261 | PA      | $247840.46    | 0.00%             | 2035-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CM9948 V/R 03/20/72                          | GINNIE MAE II POOL P#CM9948 V/R 6.08000000                                                       | CUSIP: 3617YWBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9490209 | PA      | $9999313.60   | 0.04%             | 2072-03-20      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| FMR LLC 4.95% 02/01/33                                 | FMR LLC REGD P/P 4.95000000                                                                      | CUSIP: 30251BAD0<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252212.34    | 0.00%             | 2033-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/23/31                         | NATWEST GROUP PLC REGD V/R 5.11500000                                                            | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   8200000 | PA      | $8408165.62   | 0.04%             | 2031-05-23      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GNMA P#632415 5.5% 07/15/34                            | GINNIE MAE I POOL P#632415 5.50000000                                                            | CUSIP: 36291MSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2027 | PA      | $2098.70      | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO 5% 09/15/34                                  | KROGER CO REGD 5.00000000                                                                        | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   6090000 | PA      | $6141702.09   | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING  3.75% 01/11/27                         | LLOYDS BANKING GROUP PLC REGD 3.75000000                                                         | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1992215.08   | 0.01%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0025 5% 11/20/54                           | GINNIE MAE II POOL P#MB0025 5.00000000                                                           | CUSIP: 3618N5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5375222 | PA      | $5352780.53   | 0.02%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1N0249 V/R 10/01/36                            | FREDDIE MAC NON GOLD POOL P#1N0249 V/R 6.32500000                                                | CUSIP: 3128QGH21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11248 | PA      | $11400.52     | 0.00%             | 2036-10-01      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA5702 2.5% 05/01/50                            | FANNIE MAE POOL UMBS P#CA5702 2.50000000                                                         | CUSIP: 3140QDKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8044204 | PA      | $6895197.15   | 0.03%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#781328 7% 09/15/31                              | GINNIE MAE I POOL P#781328 7.00000000                                                            | CUSIP: 36225BPM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17527 | PA      | $18310.20     | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CJ7141 V/R 11/20/71                          | GINNIE MAE II POOL P#CJ7141 V/R 5.68600000                                                       | CUSIP: 3617XP5A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4222780 | PA      | $4389426.30   | 0.02%             | 2071-11-20      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3663 3.5% 05/20/46                         | GINNIE MAE II POOL P#MA3663 3.50000000                                                           | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2954858 | PA      | $2750942.32   | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/43                           | UNITED STATES TREASURY BOND 2.87500000                                                           | CUSIP: 912810RB6<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 107560000 | PA      | $84266537.50  | 0.35%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#256352 6.5% 08/01/26                            | FANNIE MAE POOL UMBS P#256352 6.50000000                                                         | CUSIP: 31371MWM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1626 | PA      | $1678.24      | 0.00%             | 2026-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 09/15/28                           | UNITED STATES TREASURY NOTE 3.37500000                                                           | CUSIP: 91282CNY3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  60533000 | PA      | $60121564.46  | 0.25%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALST 2025-B A 4.53% 08/15/27                          | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2025-B CL A3 REGD 144A P/P 4.53000000              | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8493000 | PA      | $8568388.96   | 0.04%             | 2028-04-17      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| GNMA P#604209 6.5% 04/15/33                            | GINNIE MAE I POOL P#604209 6.50000000                                                            | CUSIP: 36200MGS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3931 | PA      | $4029.53      | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#846812 V/R 04/01/30                            | FREDDIE MAC NON GOLD POOL P#846812 V/R 6.50600000                                                | CUSIP: 3128HDR92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        65 | PA      | $65.19        | 0.00%             | 2030-04-01      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| FNR 2006-8 WQ ZCP 03/25/36                             | FANNIE MAE REMICS SER 2006-8 CL WQ ZCP 0.00000000                                                | CUSIP: 31394VX39<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59929 | PA      | $50144.86     | 0.00%             | 2036-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CSFB 2005-9 AP ZCP 10/25/35                            | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES  SER 2005-9 CL AP ZCP REGD 0.00000000             | CUSIP: 2254586K9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2870 | PA      | $2221.78      | 0.00%             | 2035-10-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#820602 V/R 03/01/35                             | FANNIE MAE POOL UMBS P#820602 V/R 6.60500000                                                     | CUSIP: 31406UU30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5216 | PA      | $5325.02      | 0.00%             | 2035-03-01      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL6438 2.05% 06/01/35                           | FANNIE MAE POOL UMBS P#BL6438 2.05000000                                                         | CUSIP: 3140HYEL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2450000 | PA      | $2003261.19   | 0.01%             | 2035-06-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 2.4% 10/15/28                         | GENERAL MOTORS FINL CO REGD 2.40000000                                                           | CUSIP: 37045XDP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4160000 | PA      | $3936449.84   | 0.02%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6256 2.5% 07/01/50                            | FANNIE MAE POOL UMBS P#CA6256 2.50000000                                                         | CUSIP: 3140QD5S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9658305 | PA      | $8297514.03   | 0.03%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT2016 3% 04/01/43                              | FANNIE MAE POOL UMBS P#AT2016 3.00000000                                                         | CUSIP: 3138WPG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    498085 | PA      | $457853.02    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2024-1 MT 3% 11/25/63                             | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2024-1 SER 2024-1 CL MT 3.00000000        | CUSIP: 35563PR43<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4292911 | PA      | $3629688.26   | 0.02%             | 2063-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4578 2.5% 04/01/52                            | FANNIE MAE POOL UMBS P#MA4578 2.50000000                                                         | CUSIP: 31418ECQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11345459 | PA      | $9589635.29   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNR 2004-59 BG ZCP 12/25/32                            | FANNIE MAE REMICS SER 2004-59 CL BG ZCP 0.00000000                                               | CUSIP: 31394AVD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2890 | PA      | $2583.06      | 0.00%             | 2032-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G16177 2% 01/01/32                             | FREDDIE MAC GOLD POOL P#G16177 2.00000000                                                        | CUSIP: 3128MFCN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1420668 | PA      | $1353790.28   | 0.01%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2003-71 DS V/R 08/25/33                            | FANNIE MAE REMICS SER 2003-71 CL DS V/R 1.50683200                                               | CUSIP: 31393EKS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33650 | PA      | $31740.93     | 0.00%             | 2033-08-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGI 4.9% 10/15/34                         | ROPER TECHNOLOGIES INC REGD 4.90000000                                                           | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4204777.96   | 0.02%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER C 7.375% 03/15/32                         | WEYERHAEUSER CO REGD 7.37500000                                                                  | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    142000 | PA      | $162652.39    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-2A  7.01% 11/15/28                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 7.01000000           | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7312000 | PA      | $7473948.37   | 0.03%             | 2028-11-15      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY C 4.35% 06/01/28                         | VALERO ENERGY CORP REGD 4.35000000                                                               | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3416000 | PA      | $3434442.13   | 0.01%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FSPC T-56 A5 5.231% 05/25/43                           | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-56 CL A5 5.23100000                       | CUSIP: 31393RGG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    315320 | PA      | $301396.89    | 0.00%             | 2043-05-25      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| GNR 2006-59 SD V/R 10/20/36                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-59 CL SD V/R 2.45008000                        | CUSIP: 38374NQ34<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29758 | PA      | $1912.45      | 0.00%             | 2036-10-20      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 02/11/31                         | WELLS FARGO & COMPANY REGD V/R MTN 2.57200000                                                    | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12110000 | PA      | $11254184.73  | 0.05%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| GNR 2014-H14 GF V/R 07/20/64                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2014-H14 CL GF V/R 4.93582000                       | CUSIP: 38375UMD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190441 | PA      | $190407.30    | 0.00%             | 2064-07-20      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITA 4.5% 10/04/34                         | ACCENTURE CAPITAL INC REGD 4.50000000                                                            | CUSIP: 00440KAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1568096.29   | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016 3.65% 10/07/25                         | UNITED AIR 2016-2 B PTT REGD SER 16-2 3.65000000                                                 | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1144444 | PA      | $1144087.15   | 0.00%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 6.55% 06/01/34                         | CHARTER COMM OPT LLC/CAP REGD 6.55000000                                                         | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12845000 | PA      | $13689130.11  | 0.06%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GNR 2002-52 GH 6.5% 07/20/32                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2002-52 CL GH 6.50000000                            | CUSIP: 38373XE69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20629 | PA      | $20575.89     | 0.00%             | 2032-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA UNIVE 4.355% 10/01/35                         | COLUMBIA UNIVERSITY REGD SER 2024 4.35500000                                                     | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |   4471000 | PA      | $4377591.51   | 0.02%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| FHR 3117 EO ZCP 02/15/36                               | FREDDIE MAC REMICS SER 3117 CL EO ZCP 0.00000000                                                 | CUSIP: 31396HUN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8460 | PA      | $7550.38      | 0.00%             | 2036-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/29/31                         | BANK OF AMERICA CORP REGD V/R 2.59200000                                                         | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2997000 | PA      | $2777279.83   | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK 3.488% 10/15/27                          | BANK 2017-BNK8 SER 2017-BNK8 CL A4 REGD 3.48800000                                               | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12745000 | PA      | $12390198.32  | 0.05%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2072 3% 07/20/44                           | GINNIE MAE II POOL P#MA2072 3.00000000                                                           | CUSIP: 36179QJR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    104640 | PA      | $95574.34     | 0.00%             | 2044-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.75% 10/15/31                               | ONEOK INC REGD 4.75000000                                                                        | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $275088.02    | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Z40045 5% 02/01/39                             | FREDDIE MAC GOLD POOL P#Z40045 5.00000000                                                        | CUSIP: 3132FCBN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    137951 | PA      | $141610.65    | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2004-61 SK V/R 11/25/32                            | FANNIE MAE REMICS SER 2004-61 CL SK V/R 8.50000000                                               | CUSIP: 31394ATX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4326 | PA      | $4504.14      | 0.00%             | 2032-11-25      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.625% 03/15/32                                | HCA INC REGD 3.62500000                                                                          | CUSIP: 404119CK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4296735.84   | 0.02%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 02/25/31                              | BARCLAYS PLC REGD V/R 5.36700000                                                                 | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2115000 | PA      | $2180887.79   | 0.01%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 6.25% 01/15/36                         | JEFFERIES FIN GROUP INC REGD 6.25000000                                                          | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165267.69    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9671 2% 12/01/51                              | FANNIE MAE POOL UMBS P#FM9671 2.00000000                                                         | CUSIP: 3140XDW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10095789 | PA      | $8268153.00   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2003-116 SB V/R 11/25/33                           | FANNIE MAE REMICS SER 2003-116 CL SB V/R 3.12949000                                              | CUSIP: 31393T4W3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27184 | PA      | $2420.42      | 0.00%             | 2033-11-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT7117 3.5% 06/01/33                            | FANNIE MAE POOL UMBS P#AT7117 3.50000000                                                         | CUSIP: 3138WU4B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     52316 | PA      | $51210.35     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NZES 2021-GNT 3.474% 11/25/26                          | NRZ EXCESS SPREAD-COLLATERALIZED  SER 2021-GNT1 CL A REGD 144A P/P 3.47400000                    | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3114659 | PA      | $3047298.59   | 0.01%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BG7416 4.5% 04/20/48                         | GINNIE MAE II POOL P#BG7416 4.50000000                                                           | CUSIP: 3617GSGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    999521 | PA      | $976976.88    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3873 3% 08/20/46                           | GINNIE MAE II POOL P#MA3873 3.00000000                                                           | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9441873 | PA      | $8561778.23   | 0.04%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 3996 XF V/R 12/15/40                               | FREDDIE MAC REMICS SER 3996 CL XF V/R 5.03656000                                                 | CUSIP: 3137ALWT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93427 | PA      | $93350.45     | 0.00%             | 2040-12-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0664 3% 02/01/52                              | FANNIE MAE POOL UMBS P#FS0664 3.00000000                                                         | CUSIP: 3140XFW23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12871138 | PA      | $11416084.81  | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5% 09/15/32                            | CVS HEALTH CORP REGD 5.00000000                                                                  | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   4525000 | PA      | $4580370.16   | 0.02%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FSPC T-54 3A 7% 02/25/43                               | FREDDIE MAC STRUCTURED PASS-THROUGH CERTIFICATES SER T-54 CL 3A 7.00000000                       | CUSIP: 31393LFM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48665 | PA      | $50735.19     | 0.00%             | 2043-02-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB6317 3.5% 09/01/42                            | FANNIE MAE POOL UMBS P#AB6317 3.50000000                                                         | CUSIP: 31417DAT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    216247 | PA      | $204512.63    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ASG 2011-1 2A35 V/R 09/28/36                           | ASG RESECURITIZATION TRUST 2011-1 SER 2011-1 CL 2A35 V/R REGD 144A P/P 6.00000000                | CUSIP: 00190VDB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26646 | PA      | $8081.67      | 0.00%             | 2036-09-28      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-54CB 5.5% 11/25/35                          | ALTERNATIVE LOAN TRUST 2005-54CB SER 2005-54CB CL 1A11 REGD 5.50000000                           | CUSIP: 12668APD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78980 | PA      | $60467.61     | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 11/19/30                               | BNP PARIBAS REGD V/R 144A P/P 5.28300000                                                         | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7335000 | PA      | $7534230.12   | 0.03%             | 2030-11-19      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BBCMS 2021-C1 2.421% 10/15/31                          | BBCMS MORTGAGE TRUST 2021-C12 SER 2021-C12 CL A4 REGD 2.42100000                                 | CUSIP: 05552XBF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25600000 | PA      | $22969408.00  | 0.10%             | 2054-11-15      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#750977 4.5% 11/01/33                            | FANNIE MAE POOL UMBS P#750977 4.50000000                                                         | CUSIP: 31403KJW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3225 | PA      | $3220.29      | 0.00%             | 2033-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SCRT 2022-1 MT 3.25% 11/25/61                          | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2022-1 SER 2022-1 CL MTU 3.25000000       | CUSIP: 35563P7E3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7733808 | PA      | $6712658.55   | 0.03%             | 2061-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNR 2006-58 FL V/R 07/25/36                            | FANNIE MAE REMICS SER 2006-58 CL FL V/R 4.93051000                                               | CUSIP: 31395NC96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9963 | PA      | $9918.41      | 0.00%             | 2036-07-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| FNR 1999-18 Z 5.5% 04/18/29                            | FANNIE MAE REMICS SER 1999-18 CL Z 5.50000000                                                    | CUSIP: 31359VRN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       116 | PA      | $115.87       | 0.00%             | 2029-04-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.875% 11/07/29                         | FORD MOTOR CREDIT CO LLC REGD 5.87500000                                                         | CUSIP: 345397G49<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2467236.44   | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 4.65% 05/15/27                              | VMWARE LLC REGD 4.65000000                                                                       | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1370560.97   | 0.01%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OPTN 2024-1A  6.546% 10/08/25                          | OPORTUN ISSUANCE TRUST 2024-1 SER 2024-1A CL B REGD 144A P/P 6.54600000                          | CUSIP: 68377JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    727886 | PA      | $728128.31    | 0.00%             | 2031-04-08      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INS V/R 09/14/77                         | SUMITOMO LIFE INSUR REGD V/R 144A P/P 4.00000000                                                 | CUSIP: 86564CAB6<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $987431.70    | 0.00%             | 2077-09-14      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC 4.4% 07/01/49                               | FISERV INC REGD 4.40000000                                                                       | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2349826.37   | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FNR 2005-42 PS V/R 05/25/35                            | FANNIE MAE REMICS SER 2005-42 CL PS V/R 5.82372500                                               | CUSIP: 31394DRU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       641 | PA      | $660.15       | 0.00%             | 2035-05-25      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| FNR 2008-10 XI V/R 03/25/38                            | FANNIE MAE REMICS SER 2008-10 CL XI V/R 1.75949000                                               | CUSIP: 31396YKW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23386 | PA      | $2133.44      | 0.00%             | 2038-03-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9306 6% 06/01/53                              | FREDDIE MAC POOL UMBS P#RA9306 6.00000000                                                        | CUSIP: 3133KRKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6931372 | PA      | $7130432.17   | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AT1572 3% 05/01/43                              | FANNIE MAE POOL UMBS P#AT1572 3.00000000                                                         | CUSIP: 3138WNXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97867 | PA      | $89951.45     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES  6.05% 01/15/29                         | BIMBO BAKERIES USA INC REGD 144A P/P 6.05000000                                                  | CUSIP: 09031WAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    238000 | PA      | $249017.78    | 0.00%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FHR 2435 CJ 6.5% 04/15/32                              | FREDDIE MAC REMICS SER 2435 CL CJ 6.50000000                                                     | CUSIP: 31392K2Z8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14769 | PA      | $15440.21     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2010-80 AZ 5% 07/25/40                             | FANNIE MAE REMICS SER 2010-80 CL AZ 5.00000000                                                   | CUSIP: 31398R2F1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2207989 | PA      | $2251970.72   | 0.01%             | 2040-07-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOL 4.75% 07/15/30                         | MARVELL TECHNOLOGY INC REGD 4.75000000                                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7575000 | PA      | $7673664.53   | 0.03%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2549 7.5% 02/20/28                           | GINNIE MAE II POOL P#2549 7.50000000                                                             | CUSIP: 36202CZN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       116 | PA      | $116.51       | 0.00%             | 2028-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16- 3.2% 06/15/28                         | AMER AIRLINE 16-2 AA PTT REGD SER AA 3.20000000                                                  | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    922640 | PA      | $893299.49    | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| IDENTITY DIG 6.793% 3/20/65                            | IDENTITY DIGITAL CAPITAL LLC REGD 6.79300000                                                     | CUSIP: 45175XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10113000.00  | 0.04%             | 2065-03-20      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS5332 4% 07/01/45                              | FANNIE MAE POOL UMBS P#AS5332 4.00000000                                                         | CUSIP: 3138WE4S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2183429 | PA      | $2102610.79   | 0.01%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 01/24/34                         | PNC FINANCIAL SERVICES REGD V/R 5.06800000                                                       | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3433000 | PA      | $3502902.06   | 0.01%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| BSCMS 2007-T26 X V/R 01/12/45                          | BEAR STEARNS COMMERCIAL MORTGAGE SEC SER 2007-T26 CL X1 V/R REGD 144A P/P 1.17046600             | CUSIP: 07388VAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25079 | PA      | $0.62         | 0.00%             | 2045-01-12      | Variable      | 1.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3490 2% 03/01/52                              | FREDDIE MAC POOL UMBS P#SD3490 2.00000000                                                        | CUSIP: 3132DQ2X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10162035 | PA      | $8251581.03   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SCRT 2018-1 M60 3.5% 05/25/57                          | FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2018-1 SER 2018-1 CL M60C 3.50000000      | CUSIP: 35563PEL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7681461 | PA      | $7123890.05   | 0.03%             | 2057-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATUR 5.625% 02/01/54                         | NORTHERN NATURAL GAS CO REGD 144A P/P 5.62500000                                                 | CUSIP: 665501AN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $549217.54    | 0.00%             | 2054-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.1% 05/01/26                                | BOEING CO REGD 3.10000000                                                                        | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1529000 | PA      | $1518769.35   | 0.01%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4580 3.5% 04/01/52                            | FANNIE MAE POOL UMBS P#MA4580 3.50000000                                                         | CUSIP: 31418ECS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    193938 | PA      | $177502.97    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4860 3% 12/01/49                              | FANNIE MAE POOL UMBS P#CA4860 3.00000000                                                         | CUSIP: 3140QCMJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3026595 | PA      | $2704204.53   | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN  4.875% 03/14/30                         | RIO TINTO FIN USA PLC REGD 4.87500000                                                            | CUSIP: 76720AAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  10230000 | PA      | $10483257.56  | 0.04%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J26142 3% 10/01/28                             | FREDDIE MAC GOLD POOL P#J26142 3.00000000                                                        | CUSIP: 31307EZF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    154934 | PA      | $152603.18    | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#783123 5.5% 04/15/33                            | GINNIE MAE I POOL P#783123 5.50000000                                                            | CUSIP: 36241LPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    103503 | PA      | $106895.00    | 0.00%             | 2033-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.634% 04/04/34                         | GLENCORE FUNDING LLC REGD 144A P/P 5.63400000                                                    | CUSIP: 378272BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2549844.85   | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| TVA 1.5% 09/15/31                                      | TENNESSEE VALLEY AUTHORITY 1.50000000                                                            | CUSIP: 880591EX6<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |    890000 | PA      | $774165.33    | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COR V/R /PERP/                         | BANK OF AMERICA CORP REGD V/R /PERP/ 6.25000000                                                  | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3813103.71   | 0.02%             | 2173-10-26      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP 6.2% 11/16/28                         | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 6.20000000                                                | CUSIP: 928668CB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    727000 | PA      | $761029.80    | 0.00%             | 2028-11-16      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1164 3.5% 09/01/42                            | FANNIE MAE POOL UMBS P#MA1164 3.50000000                                                         | CUSIP: 31418AJJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1622907 | PA      | $1532832.40   | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA 8.625% 01/19/29                           | ECOPETROL SA REGD 8.62500000                                                                     | CUSIP: 279158AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |   6705000 | PA      | $7280654.82   | 0.03%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GNR 2011-157 UY 3% 12/20/41                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-157 CL UY 3.00000000                           | CUSIP: 38378AXH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $902951.20    | 0.00%             | 2041-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK 3.625% 03/15/27                          | BANK 2017-BNK4 SER 2017-BNK4 CL A4 REGD 3.62500000                                               | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6790000 | PA      | $6715122.60   | 0.03%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#786904 6% 08/20/53                           | GINNIE MAE II POOL P#786904 6.00000000                                                           | CUSIP: 3622ACRZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8849510 | PA      | $9109137.85   | 0.04%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2007-A1 5A V/R 07/25/35                          | JP MORGAN MORTGAGE TRUST 2007-A1 SER 2007-A1 CL 5A1 V/R REGD 6.26202000                          | CUSIP: 46630GAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10089 | PA      | $10054.84     | 0.00%             | 2035-07-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/ 3.25% 11/30/51                         | NXP BV/NXP FDG/NXP USA REGD 3.25000000                                                           | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1505000 | PA      | $1009522.05   | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8083 2.5% 08/01/50                            | FREDDIE MAC POOL UMBS P#SD8083 2.50000000                                                        | CUSIP: 3132DV6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    140147 | PA      | $119203.85    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL  6.15% 06/01/37                         | JERSEY CENTRAL PWR & LT REGD 6.15000000                                                          | CUSIP: 476556CX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $434019.27    | 0.00%             | 2037-06-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO 2.75% 02/01/26                               | BOEING CO REGD 2.75000000                                                                        | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1406929.11   | 0.01%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SNDPT 2013-1A A1 V/R 01/26/31                          | SOUND POINT CLO II LTD SER 2013-1A CL A1R V/R REGD 144A P/P 5.64542000                           | CUSIP: 83608GAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1804632 | PA      | $1804696.76   | 0.01%             | 2031-01-26      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK 5.996% 07/03/55                         | NIAGARA MOHAWK POWER REGD 144A P/P 5.99600000                                                    | CUSIP: 653522DV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    890000 | PA      | $918427.13    | 0.00%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1634 V/R 12/01/36                            | FREDDIE MAC NON GOLD POOL P#1J1634 V/R 6.35200000                                                | CUSIP: 3128NHY72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77926 | PA      | $80559.26     | 0.00%             | 2036-12-01      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILI 3% 10/01/49                         | PPL ELECTRIC UTILITIES REGD 3.00000000                                                           | CUSIP: 69351UAW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1409576.77   | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0155 4% 06/20/42                           | GINNIE MAE II POOL P#MA0155 4.00000000                                                           | CUSIP: 36179ME48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    896741 | PA      | $867940.17    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL G 5.95% 03/15/35                         | NATIONAL FUEL GAS CO REGD 5.95000000                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1664408.71   | 0.01%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FHR 4821 MA 3.5% 10/15/53                              | FREDDIE MAC REMICS SER 4821 CL MA 3.50000000                                                     | CUSIP: 3137FHFM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1292652 | PA      | $1262159.36   | 0.01%             | 2053-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 03/06/31                         | SYNCHRONY FINANCIAL REGD V/R 5.45000000                                                          | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5094829.15   | 0.02%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM4896 3% 02/01/47                              | FANNIE MAE POOL UMBS P#BM4896 3.00000000                                                         | CUSIP: 3140J9NN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    353558 | PA      | $324976.73    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CWALT INC 05-43 5.5% 11/25/35                          | CWALT INC SERIES 2005-43 SER 54CB 5.50000000                                                     | CUSIP: 12668ANZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1167 | PA      | $903.04       | 0.00%             | 2035-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4805 4.5% 11/01/52                            | FANNIE MAE POOL UMBS P#MA4805 4.50000000                                                         | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11494544 | PA      | $11198583.16  | 0.05%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2827 4% 05/20/45                           | GINNIE MAE II POOL P#MA2827 4.00000000                                                           | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1548192 | PA      | $1488884.49   | 0.01%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4268 2% 02/01/41                              | FANNIE MAE POOL UMBS P#MA4268 2.00000000                                                         | CUSIP: 31418DW65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5840745 | PA      | $5052589.99   | 0.02%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FHR 4247 AY 4.5% 09/15/43                              | FREDDIE MAC REMICS SER 4247 CL AY 4.50000000                                                     | CUSIP: 3137B4HE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $953733.80    | 0.00%             | 2043-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 2981 FA V/R 05/15/35                               | FREDDIE MAC REMICS SER 2981 CL FA V/R 4.88656000                                                 | CUSIP: 31395U5N7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14440 | PA      | $14363.46     | 0.00%             | 2035-05-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| GNR 2008-7 SK V/R 11/20/37                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-7 CL SK V/R 7.20024000                         | CUSIP: 38375PQ95<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5316 | PA      | $5345.38      | 0.00%             | 2037-11-20      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| ROMANIA 6.375% 01/30/34                                | ROMANIA REGD 144A P/P 6.37500000                                                                 | CUSIP: 77586RAU4<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |   2266000 | PA      | $2293859.02   | 0.01%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9482 2.5% 02/20/54                         | GINNIE MAE II POOL P#MA9482 2.50000000                                                           | CUSIP: 36179YRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7507674 | PA      | $6482459.78   | 0.03%             | 2054-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 01/26/34                         | TRUIST FINANCIAL CORP REGD V/R MTN 5.12200000                                                    | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6770000 | PA      | $6878317.29   | 0.03%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TMST 2004-4 3A V/R 12/25/44                            | THORNBURG MORTGAGE SECURITIES TRUST 2004-4 SER 2004-4 CL 3A V/R REGD 5.50624600                  | CUSIP: 885220GF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66832 | PA      | $65215.82     | 0.00%             | 2044-12-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q20856 3% 08/01/43                             | FREDDIE MAC GOLD POOL P#Q20856 3.00000000                                                        | CUSIP: 3132JM5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    199205 | PA      | $183273.20    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2399 OH 6.5% 01/15/32                              | FREDDIE MAC REMICS SER 2399 CL OH 6.50000000                                                     | CUSIP: 31339MTG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5275 | PA      | $5474.57      | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-53 SH V/R 06/25/37                            | FANNIE MAE REMICS SER 2007-53 CL SH V/R 1.62949000                                               | CUSIP: 31396WCQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     54195 | PA      | $4479.66      | 0.00%             | 2037-06-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| GNR 2007-9 CI V/R 03/20/37                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-9 CL CI V/R 1.95008000                         | CUSIP: 38375JMV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55672 | PA      | $3783.94      | 0.00%             | 2037-03-20      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOS 3.38% 07/01/55                         | NYU LANGONE HOSPITALS REGD SER 2020 3.38000000                                                   | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $881136.40    | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AUSGRID FINANCE 4.35% 08/01/28                         | AUSGRID FINANCE PTY LTD REGD P/P 4.35000000                                                      | CUSIP: 052113AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  10275000 | PA      | $10322278.15  | 0.04%             | 2028-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MFIT 2021-AA B 2.33% 05/01/27                          | MARINER FINANCE ISSUANCE TRUST 2021-A SER 2021-AA CL B REGD 144A P/P 2.33000000                  | CUSIP: 56848DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5700000 | PA      | $5498050.71   | 0.02%             | 2036-03-20      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| UMBS P#745862 V/R 04/01/35                             | FANNIE MAE POOL UMBS P#745862 V/R 6.39400000                                                     | CUSIP: 31403DTT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8572 | PA      | $8795.86      | 0.00%             | 2035-04-01      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| FNR 2006-72 TO ZCP 08/25/36                            | FANNIE MAE REMICS SER 2006-72 CL TO ZCP 0.00000000                                               | CUSIP: 31396KHT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3534 | PA      | $2942.82      | 0.00%             | 2036-08-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/27                         | JPMORGAN CHASE & CO REGD V/R 1.57800000                                                          | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4928144.20   | 0.02%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2743 2.5% 07/01/36                            | FANNIE MAE POOL UMBS P#FS2743 2.50000000                                                         | CUSIP: 3140XJBM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3402186 | PA      | $3222987.76   | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICA 6.5% 03/13/27                         | PETROLEOS MEXICANOS REGD 6.50000000                                                              | CUSIP: 71654QCG5<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1090000 | PA      | $1103625.00   | 0.00%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AU1629 3% 07/01/43                              | FANNIE MAE POOL UMBS P#AU1629 3.00000000                                                         | CUSIP: 3138X0Y36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2830820 | PA      | $2601879.37   | 0.01%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8193 2% 02/01/52                              | FREDDIE MAC POOL UMBS P#SD8193 2.00000000                                                        | CUSIP: 3132DWC68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3956294 | PA      | $3203634.89   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7990 4% 04/20/52                           | GINNIE MAE II POOL P#MA7990 4.00000000                                                           | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3400417 | PA      | $3224769.54   | 0.01%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF 4.5% 10/10/29                         | NATIONAL BANK OF CANADA REGD 4.50000000                                                          | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3026307.51   | 0.01%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNR 2007-40 SN V/R 07/20/37                            | GNR 2007-40 SN V/R 07/20/37 2.43008000                                                           | CUSIP: 38375KB68<br>LEI: N/A                  | Long             | RE               | CORP              | US        |     59877 | PA      | $1988.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FHR 2247 Z 7.5% 08/15/30                               | FREDDIE MAC REMICS SER 2247 CL Z 7.50000000                                                      | CUSIP: 3133TPGX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2100 | PA      | $2182.76      | 0.00%             | 2030-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC 6% 08/15/35                         | PACIFIC GAS & ELECTRIC REGD 6.00000000                                                           | CUSIP: 694308KX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2735000 | PA      | $2862391.16   | 0.01%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CO V/R /PERP/                         | TRUIST FINANCIAL CORP REGD V/R /PERP/ SER N 6.66900000                                           | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3460000 | PA      | $3475718.78   | 0.01%             | 2174-03-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| FNR 2019-7 CA 3.5% 11/25/57                            | FANNIE MAE REMICS SER 2019-7 CL CA 3.50000000                                                    | CUSIP: 3136B32G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2408735 | PA      | $2336475.07   | 0.01%             | 2057-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.625% 08/15/43                           | UNITED STATES TREASURY BOND 3.62500000                                                           | CUSIP: 912810RC4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  22130000 | PA      | $19308425.00  | 0.08%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FNR 2007-16 FC V/R 03/25/37                            | FANNIE MAE REMICS SER 2007-16 CL FC V/R 5.22051000                                               | CUSIP: 31396PXY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12989 | PA      | $13014.30     | 0.00%             | 2037-03-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 11/22/32                         | HSBC HOLDINGS PLC REGD V/R 2.87100000                                                            | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2095000 | PA      | $1888296.76   | 0.01%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8725 5% 03/20/53                           | GINNIE MAE II POOL P#MA8725 5.00000000                                                           | CUSIP: 36179XVS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10967405 | PA      | $10970160.86  | 0.05%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M8 A2 V/R 05/25/27                            | FANNIE MAE-ACES SER 2017-M8 CL A2 V/R 3.06100000                                                 | CUSIP: 3136AW7J0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3496832 | PA      | $3445935.29   | 0.01%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.0% OCT 25                              | FNMA 30YR TBA 4.0% OCT 25     TO BE ANNOUNCED 4.00000000                                         | CUSIP: 01F0406A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  40710000 | PA      | $38363575.75  | 0.16%             | 2055-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2003-72 IE 5.5% 08/25/33                           | FANNIE MAE REMICS SER 2003-72 CL IE 5.50000000                                                   | CUSIP: 31393DXG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73569 | PA      | $8746.42      | 0.00%             | 2033-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV V/R 09/18/27                          | ABN AMRO BANK NV REGD V/R 144A P/P 6.33900000                                                    | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   8900000 | PA      | $9073004.17   | 0.04%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUND 4.95% 09/09/29                         | CNO GLOBAL FUNDING REGD 144A P/P MTN 4.95000000                                                  | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4079559.92   | 0.02%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SO 4% 09/14/26                         | NATIONWIDE BLDG SOCIETY REGD 144A P/P 4.00000000                                                 | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   9650000 | PA      | $9626455.45   | 0.04%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7649 2.5% 10/20/51                         | GINNIE MAE II POOL P#MA7649 2.50000000                                                           | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5885905 | PA      | $5071470.92   | 0.02%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.85% 07/15/36                             | ORACLE CORP REGD 3.85000000                                                                      | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $948347.64    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HIGH STREET FD 4.682% 02/15/48                         | HIGH STREET FDG TRUST II REGD 144A P/P 4.68200000                                                | CUSIP: 42981DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5250000 | PA      | $4607896.39   | 0.02%             | 2048-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  1.3% 01/08/26                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 1.30000000                                             | CUSIP: 44891ABS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1005000 | PA      | $996814.50    | 0.00%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOT V/R 02/14/29                         | BANK OF NOVA SCOTIA REGD V/R 4.93200000                                                          | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10168492.90  | 0.04%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| CMHAT 2024-MH1 A V/R 09/25/34                          | CASCADE MH ASSET TRUST 2024-MH1 SER 2024-MH1 CL A1 V/R REGD 144A P/P 5.69500000                  | CUSIP: 14731VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6995379 | PA      | $7198740.40   | 0.03%             | 2056-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/35                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912833X88<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1920000 | PA      | $1270650.85   | 0.01%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 10/02/30                           | DANSKE BANK A/S REGD V/R 144A P/P 4.61300000                                                     | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   5287000 | PA      | $5314646.09   | 0.02%             | 2030-10-02      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| WFCM 2019-C50 3.729% 05/15/52                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C50 SER 2019-C50 CL A5 REGD 3.72900000                | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8550000 | PA      | $8299817.60   | 0.03%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAFC 2005-7 30PO ZCP 11/25/35                          | BANC OF AMERICA FUNDING 2005-7 TRUST SER 2005-7 CL 30PO ZCP REGD 0.00000000                      | CUSIP: 05946XV83<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7247 | PA      | $7532.69      | 0.00%             | 2035-11-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-72 EK V/R 07/25/37                            | FANNIE MAE REMICS SER 2007-72 CL EK V/R 1.92949000                                               | CUSIP: 31396WQH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    138185 | PA      | $15462.43     | 0.00%             | 2037-07-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| FNR 2007-101 A2 V/R 06/27/36                           | FANNIE MAE REMICS SER 2007-101 CL A2 V/R 4.87235200                                              | CUSIP: 31396XC69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    152257 | PA      | $153828.91    | 0.00%             | 2036-06-27      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| CWHL 2005-14 A2 5.5% 07/25/35                          | CHL MORTGAGE PASS-THROUGH TRUST 2005-14 SER 2005-14 CL A2 REGD 5.50000000                        | CUSIP: 12669GK67<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8267 | PA      | $3383.98      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AQFIT 2025-A B 5.56% 12/19/50                          | AQUA FINANCE ISSUER TRUST 2025-A SER 2025-A CL B REGD 144A P/P 5.56000000                        | CUSIP: 038394AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7388000 | PA      | $7505779.50   | 0.03%             | 2050-12-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J0533 V/R 07/01/37                            | FREDDIE MAC NON GOLD POOL P#1J0533 V/R 6.61700000                                                | CUSIP: 3128LUSW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2219 | PA      | $2277.32      | 0.00%             | 2037-07-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH I 5.25% 06/01/31                         | L3HARRIS TECH INC REGD 5.25000000                                                                | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2685767.95   | 0.01%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3340 3.5% 04/01/33                            | FANNIE MAE POOL UMBS P#MA3340 3.50000000                                                         | CUSIP: 31418CWA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    490869 | PA      | $484027.64    | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 3852 QN V/R 05/15/41                               | FREDDIE MAC REMICS SER 3852 CL QN V/R 5.50000000                                                 | CUSIP: 3137ABAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     56557 | PA      | $54404.79     | 0.00%             | 2041-05-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| FNR 2007-60 AX V/R 07/25/37                            | FANNIE MAE REMICS SER 2007-60 CL AX V/R 2.67949000                                               | CUSIP: 31396WSA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205510 | PA      | $28036.89     | 0.00%             | 2037-07-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4320 3% 03/20/47                           | GINNIE MAE II POOL P#MA4320 3.00000000                                                           | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    162614 | PA      | $147293.11    | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSMPS 2005-RP3 1 V/R 09/25/35                          | GSMPS MORTGAGE LOAN TRUST 2005-RP3 SER 2005-RP3 CL 1AF V/R REGD 144A P/P 4.62239000              | CUSIP: 362341LL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    333092 | PA      | $286018.14    | 0.00%             | 2035-09-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q01304 5% 06/01/41                             | FREDDIE MAC GOLD POOL P#Q01304 5.00000000                                                        | CUSIP: 3132GENV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    174511 | PA      | $178932.09    | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C2 2.486% 03/15/30                          | CSAIL 2021-C20 COMMERCIAL MORTGAGE TRUST SER 2021-C20 CL A2 REGD 2.48620000                      | CUSIP: 22945EAT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20519782 | PA      | $18891262.60  | 0.08%             | 2054-03-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CAFL 2019-3 C 3.265% 09/15/29                          | COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL C REGD 144A P/P 3.26500000                  | CUSIP: 21872NAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5862000 | PA      | $5528025.45   | 0.02%             | 2052-10-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4536 3% 11/01/49                              | FANNIE MAE POOL UMBS P#CA4536 3.00000000                                                         | CUSIP: 3140QCBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    838322 | PA      | $749023.92    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 2063 PG 6.5% 06/15/28                              | FREDDIE MAC REMICS SER 2063 CL PG 6.50000000                                                     | CUSIP: 3133TEB78<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1578 | PA      | $1602.72      | 0.00%             | 2028-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.625% 11/15/50                           | UNITED STATES TREASURY BOND 1.62500000                                                           | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 171730000 | PA      | $92143878.13  | 0.39%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR TBA 6.5% OCT 25                             | GNMA 30 YR TBA 6.5% OCT 25     TO BE ANNOUNCED 6.50000000                                        | CUSIP: 21H0626A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12725000 | PA      | $13068845.02  | 0.05%             | 2055-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN U 6% 06/04/29                         | GEN LUX SARL/GEN USA INC REGD 6.00000000                                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   4979000 | PA      | $5179748.45   | 0.02%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNR 2015-137 WA V/R 01/20/38                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-137 CL WA V/R 5.55322000                       | CUSIP: 38379QAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    211818 | PA      | $219265.62    | 0.00%             | 2038-01-20      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#872825 V/R 06/01/36                             | FANNIE MAE POOL UMBS P#872825 V/R 6.42000000                                                     | CUSIP: 31409JVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10273 | PA      | $10496.45     | 0.00%             | 2036-06-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING  6.5% 09/27/28                         | SASOL FINANCING USA LLC REGD 6.50000000                                                          | CUSIP: 80386WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1544527.23   | 0.01%             | 2028-09-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#V80614 4% 11/01/43                             | FREDDIE MAC GOLD POOL P#V80614 4.00000000                                                        | CUSIP: 3132L5VF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22864 | PA      | $22206.88     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M50 X1 V/R 10/25/30                           | FANNIE MAE-ACES SER 2020-M50 CL X1 V/R 1.92400000                                                | CUSIP: 3136BCGU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13905363 | PA      | $526718.45    | 0.00%             | 2030-10-25      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CE5521 V/R 08/20/71                          | GINNIE MAE II POOL P#CE5521 V/R 5.78000000                                                       | CUSIP: 3617VUD20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9723702 | PA      | $10163959.71  | 0.04%             | 2071-08-20      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8300 5.5% 02/01/53                            | FREDDIE MAC POOL UMBS P#SD8300 5.50000000                                                        | CUSIP: 3132DWGH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  26337631 | PA      | $26647067.90  | 0.11%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHMS K136 A2 2.127% 12/25/54                           | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K136 CL A2 2.12700000           | CUSIP: 3137H4SH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14260000 | PA      | $12689690.23  | 0.05%             | 2031-11-25      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CWHL 2004-7 2A1 V/R 06/25/34                           | COUNTRYWIDE HOME LOAN MORTGAGE  PASS THROUGH TRUST 2004-7 2A1 V/R REGD__ 5.40244000              | CUSIP: 12669FXJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3174 | PA      | $2934.10      | 0.00%             | 2034-06-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| GNR 2009-33 TI 6% 05/20/39                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-33 CL TI 6.00000000                            | CUSIP: 38374UJV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15870 | PA      | $1138.85      | 0.00%             | 2039-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE COR 4.62% 07/16/28                         | NTT FINANCE CORP REGD 144A P/P 4.62000000                                                        | CUSIP: 62954WAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | JP        |   2785000 | PA      | $2812538.41   | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TEVT 2023-1 A4 5.38% 02/20/29                          | TESLA ELECTRIC VEHICLE TRUST 2023-1 SER 2023-1 CL A4 REGD 144A P/P 5.38000000                    | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1733000 | PA      | $1764936.24   | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 5.926% 01/10/34                         | CVS PASS-THROUGH TRUST REGD   144A P/P 5.92600000                                                | CUSIP: 126650BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    398491 | PA      | $404949.70    | 0.00%             | 2034-01-10      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB2066 3% 11/01/51                              | FANNIE MAE POOL UMBS P#CB2066 3.00000000                                                         | CUSIP: 3140QMJL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3369704 | PA      | $2988816.36   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-1 2A1 V/R 02/25/35                          | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-1 CL 2A1A V/R REGD 3.47600300                         | CUSIP: 17307GPS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13272 | PA      | $11698.19     | 0.00%             | 2035-02-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL  5.5% 10/01/35                         | ALEXANDRIA REAL ESTATE E REGD 5.50000000                                                         | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   5430000 | PA      | $5573836.84   | 0.02%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GITST 2025-NPL1  V/R 02/25/28                          | GITSIT MORTGAGE LOAN TRUST 2025-NPL1 SER 2025-NPL1 CL A1 V/R REGD 144A P/P 6.27560000            | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6072163 | PA      | $6088657.53   | 0.03%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 4.375% 05/01/26                         | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.37500000                                                | CUSIP: 05401AAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    790000 | PA      | $789468.76    | 0.00%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1546 4.5% 12/01/48                            | FREDDIE MAC POOL UMBS P#ZT1546 4.50000000                                                        | CUSIP: 3132ADWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2449813 | PA      | $2416872.68   | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP 5.7% 09/15/55                         | DUKE ENERGY CORP REGD 5.70000000                                                                 | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7619000 | PA      | $7591312.25   | 0.03%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5079 4.5% 03/20/48                         | GINNIE MAE II POOL P#MA5079 4.50000000                                                           | CUSIP: 36179TUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    160951 | PA      | $159718.91    | 0.00%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#AE6292 3.5% 06/15/43                            | GINNIE MAE I POOL P#AE6292 3.50000000                                                            | CUSIP: 36180Y7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    644264 | PA      | $602270.68    | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES9 A V/R 12/25/28                          | RCKT MORTGAGE TRUST 2024-CES9 SER 2024-CES9 CL A1A V/R REGD 144A P/P 5.58200000                  | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4388793 | PA      | $4435402.77   | 0.02%             | 2044-12-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| FNR 2001-60 QS V/R 09/25/31                            | FANNIE MAE REMICS SER 2001-60 CL QS V/R 8.85321500                                               | CUSIP: 3139214L9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4742 | PA      | $5508.97      | 0.00%             | 2031-09-25      | Variable      | 8.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8804 2.5% 09/01/51                            | FANNIE MAE POOL UMBS P#FM8804 2.50000000                                                         | CUSIP: 3140XCYA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10426906 | PA      | $8895098.13   | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/23/30                            | MORGAN STANLEY REGD V/R MTN SER GMTN 4.43100000                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2304000 | PA      | $2315029.57   | 0.01%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.75% 03/01/35                                 | HCA INC REGD 5.75000000                                                                          | CUSIP: 404119DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2585000 | PA      | $2702550.91   | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL  V/R 10/30/29                         | TRUIST FINANCIAL CORP REGD V/R MTN 7.16100000                                                    | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   6405000 | PA      | $6937262.10   | 0.03%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9782 7% 07/20/54                           | GINNIE MAE II POOL P#MA9782 7.00000000                                                           | CUSIP: 36179Y2P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  15883683 | PA      | $16345245.12  | 0.07%             | 2054-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  5.05% 09/01/41                         | ARIZONA PUBLIC SERVICE REGD 5.05000000                                                           | CUSIP: 040555CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    349000 | PA      | $330436.53    | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO V/R /PERP/                         | AMERICAN EXPRESS CO REGD V/R /PERP/ 3.55000000                                                   | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $3408583.02   | 0.01%             | 2174-09-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| FNR 2013-128 PO ZCP 12/25/43                           | FANNIE MAE REMICS SER 2013-128 CL PO ZCP 0.00000000                                              | CUSIP: 3136AHNE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    724461 | PA      | $532018.66    | 0.00%             | 2043-12-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2010-58 MB 5.5% 06/25/40                           | FANNIE MAE REMICS SER 2010-58 CL MB 5.50000000                                                   | CUSIP: 31398RYR0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    217976 | PA      | $222095.41    | 0.00%             | 2040-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHR 5190 EC 2% 12/25/51                                | FREDDIE MAC REMICS SER 5190 CL EC 2.00000000                                                     | CUSIP: 3137H5FP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6138199 | PA      | $5484181.26   | 0.02%             | 2051-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2001-30 PM 7% 07/25/31                             | FANNIE MAE REMICS SER 2001-30 CL PM 7.00000000                                                   | CUSIP: 313920BG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3702 | PA      | $3800.11      | 0.00%             | 2031-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 05/15/40                           | UNITED STATES TREASURY BOND 1.12500000                                                           | CUSIP: 912810SR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1975000 | PA      | $1257750.98   | 0.01%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GNMA II P#2646 7.5% 09/20/28                           | GINNIE MAE II POOL P#2646 7.50000000                                                             | CUSIP: 36202C5F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       562 | PA      | $574.31       | 0.00%             | 2028-09-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY P 4.5% 03/15/45                         | SPECTRA ENERGY PARTNERS REGD 4.50000000                                                          | CUSIP: 84756NAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2569595.34   | 0.01%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UDR INC 3.2% 01/15/30                                  | UDR INC REGD MTN 3.20000000                                                                      | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1496358.25   | 0.01%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 05/09/29                               | BNP PARIBAS REGD V/R 144A P/P 4.79200000                                                         | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4225000 | PA      | $4264348.19   | 0.02%             | 2029-05-09      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/28/36                         | GOLDMAN SACHS GROUP INC REGD V/R 5.53600000                                                      | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2173000 | PA      | $2268273.29   | 0.01%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1068 3.5% 01/01/51                            | FREDDIE MAC POOL UMBS P#SD1068 3.50000000                                                        | CUSIP: 3132DNFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9115629 | PA      | $8469759.05   | 0.04%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7501 4% 07/01/49                              | FREDDIE MAC POOL UMBS P#SD7501 4.00000000                                                        | CUSIP: 3132DVKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7355658 | PA      | $7085593.04   | 0.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7402 3.5% 05/01/52                            | FREDDIE MAC POOL UMBS P#RA7402 3.50000000                                                        | CUSIP: 3133KPGK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   9608115 | PA      | $8827809.71   | 0.04%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSMPS 2004-4 1AF V/R 06/25/34                          | GSMPS MORTGAGE LOAN TRUST 2004-4 SER 2004-4 CL 1AF V/R REGD 144A P/P 4.67239000                  | CUSIP: 36242DJQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26644 | PA      | $23955.02     | 0.00%             | 2034-06-25      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08558 4% 11/01/43                             | FREDDIE MAC GOLD POOL P#G08558 4.00000000                                                        | CUSIP: 3128MJTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42500 | PA      | $41278.55     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FFIN 2024-2A B 4.93% 03/15/50                          | FOUNDATION FINANCE TRUST 2024-2 SER 2024-2A CL B REGD 144A P/P 4.93000000                        | CUSIP: 35040VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4754537 | PA      | $4764214.05   | 0.02%             | 2050-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| FNR 2009-69 WA V/R 09/25/39                            | FANNIE MAE REMICS SER 2009-69 CL WA V/R 5.96164000                                               | CUSIP: 31396Q5U9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29767 | PA      | $30184.95     | 0.00%             | 2039-09-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| VOLT 2021-NPL4 A V/R 03/27/51                          | VOLT XCV LLC SER 2021-NPL4 CL A1 V/R REGD 144A P/P 6.23960000                                    | CUSIP: 92873BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    519846 | PA      | $519760.83    | 0.00%             | 2051-03-27      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAN 5% 09/15/30                         | AIRCASTLE / IRELAND DAC REGD 144A P/P 5.00000000                                                 | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2518718.00   | 0.01%             | 2030-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 201 2.875% 10/07/28                         | UNITED AIR 2016-2 AA PTT REGD SER AA 2.87500000                                                  | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1122521 | PA      | $1069179.88   | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KKR 11 AR V/R 01/15/31                                 | KKR CLO 11 LTD SER 11 CL AR V/R REGD 144A P/P 5.75916000                                         | CUSIP: 48250MAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2080142 | PA      | $2080701.24   | 0.01%             | 2031-01-15      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| UMBS P#913984 V/R 02/01/37                             | FANNIE MAE POOL UMBS P#913984 V/R 6.15200000                                                     | CUSIP: 31411SM94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14997 | PA      | $15257.24     | 0.00%             | 2037-02-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#257007 6% 12/01/27                              | FANNIE MAE POOL UMBS P#257007 6.00000000                                                         | CUSIP: 31371NNY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5661 | PA      | $5781.24      | 0.00%             | 2027-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7728 2.5% 01/01/43                            | FANNIE MAE POOL UMBS P#AB7728 2.50000000                                                         | CUSIP: 31417ESS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4889136 | PA      | $4399439.06   | 0.02%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM9188 3.12% 06/01/35                           | FANNIE MAE POOL UMBS P#AM9188 3.12000000                                                         | CUSIP: 3138LAF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3386862 | PA      | $3054015.61   | 0.01%             | 2035-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING V/R 09/30/35                         | AUST & NZ BANKING GROUP REGD V/R 144A P/P 5.20400000                                             | CUSIP: 052528AT3<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   3500000 | PA      | $3514925.96   | 0.01%             | 2035-09-30      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| PROG 2025-SFR 3.555% 04/17/30                          | PROGRESS RESIDENTIAL 2025-SFR2 TRUST SER 2025-SFR2 CL D REGD 144A P/P 3.55500000                 | CUSIP: 74334GAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8382031 | PA      | $7778357.73   | 0.03%             | 2042-04-17      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 3.3% 01/30/32                         | AERCAP IRELAND CAP/GLOBA REGD 3.30000000                                                         | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  19935000 | PA      | $18358011.52  | 0.08%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#938346 V/R 07/01/37                             | FANNIE MAE POOL UMBS P#938346 V/R 6.56100000                                                     | CUSIP: 31412X5F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7238 | PA      | $7423.33      | 0.00%             | 2037-07-01      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.45% 09/15/35                         | CVS HEALTH CORP REGD 5.45000000                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6943000 | PA      | $7065212.98   | 0.03%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN5527 3.02% 07/01/29                           | FANNIE MAE POOL UMBS P#AN5527 3.02000000                                                         | CUSIP: 3138LJD98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7782321 | PA      | $7503800.15   | 0.03%             | 2029-07-01      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A95561 4% 12/01/40                             | FREDDIE MAC GOLD POOL P#A95561 4.00000000                                                        | CUSIP: 312944FA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    360242 | PA      | $351904.50    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.375% 08/15/42                           | UNITED STATES TREASURY BOND 3.37500000                                                           | CUSIP: 912810TK4<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 148622000 | PA      | $126630588.44 | 0.53%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8166 2% 09/01/51                              | FREDDIE MAC POOL UMBS P#SD8166 2.00000000                                                        | CUSIP: 3132DWCB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2479553 | PA      | $2011626.96   | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q19316 3% 06/01/43                             | FREDDIE MAC GOLD POOL P#Q19316 3.00000000                                                        | CUSIP: 3132JAYN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15332 | PA      | $14102.78     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD 5.4% 08/08/28                          | SANDS CHINA LTD REGD SER WI 5.40000000                                                           | CUSIP: 80007RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | MO        |    249000 | PA      | $254752.15    | 0.00%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4785 5% 10/01/52                              | FANNIE MAE POOL UMBS P#MA4785 5.00000000                                                         | CUSIP: 31418EJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23328666 | PA      | $23248461.55  | 0.10%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.25% 02/01/50                         | WESTERN MIDSTREAM OPERAT REGD 5.25000000                                                         | CUSIP: 958667AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1040000 | PA      | $905117.68    | 0.00%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| FNR 2011-19 ZY 6.5% 07/25/36                           | FANNIE MAE REMICS SER 2011-19 CL ZY 6.50000000                                                   | CUSIP: 31397QP69<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76962 | PA      | $82410.22     | 0.00%             | 2036-07-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0393 6% 02/01/55                              | FREDDIE MAC POOL UMBS P#SL0393 6.00000000                                                        | CUSIP: 31427MNK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7953364 | PA      | $8301834.24   | 0.03%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CFAB 2003-4 1A5 V/R 05/25/33                           | CHASE FUNDING TRUST SERIES 2003-4 SER 2003-4 CL 1A5 V/R REGD 5.91600000                          | CUSIP: 161546FV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47474 | PA      | $46662.05     | 0.00%             | 2033-05-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CD 2006-CD3 XS V/R 10/15/48                            | CD 2006-CD3 MORTGAGE TRUST SER 2006-CD3 CL XS V/R REGD 144A P/P 0.18634600                       | CUSIP: 14986DAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     68663 | PA      | $433.32       | 0.00%             | 2048-10-15      | Variable      | 0.19%                 | No            |                  2 | On Loan: No      |
| UMBS P#890310 4.5% 12/01/40                            | FANNIE MAE POOL UMBS P#890310 4.50000000                                                         | CUSIP: 31410LDP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1437147 | PA      | $1440170.86   | 0.01%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  4.65% 08/15/62                         | META PLATFORMS INC REGD SER WI 4.65000000                                                        | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2388000 | PA      | $2047989.23   | 0.01%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECT 4.15% 10/15/30                         | WISCONSIN ELECTRIC POWER REGD 4.15000000                                                         | CUSIP: 976656CU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4403000 | PA      | $4384402.56   | 0.02%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FHR 5228 BH 3.5% 01/25/51                              | FREDDIE MAC REMICS SER 5228 CL BH 3.50000000                                                     | CUSIP: 3137H7TW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4059109 | PA      | $3933627.45   | 0.02%             | 2051-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/35                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 9128335A4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    175000 | PA      | $114325.31    | 0.00%             | 2035-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FHR 1935 FL V/R 02/15/27                               | FREDDIE MAC REMICS SER 1935 CL FL V/R 5.18656000                                                 | CUSIP: 3133T8Z83<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        23 | PA      | $23.15        | 0.00%             | 2027-02-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE 4.678% 07/01/14                         | MASS INSTITUTE OF TECH REGD 4.67800000                                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1402257.96   | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| FNR 2007-97 KI 7% 05/25/33                             | FANNIE MAE REMICS SER 2007-97 CL KI 7.00000000                                                   | CUSIP: 31396XB94<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46407 | PA      | $3189.30      | 0.00%             | 2033-05-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FCAT 2022-2 D 5.8% 09/15/26                            | FLAGSHIP CREDIT AUTO TRUST 2022-2 SER 2022-2 CL D REGD 144A P/P 5.80000000                       | CUSIP: 33844XAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3645217.60   | 0.02%             | 2028-04-17      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#AQ7920 3% 12/01/42                              | FANNIE MAE POOL UMBS P#AQ7920 3.00000000                                                         | CUSIP: 3138MPYS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37217 | PA      | $34221.96     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PV V/R 07/18/31                         | MORGAN STANLEY PVT BANK REGD V/R 4.73400000                                                      | CUSIP: 61776NVG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19482000 | PA      | $19772929.97  | 0.08%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| UMBS P#833629 7% 03/01/36                              | FANNIE MAE POOL UMBS P#833629 7.00000000                                                         | CUSIP: 31407LEA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       813 | PA      | $848.36       | 0.00%             | 2036-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/22/42                            | MORGAN STANLEY REGD V/R 3.21700000                                                               | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $3909675.50   | 0.02%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| VWALT 2025-B A 4.01% 01/22/29                          | VOLKSWAGEN AUTO LEASE TRUST 2025-B SER 2025-B CL A3 REGD 4.01000000                              | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14411000 | PA      | $14430803.60  | 0.06%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| SEMT 2004-8 A1 V/R 09/20/34                            | SEQUOIA MORTGAGE TRUST 2004-8 SER 2004-8 CL A1 V/R REGD 4.94992000                               | CUSIP: 81744FDJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    265592 | PA      | $233034.10    | 0.00%             | 2034-09-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| FNA 2017-M3 A2 V/R 12/25/26                            | FANNIE MAE-ACES SER 2017-M3 CL A2 V/R 2.55600000                                                 | CUSIP: 3136AVYL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    939922 | PA      | $922889.45    | 0.00%             | 2026-12-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08578 4.5% 03/01/44                           | FREDDIE MAC GOLD POOL P#G08578 4.50000000                                                        | CUSIP: 3128MJUC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    159306 | PA      | $158373.26    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRMLT 2022-SFR2 D 4% 09/04/27                          | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-SFR2 SER 2022-SFR2 CL D REGD 144A P/P 4.00000000        | CUSIP: 64830RAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4852273.00   | 0.02%             | 2039-09-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2010-102 PN 5% 09/25/40                            | FANNIE MAE REMICS SER 2010-102 CL PN 5.00000000                                                  | CUSIP: 31398NAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67523 | PA      | $68791.35     | 0.00%             | 2040-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CO 5.75% 09/15/54                         | DEVON ENERGY CORPORATION REGD 5.75000000                                                         | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   1118000 | PA      | $1037030.47   | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNR 2012-99 FA V/R 09/25/42                            | FANNIE MAE REMICS SER 2012-99 CL FA V/R 4.92051000                                               | CUSIP: 3136A8VS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110665 | PA      | $108923.06    | 0.00%             | 2042-09-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P4  4.62% 07/10/26                          | CARVANA AUTO RECEIVABLES TRUST 2024-P4 SER 2024-P4 CL A2 REGD 4.62000000                         | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1529896 | PA      | $1531377.48   | 0.01%             | 2028-02-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8205 2.5% 04/01/52                            | FREDDIE MAC POOL UMBS P#SD8205 2.50000000                                                        | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  14861047 | PA      | $12581796.79  | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 1987 PE 7.5% 09/15/27                              | FREDDIE MAC REMICS SER 1987 CL PE 7.50000000                                                     | CUSIP: 3133TBEZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       839 | PA      | $847.59       | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 5.68% 06/26/28                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.68000000                                                 | CUSIP: 44891ACH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5160786.45   | 0.02%             | 2028-06-26      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMEN 5.849% 05/08/29                         | ICON INVESTMENTS SIX DAC REGD 5.84900000                                                         | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   6925000 | PA      | $7228325.04   | 0.03%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINA 4.85% 03/29/29                         | BROOKFIELD FINANCE INC REGD 4.85000000                                                           | CUSIP: 11271LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    875000 | PA      | $889534.00    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4236 1.5% 01/01/51                            | FANNIE MAE POOL UMBS P#MA4236 1.50000000                                                         | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1336405 | PA      | $1027483.82   | 0.00%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q08998 3.5% 06/01/42                           | FREDDIE MAC GOLD POOL P#Q08998 3.50000000                                                        | CUSIP: 3132GUKK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    118438 | PA      | $112439.39    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 04/19/32                               | BNP PARIBAS REGD V/R P/P 2.87100000                                                              | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3560000 | PA      | $3234175.49   | 0.01%             | 2032-04-19      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#945032 V/R 08/01/37                             | FANNIE MAE POOL UMBS P#945032 V/R 7.08200000                                                     | CUSIP: 31413GLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28869 | PA      | $29816.86     | 0.00%             | 2037-08-01      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| FNR 2006-62 PS V/R 07/25/36                            | FANNIE MAE REMICS SER 2006-62 CL PS V/R 13.07694000                                              | CUSIP: 31395N7D3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4287 | PA      | $6176.87      | 0.00%             | 2036-07-25      | Variable      | 13.08%                | No            |                  2 | On Loan: No      |
| GFORT 2024-1A  5.13% 03/15/27                          | GMF FLOORPLAN OWNER REVOLVING TRUST SER 2024-1A CL A1 REGD 144A P/P 5.13000000                   | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17525000 | PA      | $17797533.03  | 0.07%             | 2029-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANC 4.75% 06/15/46                         | EMERA US FINANCE LP REGD SER WI 4.75000000                                                       | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2730962.06   | 0.01%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2444 3% 12/20/44                           | GINNIE MAE II POOL P#MA2444 3.00000000                                                           | CUSIP: 36179QWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    167454 | PA      | $151138.21    | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2012-141 WB V/R 09/16/42                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-141 CL WB V/R 4.00194000                       | CUSIP: 38378GPF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80916 | PA      | $77496.10     | 0.00%             | 2042-09-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COM 5.843% 01/10/35                         | BOSTON GAS COMPANY REGD 144A P/P 5.84300000                                                      | CUSIP: 100743AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2345000 | PA      | $2473461.07   | 0.01%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PROD 5.75% 03/01/35                         | ENTERPRISE PRODUCTS OPER REGD SER J 5.75000000                                                   | CUSIP: 293791AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1135473.40   | 0.00%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.25% 08/15/31                            | UNITED STATES TREASURY NOTE 1.25000000                                                           | CUSIP: 91282CCS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15190000 | PA      | $13136976.56  | 0.06%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08767 4% 06/01/47                             | FREDDIE MAC GOLD POOL P#G08767 4.00000000                                                        | CUSIP: 3128MJZ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1065172 | PA      | $1025325.98   | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2017-3A A1 V/R 04/25/57                           | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 SER 2017-3A CL A1 V/R REGD 144A P/P 4.00000000        | CUSIP: 64828MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1576361 | PA      | $1526852.82   | 0.01%             | 2057-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB1203 1.5% 04/01/37                            | FREDDIE MAC POOL UMBS P#SB1203 1.50000000                                                        | CUSIP: 3132CXKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6319044 | PA      | $5669833.73   | 0.02%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATCLO 2024-23A A V/R 07/20/37                          | ATLAS SENIOR LOAN FUND XXIII LTD SER 2024-23A CL A1 V/R REGD 144A P/P 5.85549000                 | CUSIP: 04942HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  28975000 | PA      | $29046249.53  | 0.12%             | 2037-07-20      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.8% 09/15/34                         | UBER TECHNOLOGIES INC REGD 4.80000000                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1512834.27   | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MALT 2004-6 30PO ZCP 07/25/34                          | MASTR ALTERNATIVE LOAN TRUST 2004-6 SER 2004-6 CL 30PO ZCP REGD 0.00000000                       | CUSIP: 576434SQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12868 | PA      | $10153.93     | 0.00%             | 2034-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-5 A1A V/R 10/25/64                           | TOWD POINT MORTGAGE TRUST 2024-5 SER 2024-5 CL A1A V/R REGD 144A P/P 4.55011100                  | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13260208 | PA      | $13351260.46  | 0.06%             | 2064-10-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| OOMLT 2004-3 A4 V/R 11/25/34                           | OPTION ONE MORTGAGE LOAN TRUST 2004-3 SER 2004-3 CL A4 V/R REGD 5.17239000                       | CUSIP: 68389FFS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1338307 | PA      | $1407726.02   | 0.01%             | 2034-11-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G1861 V/R 03/01/36                            | FREDDIE MAC NON GOLD POOL P#1G1861 V/R 6.91500000                                                | CUSIP: 3128QSB62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15251 | PA      | $15714.13     | 0.00%             | 2036-03-01      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G05982 4.5% 09/01/40                           | FREDDIE MAC GOLD POOL P#G05982 4.50000000                                                        | CUSIP: 3128M76T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    343011 | PA      | $343932.19    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M50 A2 1.2% 10/25/30                          | FANNIE MAE-ACES SER 2020-M50 CL A2 1.20000000                                                    | CUSIP: 3136BCGS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    881542 | PA      | $842453.65    | 0.00%             | 2030-10-25      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4881 2.5% 12/01/34                            | FANNIE MAE POOL UMBS P#CA4881 2.50000000                                                         | CUSIP: 3140QCM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5184996 | PA      | $4927697.75   | 0.02%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MLCC 2004-C A2 V/R 07/25/29                            | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC  SER 2004-C CL A2 V/R REGD 5.25536000         | CUSIP: 59020UDP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7585 | PA      | $7519.96      | 0.00%             | 2029-07-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8579 2% 08/01/42                              | FANNIE MAE POOL UMBS P#FS8579 2.00000000                                                         | CUSIP: 3140XQQ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10062386 | PA      | $8740458.96   | 0.04%             | 2042-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-76 AZ 5.5% 08/25/37                           | FANNIE MAE REMICS SER 2007-76 CL AZ 5.50000000                                                   | CUSIP: 31396WT63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5888 | PA      | $6091.22      | 0.00%             | 2037-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SDART 2025-3 C 4.68% 01/16/29                          | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3 SER 2025-3 CL C REGD 4.68000000                    | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15580000 | PA      | $15666902.12  | 0.07%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 A V/R 04/25/63                          | ATLX 2024-RPL2 TRUST SER 2024-RPL2 CL A1 V/R REGD 144A P/P 3.85000000                            | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4055715 | PA      | $3909322.07   | 0.02%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| EQT CORP 4.5% 01/15/29                                 | EQT CORP REGD 4.50000000                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000717.65   | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMLTI 2003-1 PO3 ZCP 09/25/33                          | CITIGROUP MORTGAGE LOAN TRUST INC SER 2003-1 CL PO3 ZCP REGD 0.00000000                          | CUSIP: 17307GCA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       881 | PA      | $622.11       | 0.00%             | 2033-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2010-103 SB V/R 11/25/49                           | FANNIE MAE REMICS SER 2010-103 CL SB V/R 1.62949000                                              | CUSIP: 31398TY62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36499 | PA      | $3325.39      | 0.00%             | 2049-11-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| GNR 2003-58 BE 6.5% 01/20/33                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-58 CL BE 6.50000000                            | CUSIP: 38374BNE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28281 | PA      | $28200.16     | 0.00%             | 2033-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MLCC 2004-1 2A1 V/R 12/25/34                           | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC  SER 2004-1 CL 2A1 V/R REGD 5.34105900        | CUSIP: 59020UNN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19355 | PA      | $18209.77     | 0.00%             | 2034-12-25      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| UMBS P#888408 6% 03/01/37                              | FANNIE MAE POOL UMBS P#888408 6.00000000                                                         | CUSIP: 31410GAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19928 | PA      | $20241.67     | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6851 2.5% 10/01/43                            | FANNIE MAE POOL UMBS P#AL6851 2.50000000                                                         | CUSIP: 3138EPTH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    931294 | PA      | $836739.40    | 0.00%             | 2043-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING V/R 11/25/35                         | AUST & NZ BANKING GROUP REGD V/R P/P 2.57000000                                                  | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4590000 | PA      | $4093341.39   | 0.02%             | 2035-11-25      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018- 4.6% 03/01/26                         | UNITED AIR 2018-1 B PTT REGD SER B 4.60000000                                                    | CUSIP: 90932NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550208 | PA      | $547310.49    | 0.00%             | 2026-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6218 3% 10/20/49                           | GINNIE MAE II POOL P#MA6218 3.00000000                                                           | CUSIP: 36179U4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4386231 | PA      | $3943096.61   | 0.02%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7018 4.5% 03/01/54                            | FREDDIE MAC POOL UMBS P#SD7018 4.50000000                                                        | CUSIP: 3132DUYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  16333718 | PA      | $16006728.11  | 0.07%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1543 3.5% 01/01/50                            | FANNIE MAE POOL UMBS P#FA1543 3.50000000                                                         | CUSIP: 3140W1WD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7466458 | PA      | $7019006.99   | 0.03%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CO 5.75% 01/30/27                         | HYATT HOTELS CORP REGD 5.75000000                                                                | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2414627.46   | 0.01%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CMLTI 2015-A B2 V/R 06/25/58                           | CITIGROUP MORTGAGE LOAN TRUST 2015-A SER 2015-A CL B2 V/R REGD 144A P/P 4.50000000               | CUSIP: 17323MAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104166 | PA      | $102349.01    | 0.00%             | 2058-06-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4245 6% 09/20/38                             | GINNIE MAE II POOL P#4245 6.00000000                                                             | CUSIP: 36202EWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    145952 | PA      | $155917.89    | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MMAF 2019-B A5 2.29% 11/12/41                          | MMAF EQUIPMENT FINANCE LLC 2019-B SER 2019-B CL A5 REGD 144A P/P 2.29000000                      | CUSIP: 55316EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6278546 | PA      | $6216020.34   | 0.03%             | 2041-11-12      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1J1418 V/R 12/01/36                            | FREDDIE MAC NON GOLD POOL P#1J1418 V/R 6.31500000                                                | CUSIP: 3128NHSF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3064 | PA      | $3119.02      | 0.00%             | 2036-12-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| IMM 2004-4 2A2 S/UP 09/25/34                           | IMPAC CMB TRUST SERIES 2004-4 SER 2004-4 CL 2A2 S/UP REGD 5.74900000                             | CUSIP: 45254NJF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3792 | PA      | $4276.61      | 0.00%             | 2034-09-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| MLMI 2005-A2 A1 V/R 02/25/35                           | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI 2 SER 2005-A2 CL A1 V/R REGD 5.45665900       | CUSIP: 59020USH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40283 | PA      | $36263.36     | 0.00%             | 2035-02-25      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| GNR 2007-72 US V/R 11/20/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-72 CL US V/R 2.30008000                        | CUSIP: 38375LV72<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45512 | PA      | $89.58        | 0.00%             | 2037-11-20      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| JONAH 2022-1 A1 7.2% 07/10/28                          | JONAH ENERGY ABS I LLC SER 2022-1 CL A1 REGD 144A 7.20000000                                     | CUSIP: 47987EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5309480 | PA      | $5349616.24   | 0.02%             | 2037-12-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| MALT 2004-6 7A  6.00% 07/25/34                         | MASTR ALTERNATIVE LOANS TRUST_  2004-6 7A1 REGD__ 6.00000000                                     | CUSIP: 576434SK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8174 | PA      | $8187.70      | 0.00%             | 2034-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 3.3% 12/15/32                         | BRITISH AIR 19-1 AA PTT REGD 144A P/P 3.30000000                                                 | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1147773 | PA      | $1085124.27   | 0.00%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WFCM 2017-C42 3.589% 12/15/27                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C42 SER 2017-C42 CL A4 REGD 3.58900000                | CUSIP: 95001GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4942510 | PA      | $4851075.54   | 0.02%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| GNR 2009-106 ST V/R 02/20/38                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-106 CL ST V/R 1.75008000                       | CUSIP: 38376JFW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    394158 | PA      | $10749.09     | 0.00%             | 2038-02-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FHR 2484 LZ 6.5% 07/15/32                              | FREDDIE MAC REMICS SER 2484 CL LZ 6.50000000                                                     | CUSIP: 31392R3H2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12609 | PA      | $13221.40     | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTEC INC 4.5% 08/15/28                               | MASTEC INC REGD 144A P/P 4.50000000                                                              | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4986583.30   | 0.02%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERG 3.25% 08/15/46                         | CONSUMERS ENERGY CO REGD 3.25000000                                                              | CUSIP: 210518CZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $140351.22    | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP 5% 11/15/35                         | AERCAP IRELAND CAP/GLOBA REGD 5.00000000                                                         | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3910000 | PA      | $3867018.00   | 0.02%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08168 6% 12/01/36                             | FREDDIE MAC GOLD POOL P#G08168 6.00000000                                                        | CUSIP: 3128MJFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5187 | PA      | $5471.87      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA6370 3% 01/01/50                              | FREDDIE MAC POOL UMBS P#QA6370 3.00000000                                                        | CUSIP: 3133A1CF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1190138 | PA      | $1063720.82   | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#695584 6% 03/01/33                              | FANNIE MAE POOL UMBS P#695584 6.00000000                                                         | CUSIP: 31400RXM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       270 | PA      | $275.84       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWL 2004-1 3A V/R 04/25/34                             | CWABS INC ASSET-BACKED CERTIFICATES SERIES 2004-1 SER 2004-1 CL 3A V/R REGD 4.83239000           | CUSIP: 126671Y91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1112 | PA      | $1060.38      | 0.00%             | 2034-04-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| SEMPRA 6% 10/15/39                                     | SEMPRA REGD 6.00000000                                                                           | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1886552.09   | 0.01%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#888892 7.5% 11/01/37                            | FANNIE MAE POOL UMBS P#888892 7.50000000                                                         | CUSIP: 31410GRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14106 | PA      | $15184.17     | 0.00%             | 2037-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIG 4% 06/01/42                         | DELMARVA PWR & LIGHT CO REGD 4.00000000                                                          | CUSIP: 247109BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $141975.59    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIF 5.467% 12/08/28                         | PROTECTIVE LIFE GLOBAL REGD 144A P/P 5.46700000                                                  | CUSIP: 74368CBV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5725000 | PA      | $5934922.93   | 0.02%             | 2028-12-08      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8150 2% 06/01/51                              | FREDDIE MAC POOL UMBS P#SD8150 2.00000000                                                        | CUSIP: 3132DWBT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5384012 | PA      | $4372390.00   | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHASE 2007-A1 9A V/R 02/25/37                          | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 SER 2007-A1 CL 9A1 V/R REGD 6.32039700               | CUSIP: 161630AY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10414 | PA      | $10327.34     | 0.00%             | 2037-02-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 3.771% 05/24/61                         | UNITED MEXICAN STATES REGD 3.77100000                                                            | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   1753000 | PA      | $1102549.35   | 0.00%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| STACR 2024-DNA2  V/R 05/25/44                          | FREDDIE MAC STACR REMIC TRUST 2024-DNA2 SER 2024-DNA2 CL M1 V/R REGD 144A P/P 5.55603000         | CUSIP: 35564NCX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1268442 | PA      | $1268442.27   | 0.01%             | 2044-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8121 2% 01/01/51                              | FREDDIE MAC POOL UMBS P#SD8121 2.00000000                                                        | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1903144 | PA      | $1548738.95   | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BF2972 5% 07/20/48                           | GINNIE MAE II POOL P#BF2972 5.00000000                                                           | CUSIP: 3617G9JR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    216976 | PA      | $220961.38    | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 07/21/32                         | GOLDMAN SACHS GROUP INC REGD V/R SER DMTN 2.38300000                                             | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2824758.42   | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIF 4.55% 03/01/39                         | BOSTON SCIENTIFIC CORP REGD 4.55000000                                                           | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    356000 | PA      | $339668.54    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A83067 5% 11/01/38                             | FREDDIE MAC GOLD POOL P#A83067 5.00000000                                                        | CUSIP: 312929MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20698 | PA      | $21237.09     | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 3.7% 07/15/27                             | ENBRIDGE INC REGD 3.70000000                                                                     | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4984000 | PA      | $4943157.62   | 0.02%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG 4.253% 03/23/28                           | UBS GROUP AG REGD 144A P/P 4.25300000                                                            | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $3000362.40   | 0.01%             | 2028-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.2% 03/01/47                                  | MPLX LP REGD 5.20000000                                                                          | CUSIP: 55336VAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    695000 | PA      | $624569.27    | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHR 3122 OP ZCP 03/15/36                               | FREDDIE MAC REMICS SER 3122 CL OP ZCP 0.00000000                                                 | CUSIP: 31396JLH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6817 | PA      | $6263.10      | 0.00%             | 2036-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISO 4% 04/01/47                         | SOUTHERN CAL EDISON REGD 4.00000000                                                              | CUSIP: 842400GG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4584000 | PA      | $3467894.42   | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3120 3.5% 09/01/47                            | FANNIE MAE POOL UMBS P#MA3120 3.50000000                                                         | CUSIP: 31418CPE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    737236 | PA      | $687357.59    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.5% 04/01/34                            | CALIFORNIA ST REGD N/C B/E 7.50000000                                                            | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   5540000 | PA      | $6500229.92   | 0.03%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.75% 08/15/34                         | CHENIERE ENERGY PARTNERS REGD 5.75000000                                                         | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4158357.68   | 0.02%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FNR 2004-46 QB V/R 05/25/34                            | FANNIE MAE REMICS SER 2004-46 CL QB V/R 6.11796000                                               | CUSIP: 31393YT96<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5313 | PA      | $5680.24      | 0.00%             | 2034-05-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FHR 5019 IP 3% 10/25/50                                | FREDDIE MAC REMICS SER 5019 CL IP 3.00000000                                                     | CUSIP: 3137FXHY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1715872 | PA      | $309432.14    | 0.00%             | 2050-10-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL IN 5.25% 03/27/35                         | RELX CAPITAL INC REGD 5.25000000                                                                 | CUSIP: 74949LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1155880.81   | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS O 3.3% 07/15/56                         | PRES & FELLOWS OF HARVAR REGD 3.30000000                                                         | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   4420000 | PA      | $3083693.36   | 0.01%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENI SPA 4.25% 05/09/29                                 | ENI SPA REGD 144A P/P 4.25000000                                                                 | CUSIP: 26874RAJ7<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   2825000 | PA      | $2823859.12   | 0.01%             | 2029-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SCFET 2023-1A D 7% 08/22/33                            | SCF EQUIPMENT LEASING 2023-1 LLC SER 2023-1A CL D REGD 144A P/P 7.00000000                       | CUSIP: 784024AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8558000 | PA      | $8960724.08   | 0.04%             | 2033-08-22      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH ED 3.75% 08/15/47                         | COMMONWEALTH EDISON CO REGD SER 123 3.75000000                                                   | CUSIP: 202795JL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $779102.80    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 05/30/35                                   | BPCE SA REGD V/R 144A P/P 5.93600000                                                             | CUSIP: 05571AAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   5170000 | PA      | $5415353.16   | 0.02%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6989 2.5% 09/01/50                            | FANNIE MAE POOL UMBS P#CA6989 2.50000000                                                         | CUSIP: 3140QEXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9860421 | PA      | $8474086.32   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICA 5.7% 08/15/35                         | REYNOLDS AMERICAN INC REGD 5.70000000                                                            | CUSIP: 761713BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $114505.03    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES  4.25% 06/15/28                         | ANALOG DEVICES INC REGD 4.25000000                                                               | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |  12078000 | PA      | $12162591.41  | 0.05%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q11218 3.5% 09/01/42                           | FREDDIE MAC GOLD POOL P#Q11218 3.50000000                                                        | CUSIP: 3132HMK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1614487 | PA      | $1526727.67   | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA P#555436 6% 5/1/33__                              | FNMA P#555436 6% 5/1/33__ 6.00000000                                                             | CUSIP: 31402RDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27074 | PA      | $28265.94     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA0626 4% 12/20/42                           | GINNIE MAE II POOL P#MA0626 4.00000000                                                           | CUSIP: 36179MVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1054931 | PA      | $1021045.66   | 0.00%             | 2042-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNA 2020-M47 A2 V/R 11/25/30                           | FANNIE MAE-ACES SER 2020-M47 CL A2 V/R 1.25000000                                                | CUSIP: 3136BCGY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13350000 | PA      | $11597931.32  | 0.05%             | 2032-10-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 4.95% 01/15/43                         | ENERGY TRANSFER LP REGD 4.95000000                                                               | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1312745.74   | 0.01%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.1% 11/15/29                         | CROWN CASTLE INC REGD 3.10000000                                                                 | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    875000 | PA      | $832352.40    | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FNR 2004-87 F V/R 01/25/34                             | FANNIE MAE REMICS SER 2004-87 CL F V/R 5.22051000                                                | CUSIP: 31394BNG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36776 | PA      | $37002.35     | 0.00%             | 2034-01-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| OMFIT 2023-2A  5.84% 11/14/27                          | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL A1 REGD 144A P/P 5.84000000               | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16600000 | PA      | $16972860.90  | 0.07%             | 2036-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G01448 7% 08/01/32                             | FREDDIE MAC GOLD POOL P#G01448 7.00000000                                                        | CUSIP: 31283HTD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1610 | PA      | $1682.92      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3760 3.5% 05/01/52                            | FANNIE MAE POOL UMBS P#CB3760 3.50000000                                                         | CUSIP: 3140QPFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4577447 | PA      | $4207970.36   | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2022-129 SA V/R 07/20/52                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-129 CL SA V/R 0.00000000                       | CUSIP: 38383UCS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  39937916 | PA      | $954927.54    | 0.00%             | 2052-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.969% 11/01/47                           | COMCAST CORP REGD SER WI 3.96900000                                                              | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    154000 | PA      | $120340.69    | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GNR 2023-169 EO ZCP 05/20/53                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-169 CL EO ZCP 0.00000000                       | CUSIP: 38384DK63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2157425 | PA      | $1700552.85   | 0.01%             | 2053-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 06/08/29                         | CAPITAL ONE FINANCIAL CO REGD V/R 6.31200000                                                     | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  11130000 | PA      | $11675504.12  | 0.05%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| GNMA II P#BV2402 3.5% 08/20/50                         | GINNIE MAE II POOL P#BV2402 3.50000000                                                           | CUSIP: 3617NFU31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5896115 | PA      | $5378585.68   | 0.02%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2003-112 SA V/R 12/16/33                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-112 CL SA V/R 2.28859000                       | CUSIP: 38374EZ91<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23711 | PA      | $122.40       | 0.00%             | 2033-12-16      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 03/31/29                           | UNITED STATES TREASURY NOTE 4.12500000                                                           | CUSIP: 91282CKG5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2439000 | PA      | $2476156.65   | 0.01%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS  6.65% 10/01/36                         | ONEOK PARTNERS LP REGD 6.65000000                                                                | CUSIP: 68268NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1147338.84   | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HERTZ 2025-4A  5.41% 12/25/30                          | HERTZ VEHICLE FINANCING III LLC SER 2025-4A CL A REGD 144A P/P 5.41000000                        | CUSIP: 42806MDF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2696000 | PA      | $2755001.42   | 0.01%             | 2031-12-25      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UMBS P#AO2970 3% 05/01/42                              | FANNIE MAE POOL UMBS P#AO2970 3.00000000                                                         | CUSIP: 3138LTJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    157357 | PA      | $144860.42    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#849251 V/R 01/01/36                             | FANNIE MAE POOL UMBS P#849251 V/R 6.08200000                                                     | CUSIP: 31408EQC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30539 | PA      | $31190.41     | 0.00%             | 2036-01-01      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| BAFC 2004-2 1C 5.75% 09/20/34                          | BANC OF AMERICA FUNDING 2004-2 TRUST SER 2004-2 CL 1CB1 REGD 5.75000000                          | CUSIP: 06051GBM0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    368440 | PA      | $354526.15    | 0.00%             | 2034-09-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO  3.875% 06/15/47                         | CON EDISON CO OF NY INC REGD SER 2017 3.87500000                                                 | CUSIP: 209111FL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1420417.12   | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLE 4.5% 04/01/48                         | MARATHON PETROLEUM CORP REGD SER WI 4.50000000                                                   | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2426189.94   | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A95856 4% 12/01/40                             | FREDDIE MAC GOLD POOL P#A95856 4.00000000                                                        | CUSIP: 312944QH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    296286 | PA      | $289000.75    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA2754 3.5% 04/20/45                         | GINNIE MAE II POOL P#MA2754 3.50000000                                                           | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2905486 | PA      | $2713352.16   | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO 5.45% 05/15/41                         | NEVADA POWER CO REGD 5.45000000                                                                  | CUSIP: 641423CA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    386000 | PA      | $388423.66    | 0.00%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 05/15/36                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912833Y20<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    121000 | PA      | $75963.03     | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNR 2000-52 IO 8.5% 01/25/31                           | FANNIE MAE REMICS SER 2000-52 CL IO 8.50000000                                                   | CUSIP: 31358SU66<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       518 | PA      | $62.06        | 0.00%             | 2031-01-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA 3.25% 06/01/30                         | DENTSPLY SIRONA INC REGD 3.25000000                                                              | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2760456.03   | 0.01%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH  5.45% 01/23/39                         | ANHEUSER-BUSCH INBEV WOR REGD 5.45000000                                                         | CUSIP: 03523TBU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1239859.67   | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC 6.25% 07/15/33                             | OVINTIV INC REGD 6.25000000                                                                      | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3538912.61   | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FNR 2005-66 ZH 5.75% 07/25/35                          | FANNIE MAE REMICS SER 2005-66 CL ZH 5.75000000                                                   | CUSIP: 31394EKW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    653025 | PA      | $677798.00    | 0.00%             | 2035-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GNR 2007-36 SE V/R 06/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-36 CL SE V/R 2.20859000                        | CUSIP: 38375KHZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30341 | PA      | $367.77       | 0.00%             | 2037-06-16      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C00452 7% 04/01/26                             | FREDDIE MAC GOLD POOL P#C00452 7.00000000                                                        | CUSIP: 31292GQD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        18 | PA      | $18.51        | 0.00%             | 2026-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL 4.8% 10/24/30                         | AVIATION CAPITAL GROUP REGD 144A P/P 4.80000000                                                  | CUSIP: 05369AAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5994505.92   | 0.03%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-1A  6.79% 02/15/26                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 6.79000000           | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3345000 | PA      | $3434791.51   | 0.01%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0760 2.5% 12/01/35                            | FREDDIE MAC POOL UMBS P#SB0760 2.50000000                                                        | CUSIP: 3132CWZZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    636091 | PA      | $602730.87    | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U90690 3.5% 06/01/42                           | FREDDIE MAC GOLD POOL P#U90690 3.50000000                                                        | CUSIP: 3132H3XT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    772460 | PA      | $729990.05    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4437 2% 10/01/51                              | FANNIE MAE POOL UMBS P#MA4437 2.00000000                                                         | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2762335 | PA      | $2239391.20   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2004-74 SW V/R 11/25/31                            | FANNIE MAE REMICS SER 2004-74 CL SW V/R 6.49810000                                               | CUSIP: 31394AR81<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4568 | PA      | $5070.27      | 0.00%             | 2031-11-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5931 2.5% 02/01/51                            | FANNIE MAE POOL UMBS P#FM5931 2.50000000                                                         | CUSIP: 3140X9SV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3318391 | PA      | $2835220.14   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERP 4.35% 03/15/31                         | FERGUSON ENTERPRISES INC REGD 4.35000000                                                         | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   4156000 | PA      | $4128613.87   | 0.02%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GNR 2022-126 CS V/R 07/20/52                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-126 CL CS V/R 0.00000000                       | CUSIP: 38383T2H5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20173331 | PA      | $419185.67    | 0.00%             | 2052-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60065 4% 09/01/43                             | FREDDIE MAC GOLD POOL P#G60065 4.00000000                                                        | CUSIP: 31335ACA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2072781 | PA      | $2029934.82   | 0.01%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2801 3% 03/01/50                              | FANNIE MAE POOL UMBS P#FM2801 3.00000000                                                         | CUSIP: 3140X6DF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1845357 | PA      | $1648195.63   | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2006-22 AO ZCP 05/20/36                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2006-22 CL AO ZCP 0.00000000                        | CUSIP: 38374M2N8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20786 | PA      | $17364.66     | 0.00%             | 2036-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNR 2008-96 SL V/R 12/20/38                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-96 CL SL V/R 1.75008000                        | CUSIP: 38375PY88<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41947 | PA      | $918.17       | 0.00%             | 2038-12-20      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUT 9.375% 08/15/39                         | NATIONWIDE MUTUAL INSURA REGD P/P 9.37500000                                                     | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   7150000 | PA      | $9695274.09   | 0.04%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FNR 2006-33 LS V/R 05/25/36                            | FANNIE MAE REMICS SER 2006-33 CL LS V/R 10.03270500                                              | CUSIP: 31395DKV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5285 | PA      | $6441.03      | 0.00%             | 2036-05-25      | Variable      | 10.03%                | No            |                  2 | On Loan: No      |
| UMBS P#CB2610 2% 01/01/52                              | FANNIE MAE POOL UMBS P#CB2610 2.00000000                                                         | CUSIP: 3140QM3U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12125308 | PA      | $9886050.25   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA 6.8% 11/29/32                         | ARCELORMITTAL SA REGD 6.80000000                                                                 | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   3000000 | PA      | $3337296.78   | 0.01%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A97620 4.5% 03/01/41                           | FREDDIE MAC GOLD POOL P#A97620 4.50000000                                                        | CUSIP: 312946PD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65777 | PA      | $65913.02     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNR 2011-75 FA V/R 08/25/41                            | FANNIE MAE REMICS SER 2011-75 CL FA V/R 5.02051000                                               | CUSIP: 3136A0GK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17911 | PA      | $17875.48     | 0.00%             | 2041-08-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5680 2% 08/01/51                              | FREDDIE MAC POOL UMBS P#RA5680 2.00000000                                                        | CUSIP: 3133KMJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    628054 | PA      | $509655.01    | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.987% 11/01/63                           | COMCAST CORP REGD SER WI 2.98700000                                                              | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $1701630.51   | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATI 5.95% 04/01/30                         | SYSCO CORPORATION REGD 5.95000000                                                                | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5299963.35   | 0.02%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G01864 5% 01/01/34                             | FREDDIE MAC GOLD POOL P#G01864 5.00000000                                                        | CUSIP: 3128LXB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7223 | PA      | $7330.53      | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNR 2008-27 SN V/R 04/25/38                            | FANNIE MAE REMICS SER 2008-27 CL SN V/R 2.42949000                                               | CUSIP: 31396Y4G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25411 | PA      | $2718.70      | 0.00%             | 2038-04-25      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| FNR 2006-95 SG V/R 10/25/36                            | FANNIE MAE REMICS SER 2006-95 CL SG V/R 8.31796000                                               | CUSIP: 31396K4K5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6463 | PA      | $8041.11      | 0.00%             | 2036-10-25      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q05426 4% 01/01/42                             | FREDDIE MAC GOLD POOL P#Q05426 4.00000000                                                        | CUSIP: 3132GLVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47194 | PA      | $45955.68     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNW 2009-W1 A 6% 12/25/49                              | FANNIE MAE REMIC TRUST 2009-W1 SER 2009-W1 CL A 6.00000000                                       | CUSIP: 31398F7A3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     96909 | PA      | $100409.39    | 0.00%             | 2049-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP 3.35% 09/15/49                                | CSX CORP REGD 3.35000000                                                                         | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    305000 | PA      | $218360.09    | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| OHIO ST UNIV 4.8% 06/01/11                             | OHIO ST UNIV REGD N/C OID B/E 4.80000000                                                         | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |   1102000 | PA      | $938696.82    | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY I 5.4% 02/15/35                         | COTERRA ENERGY INC REGD 5.40000000                                                               | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   2575000 | PA      | $2595552.23   | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AM 3% 02/10/27                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 3.00000000                                                 | CUSIP: 44891ABG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $663298.38    | 0.00%             | 2027-02-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM2 A V/R 04/25/70                          | GCAT 2025-NQM2 TRUST SER 2025-NQM2 CL A1 V/R REGD 144A P/P 5.60400000                            | CUSIP: 36171HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11642861 | PA      | $11753072.73  | 0.05%             | 2070-04-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER &  5.4% 09/01/35                         | FLORIDA POWER & LIGHT CO REGD 5.40000000                                                         | CUSIP: 341081EU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $729716.51    | 0.00%             | 2035-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 02/15/45                            | UNITED STATES TREASURY BOND 4.75000000                                                           | CUSIP: 912810UJ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  36697000 | PA      | $36926356.25  | 0.16%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FNR 2014-11 VB 4.5% 04/25/42                           | FANNIE MAE REMICS SER 2014-11 CL VB 4.50000000                                                   | CUSIP: 3136AJGX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1424964 | PA      | $1420462.61   | 0.01%             | 2042-04-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOODG 2019-2A  2.76% 10/15/31                          | GOODGREEN 2019-2 SER 2019-2A CL A REGD 144A P/P 2.76000000                                       | CUSIP: 38218EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2285794 | PA      | $1968779.29   | 0.01%             | 2055-04-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY                                       | TENNESSEE VALLEY                0% STRIP 15/03/32 USD1000'A 0.00000000                           | CUSIP: 88059E5J9<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   1514000 | PA      | $1163190.44   | 0.00%             | 2032-03-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-1 C 5.65% 01/15/27                          | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-1 SER 2024-1 CL C REGD 5.65000000             | CUSIP: 107933AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5403000 | PA      | $5459819.57   | 0.02%             | 2029-04-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.625%10/15/36                         | ENERGY TRANSFER LP REGD 6.62500000                                                               | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2178504.94   | 0.01%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD0198 5.5% 09/01/38                            | FANNIE MAE POOL UMBS P#AD0198 5.50000000                                                         | CUSIP: 31418MGG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    238483 | PA      | $248132.97    | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM 5.6% 03/15/40                         | NEW YORK ST DORM AUTH ST PERSO REGD N/C B/E 5.60000000                                           | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    260000 | PA      | $267888.37    | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.388% 05/01/31                          | BOEING CO/THE REGD SER WI 6.38800000                                                             | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1557434.31   | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| FHR 3860 PZ 5% 05/15/41                                | FREDDIE MAC REMICS SER 3860 CL PZ 5.00000000                                                     | CUSIP: 3137AAYT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1013366 | PA      | $1024921.23   | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABO V/R 05/27/31                         | COOPERATIEVE RABOBANK UA REGD V/R 144A P/P 4.99000000                                            | CUSIP: 74977RDV3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5450000 | PA      | $5565102.20   | 0.02%             | 2031-05-27      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| UMBS P#995656 7% 06/01/33                              | FANNIE MAE POOL UMBS P#995656 7.00000000                                                         | CUSIP: 31416CBZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19642 | PA      | $20506.23     | 0.00%             | 2033-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8868 3% 02/01/51                              | FANNIE MAE POOL UMBS P#CA8868 3.00000000                                                         | CUSIP: 3140QG2A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1152074 | PA      | $1034942.15   | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2002-13 ST V/R 03/25/32                            | FANNIE MAE REMICS SER 2002-13 CL ST V/R 10.00000000                                              | CUSIP: 31392B5S1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       116 | PA      | $121.72       | 0.00%             | 2032-03-25      | Variable      | 10.00%                | No            |                  2 | On Loan: No      |
| CWL 2005-17 1AF5 V/R 03/25/36                          | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-17 SER 2005-17 CL 1AF5 V/R REGD 5.56400000            | CUSIP: 126670QV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3518 | PA      | $3346.59      | 0.00%             | 2036-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3182 3.5% 11/01/47                            | FANNIE MAE POOL UMBS P#MA3182 3.50000000                                                         | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2066966 | PA      | $1927577.24   | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 02/15/44                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834NF1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  18735000 | PA      | $7597787.22   | 0.03%             | 2044-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOFI 2020-A A2 2.54% 07/17/28                          | SOFI PROFESSIONAL LOAN PROGRAM 2020-ATRUST SER 2020-A CL A2FX REGD 144A P/P 2.54000000           | CUSIP: 83406TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2415683 | PA      | $2336851.71   | 0.01%             | 2046-05-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| FNR 2002-37 Z 6.5% 06/25/32                            | FANNIE MAE REMICS SER 2002-37 CL Z 6.50000000                                                    | CUSIP: 31392DCF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5684 | PA      | $5873.03      | 0.00%             | 2032-06-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.2% 03/15/45                                | ONEOK INC REGD 4.20000000                                                                        | CUSIP: 682680BW2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5725000 | PA      | $4441724.93   | 0.02%             | 2045-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G03777 5% 11/01/36                             | FREDDIE MAC GOLD POOL P#G03777 5.00000000                                                        | CUSIP: 3128M5Q60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20740 | PA      | $21250.89     | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 01/27/30                         | NATWEST GROUP PLC REGD V/R 5.07600000                                                            | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   9010000 | PA      | $9202248.17   | 0.04%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A91387 5% 03/01/40                             | FREDDIE MAC GOLD POOL P#A91387 5.00000000                                                        | CUSIP: 312939RG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    611821 | PA      | $627313.38    | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHR 3393 JO V/R 09/15/32                               | FREDDIE MAC REMICS SER 3393 CL JO V/R 0.00000000                                                 | CUSIP: 31397PGA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    288772 | PA      | $262079.23    | 0.00%             | 2032-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4285 6% 11/20/38                             | GINNIE MAE II POOL P#4285 6.00000000                                                             | CUSIP: 36202EXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1177 | PA      | $1188.27      | 0.00%             | 2038-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S V/R 03/04/31                           | DANSKE BANK A/S REGD V/R 144A P/P MTN 5.01900000                                                 | CUSIP: 23636ABK6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   7680000 | PA      | $7825128.65   | 0.03%             | 2031-03-04      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18 4.125% 09/20/31                         | BRITISH AIR 18-1 A PTT REGD 144A P/P 4.12500000                                                  | CUSIP: 11043HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1361692 | PA      | $1311922.46   | 0.01%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLD 4.45% 07/15/45                         | BLACKSTONE HOLDINGS FINA REGD P/P 4.45000000                                                     | CUSIP: 09256BAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $147731.11    | 0.00%             | 2045-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07770 5% 10/01/39                             | FREDDIE MAC GOLD POOL P#G07770 5.00000000                                                        | CUSIP: 3128M96F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    155013 | PA      | $159125.29    | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G06493 4.5% 05/01/41                           | FREDDIE MAC GOLD POOL P#G06493 4.50000000                                                        | CUSIP: 3128M8RN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    591777 | PA      | $592698.13    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4721 4.5% 09/20/47                         | GINNIE MAE II POOL P#MA4721 4.50000000                                                           | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2300445 | PA      | $2288175.61   | 0.01%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 2586 WI 6.5% 03/15/33                              | FREDDIE MAC REMICS SER 2586 CL WI 6.50000000                                                     | CUSIP: 31393MWB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5536 | PA      | $732.28       | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.7% 03/08/33                             | ENBRIDGE INC REGD 5.70000000                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2430000 | PA      | $2557228.60   | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CO5547 V/R 05/20/72                          | GINNIE MAE II POOL P#CO5547 V/R 5.75100000                                                       | CUSIP: 3617FHEU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10396816 | PA      | $10870290.85  | 0.05%             | 2072-05-20      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 06/30/29                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CKX8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  23088000 | PA      | $23547054.32  | 0.10%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GNMA II P#4224 7% 08/20/38                             | GINNIE MAE II POOL P#4224 7.00000000                                                             | CUSIP: 36202EVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5768 | PA      | $6074.53      | 0.00%             | 2038-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FHRR R006 ZA 6% 04/15/36                               | FREDDIE MAC REFERENCE REMIC SER R006 CL ZA 6.00000000                                            | CUSIP: 31396JT21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     96400 | PA      | $102089.22    | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 08/15/35                            | UNITED STATES TREASURY NOTE 4.25000000                                                           | CUSIP: 91282CNT4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  49557000 | PA      | $49959650.63  | 0.21%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY INC 2.9% 09/15/29                               | EVERGY INC REGD 2.90000000                                                                       | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1104933.71   | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#BE8354 4% 03/01/48                              | FANNIE MAE POOL UMBS P#BE8354 4.00000000                                                         | CUSIP: 3140FUH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    812551 | PA      | $780062.01    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2007-98 FB V/R 06/25/37                            | FANNIE MAE REMICS SER 2007-98 CL FB V/R 4.92051000                                               | CUSIP: 31396XJ70<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7682 | PA      | $7596.75      | 0.00%             | 2037-06-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY 2.85% 08/15/26                         | DOMINION ENERGY INC REGD SER D 2.85000000                                                        | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    304000 | PA      | $300804.61    | 0.00%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RTX CORP 5.15% 02/27/33                                | RTX CORP REGD 5.15000000                                                                         | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2076000 | PA      | $2150202.41   | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08457 4.5% 08/01/41                           | FREDDIE MAC GOLD POOL P#G08457 4.50000000                                                        | CUSIP: 3128MJQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    156324 | PA      | $156535.64    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO 4.4% 10/15/30                         | HP ENTERPRISE CO REGD 4.40000000                                                                 | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   8180000 | PA      | $8130336.93   | 0.03%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 02/15/34                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CJZ5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  27986000 | PA      | $27912755.32  | 0.12%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08624 4% 01/01/45                             | FREDDIE MAC GOLD POOL P#G08624 4.00000000                                                        | CUSIP: 3128MJVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    106923 | PA      | $103134.79    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.9% 05/01/49                                | BOEING CO REGD 3.90000000                                                                        | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5784000 | PA      | $4358430.42   | 0.02%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UMBS P#975376 5.5% 06/01/38                            | FANNIE MAE POOL UMBS P#975376 5.50000000                                                         | CUSIP: 31414TCM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    268816 | PA      | $278832.62    | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNR 2012-H21 CF V/R 05/20/61                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2012-H21 CL CF V/R 5.16582000                       | CUSIP: 38375BWA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       476 | PA      | $476.37       | 0.00%             | 2061-05-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A47999 5% 08/01/35                             | FREDDIE MAC GOLD POOL P#A47999 5.00000000                                                        | CUSIP: 3128K83G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    300959 | PA      | $305455.93    | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q45458 4% 08/01/46                             | FREDDIE MAC GOLD POOL P#Q45458 4.00000000                                                        | CUSIP: 3132WKB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    807521 | PA      | $775408.66    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 3153 EO ZCP 05/15/36                               | FREDDIE MAC REMICS SER 3153 CL EO ZCP 0.00000000                                                 | CUSIP: 31396RKM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16175 | PA      | $14129.22     | 0.00%             | 2036-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019 4.55% 08/25/31                         | UNITED AIR 2019-1 A PTT REGD SER A 4.55000000                                                    | CUSIP: 90931EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1462087 | PA      | $1404465.31   | 0.01%             | 2031-08-25      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4110 2.5% 03/01/52                            | FANNIE MAE POOL UMBS P#FS4110 2.50000000                                                         | CUSIP: 3140XKR85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1794887 | PA      | $1514810.44   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHR 3611 PO ZCP 07/15/34                               | FREDDIE MAC REMICS SER 3611 CL PO ZCP 0.00000000                                                 | CUSIP: 31398LSE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33128 | PA      | $29543.68     | 0.00%             | 2034-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERE V/R 05/14/35                         | STANDARD CHARTERED PLC REGD V/R 144A P/P 5.90500000                                              | CUSIP: 853254DC1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2111958.34   | 0.01%             | 2035-05-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7767 2.5% 12/20/51                         | GINNIE MAE II POOL P#MA7767 2.50000000                                                           | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10021267 | PA      | $8631508.97   | 0.04%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C03466 5.5% 03/01/40                           | FREDDIE MAC GOLD POOL P#C03466 5.50000000                                                        | CUSIP: 31292KZ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8223 | PA      | $8525.71      | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB6524 3.5% 10/01/42                            | FANNIE MAE POOL UMBS P#AB6524 3.50000000                                                         | CUSIP: 31417DHA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225954 | PA      | $213085.19    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNA 2018-M3 A2 V/R 02/25/30                            | FANNIE MAE-ACES SER 2018-M3 CL A2 V/R 3.16000000                                                 | CUSIP: 3136B1LF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1604294 | PA      | $1543587.87   | 0.01%             | 2030-02-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-2A  5.57% 10/20/27                          | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-2A CL B REGD 144A P/P 5.57000000               | CUSIP: 05377RJH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1426686.24   | 0.01%             | 2028-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SAINT JOHNS CN 2.538% 10/01/30                         | SAINT JOHNS CNTY FL INDL DEV A REGD B/E AG 2.53800000                                            | CUSIP: 790417AQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  10000000 | PA      | $9137768.00   | 0.04%             | 2030-10-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C09044 3.5% 07/01/43                           | FREDDIE MAC GOLD POOL P#C09044 3.50000000                                                        | CUSIP: 31292SBM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    170258 | PA      | $160720.13    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLMC P#782760 V/R 11/01/36                            | FREDDIE MAC NON GOLD POOL P#782760 V/R 6.54300000                                                | CUSIP: 31349UB56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22368 | PA      | $23169.87     | 0.00%             | 2036-11-01      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS 5.41% 05/17/29                         | NATWEST MARKETS PLC REGD 144A P/P 5.41000000                                                     | CUSIP: 63906YAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4475000 | PA      | $4641556.86   | 0.02%             | 2029-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 2% OCT 25                                | UMBS TBA 30YR 2% OCT 25        TO BE ANNOUNCED 2.00000000                                        | CUSIP: 01F0206A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  43905000 | PA      | $35377084.23  | 0.15%             | 2055-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC 4.95% 08/15/29                          | BORGWARNER INC REGD 4.95000000                                                                   | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3062992.17   | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST TO 5.851% 12/01/34                         | ILLINOIS ST TOLL HIGHWAY AUTH REGD N/C B/E 5.85100000                                            | CUSIP: 452252FK0<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |   7500000 | PA      | $7889607.00   | 0.03%             | 2034-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  5.55% 03/15/54                         | NEXTERA ENERGY CAPITAL REGD 5.55000000                                                           | CUSIP: 65339KCV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4893673.95   | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB7473 3% 01/01/43                              | FANNIE MAE POOL UMBS P#AB7473 3.00000000                                                         | CUSIP: 31417EJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    492299 | PA      | $452739.65    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BMARK 2025-V1 4.357% 07/15/30                          | BENCHMARK 2025-V17 MORTGAGE TRUST SER 2025-V17 CL A2 REGD 4.35711000                             | CUSIP: 081934AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10400000 | PA      | $10345344.88  | 0.04%             | 2058-09-15      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF N 5.647% 11/01/40                         | PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E GO OF A 5.64700000                                   | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1260000 | PA      | $1342857.47   | 0.01%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.338% 05/04/53                         | UNITED MEXICAN STATES REGD 6.33800000                                                            | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    356000 | PA      | $345854.00    | 0.00%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FHR 3704 ET 7.5% 12/15/36                              | FREDDIE MAC REMICS SER 3704 CL ET 7.50000000                                                     | CUSIP: 3137A0YK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148254 | PA      | $163153.57    | 0.00%             | 2036-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  3.5% 08/15/46                         | BALTIMORE GAS & ELECTRIC REGD 3.50000000                                                         | CUSIP: 059165EH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    375000 | PA      | $283214.46    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8128 2% 02/01/51                              | FREDDIE MAC POOL UMBS P#SD8128 2.00000000                                                        | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  15530123 | PA      | $12628376.85  | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRE 5.538% 01/22/30                         | BANQUE FED CRED MUTUEL REGD 144A P/P 5.53800000                                                  | CUSIP: 06675DCN0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2835000 | PA      | $2951705.04   | 0.01%             | 2030-01-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CIM 2024-R1 A1 V/R 06/25/64                            | CIM TRUST 2024-R1 SER 2024-R1 CL A1 V/R REGD 144A P/P 4.75000000                                 | CUSIP: 17179VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5321297 | PA      | $5284815.90   | 0.02%             | 2064-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 05/31/30                               | UNITED STATES TREASURY NOTE 4.00000000                                                           | CUSIP: 91282CNG2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  32041000 | PA      | $32416480.47  | 0.14%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNR 2018-160 PA 3.5% 07/20/46                          | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-160 CL PA 3.50000000                           | CUSIP: 38381AH74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    439227 | PA      | $434072.43    | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-6 A1 V/R 10/25/57                            | TOWD POINT MORTGAGE TRUST 2017-6 SER 2017-6 CL A1 V/R REGD 144A P/P 2.75000000                   | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    931455 | PA      | $916926.55    | 0.00%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/27/32                         | GOLDMAN SACHS GROUP INC REGD V/R 1.99200000                                                      | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7395000 | PA      | $6525577.25   | 0.03%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES 2.35% 01/15/32                         | QUANTA SERVICES INC REGD 2.35000000                                                              | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2602505.24   | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04949 6.5% 11/01/37                           | FREDDIE MAC GOLD POOL P#G04949 6.50000000                                                        | CUSIP: 3128M6ZN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17748 | PA      | $18840.62     | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA 6.582% 05/15/39                         | LOS ANGELES CA DEPT OF ARPTS REGD N/C B/E 6.58200000                                             | CUSIP: 544435C32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1365000 | PA      | $1482820.53   | 0.01%             | 2039-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN 4.45% 11/21/44                         | PARKER-HANNIFIN CORP REGD MTN 4.45000000                                                         | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    333000 | PA      | $295607.50    | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOL 2.85% 01/15/32                         | SAFEHOLD GL HOLDINGS LLC REGD 2.85000000                                                         | CUSIP: 78646UAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4308000 | PA      | $3822613.38   | 0.02%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#AM7516 3.55% 02/01/30                           | FANNIE MAE POOL UMBS P#AM7516 3.55000000                                                         | CUSIP: 3138L8K60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1468427.12   | 0.01%             | 2030-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FHR 2430 WF 6.5% 03/15/32                              | FREDDIE MAC REMICS SER 2430 CL WF 6.50000000                                                     | CUSIP: 31339NW36<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11102 | PA      | $11627.63     | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SAMI 2005-AR5 A3 V/R 07/19/35                          | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2005-AR5 SER 2005-AR5 CL A3 V/R REGD 4.74807000   | CUSIP: 86359LPF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104268 | PA      | $102590.05    | 0.00%             | 2035-07-19      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GNR 2008-7 SP V/R 10/20/37                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-7 CL SP V/R 4.90016000                         | CUSIP: 38375PQ61<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7580 | PA      | $7590.02      | 0.00%             | 2037-10-20      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| CHAOT 2025-1A  4.38% 06/25/29                          | CHASE AUTO OWNER TRUST 2025-1 SER 2025-1A CL A4 REGD 144A P/P 4.38000000                         | CUSIP: 16145NAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6796504 | PA      | $6850202.50   | 0.03%             | 2030-10-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FHR 3085 WF V/R 08/15/35                               | FREDDIE MAC REMICS SER 3085 CL WF V/R 5.28656000                                                 | CUSIP: 31396FSM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16388 | PA      | $16452.84     | 0.00%             | 2035-08-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 4.85% 07/15/26                               | ONEOK INC REGD 4.85000000                                                                        | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   9455000 | PA      | $9486953.93   | 0.04%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q42018 3.5% 07/01/46                           | FREDDIE MAC GOLD POOL P#Q42018 3.50000000                                                        | CUSIP: 3132WFG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1377806 | PA      | $1289321.51   | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC 5.85% 04/01/55                            | NISOURCE INC REGD 5.85000000                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2397000 | PA      | $2430869.03   | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1K0046 V/R 10/01/36                            | FREDDIE MAC NON GOLD POOL P#1K0046 V/R 7.35500000                                                | CUSIP: 3128NUBP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9892 | PA      | $10166.40     | 0.00%             | 2036-10-01      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.4% 02/12/52                         | UNITED MEXICAN STATES REGD 4.40000000                                                            | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   1340000 | PA      | $999037.00    | 0.00%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FNS 345 6 V/R 12/25/33                                 | FANNIE MAE INTEREST STRIP SER 345 CL 6 V/R 5.00000000                                            | CUSIP: 3136FCCH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3275 | PA      | $373.80       | 0.00%             | 2033-12-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GNR 2017-H11 LI V/R 05/20/67                           | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H11 CL LI V/R 2.60549000                       | CUSIP: 38376R3Z7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4429913 | PA      | $366340.52    | 0.00%             | 2067-05-20      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 3.126% 03/15/27                          | CSAIL 2017-C8 COMMERCIAL MORTGAGE TRUST SER 2017-C8 CL A3 REGD 3.12658000                        | CUSIP: 12595BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5622307 | PA      | $5502776.87   | 0.02%             | 2050-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL P 5.1% 01/15/35                         | JERSEY CENTRAL PWR & LT REGD 5.10000000                                                          | CUSIP: 476556DF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    960000 | PA      | $972937.56    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CMLTI 2004-UST1  V/R 08/25/34                          | CITIGROUP MORTGAGE LOAN TRUST 2004-UST1 SER 2004-UST1 CL A6 V/R REGD 6.22501000                  | CUSIP: 17307GLD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3203 | PA      | $3061.11      | 0.00%             | 2034-08-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| FHR 3793 AB 3.5% 01/15/26                              | FREDDIE MAC REMICS SER 3793 CL AB 3.50000000                                                     | CUSIP: 3137A5DZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9742 | PA      | $9714.02      | 0.00%             | 2026-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2011-75 SM V/R 05/20/41                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2011-75 CL SM V/R 2.35008000                        | CUSIP: 38377WFA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     94516 | PA      | $6243.72      | 0.00%             | 2041-05-20      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 2.9% 02/10/29                         | FORD MOTOR CREDIT CO LLC REGD 2.90000000                                                         | CUSIP: 345397B93<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6720000 | PA      | $6226256.53   | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHASE 2007-A1 1A V/R 02/25/37                          | CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 SER 2007-A1 CL 1A3 V/R REGD 6.52186000               | CUSIP: 161630AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4884 | PA      | $4877.82      | 0.00%             | 2037-02-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6039 3.5% 07/20/49                         | GINNIE MAE II POOL P#MA6039 3.50000000                                                           | CUSIP: 36179UV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1187790 | PA      | $1093539.57   | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2019-92 S V/R 07/20/49                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-92 CL S V/R 0.00000000                         | CUSIP: 38381WV62<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16744739 | PA      | $196387.33    | 0.00%             | 2049-07-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEA 5.4% 10/07/35                         | GILDAN ACTIVEWEAR INC REGD 144A P/P 5.40000000                                                   | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   1150000 | PA      | $1150159.72   | 0.00%             | 2035-10-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP 5.5% 06/01/34                                  | MPLX LP REGD 5.50000000                                                                          | CUSIP: 55336VBX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6610000 | PA      | $6736191.71   | 0.03%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8490 5% 12/20/52                           | GINNIE MAE II POOL P#MA8490 5.00000000                                                           | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1455492 | PA      | $1458187.76   | 0.01%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 11/15/30                            | BROADCOM INC REGD SER WI 4.15000000                                                              | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7884000 | PA      | $7852983.71   | 0.03%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 11/15/40                              | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                                               | CUSIP: 912834JH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  20090000 | PA      | $9817321.84   | 0.04%             | 2040-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 4.6% 02/10/48                         | UNITED MEXICAN STATES REGD 4.60000000                                                            | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |   1482000 | PA      | $1167371.40   | 0.00%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2707 3% 08/01/36                              | FANNIE MAE POOL UMBS P#MA2707 3.00000000                                                         | CUSIP: 31418CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    371018 | PA      | $352117.88    | 0.00%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.45% 09/26/30                             | ORACLE CORP REGD 4.45000000                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  12805000 | PA      | $12798717.35  | 0.05%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP 4.35% 04/15/47                                | RTX CORP REGD SER WI 4.35000000                                                                  | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    970000 | PA      | $830702.56    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#896463 V/R 10/01/34                             | FANNIE MAE POOL UMBS P#896463 V/R 6.44200000                                                     | CUSIP: 31410S5Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7401 | PA      | $7659.57      | 0.00%             | 2034-10-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1757 5% 06/01/54                              | FREDDIE MAC POOL UMBS P#RJ1757 5.00000000                                                        | CUSIP: 3142GR5T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2866578 | PA      | $2867126.73   | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.3% 05/14/36                               | ABBVIE INC REGD 4.30000000                                                                       | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4495000 | PA      | $4320003.54   | 0.02%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FNGT 2004-T2 1A 7.5% 11/25/43                          | FANNIE MAE GRANTOR TRUST 2004-T2 SER 2004-T2 CL 1A4 7.50000000                                   | CUSIP: 31393X7D3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72557 | PA      | $73506.41     | 0.00%             | 2043-11-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AN9486 3.57% 06/01/28                           | FANNIE MAE POOL UMBS P#AN9486 3.57000000                                                         | CUSIP: 3138LNRG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8075099 | PA      | $7994226.56   | 0.03%             | 2028-06-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL  V/R 07/08/36                         | MIZUHO FINANCIAL GROUP REGD V/R 5.32300000                                                       | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   9625000 | PA      | $9893861.00   | 0.04%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERA 3.625% 03/01/41                         | SOCIETE GENERALE REGD 144A P/P MTN 3.62500000                                                    | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   6000000 | PA      | $4478997.60   | 0.02%             | 2041-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPE 4.42% 12/15/46                         | KEURIG DR PEPPER INC REGD 4.42000000                                                             | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3119472.20   | 0.01%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| FNGT 2004-T1 1A 6.5% 01/25/44                          | FANNIE MAE GRANTOR TRUST 2004-T1 SER 2004-T1 CL 1A2 6.50000000                                   | CUSIP: 31393XFT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7477 | PA      | $7696.82      | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4184 4% 01/01/45                              | FANNIE MAE POOL UMBS P#AS4184 4.00000000                                                         | CUSIP: 3138WDUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1959149 | PA      | $1886211.03   | 0.01%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5846 2.5% 09/01/52                            | FANNIE MAE POOL UMBS P#FS5846 2.50000000                                                         | CUSIP: 3140XMP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    952906 | PA      | $805103.70    | 0.00%             | 2052-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORDR 2023-1 A 4.85% 02/15/28                          | FORD CREDIT AUTO OWNER TRUST 2023-REV1 SER 2023-1 CL A REGD 144A P/P 4.85000000                  | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18470000 | PA      | $18795537.44  | 0.08%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UMBS P#AK4025 3.5% 02/01/42                            | FANNIE MAE POOL UMBS P#AK4025 3.50000000                                                         | CUSIP: 3138E8PK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126593 | PA      | $119879.91    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2008-42 AO ZCP 09/25/36                            | FANNIE MAE REMICS SER 2008-42 CL AO ZCP 0.00000000                                               | CUSIP: 31397LPC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5160 | PA      | $4464.82      | 0.00%             | 2036-09-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INT 3.5% 04/06/28                         | ENEL FINANCE INTL NV REGD 144A P/P 3.50000000                                                    | CUSIP: 29278GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    900000 | PA      | $883593.72    | 0.00%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC3740 5.5% 09/01/39                            | FANNIE MAE POOL UMBS P#AC3740 5.50000000                                                         | CUSIP: 31417NEN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16605 | PA      | $17151.93     | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A46987 5.5% 07/01/35                           | FREDDIE MAC GOLD POOL P#A46987 5.50000000                                                        | CUSIP: 3128K7XQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24040 | PA      | $24955.27     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 2.6% 06/15/31                         | COX COMMUNICATIONS INC REGD 144A P/P 2.60000000                                                  | CUSIP: 224044CN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15920000 | PA      | $14187331.52  | 0.06%             | 2031-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WFCM 2020-C58  1.81% 09/15/30                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C58 SER 2020-C58 CL A3 REGD 1.81000000                | CUSIP: 95002UAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22369851 | PA      | $20185526.45  | 0.08%             | 2053-07-15      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0109 4% 01/01/49                              | FREDDIE MAC POOL UMBS P#SD0109 4.00000000                                                        | CUSIP: 3132DMDN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2318244 | PA      | $2226679.09   | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE 5.1% 09/12/34                         | WOODSIDE FINANCE LTD REGD 5.10000000                                                             | CUSIP: 980236AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $6946510.90   | 0.03%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SEMT 2004-10 A1A V/R 11/20/34                          | SEQUOIA MORTGAGE TRUST 2004-10 SER 2004-10 CL A1A V/R REGD 4.86992000                            | CUSIP: 81744FET0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12638 | PA      | $11988.43     | 0.00%             | 2034-11-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS SER 2007-1                           | FANNIE MAE REMICS SER 2007-109  CL AI V/R 1.92949000                                             | CUSIP: 31396XY73<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     59426 | PA      | $5281.53      | 0.00%             | 2037-12-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GRO 3.5% 08/15/39                         | UNITEDHEALTH GROUP INC REGD 3.50000000                                                           | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1397123.90   | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 2835 QO ZCP 12/15/32                               | FREDDIE MAC REMICS SER 2835 CL QO ZCP 0.00000000                                                 | CUSIP: 31395FEZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5432 | PA      | $4873.92      | 0.00%             | 2032-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STACR 2025-DNA3  V/R 09/25/45                          | FREDDIE MAC STACR REMIC TRUST 2025-DNA3 SER 2025-DNA3 CL M1 V/R REGD 144A P/P 5.47041000         | CUSIP: 35564UAR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7897000 | PA      | $7901935.63   | 0.03%             | 2045-09-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 A V/R 02/25/28                          | VCAT 2025-NPL3 LLC SER 2025-NPL3 CL A1 V/R REGD 144A P/P 5.88900000                              | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600020 | PA      | $600649.88    | 0.00%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO 5.4% 04/01/34                             | EVERGY METRO REGD 5.40000000                                                                     | CUSIP: 30037DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1066001.46   | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 A V/R 06/25/28                          | PRET 2025-NPL6 LLC SER 2025-NPL6 CL A1 V/R REGD 144A P/P 5.74370000                              | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5361076 | PA      | $5387568.39   | 0.02%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN E 6.95% 01/15/38                         | KINDER MORGAN ENER PART REGD MTN 6.95000000                                                      | CUSIP: 494550AW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8490000 | PA      | $9546738.50   | 0.04%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM7037 V/R 03/01/32                             | FANNIE MAE POOL UMBS P#BM7037 V/R 1.75461300                                                     | CUSIP: 3140JBZB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14930377 | PA      | $12970933.90  | 0.05%             | 2032-03-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| FORDR 2025-1 A V/R 02/15/30                            | FORD CREDIT AUTO OWNER TRUST/FORD CREDIT SER 2025-1 CL A V/R REGD 144A P/P 4.86000000            | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  37225000 | PA      | $38190504.83  | 0.16%             | 2037-08-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| GMCAR 2023-4 C 6.41% 05/16/27                          | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4 CL C REGD 6.41000000        | CUSIP: 379930AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1239938.88   | 0.01%             | 2029-05-16      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| KSBA 2012-2 A V/R 08/25/38                             | KGS-ALPHA SBA COOF TRUST 2012-2 SER 2012-2 CL A V/R REGD 144A P/P 0.95328000                     | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    488750 | PA      | $8541.44      | 0.00%             | 2038-08-25      | Variable      | 0.95%                 | No            |                  2 | On Loan: No      |
| GNR 2007-36 HO ZCP 06/16/37                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2007-36 CL HO ZCP 0.00000000                        | CUSIP: 38375KKT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7076 | PA      | $5731.49      | 0.00%             | 2037-06-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NALT 2023-B A4 5.61% 11/17/25                          | NISSAN AUTO LEASE TRUST 2023-B SER 2023-B CL A4 REGD 5.61000000                                  | CUSIP: 65473FAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2254291 | PA      | $2256488.24   | 0.01%             | 2027-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3172 3% 10/20/45                           | GINNIE MAE II POOL P#MA3172 3.00000000                                                           | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    734161 | PA      | $666479.93    | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-B A2 4.19% 06/15/27                          | CARMAX SELECT RECEIVABLES TRUST 2025-B SER 2025-B CL A2 REGD 4.19000000                          | CUSIP: 14320BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6681000 | PA      | $6682375.62   | 0.03%             | 2029-03-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| FNW 2007-W7 1A4 V/R 07/25/37                           | FANNIE MAE REMIC TRUST 2007-W7 SER 2007-W7 CL 1A4 V/R 12.35694000                                | CUSIP: 31396WVA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6171 | PA      | $8372.84      | 0.00%             | 2037-07-25      | Variable      | 12.36%                | No            |                  2 | On Loan: No      |
| FNMA P745948  6.50% 10/01/36                           | FNMA P745948  6.50% 10/01/36 6.50000000                                                          | CUSIP: 31403DWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11343 | PA      | $11981.18     | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMO 5.319% 11/15/38                         | DUPONT DE NEMOURS INC REGD 5.31900000                                                            | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   4035000 | PA      | $4133920.73   | 0.02%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| NYKPK 2021-1A A V/R 10/20/34                           | NYACK PARK CLO LTD SER 2021-1A CL A V/R REGD 144A P/P 5.70710000                                 | CUSIP: 67080PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19751613 | PA      | $19746675.10  | 0.08%             | 2034-10-20      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6132 2.5% 10/01/51                            | FREDDIE MAC POOL UMBS P#RA6132 2.50000000                                                        | CUSIP: 3133KMY58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   8306295 | PA      | $7044486.76   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK  1.96% 06/27/30                         | NIAGARA MOHAWK POWER REGD 144A P/P 1.96000000                                                    | CUSIP: 65364UAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1935265.18   | 0.01%             | 2030-06-27      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| SCRT 2025-1 MT 3.25% 11/25/64                          | SEASONED CREDIT RISK TRANSFER TRUST SERIES 2025-1 SER 2025-1 CL MTU 3.25000000                   | CUSIP: 35563PYZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11574996 | PA      | $10069969.72  | 0.04%             | 2064-11-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FNA 2018-M10 A2 V/R 07/25/28                           | FANNIE MAE-ACES SER 2018-M10 CL A2 V/R 3.46600000                                                | CUSIP: 3136B2HA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6750916 | PA      | $6656746.41   | 0.03%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT0531 3.5% 04/01/47                            | FREDDIE MAC POOL UMBS P#ZT0531 3.50000000                                                        | CUSIP: 3132ACSU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  12079993 | PA      | $11318899.00  | 0.05%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AJ9278 3.5% 12/01/41                            | FANNIE MAE POOL UMBS P#AJ9278 3.50000000                                                         | CUSIP: 3138E2JY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137169 | PA      | $130518.14    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#AU0744 3.5% 06/20/46                         | GINNIE MAE II POOL P#AU0744 3.50000000                                                           | CUSIP: 36194MZH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1270021 | PA      | $1166401.50   | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  1.8% 10/15/25                         | HYUNDAI CAPITAL AMERICA REGD 144A P/P 1.80000000                                                 | CUSIP: 44891ABN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1188754.07   | 0.00%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q44963 3.5% 12/01/46                           | FREDDIE MAC GOLD POOL P#Q44963 3.50000000                                                        | CUSIP: 3132WJQR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2440987 | PA      | $2285002.67   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL H 5.625% 08/16/32                         | FAIRFAX FINL HLDGS LTD REGD SER WI 5.62500000                                                    | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   9000000 | PA      | $9352294.74   | 0.04%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4281 2% 03/01/51                              | FANNIE MAE POOL UMBS P#MA4281 2.00000000                                                         | CUSIP: 31418DXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  33379302 | PA      | $27121686.42  | 0.11%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC 5.6% 10/15/33                             | NNN REIT INC REGD 5.60000000                                                                     | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    950000 | PA      | $993729.18    | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08681 3.5% 12/01/45                           | FREDDIE MAC GOLD POOL P#G08681 3.50000000                                                        | CUSIP: 3128MJXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1166295 | PA      | $1095846.83   | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2008-44 PO ZCP 05/25/38                            | FANNIE MAE REMICS SER 2008-44 CL PO ZCP 0.00000000                                               | CUSIP: 31397LMA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       891 | PA      | $793.99       | 0.00%             | 2038-05-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#920954 V/R 01/01/37                             | FANNIE MAE POOL UMBS P#920954 V/R 6.00800000                                                     | CUSIP: 31412CE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13987 | PA      | $14291.87     | 0.00%             | 2037-01-01      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC 2.4% 02/01/31                             | WP CAREY INC REGD 2.40000000                                                                     | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1613849.98   | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TPMT 2021-SJ1 A1 V/R 06/25/24                          | TOWD POINT MORTGAGE TRUST 2021-SJ1 SER 2021-SJ1 CL A1 V/R REGD 144A P/P 2.25000000               | CUSIP: 89180FCD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3721889 | PA      | $3596814.43   | 0.02%             | 2068-07-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| GNR 2003-75 ZX 6% 09/16/33                             | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2003-75 CL ZX 6.00000000                            | CUSIP: 38374CDG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33380 | PA      | $33395.61     | 0.00%             | 2033-09-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1G1554 V/R 02/01/37                            | FREDDIE MAC NON GOLD POOL P#1G1554 V/R 6.84400000                                                | CUSIP: 3128QJWP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12282 | PA      | $12611.31     | 0.00%             | 2037-02-01      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| TPMT 2020-4 A1 1.75% 08/25/30                          | TOWD POINT MORTGAGE TRUST 2020-4 SER 2020-4 CL A1 REGD 144A P/P 1.75000000                       | CUSIP: 89179JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1680272 | PA      | $1530727.17   | 0.01%             | 2060-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WINDFALL MININ 5.854% 05/13/32                         | WINDFALL MINING GROUP REGD 144A P/P 5.85400000                                                   | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |   3807000 | PA      | $3959924.45   | 0.02%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.55% 12/01/33                                | AT&T INC REGD 2.55000000                                                                         | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3038000 | PA      | $2586885.10   | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KOREA NATIONAL  4.75% 04/03/26                         | KOREA NATIONAL OIL CORP REGD 144A P/P 4.75000000                                                 | CUSIP: 50065WAQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | KR        |   1570000 | PA      | $1574523.15   | 0.01%             | 2026-04-03      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERG 7.375% 10/15/45                         | ENBRIDGE ENERGY PARTNERS REGD 7.37500000                                                         | CUSIP: 29250RAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $3047672.42   | 0.01%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALT 3.447% 11/01/49                         | MEMORIAL HEALTH SERVICES REGD 3.44700000                                                         | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2187107.21   | 0.01%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U90402 3.5% 11/01/42                           | FREDDIE MAC GOLD POOL P#U90402 3.50000000                                                        | CUSIP: 3132H3NT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     66394 | PA      | $62749.07     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A86141 5% 05/01/39                             | FREDDIE MAC GOLD POOL P#A86141 5.00000000                                                        | CUSIP: 312932ZE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2978 | PA      | $3035.61      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MRFC 2000-TBC2 A V/R 06/15/30                          | MRFC MORTGAGE PASS-THROUGH TRUST SERIES 1999-TBC2 SER 2000-TBC2 CL A1 V/R REGD 4.74464000        | CUSIP: 585525ED6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29755 | PA      | $29121.55     | 0.00%             | 2030-06-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL R 6.25% 03/15/38                         | CANADIAN NATL RESOURCES REGD 6.25000000                                                          | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5336702.65   | 0.02%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES  5.1% 08/09/35                         | QUANTA SERVICES INC REGD 5.10000000                                                              | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |  10598000 | PA      | $10625222.87  | 0.04%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.5% 11/15/33                             | UNITED STATES TREASURY NOTE 4.50000000                                                           | CUSIP: 91282CJJ1<br>LEI: N/A                  | Long             | DBT              | UST               | US        | 129770000 | PA      | $134170014.06 | 0.56%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LMT 2006-2 1A1 V/R 04/25/36                            | LEHMAN MORTGAGE TRUST 2006-2 SER 2006-2 CL 1A1 V/R REGD 5.73920800                               | CUSIP: 52520MGG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34153 | PA      | $21154.19     | 0.00%             | 2036-04-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATI 1.7% 08/01/27                         | LENNOX INTERNATIONAL INC REGD 1.70000000                                                         | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1911652.24   | 0.01%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#AI2465 4.5% 05/01/41                            | FANNIE MAE POOL UMBS P#AI2465 4.50000000                                                         | CUSIP: 3138AFW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2335882 | PA      | $2336476.38   | 0.01%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3  2.89% 07/10/26                          | DBJPM 2016-C3 MORTGAGE TRUST SER 2016-C3 CL A5 REGD 2.89000000                                   | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3064000 | PA      | $3027137.94   | 0.01%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 10/27/28                             | CITIGROUP INC REGD V/R 3.52000000                                                                | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2960024.37   | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| VENDE 1996-1 1 6.75% 02/15/26                          | VENDEE MORTGAGE TRUST 1996-1 SER 1996-1 CL 1Z 6.75000000                                         | CUSIP: 92260MAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10383 | PA      | $10381.29     | 0.00%             | 2026-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FNR 2011-31 DB 3.5% 04/25/31                           | FANNIE MAE REMICS SER 2011-31 CL DB 3.50000000                                                   | CUSIP: 31397SHK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    197222 | PA      | $193797.24    | 0.00%             | 2031-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY  5.55% 01/15/28                         | DIGITAL REALTY TRUST LP REGD 5.55000000                                                          | CUSIP: 25389JAV8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3087998.85   | 0.01%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UMBS P#AI8069 4% 10/01/41                              | FANNIE MAE POOL UMBS P#AI8069 4.00000000                                                         | CUSIP: 3138AM6F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    318151 | PA      | $304712.74    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 05/09/31                          | DEUTSCHE BANK NY REGD V/R 5.29700000                                                             | CUSIP: 251526DA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19266000 | PA      | $19735386.81  | 0.08%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| FNR 2006-11 PS V/R 03/25/36                            | FANNIE MAE REMICS SER 2006-11 CL PS V/R 8.17480100                                               | CUSIP: 31394V7G9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6122 | PA      | $7270.23      | 0.00%             | 2036-03-25      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB1397 2.5% 07/01/50                            | FREDDIE MAC POOL UMBS P#QB1397 2.50000000                                                        | CUSIP: 3133A7RS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  18560519 | PA      | $15673227.38  | 0.07%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8426 4% 11/20/52                           | GINNIE MAE II POOL P#MA8426 4.00000000                                                           | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3312288 | PA      | $3148522.52   | 0.01%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08492 4% 05/01/42                             | FREDDIE MAC GOLD POOL P#G08492 4.00000000                                                        | CUSIP: 3128MJRN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4689 | PA      | $4565.58      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANA 4.5% 01/19/63                         | REPUBLIC OF PANAMA REGD 4.50000000                                                               | CUSIP: 698299BS2<br>LEI: N/A                  | Long             | DBT              | USGA              | PA        |    949000 | PA      | $687484.07    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHR 3213 OA ZCP 09/15/36                               | FREDDIE MAC REMICS SER 3213 CL OA ZCP 0.00000000                                                 | CUSIP: 31397B2M2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7355 | PA      | $6555.54      | 0.00%             | 2036-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE 2.94% 09/30/40                         | GALAXY PIPELINE ASSETS REGD 144A P/P 2.94000000                                                  | CUSIP: 36321PAE0<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   2122631 | PA      | $1802468.43   | 0.01%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.65% 06/01/44                                | AT&T INC REGD 4.65000000                                                                         | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $1891960.89   | 0.01%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WAMMS 2003-MS7 P ZCP 03/25/33                          | WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH  SER 2003-MS7 CL P ZCP REGD 0.00000000               | CUSIP: 939336TX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        20 | PA      | $15.96        | 0.00%             | 2033-03-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3126 3.5% 03/01/52                            | FANNIE MAE POOL UMBS P#CB3126 3.50000000                                                         | CUSIP: 3140QNPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1131925 | PA      | $1047380.31   | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/01/29                         | JPMORGAN CHASE & CO REGD V/R 2.06900000                                                          | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3003204.63   | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/18/30                            | MORGAN STANLEY REGD V/R 4.65400000                                                               | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9556000 | PA      | $9660453.96   | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP 3.9% 05/25/27                          | TC PIPELINES LP REGD 3.90000000                                                                  | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4971239.85   | 0.02%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS C 5.5% 01/15/55                         | CONOCOPHILLIPS COMPANY REGD 5.50000000                                                           | CUSIP: 20826FBM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3090000 | PA      | $3027110.78   | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA1523 4.5% 12/20/43                         | GINNIE MAE II POOL P#MA1523 4.50000000                                                           | CUSIP: 36179NVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    502339 | PA      | $499115.18    | 0.00%             | 2043-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET  6.271% 06/26/26                         | ELEMENT FLEET MANAGEMENT REGD 144A P/P 6.27100000                                                | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   7530000 | PA      | $7627434.36   | 0.03%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0105 V/R 09/01/36                            | FREDDIE MAC NON GOLD POOL P#1Q0105 V/R 6.41600000                                                | CUSIP: 3128S4DJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11025 | PA      | $11312.24     | 0.00%             | 2036-09-01      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#870770 6.5% 07/01/36                            | FANNIE MAE POOL UMBS P#870770 6.50000000                                                         | CUSIP: 31409GMT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2373 | PA      | $2505.36      | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4417 1.5% 09/01/36                            | FANNIE MAE POOL UMBS P#MA4417 1.50000000                                                         | CUSIP: 31418D4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4020506 | PA      | $3599677.05   | 0.02%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BL9627 1.56% 01/01/31                           | FANNIE MAE POOL UMBS P#BL9627 1.56000000                                                         | CUSIP: 3140J2VV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2275000 | PA      | $1994090.35   | 0.01%             | 2031-01-01      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| GNR 2008-79 CS V/R 06/20/35                            | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2008-79 CL CS V/R 2.55008000                        | CUSIP: 38375YNF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41063 | PA      | $41039.24     | 0.00%             | 2035-06-20      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019 4.15% 08/25/31                         | UNITED AIR 2019-1 AA PTT REGD SER AA 4.15000000                                                  | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1671800 | PA      | $1631124.02   | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL2  V/R 08/25/43                          | CHASE HOME LENDING MORTGAGE TRUST SERIES SER 2024-RPL2 CL A1A V/R REGD 144A P/P 3.25000000       | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21953829 | PA      | $19658341.00  | 0.08%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% OCT 25                                | FNMA 30YR TBA 5% OCT 25        TO BE ANNOUNCED 5.00000000                                        | CUSIP: 01F0506A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  37385000 | PA      | $37073102.93  | 0.16%             | 2055-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% OCT 25                                | FNMA 30YR TBA 6% OCT 25        TO BE ANNOUNCED 6.00000000                                        | CUSIP: 01F0606A8<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -1500000 | PA      | $-1532381.51  | -0.01%            | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM9167 2% 10/01/51                              | FANNIE MAE POOL UMBS P#FM9167 2.00000000                                                         | CUSIP: 3140XDFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    526366 | PA      | $429827.74    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS  6% 04/15/34                         | VISTRA OPERATIONS CO LLC REGD 144A P/P 6.00000000                                                | CUSIP: 92840VAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6314000 | PA      | $6656894.40   | 0.03%             | 2034-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.45% 05/14/46                              | ABBVIE INC REGD 4.45000000                                                                       | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    425000 | PA      | $376170.78    | 0.00%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UMBS P#AH7861 4.5% 05/01/41                            | FANNIE MAE POOL UMBS P#AH7861 4.50000000                                                         | CUSIP: 3138A9WX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    236244 | PA      | $238121.49    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERO 2017-1A A 4.46% 09/20/41                          | HERO FUNDING TRUST 2017-1A SER 2017-1A CL A2 REGD 144A P/P 4.46000000                            | CUSIP: 42771XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1287811 | PA      | $1237645.17   | 0.01%             | 2047-09-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4963 4% 01/20/48                           | GINNIE MAE II POOL P#MA4963 4.00000000                                                           | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    945900 | PA      | $903468.34    | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC V/R 03/28/35                             | AIB GROUP PLC REGD V/R 144A P/P MTN 5.87100000                                                   | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |   6500000 | PA      | $6837903.80   | 0.03%             | 2035-03-28      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| UMBS P#995504 7.5% 11/01/38                            | FANNIE MAE POOL UMBS P#995504 7.50000000                                                         | CUSIP: 31416B3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13328 | PA      | $14016.94     | 0.00%             | 2038-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| STAR 2022-1 A1 V/R 12/25/66                            | STARWOOD MORTGAGE RESIDENTIAL TRUST 2022-1 SER 2022-1 CL A1 V/R REGD 144A P/P 2.44700000         | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11497263 | PA      | $10382314.36  | 0.04%             | 2066-12-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| FHR 3202 HI V/R 08/15/36                               | FREDDIE MAC REMICS SER 3202 CL HI V/R 2.16344000                                                 | CUSIP: 31397ABD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160129 | PA      | $15284.67     | 0.00%             | 2036-08-15      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4548 2.5% 02/01/52                            | FANNIE MAE POOL UMBS P#MA4548 2.50000000                                                         | CUSIP: 31418EBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9780462 | PA      | $8265210.46   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FSPC T-48 1A V/R 07/25/33                              | FSPC T-48 1A V/R 07/25/33 4.34549000                                                             | CUSIP: 31392UZ56<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85039 | PA      | $82179.89     | 0.00%             | 2033-07-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07072 3.5% 05/01/42                           | FREDDIE MAC GOLD POOL P#G07072 3.50000000                                                        | CUSIP: 3128M9FM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    272844 | PA      | $259025.55    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 4.1% 05/15/42                         | DUKE ENERGY PROGRESS LLC REGD 4.10000000                                                         | CUSIP: 144141DB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $185834.76    | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7827 2.5% 01/20/52                         | GINNIE MAE II POOL P#MA7827 2.50000000                                                           | CUSIP: 36179WVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5768580 | PA      | $4968610.42   | 0.02%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  3.9% 07/15/26                         | ENERGY TRANSFER LP REGD 3.90000000                                                               | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3769000 | PA      | $3761087.81   | 0.02%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-30

**Name of Applicant:** Bridge Builder Trust

**Signature:** Aaron Masek

**Name of Signer:** Aaron Masek

**Title:** Principal Financial Officer