# EDGAR Filing Document

**Accession Number:** 0001104129
**File Stem:** 0001410368-26-056105
**Filing Date:** 2026-5
**Character Count:** 275518
**Document Hash:** 58126fa0d409d0c94a773bb70cd69b0b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-056105.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0001410368-26-056105

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Core Bond Portfolio
- **CENTRAL INDEX KEY:** 0001104129

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09833
- **FILM NUMBER:** 261041056

**BUSINESS ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUAREE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109
- **BUSINESS PHONE:** 617-482-8260

**MAIL ADDRESS:**
- **STREET 1:** ONE POST OFFICE SQUAREE
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02109

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Investment Grade Income Portfolio
- **DATE OF NAME CHANGE:** 20050302

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INVESTMENT GRADE INCOME PORTFOLIO
- **DATE OF NAME CHANGE:** 20000320

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** HIGH GRADE INCOME PORTFOLIO
- **DATE OF NAME CHANGE:** 20000124

## Series and Classes Contracts Data

### Core Bond Portfolio (Series ID: S000005237)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000014262 | Core Bond Portfolio |  |

## Nport-Ex

Core Bond Portfolio<br>

March 31, 2026

Portfolio of Investments (Unaudited)

------

Asset-Backed Securities — 13.3%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| AASET Trust, Series 2024-1A, Class A1, 6.261%, 5/16/49<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888 | &nbsp;&nbsp;$1917242 |
| Acacia LLC, Series 2025-1, Class A, 5.24%, 11/15/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 | &nbsp;&nbsp;&nbsp;&nbsp; 1040075 |
| ACHV ABS Trust, Series 2024-3AL, Class B, 5.45%, 12/26/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp; 756880 |
| ACM Auto Trust, Series 2025-1A, Class A, 5.38%, 6/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp; 488050 |
| Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class A2, 4.305%, 9/15/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548 | &nbsp;&nbsp;&nbsp;&nbsp; 1549718 |
| ALTDE Trust, Series 2025-1A, Class A, 5.90%, 8/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473 | &nbsp;&nbsp;&nbsp;&nbsp; 1484682 |
| Bridge Trust, Series 2025-SFR1, Class C, 4.20%, 9/17/42<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp; 935452 |
| Castlelake Aircraft Structured Trust, Series 2025-1A, Class A, 5.783%, 2/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1923 | &nbsp;&nbsp;&nbsp;&nbsp; 1939104 |
| Chase Auto Credit Linked Notes, Series 2025-1, Class B, 4.753%, 2/25/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp; 1837374 |
| Chesapeake Funding II LLC, Series 2024-1A, Class A1, 5.52%, 5/15/36<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 | &nbsp;&nbsp;&nbsp;&nbsp; 982729 |
| Clarus Capital Funding LLC, Series 2024-1A, Class A2, 4.71%, 8/20/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;642 | &nbsp;&nbsp;&nbsp;&nbsp; 643114 |
| Cloud Capital Holdco LP, Series 2024-1A, Class A2, 5.781%, 11/22/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp; 2492195 |
| Crockett Partners Equipment Co. IIA LLC, Series 2024-1C, Class A, 6.05%, 1/20/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1203 | &nbsp;&nbsp;&nbsp;&nbsp; 1218283 |
| DataBank Issuer II LLC, Series 2025-1A, Class A2, 5.18%, 9/27/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1905 | &nbsp;&nbsp;&nbsp;&nbsp; 1851641 |
| DataBank Issuer LLC, Series 2021-2A, Class A2, 2.40%, 10/25/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186 | &nbsp;&nbsp;&nbsp;&nbsp; 1168812 |
| DB Master Finance LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2017-1A, Class A2II, 4.03%, 11/20/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;&nbsp;&nbsp; 309945 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2I, 2.045%, 11/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1594 | &nbsp;&nbsp;&nbsp;&nbsp; 1569884 |
| Diamond Infrastructure Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A, 1.76%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3760 | &nbsp;&nbsp;&nbsp;&nbsp; 3676513 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class C, 3.475%, 4/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;313 | &nbsp;&nbsp;&nbsp;&nbsp; 307157 |
| Driven Brands Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2, 3.237%, 1/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp; 2140947 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 2.791%, 10/20/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp; 1156273 |
| Enterprise Fleet Financing LLC, Series 2024-2, Class A2, 5.74%, 12/20/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 | &nbsp;&nbsp;&nbsp;&nbsp; 287316 |
| Falcon Aerospace Ltd., Series 2019-1, Class A, 3.597%, 9/15/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp; 286906 |
| FIGRE Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-FL2, Class A1, 5.053% to 12/25/28, 11/25/55<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp; 955924 |
| &nbsp;&nbsp;&nbsp;Series 2025-HE5, Class A, 5.285%, 8/25/55<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618 | &nbsp;&nbsp;&nbsp;&nbsp; 619705 |
| &nbsp;&nbsp;&nbsp;Series 2026-FL1, Class A1, 5.489% to 3/25/29, 3/25/56<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1670 | &nbsp;&nbsp;&nbsp;&nbsp; 1677350 |
| FMC FMSR Issuer Trust, Series 2024-FT1, Class A, 6.559%, 9/25/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 | &nbsp;&nbsp;&nbsp;&nbsp; 2683452 |
| FMC GMSR Issuer Trust, Series 2021-GT2, Class A, 3.85%, 10/25/26<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;&nbsp;&nbsp; 1179691 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| GLS Auto Select Receivables Trust, Series 2024-2A, Class A2, 5.58%, 6/17/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;$1169945 |
| Goto Foods Funding LLC, Series 2017-1A, Class A2II, 5.093%, 4/30/47<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913 | &nbsp;&nbsp;&nbsp;&nbsp; 908420 |
| Horizon Aircraft Finance III Ltd., Series 2019-2, Class A, 3.425%, 11/15/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;740 | &nbsp;&nbsp;&nbsp;&nbsp; 725684 |
| Horizon Aircraft Finance IV Ltd., Series 2024-1, Class A, 5.375%, 9/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2128 | &nbsp;&nbsp;&nbsp;&nbsp; 2112467 |
| LAD Auto Receivables Trust, Series 2024-1A, Class A3, 5.23%, 1/18/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp; 40156 |
| Lendbuzz Securitization Trust, Series 2025-2A, Class A2, 5.18%, 5/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2929 | &nbsp;&nbsp;&nbsp;&nbsp; 2940508 |
| Lunar Aircraft Ltd., Series 2020-1A, Class B, 4.335%, 2/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp; 131601 |
| Lunar Structured Aircraft Portfolio Notes, Series 2021-1, Class A, 2.636%, 10/15/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2563 | &nbsp;&nbsp;&nbsp;&nbsp; 2436364 |
| MAPS Trust, Series 2026-1A, Class A, 5.201%, 1/15/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301 | &nbsp;&nbsp;&nbsp;&nbsp; 1273734 |
| Mercury Financial Credit Card Master Trust, Series 2024-2A, Class A, 6.56%, 7/20/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2191 | &nbsp;&nbsp;&nbsp;&nbsp; 2194844 |
| Navigator Aviation Ltd., Series 2024-1, Class A, 5.40%, 8/15/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039 | &nbsp;&nbsp;&nbsp;&nbsp; 1034990 |
| Neighborly Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 3.584%, 4/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1305 | &nbsp;&nbsp;&nbsp;&nbsp; 1251813 |
| &nbsp;&nbsp;&nbsp;Series 2022-1A, Class A2, 3.695%, 1/30/52<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 | &nbsp;&nbsp;&nbsp;&nbsp; 724652 |
| NRZ Excess Spread-Collateralized Notes, Series 2021-GNT1, Class A, 3.474%, 11/25/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;&nbsp; 479934 |
| OBX Trust, Series 2025-HE1, Class A1, 5.262%, (30-day SOFR Average + 1.60%), 2/25/55<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp; 1244820 |
| Oportun Issuance Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2021-B, Class A, 1.47%, 5/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp; 211197 |
| &nbsp;&nbsp;&nbsp;Series 2021-C, Class A, 2.18%, 10/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1199 | &nbsp;&nbsp;&nbsp;&nbsp; 1183232 |
| PEAC Solutions Receivables LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2, 5.79%, 6/21/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;511 | &nbsp;&nbsp;&nbsp;&nbsp; 513944 |
| &nbsp;&nbsp;&nbsp;Series 2024-2A, Class A2, 4.74%, 4/20/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp; 428918 |
| PFS Financing Corp., Series 2024-B, Class A, 4.95%, 2/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3085 | &nbsp;&nbsp;&nbsp;&nbsp; 3104856 |
| PK Alift Loan Funding 3 LP, Series 2024-1, Class A1, 5.842%, 9/15/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 | &nbsp;&nbsp;&nbsp;&nbsp; 799553 |
| Planet Fitness Master Issuer LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-1A, Class A2, 3.858%, 12/5/49<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp; 930273 |
| &nbsp;&nbsp;&nbsp;Series 2024-1A, Class A2I, 5.765%, 6/5/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1485 | &nbsp;&nbsp;&nbsp;&nbsp; 1495850 |
| PNMAC GMSR Issuer Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-GT1, Class A, 6.879%, (1 mo. SOFR + 3.20%), 3/25/29<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp; 2106296 |
| &nbsp;&nbsp;&nbsp;Series 2025-GT1, Class A, 6.129%, (1 mo. SOFR + 2.45%), 8/26/30<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp; 350927 |
| Research-Driven Pagaya Motor Asset Trust, Series 2025-1A, Class A, 5.044%, 6/27/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1914 | &nbsp;&nbsp;&nbsp;&nbsp; 1918678 |
| Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class A2A, 5.00%, 9/15/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1929 | &nbsp;&nbsp;&nbsp;&nbsp; 1925008 |
| Saluda Grade Alternative Mortgage Trust, Series 2025-LOC5, Class A1A, 5.279%, (1 mo. SOFR + 1.60%), 10/25/55<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1337 | &nbsp;&nbsp;&nbsp;&nbsp; 1344394 |

---

------

Core Bond Portfolio<br>

March 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| ServiceMaster Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2I, 2.841%, 1/30/51<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 | &nbsp;&nbsp;$499869 |
| &nbsp;&nbsp;&nbsp;Series 2020-1, Class A2II, 3.337%, 1/30/51<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp;&nbsp; 545303 |
| SERVPRO Master Issuer LLC, Series 2025-1A, Class A2, 5.525%, 10/25/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868 | &nbsp;&nbsp;&nbsp;&nbsp; 1853161 |
| SoFi Consumer Loan Program Trust, Series 2025-1, Class B, 5.12%, 2/27/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1110407 |
| Sonic Capital LLC, Series 2020-1A, Class A2I, 3.845%, 1/20/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1728 | &nbsp;&nbsp;&nbsp;&nbsp; 1711567 |
| SpringCastle America Funding LLC, Series 2020-AA, Class A, 1.97%, 9/25/37<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp; 359225 |
| STAR Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR5, Class A, 5.123%, (1 mo. SOFR + 1.45%), 2/17/42<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3446 | &nbsp;&nbsp;&nbsp;&nbsp; 3447297 |
| &nbsp;&nbsp;&nbsp;Series 2025-SFR6, Class B, 5.323%, (1 mo. SOFR + 1.65%), 8/17/42<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656 | &nbsp;&nbsp;&nbsp;&nbsp; 1656900 |
| Subway Funding LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class A2I, 5.246%, 7/30/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp; 802191 |
| &nbsp;&nbsp;&nbsp;Series 2024-3A, Class A2II, 5.566%, 7/30/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652 | &nbsp;&nbsp;&nbsp;&nbsp; 643707 |
| Sunnova Helios V Issuer LLC, Series 2021-A, Class A, 1.80%, 2/20/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp; 144668 |
| Sunnova Helios XII Issuer LLC, Series 2023-B, Class A, 5.30%, 8/22/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691 | &nbsp;&nbsp;&nbsp;&nbsp; 1546448 |
| Sunnova Sol II Issuer LLC, Series 2020-2A, Class A, 2.73%, 11/1/55<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551 | &nbsp;&nbsp;&nbsp;&nbsp; 1347574 |
| Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B, 4.728%, 9/26/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133 | &nbsp;&nbsp;&nbsp;&nbsp; 1133654 |
| U.S. Bank NA, Series 2026-RVM1, Class B1, 4.959%, 12/25/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp; 2242998 |
| Vantage Data Centers Germany Borrower Lux SARL, Series 2025-1A, Class A2, 4.292%, 6/28/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1937 | &nbsp;&nbsp;&nbsp;&nbsp; 2213887 |
| Vantage Data Centers Jersey Borrower SPV Ltd., Series 2024-1A, Class A2, 6.172%, 5/28/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 | &nbsp;&nbsp;&nbsp;&nbsp; 931793 |
| Vantage Data Centers LLC: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-2A, Class A2, 1.992%, 9/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2220 | &nbsp;&nbsp;&nbsp;&nbsp; 2120933 |
| &nbsp;&nbsp;&nbsp;Series 2021-1A, Class A2, 2.165%, 10/15/46<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp; 854419 |
| Willis Engine Structured Trust IX, Series 2025-B, Class A, 5.159%, 12/15/50<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883 | &nbsp;&nbsp;&nbsp;&nbsp; 1879460 |
| Willis Engine Structured Trust V: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class B, 4.212%, 3/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723 | &nbsp;&nbsp;&nbsp;&nbsp; 702054 |
| &nbsp;&nbsp;&nbsp;Series 2020-A, Class C, 6.657%, 3/15/45<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp; 84177 |
| Total Asset-Backed Securities<br> (identified cost $100,339,542) |  | &nbsp;&nbsp;**$99971164** |

---

Collateralized Mortgage Obligations — 4.6%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Cascade MH Asset Trust, Series 2022-MH1, Class A, 4.25% to 7/25/27, 8/25/54<sup>(1)(2)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317 | &nbsp;&nbsp;$1290673 |
| Champs Trust, Series 2025-2, Class A, 7.721%, 10/25/60<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1766 | &nbsp;&nbsp;&nbsp;&nbsp; 1811670 |
| Chase Home Lending Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2026-1, Class A2, 5.50%, 11/25/56<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2338 | &nbsp;&nbsp;&nbsp;&nbsp; 2334181 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Chase Home Lending Mortgage Trust: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;Series 2026-3, Class A3, 5.50%, 1/25/57<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1504 | &nbsp;&nbsp;$1499946 |
| CHNGE Mortgage Trust, Series 2023-4, Class A1, 7.573% to 8/25/26, 9/25/58<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 | &nbsp;&nbsp;&nbsp;&nbsp; 506061 |
| FARM Mortgage Trust, Series 2024-2, Class A, 5.165%, 8/1/54<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1108 | &nbsp;&nbsp;&nbsp;&nbsp; 1041593 |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;Series 5324, Class MZ, 6.00%, 7/25/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp; 169311 |
| &nbsp;&nbsp;&nbsp;Series 5483, Class FB, 5.092%, (30-day SOFR Average + 1.43%), 12/25/54<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1723 | &nbsp;&nbsp;&nbsp;&nbsp; 1734686 |
| &nbsp;&nbsp;&nbsp;Series 5529, Class AF, 4.662%, (30-day SOFR Average + 1.00%), 3/25/55<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2061 | &nbsp;&nbsp;&nbsp;&nbsp; 2069272 |
| &nbsp;&nbsp;&nbsp;Series 5556, Class FA, 4.812%, (30-day SOFR Average + 1.15%), 7/25/55<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802 | &nbsp;&nbsp;&nbsp;&nbsp; 1807460 |
| Federal Home Loan Mortgage Corp. STACR REMICS Trust, Series 2022-DNA2, Class M1A, 4.962%, (30-day SOFR Average + 1.30%), 2/25/42<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 | &nbsp;&nbsp;&nbsp;&nbsp; 161817 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2005-58, Class MA, 5.50%, 7/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp; 22983 |
| &nbsp;&nbsp;&nbsp;Series 2013-6, Class HD, 1.50%, 12/25/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp; 34677 |
| &nbsp;&nbsp;&nbsp;Series 2014-70, Class KP, 3.50%, 3/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp; 178551 |
| &nbsp;&nbsp;&nbsp;Series 2024-48, Class FC, 4.762%, (30-day SOFR Average + 1.10%), 7/25/54<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2556 | &nbsp;&nbsp;&nbsp;&nbsp; 2573138 |
| &nbsp;&nbsp;&nbsp;Series 2024-82, Class FY, 4.962%, (30-day SOFR Average + 1.30%), 11/25/54<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062 | &nbsp;&nbsp;&nbsp;&nbsp; 1067920 |
| &nbsp;&nbsp;&nbsp;Series 2025-12, Class GF, 5.012%, (30-day SOFR Average + 1.35%), 3/25/55<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1415 | &nbsp;&nbsp;&nbsp;&nbsp; 1425798 |
| &nbsp;&nbsp;&nbsp;Series 2025-75, Class FA, 4.712%, (30-day SOFR Average + 1.05%), 9/25/55<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1507 | &nbsp;&nbsp;&nbsp;&nbsp; 1510644 |
| Federal National Mortgage Association Connecticut Avenue Securities, Series 2019-R06, Class 2B1, 7.526%, (30-day SOFR Average + 3.864%), 9/25/39<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2065 | &nbsp;&nbsp;&nbsp;&nbsp; 2089722 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2023-84, Class DL, 6.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp; 656442 |
| &nbsp;&nbsp;&nbsp;Series 2023-84, Class MW, 6.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 | &nbsp;&nbsp;&nbsp;&nbsp; 676470 |
| &nbsp;&nbsp;&nbsp;Series 2023-101, Class FM, 4.573%, (30-day SOFR Average + 0.90%), 7/20/53<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2371 | &nbsp;&nbsp;&nbsp;&nbsp; 2377575 |
| &nbsp;&nbsp;&nbsp;Series 2025-2, Class FB, 4.723%, (30-day SOFR Average + 1.05%), 12/20/54<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2008 | &nbsp;&nbsp;&nbsp;&nbsp; 2022957 |
| PRMI Securitization Trust, Series 2025-CMG1, Class A1, 5.169%, (30-day SOFR Average + 1.50%), 12/25/55<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1542 | &nbsp;&nbsp;&nbsp;&nbsp; 1545053 |
| Provident Funding Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2025-3, Class A3, 6.00%, 8/25/55<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1008 | &nbsp;&nbsp;&nbsp;&nbsp; 1016449 |
| &nbsp;&nbsp;&nbsp;Series 2025-5, Class A2, 5.50%, 11/25/55<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1969 | &nbsp;&nbsp;&nbsp;&nbsp; 1965047 |
| Radian Mortgage Capital Trust, Series 2025-J3, Class A16, 6.00%, 12/25/55<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710 | &nbsp;&nbsp;&nbsp;&nbsp; 716085 |
| Total Collateralized Mortgage Obligations<br> (identified cost $34,184,108) |  | &nbsp;&nbsp;**$34306181** |

---

------

Core Bond Portfolio<br>

March 31, 2026

Portfolio of Investments (Unaudited) — continued

------

Commercial Mortgage-Backed Securities — 7.3%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| BAMLL Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class DNM, 3.72%, 11/5/32<sup>(1)(3)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 | &nbsp;&nbsp;$3095379 |
| &nbsp;&nbsp;&nbsp;Series 2019-BPR, Class FNM, 3.72%, 11/5/32<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 | &nbsp;&nbsp;&nbsp;&nbsp; 1458871 |
| BAMLL Trust, Series 2024-BHP, Class A, 6.023%, (1 mo. SOFR + 2.35%), 8/15/39<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp; 1893581 |
| BFLD Commercial Mortgage Trust, Series 2025-660F, Class A, 5.173%, (1 mo. SOFR + 1.50%), 11/15/42<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2490 | &nbsp;&nbsp;&nbsp;&nbsp; 2490775 |
| BOCA Commercial Mortgage Trust, Series 2025-BOCA, Class A, 5.273%, (1 mo. SOFR + 1.60%), 12/15/42<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1481 | &nbsp;&nbsp;&nbsp;&nbsp; 1484359 |
| BPR Trust, Series 2022-SSP, Class A, 6.673%, (1 mo. SOFR + 3.00%), 5/15/39<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp; 1282612 |
| BX Trust, Series 2025-GW, Class B, 5.523%, (1 mo. SOFR + 1.85%), 7/15/42<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp; 1746992 |
| CRSNT Trust, Series 2026-MOON, Class A, 5.073%, (1 mo. SOFR + 1.40%), 2/15/31<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1605 | &nbsp;&nbsp;&nbsp;&nbsp; 1600553 |
| DBC Mortgage Trust, Series 2025-DBC, Class A, 5.023%, (1 mo. SOFR + 1.35%), 11/15/42<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp; 1180913 |
| Durst Commercial Mortgage Trust, Series 2025-151, Class C, 5.436%, 8/10/42<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1925 | &nbsp;&nbsp;&nbsp;&nbsp; 1941746 |
| Extended Stay America Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2026-ESH2, Class A, 4.873%, (1 mo. SOFR + 1.20%), 2/15/43<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 | &nbsp;&nbsp;&nbsp;&nbsp; 1344105 |
| &nbsp;&nbsp;&nbsp;Series 2026-ESH2, Class C, 5.273%, (1 mo. SOFR + 1.60%), 2/15/43<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438 | &nbsp;&nbsp;&nbsp;&nbsp; 439295 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2018-M4, Class A2, 3.067%, 3/25/28<sup>(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp; 383411 |
| &nbsp;&nbsp;&nbsp;Series 2020-M1, Class A2, 2.444%, 10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4434 | &nbsp;&nbsp;&nbsp;&nbsp; 4189268 |
| Fontainebleau Miami Beach Mortgage Trust, Series 2024-FBLU, Class B, 5.523%, (1 mo. SOFR + 1.85%), 12/15/39<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1750 | &nbsp;&nbsp;&nbsp;&nbsp; 1752694 |
| FS Commercial Mortgage Trust, Series 2023-4SZN, Class A, 7.066%, 11/10/39<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1139 | &nbsp;&nbsp;&nbsp;&nbsp; 1150226 |
| Great Wolf Trust, Series 2024-WOLF, Class A, 5.215%, (1 mo. SOFR + 1.542%), 3/15/39<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369 | &nbsp;&nbsp;&nbsp;&nbsp; 2370825 |
| GSJP Trust, Series 2025-BEDS, Class A, 5.173%, (1 mo. SOFR + 1.50%), 12/15/42<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1868 | &nbsp;&nbsp;&nbsp;&nbsp; 1859110 |
| Hawaii Hotel Trust, Series 2025-MAUI, Class A, 5.065%, (1 mo. SOFR + 1.393%), 3/15/42<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp; 1300815 |
| HLTN Commercial Mortgage Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-DPLO, Class A, 5.314%, (1 mo. SOFR + 1.642%), 6/15/41<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1611 | &nbsp;&nbsp;&nbsp;&nbsp; 1612435 |
| &nbsp;&nbsp;&nbsp;Series 2024-DPLO, Class B, 5.664%, (1 mo. SOFR + 1.991%), 6/15/41<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1335 | &nbsp;&nbsp;&nbsp;&nbsp; 1336932 |
| INTOWN Mortgage Trust, Series 2025-STAY, Class C, 5.923%, (1 mo. SOFR + 2.25%), 3/15/42<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2306 | &nbsp;&nbsp;&nbsp;&nbsp; 2306256 |
| JPMBB Commercial Mortgage Securities Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2014-C22, Class D, 4.514%, 9/15/47<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp; 176179 |
| &nbsp;&nbsp;&nbsp;Series 2014-C23, Class D, 4.037%, 9/15/47<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 1834570 |
| JPMorgan Chase Commercial Mortgage Securities Trust, Series 2013-C13, Class D, 3.984%, 1/15/46<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp; 96047 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| JW Commercial Mortgage Trust, Series 2024-MRCO, Class B, 5.613%, (1 mo. SOFR + 1.941%), 6/15/39<sup>(1)(4)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;$1381949 |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C29, Class C, 4.737%, 5/15/49<sup>(3)(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 | &nbsp;&nbsp;&nbsp;&nbsp; 917454 |
| NYCT Trust, Series 2024-3ELV, Class A, 5.664%, (1 mo. SOFR + 1.991%), 8/15/29<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 1003060 |
| NYO Commercial Mortgage Trust, Series 2021-1290, Class A1, 4.883%, (1 mo. SOFR + 1.201%), 11/15/38<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1883 | &nbsp;&nbsp;&nbsp;&nbsp; 1882301 |
| ORL Trust: |  |  |
| &nbsp;&nbsp;&nbsp;Series 2024-GLKS, Class A, 5.165%, (1 mo. SOFR + 1.493%), 12/15/39<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2081 | &nbsp;&nbsp;&nbsp;&nbsp; 2083599 |
| &nbsp;&nbsp;&nbsp;Series 2024-GLKS, Class B, 5.565%, (1 mo. SOFR + 1.892%), 12/15/39<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp;&nbsp;&nbsp; 689500 |
| PENN Commercial Mortgage Trust, Series P11, Class A, 5.344%, 8/10/42<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1410 | &nbsp;&nbsp;&nbsp;&nbsp; 1434194 |
| SDR Commercial Mortgage Trust, Series 2024-DSNY, Class A, 5.064%, (1 mo. SOFR + 1.392%), 5/15/39<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;872 | &nbsp;&nbsp;&nbsp;&nbsp; 870208 |
| TX Trust, Series 2024-HOU, Class A, 5.264%, (1 mo. SOFR + 1.591%), 6/15/39<sup>(1)(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp; 1994890 |
| TYSN Mortgage Trust, Series 2023-CRNR, Class A, 6.58%, 12/10/33<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523 | &nbsp;&nbsp;&nbsp;&nbsp; 543937 |
| Wells Fargo Commercial Mortgage Trust, Series 2016-C35, Class D, 3.142%, 7/15/48<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp; 477578 |
| Willowbrook Mall, Series 2025-WBRK, Class C, 6.075%, 3/5/35<sup>(1)(3)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp; 1350738 |
| Total Commercial Mortgage-Backed Securities<br> (identified cost $55,656,733) |  | &nbsp;&nbsp;**$54957357** |

---

Corporate Bonds — 24.1%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Aerospace & Defense — 0.6% | Aerospace & Defense — 0.6% | Aerospace & Defense — 0.6% |
| Boeing Co.: |  |  |
| &nbsp;&nbsp;&nbsp;5.805%, 5/1/50 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2254 | &nbsp;&nbsp;$2180385 |
| &nbsp;&nbsp;&nbsp;5.93%, 5/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp; 345857 |
| Hexcel Corp., 5.875%, 2/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2054395 |
|  |  | &nbsp;&nbsp;**$4580637** |
| Air Transport — 0.3% | Air Transport — 0.3% | Air Transport — 0.3% |
| Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, 10/20/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2096 | &nbsp;&nbsp;$2093224 |
|  |  | &nbsp;&nbsp;**$2093224** |
| Airlines — 0.1% | Airlines — 0.1% | Airlines — 0.1% |
| AS Mileage Plan IP Ltd., 5.021%, 10/20/29<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;$653575 |
|  |  | &nbsp;&nbsp;**$653575** |

---

------

Core Bond Portfolio<br>

March 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Auto Manufacturers — 1.2% | Auto Manufacturers — 1.2% | Auto Manufacturers — 1.2% |
| Ford Motor Credit Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp;5.303%, 9/6/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;$208976 |
| &nbsp;&nbsp;&nbsp;7.35%, 3/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1082 | &nbsp;&nbsp;&nbsp;&nbsp; 1141905 |
| Hyundai Capital America: |  |  |
| &nbsp;&nbsp;&nbsp;4.50%, 9/18/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2417 | &nbsp;&nbsp;&nbsp;&nbsp; 2377658 |
| &nbsp;&nbsp;&nbsp;4.55%, 1/8/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184 | &nbsp;&nbsp;&nbsp;&nbsp; 1163407 |
| Stellantis Finance U.S., Inc., 6.45%, 3/18/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1710 | &nbsp;&nbsp;&nbsp;&nbsp; 1685424 |
| Toyota Motor Credit Corp., 4.65%, 1/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2110 | &nbsp;&nbsp;&nbsp;&nbsp; 2131843 |
|  |  | &nbsp;&nbsp;**$8709213** |
| Banks — 7.5% | Banks — 7.5% | Banks — 7.5% |
| ABN AMRO Bank NV, 4.988% to 12/3/27, 12/3/28<sup>(1)(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;$1310204 |
| Banco Santander SA: |  |  |
| &nbsp;&nbsp;&nbsp;1.722% to 9/14/26, 9/14/27<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 987347 |
| &nbsp;&nbsp;&nbsp;4.175% to 3/24/27, 3/24/28<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp; 199153 |
| &nbsp;&nbsp;&nbsp;5.294%, 8/18/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp; 403935 |
| Bank of America Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.592% to 4/29/30, 4/29/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7087 | &nbsp;&nbsp;&nbsp;&nbsp; 6549062 |
| &nbsp;&nbsp;&nbsp;4.456% to 2/6/31, 2/6/32<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp; 1807486 |
| &nbsp;&nbsp;&nbsp;5.511% to 1/24/35, 1/24/36<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp; 867114 |
| &nbsp;&nbsp;&nbsp;5.872% to 9/15/33, 9/15/34<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 | &nbsp;&nbsp;&nbsp;&nbsp; 987770 |
| &nbsp;&nbsp;&nbsp;5.933% to 9/15/26, 9/15/27<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2225 | &nbsp;&nbsp;&nbsp;&nbsp; 2240634 |
| Bank of New York Mellon, 4.729% to 4/20/28, 4/20/29<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2125 | &nbsp;&nbsp;&nbsp;&nbsp; 2140413 |
| Barclays PLC, 6.496% to 9/13/26, 9/13/27<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1129 | &nbsp;&nbsp;&nbsp;&nbsp; 1138189 |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico: |  |  |
| &nbsp;&nbsp;&nbsp;5.125% to 1/18/28, 1/18/33<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp; 972565 |
| &nbsp;&nbsp;&nbsp;7.625% to 2/11/30, 2/11/35<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp; 696555 |
| BNP Paribas SA: |  |  |
| &nbsp;&nbsp;&nbsp;5.335% to 6/12/28, 6/12/29<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1494 | &nbsp;&nbsp;&nbsp;&nbsp; 1518421 |
| &nbsp;&nbsp;&nbsp;7.75% to 8/16/29<sup>(1)(6)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp; 812501 |
| &nbsp;&nbsp;&nbsp;9.25% to 11/17/27<sup>(1)(6)(7)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;634 | &nbsp;&nbsp;&nbsp;&nbsp; 663350 |
| Canadian Imperial Bank of Commerce, 7.00% to 10/28/30, 10/28/85<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp; 1072041 |
| Danske Bank AS, 5.427% to 3/1/27, 3/1/28<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp; 994484 |
| Goldman Sachs Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.369% to 10/21/30, 10/21/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852 | &nbsp;&nbsp;&nbsp;&nbsp; 835579 |
| &nbsp;&nbsp;&nbsp;5.218% to 4/23/30, 4/23/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122 | &nbsp;&nbsp;&nbsp;&nbsp; 1141188 |
| ING Groep NV, 5.525% to 3/25/35, 3/25/36<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1493 | &nbsp;&nbsp;&nbsp;&nbsp; 1510985 |
| JPMorgan Chase & Co.: |  |  |
| &nbsp;&nbsp;&nbsp;4.347% to 1/22/31, 1/22/32<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;&nbsp; 946655 |
| &nbsp;&nbsp;&nbsp;4.898% to 1/22/36, 1/22/37<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 | &nbsp;&nbsp;&nbsp;&nbsp; 1080690 |
| &nbsp;&nbsp;&nbsp;5.581% to 4/22/29, 4/22/30<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1745 | &nbsp;&nbsp;&nbsp;&nbsp; 1798764 |
| Nykredit Realkredit AS, 3.50%, 10/1/56<sup>(8)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74640 | &nbsp;&nbsp;&nbsp;&nbsp; 10906683 |
| Pinnacle Bank/Nashville TN, 5.625%, 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp; 758660 |
| Pinnacle Financial Partners, Inc., 6.168% to 11/1/29, 11/1/30<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680 | &nbsp;&nbsp;&nbsp;&nbsp; 693483 |
| PNC Financial Services Group, Inc., 5.575% to 1/29/35, 1/29/36<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp; 51063 |
| Royal Bank of Canada, 4.696% to 8/6/30, 8/6/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2059 | &nbsp;&nbsp;&nbsp;&nbsp; 2055195 |
| Swedbank AB, 6.136%, 9/12/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1718 | &nbsp;&nbsp;&nbsp;&nbsp; 1731656 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Banks (continued) | Banks (continued) | Banks (continued) |
| Texas Capital Bancshares, Inc., 4.00% to 5/6/26, 5/6/31<sup>(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;$604019 |
| Toronto-Dominion Bank, 8.125% to 10/31/27, 10/31/82<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2181 | &nbsp;&nbsp;&nbsp;&nbsp; 2251383 |
| UBS Group AG, 2.095% to 2/11/31, 2/11/32<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1246 | &nbsp;&nbsp;&nbsp;&nbsp; 1098134 |
| UniCredit SpA, 5.459% to 6/30/30, 6/30/35<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;611 | &nbsp;&nbsp;&nbsp;&nbsp; 610135 |
| Wells Fargo & Co., 4.182% to 1/23/29, 1/23/30<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2067 | &nbsp;&nbsp;&nbsp;&nbsp; 2049006 |
| Westpac New Zealand Ltd., 5.132%, 2/26/27<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1182 | &nbsp;&nbsp;&nbsp;&nbsp; 1191220 |
|  |  | &nbsp;&nbsp;**$56675722** |
| Building Materials — 0.3% | Building Materials — 0.3% | Building Materials — 0.3% |
| Masterbrand, Inc., 7.00%, 7/15/32<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1278 | &nbsp;&nbsp;$1249709 |
| Smyrna Ready Mix Concrete LLC, 6.00%, 11/1/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp; 998049 |
|  |  | &nbsp;&nbsp;**$2247758** |
| Chemicals — 0.1% | Chemicals — 0.1% | Chemicals — 0.1% |
| Celanese U.S. Holdings LLC, 7.20%, 11/15/33 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;$724955 |
|  |  | &nbsp;&nbsp;**$724955** |
| Commercial Banks — 0.1% | Commercial Banks — 0.1% | Commercial Banks — 0.1% |
| Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 6.75%, 8/15/32<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;$1009154 |
|  |  | &nbsp;&nbsp;**$1009154** |
| Commercial Services — 0.3% | Commercial Services — 0.3% | Commercial Services — 0.3% |
| Allied Universal Holdco LLC, 7.875%, 2/15/31<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;697 | &nbsp;&nbsp;$719224 |
| Ford Foundation, 2.415%, 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp; 384063 |
| Herc Holdings, Inc., 6.00%, 3/15/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1025 | &nbsp;&nbsp;&nbsp;&nbsp; 991979 |
|  |  | &nbsp;&nbsp;**$2095266** |
| Computers — 0.1% | Computers — 0.1% | Computers — 0.1% |
| Insight Enterprises, Inc., 6.625%, 5/15/32<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;$970854 |
|  |  | &nbsp;&nbsp;**$970854** |
| Diversified Financial Services — 4.6% | Diversified Financial Services — 4.6% | Diversified Financial Services — 4.6% |
| Ally Financial, Inc., 5.548% to 7/31/32, 7/31/33<sup>(6)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1225 | &nbsp;&nbsp;$1204001 |
| Apollo Global Management, Inc., 5.15%, 8/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp; 513499 |
| BlueHub Loan Fund, Inc., 3.099%, 1/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3160 | &nbsp;&nbsp;&nbsp;&nbsp; 2919794 |
| Brookfield Asset Management Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.298%, 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 | &nbsp;&nbsp;&nbsp;&nbsp; 874024 |
| &nbsp;&nbsp;&nbsp;5.795%, 4/24/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097 | &nbsp;&nbsp;&nbsp;&nbsp; 1118375 |
| &nbsp;&nbsp;&nbsp;6.077%, 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683 | &nbsp;&nbsp;&nbsp;&nbsp; 1664383 |
| Charles Schwab Corp., 4.343% to 11/14/30, 11/14/31<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp; 420466 |
| CI Financial Corp., 7.50%, 5/30/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1990 | &nbsp;&nbsp;&nbsp;&nbsp; 2089360 |
| Citadel Finance LLC, 5.15%, 2/14/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 | &nbsp;&nbsp;&nbsp;&nbsp; 721031 |
| Citadel Securities Global Holdings LLC, 6.20%, 6/18/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1275 | &nbsp;&nbsp;&nbsp;&nbsp; 1305250 |
| Enact Holdings, Inc., 6.25%, 5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp; 2316659 |
| HA Sustainable Infrastructure Capital, Inc., 6.375%, 7/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4514 | &nbsp;&nbsp;&nbsp;&nbsp; 4546792 |

---

------

Core Bond Portfolio<br>

March 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Diversified Financial Services (continued) | Diversified Financial Services (continued) | Diversified Financial Services (continued) |
| Jefferies Financial Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;5.50%, 2/15/36 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1396 | &nbsp;&nbsp;$1340694 |
| &nbsp;&nbsp;&nbsp;6.20%, 4/14/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1011 | &nbsp;&nbsp;&nbsp;&nbsp; 1031583 |
| LPL Holdings, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 3/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp; 553910 |
| &nbsp;&nbsp;&nbsp;4.375%, 5/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp; 756654 |
| &nbsp;&nbsp;&nbsp;5.75%, 6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1215 | &nbsp;&nbsp;&nbsp;&nbsp; 1210769 |
| Marex Group PLC, 6.404%, 11/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1628 | &nbsp;&nbsp;&nbsp;&nbsp; 1677354 |
| Midcap Financial Issuer Trust, 5.37%, 4/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1133 | &nbsp;&nbsp;&nbsp;&nbsp; 1119302 |
| Nuveen LLC, 5.85%, 4/15/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1169 | &nbsp;&nbsp;&nbsp;&nbsp; 1208228 |
| Raymond James Financial, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.90%, 9/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1058 | &nbsp;&nbsp;&nbsp;&nbsp; 1030725 |
| &nbsp;&nbsp;&nbsp;5.65%, 9/11/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113 | &nbsp;&nbsp;&nbsp;&nbsp; 1054572 |
| Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., 3.875%, 3/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080 | &nbsp;&nbsp;&nbsp;&nbsp; 1920387 |
| Stellantis Financial Services U.S. Corp., 5.40%, 9/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;689 | &nbsp;&nbsp;&nbsp;&nbsp; 676890 |
| UWM Holdings LLC, 6.25%, 3/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1527 | &nbsp;&nbsp;&nbsp;&nbsp; 1391899 |
|  |  | &nbsp;&nbsp;**$34666601** |
| Electric — 1.4% | Electric — 1.4% | Electric — 1.4% |
| Capital Power U.S. Holdings, Inc., 5.257%, 6/1/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;$1408552 |
| Dominion Energy, Inc., 6.00% to 11/15/30, 2/15/56<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp; 1123567 |
| Engie SA, 5.625%, 4/10/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp; 2301383 |
| NextEra Energy Capital Holdings, Inc., 5.45%, 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp;&nbsp;&nbsp; 2130879 |
| Vistra Operations Co. LLC: |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 10/15/35<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp; 728900 |
| &nbsp;&nbsp;&nbsp;5.70%, 12/30/34<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1765 | &nbsp;&nbsp;&nbsp;&nbsp; 1776990 |
| VoltaGrid LLC, 7.375%, 11/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp; 774952 |
|  |  | &nbsp;&nbsp;**$10245223** |
| Healthcare Services — 0.5% | Healthcare Services — 0.5% | Healthcare Services — 0.5% |
| Centene Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 3/1/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;$109167 |
| &nbsp;&nbsp;&nbsp;3.375%, 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589 | &nbsp;&nbsp;&nbsp;&nbsp; 1436389 |
| &nbsp;&nbsp;&nbsp;4.625%, 12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798 | &nbsp;&nbsp;&nbsp;&nbsp; 758050 |
| Global Medical Response, Inc., 7.375%, 10/1/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 | &nbsp;&nbsp;&nbsp;&nbsp; 729585 |
| LifePoint Health, Inc., 9.875%, 8/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 | &nbsp;&nbsp;&nbsp;&nbsp; 878772 |
|  |  | &nbsp;&nbsp;**$3911963** |
| Insurance — 2.7% | Insurance — 2.7% | Insurance — 2.7% |
| American International Group, Inc., 5.45%, 5/7/35 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 | &nbsp;&nbsp;$97966 |
| American National Global Funding: |  |  |
| &nbsp;&nbsp;&nbsp;5.25%, 6/3/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp; 872296 |
| &nbsp;&nbsp;&nbsp;5.55%, 1/28/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp; 424707 |
| American National Group, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 7/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp; 284876 |
| &nbsp;&nbsp;&nbsp;6.144%, 6/13/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 | &nbsp;&nbsp;&nbsp;&nbsp; 442807 |
| Asurion LLC/Asurion Co-Issuer, Inc., 8.00%, 12/31/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp; 994680 |
| Athene Global Funding, 4.86%, 8/27/26<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2432 | &nbsp;&nbsp;&nbsp;&nbsp; 2436122 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Insurance (continued) | Insurance (continued) | Insurance (continued) |
| Athene Holding Ltd., 6.625%, 5/19/55 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1198 | &nbsp;&nbsp;$1155354 |
| Corebridge Global Funding, 4.45%, 10/2/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp; 417054 |
| Fortitude Global Funding, 4.625%, 10/6/28<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1805 | &nbsp;&nbsp;&nbsp;&nbsp; 1787437 |
| Fortitude Group Holdings LLC, 6.25%, 4/1/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1144 | &nbsp;&nbsp;&nbsp;&nbsp; 1165633 |
| Global Atlantic Fin Co.: |  |  |
| &nbsp;&nbsp;&nbsp;3.125%, 6/15/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2487 | &nbsp;&nbsp;&nbsp;&nbsp; 2181004 |
| &nbsp;&nbsp;&nbsp;6.75%, 3/15/54<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2143 | &nbsp;&nbsp;&nbsp;&nbsp; 1998261 |
| &nbsp;&nbsp;&nbsp;7.95%, 6/15/33<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp; 32205 |
| Intact Financial Corp., 5.459%, 9/22/32<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159 | &nbsp;&nbsp;&nbsp;&nbsp; 1179987 |
| Liberty Mutual Group, Inc., 4.125% to 9/15/26, 12/15/51<sup>(1)(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1416 | &nbsp;&nbsp;&nbsp;&nbsp; 1383578 |
| Marsh & McLennan Cos., Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.95%, 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp; 486620 |
| &nbsp;&nbsp;&nbsp;5.00%, 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp; 214199 |
| NLG Global Funding, 4.35%, 9/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1450 | &nbsp;&nbsp;&nbsp;&nbsp; 1425477 |
| Willis North America, Inc.: |  |  |
| &nbsp;&nbsp;&nbsp;4.55%, 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp; 596608 |
| &nbsp;&nbsp;&nbsp;5.15%, 3/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp; 439485 |
|  |  | &nbsp;&nbsp;**$20016356** |
| Internet — 0.4% | Internet — 0.4% | Internet — 0.4% |
| Uber Technologies, Inc., 4.80%, 9/15/34 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;$2644794 |
|  |  | &nbsp;&nbsp;**$2644794** |
| Iron & Steel — 0.1% | Iron & Steel — 0.1% | Iron & Steel — 0.1% |
| Cleveland-Cliffs, Inc., 7.375%, 5/1/33<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;$983986 |
|  |  | &nbsp;&nbsp;**$983986** |
| Lodging — 0.3% | Lodging — 0.3% | Lodging — 0.3% |
| Las Vegas Sands Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;6.00%, 8/15/29 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 | &nbsp;&nbsp;$617861 |
| &nbsp;&nbsp;&nbsp;6.00%, 6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp; 1728792 |
|  |  | &nbsp;&nbsp;**$2346653** |
| Media — 0.4% | Media — 0.4% | Media — 0.4% |
| Charter Communications Operating LLC/Charter Communications Operating Capital: |  |  |
| &nbsp;&nbsp;&nbsp;4.40%, 12/1/61 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 | &nbsp;&nbsp;$447418 |
| &nbsp;&nbsp;&nbsp;4.80%, 3/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 | &nbsp;&nbsp;&nbsp;&nbsp; 1353939 |
| &nbsp;&nbsp;&nbsp;5.375%, 5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp; 523563 |
| McGraw-Hill Education, Inc., 7.375%, 9/1/31<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 | &nbsp;&nbsp;&nbsp;&nbsp; 991884 |
|  |  | &nbsp;&nbsp;**$3316804** |
| Mining — 0.1% | Mining — 0.1% | Mining — 0.1% |
| Novelis Corp., 4.75%, 1/30/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;$908892 |
|  |  | &nbsp;&nbsp;**$908892** |
| Oil and Gas — 0.4% | Oil and Gas — 0.4% | Oil and Gas — 0.4% |
| Diamondback Energy, Inc., 5.40%, 4/18/34 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 | &nbsp;&nbsp;$831730 |

---

------

Core Bond Portfolio<br>

March 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Oil and Gas (continued) | Oil and Gas (continued) | Oil and Gas (continued) |
| Sunoco LP, 4.625%, 5/1/30<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990 | &nbsp;&nbsp;$953409 |
| WBI Operating LLC, 6.25%, 10/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 | &nbsp;&nbsp;&nbsp;&nbsp; 1011668 |
|  |  | &nbsp;&nbsp;**$2796807** |
| Pharmaceuticals — 0.6% | Pharmaceuticals — 0.6% | Pharmaceuticals — 0.6% |
| AbbVie, Inc., 5.40%, 3/15/54 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1950 | &nbsp;&nbsp;$1863277 |
| Pfizer Investment Enterprises Pte. Ltd.: |  |  |
| &nbsp;&nbsp;&nbsp;5.30%, 5/19/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 | &nbsp;&nbsp;&nbsp;&nbsp; 867726 |
| &nbsp;&nbsp;&nbsp;5.34%, 5/19/63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp; 1386502 |
|  |  | &nbsp;&nbsp;**$4117505** |
| Pipelines — 0.3% | Pipelines — 0.3% | Pipelines — 0.3% |
| ONEOK, Inc., 6.05%, 9/1/33 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1945 | &nbsp;&nbsp;$2040164 |
|  |  | &nbsp;&nbsp;**$2040164** |
| Real Estate Investment Trusts (REITs) — 0.4% | Real Estate Investment Trusts (REITs) — 0.4% | Real Estate Investment Trusts (REITs) — 0.4% |
| CTR Partnership LP/CareTrust Capital Corp., 3.875%, 6/30/28<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1649 | &nbsp;&nbsp;$1603372 |
| EPR Properties: |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp; 494970 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp; 241188 |
| &nbsp;&nbsp;&nbsp;4.95%, 4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp; 750142 |
| HAT Holdings I LLC/HAT Holdings II LLC, 3.75%, 9/15/30<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp; 216421 |
|  |  | &nbsp;&nbsp;**$3306093** |
| Semiconductors — 0.1% | Semiconductors — 0.1% | Semiconductors — 0.1% |
| Qorvo, Inc., 3.375%, 4/1/31<sup>(1)</sup> | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;775 | &nbsp;&nbsp;$701481 |
|  |  | &nbsp;&nbsp;**$701481** |
| Software — 0.8% | Software — 0.8% | Software — 0.8% |
| Fiserv, Inc., 5.35%, 3/15/31 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1080 | &nbsp;&nbsp;$1091195 |
| Oracle Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;3.60%, 4/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp; 725019 |
| &nbsp;&nbsp;&nbsp;3.95%, 3/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 | &nbsp;&nbsp;&nbsp;&nbsp; 388052 |
| &nbsp;&nbsp;&nbsp;5.20%, 9/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1891 | &nbsp;&nbsp;&nbsp;&nbsp; 1774702 |
| &nbsp;&nbsp;&nbsp;5.70%, 2/4/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp; 408817 |
| &nbsp;&nbsp;&nbsp;6.00%, 8/3/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 | &nbsp;&nbsp;&nbsp;&nbsp; 480852 |
| &nbsp;&nbsp;&nbsp;6.55%, 2/4/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 | &nbsp;&nbsp;&nbsp;&nbsp; 578832 |
| &nbsp;&nbsp;&nbsp;6.70%, 2/4/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp; 766282 |
|  |  | &nbsp;&nbsp;**$6213751** |
| Telecommunications — 0.4% | Telecommunications — 0.4% | Telecommunications — 0.4% |
| AT&T, Inc., 3.50%, 9/15/53 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1093 | &nbsp;&nbsp;$717255 |
| TELUS Corp., 6.375% to 3/9/31, 6/9/56<sup>(6)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp; 1089338 |
| Zegona Finance PLC, 8.625%, 7/15/29<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098 | &nbsp;&nbsp;&nbsp;&nbsp; 1153545 |
|  |  | &nbsp;&nbsp;**$2960138** |
| Total Corporate Bonds<br> (identified cost $182,013,384) |  | &nbsp;&nbsp;**$180937569** |

---

Exchange-Traded Funds — 2.8%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Fixed-Income Funds — 2.8% | Fixed-Income Funds — 2.8% | Fixed-Income Funds — 2.8% |
| Eaton Vance Short Duration Income ETF<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;285000 | &nbsp;&nbsp;$14517900 |
| Eaton Vance Ultra-Short Income ETF<sup>(9)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;130000 | &nbsp;&nbsp;&nbsp;&nbsp; 6598280 |
| Total Exchange-Traded Funds<br> (identified cost $21,105,190) |  | &nbsp;&nbsp;**$21116180** |

---

Preferred Stocks — 0.2%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Real Estate Management & Development — 0.2% | Real Estate Management & Development — 0.2% | Real Estate Management & Development — 0.2% |
| Brookfield Property Partners LP, Series A, 5.75% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83921 | &nbsp;&nbsp;$1113632 |
|  |  | &nbsp;&nbsp;**$1113632** |
| Total Preferred Stocks<br> (identified cost $2,098,025) |  | &nbsp;&nbsp;**$1113632** |

---

Taxable Municipal Obligations — 0.5%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Special Tax Revenue — 0.2% | Special Tax Revenue — 0.2% | Special Tax Revenue — 0.2% |
| California Health Facilities Financing Authority, (No Place Like Home Program), Social Bonds, 3.034%, 6/1/34 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;$1272752 |
|  |  | &nbsp;&nbsp;**$1272752** |
| Water and Sewer — 0.3% | Water and Sewer — 0.3% | Water and Sewer — 0.3% |
| Narragansett Bay Commission, RI, Wastewater System Revenue: |  |  |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.094%, 9/1/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;$756101 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.184%, 9/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp; 588205 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.264%, 9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp; 519372 |
| &nbsp;&nbsp;&nbsp;Green Bonds, 2.344%, 9/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp; 553653 |
|  |  | &nbsp;&nbsp;**$2417331** |
| Total Taxable Municipal Obligations<br> (identified cost $4,120,000) |  | &nbsp;&nbsp;**$3690083** |

---

U.S. Government Agency Mortgage-Backed Securities — 27.4%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 2/1/43 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;$460725 |
| &nbsp;&nbsp;&nbsp;3.00%, with various maturities to 2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2219 | &nbsp;&nbsp;&nbsp;&nbsp; 2014613 |
| &nbsp;&nbsp;&nbsp;3.50%, with various maturities to 2048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2141 | &nbsp;&nbsp;&nbsp;&nbsp; 2005645 |
| &nbsp;&nbsp;&nbsp;4.00%, with various maturities to 2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655 | &nbsp;&nbsp;&nbsp;&nbsp; 1590933 |
| &nbsp;&nbsp;&nbsp;4.50%, with various maturities to 2044 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 | &nbsp;&nbsp;&nbsp;&nbsp; 501738 |

---

------

Core Bond Portfolio<br>

March 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| Federal Home Loan Mortgage Corp.: (continued) |  |  |
| &nbsp;&nbsp;&nbsp;5.00%, 11/1/54 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6916 | &nbsp;&nbsp;$6832183 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41007 | &nbsp;&nbsp;&nbsp;&nbsp; 41262966 |
| &nbsp;&nbsp;&nbsp;6.00%, 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp; 260680 |
| Federal National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;619 | &nbsp;&nbsp;&nbsp;&nbsp; 534328 |
| &nbsp;&nbsp;&nbsp;3.00%, 7/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;&nbsp;&nbsp; 477973 |
| &nbsp;&nbsp;&nbsp;3.50%, with various maturities to 2047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3244 | &nbsp;&nbsp;&nbsp;&nbsp; 3045022 |
| &nbsp;&nbsp;&nbsp;4.00%, with various maturities to 2046 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1124 | &nbsp;&nbsp;&nbsp;&nbsp; 1081330 |
| &nbsp;&nbsp;&nbsp;4.50%, 2/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp; 185127 |
| &nbsp;&nbsp;&nbsp;5.00%, 7/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp; 161718 |
| &nbsp;&nbsp;&nbsp;5.50%, with various maturities to 2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41425 | &nbsp;&nbsp;&nbsp;&nbsp; 41676825 |
| Government National Mortgage Association: |  |  |
| &nbsp;&nbsp;&nbsp;2.50%, with various maturities to 2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2518 | &nbsp;&nbsp;&nbsp;&nbsp; 2152944 |
| &nbsp;&nbsp;&nbsp;3.50%, 12/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 | &nbsp;&nbsp;&nbsp;&nbsp; 625435 |
| &nbsp;&nbsp;&nbsp;5.50%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1847 | &nbsp;&nbsp;&nbsp;&nbsp; 1905445 |
| &nbsp;&nbsp;&nbsp;6.00%, with various maturities to 2053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;&nbsp; 405757 |
| &nbsp;&nbsp;&nbsp;7.00%, 6/20/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp; 735030 |
| Uniform Mortgage-Backed Security: |  |  |
| &nbsp;&nbsp;&nbsp;4.00%, 30-Year, TBA<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp; 5585782 |
| &nbsp;&nbsp;&nbsp;4.50%, 30-Year, TBA<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7435 | &nbsp;&nbsp;&nbsp;&nbsp; 7171290 |
| &nbsp;&nbsp;&nbsp;5.00%, 30-Year, TBA<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80865 | &nbsp;&nbsp;&nbsp;&nbsp; 79718363 |
| &nbsp;&nbsp;&nbsp;5.50%, 30-Year, TBA<sup>(10)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5786 | &nbsp;&nbsp;&nbsp;&nbsp; 5811419 |
| Total U.S. Government Agency Mortgage-Backed Securities<br> (identified cost $209,846,915) |  | **$206203271** |

---

U.S. Treasury Obligations — 20.1%

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Bonds: |  |  |
| &nbsp;&nbsp;&nbsp;1.625%, 11/15/50 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6770 | &nbsp;&nbsp;$3533518 |
| &nbsp;&nbsp;&nbsp;1.875%, 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1318 | &nbsp;&nbsp;&nbsp;&nbsp; 724437 |
| &nbsp;&nbsp;&nbsp;2.00%, 11/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8644 | &nbsp;&nbsp;&nbsp;&nbsp; 5980905 |
| &nbsp;&nbsp;&nbsp;2.00%, 8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp; 197695 |
| &nbsp;&nbsp;&nbsp;2.25%, 8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1012 | &nbsp;&nbsp;&nbsp;&nbsp; 659895 |
| &nbsp;&nbsp;&nbsp;2.25%, 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3364 | &nbsp;&nbsp;&nbsp;&nbsp; 2028453 |
| &nbsp;&nbsp;&nbsp;2.375%, 2/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1813 | &nbsp;&nbsp;&nbsp;&nbsp; 1322080 |
| &nbsp;&nbsp;&nbsp;2.875%, 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3755 | &nbsp;&nbsp;&nbsp;&nbsp; 2789114 |
| &nbsp;&nbsp;&nbsp;2.875%, 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1099 | &nbsp;&nbsp;&nbsp;&nbsp; 762410 |
| &nbsp;&nbsp;&nbsp;3.00%, 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;798 | &nbsp;&nbsp;&nbsp;&nbsp; 607540 |
| &nbsp;&nbsp;&nbsp;3.00%, 8/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4144 | &nbsp;&nbsp;&nbsp;&nbsp; 2946853 |
| &nbsp;&nbsp;&nbsp;3.625%, 2/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1354 | &nbsp;&nbsp;&nbsp;&nbsp; 1087249 |
| &nbsp;&nbsp;&nbsp;3.625%, 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;949 | &nbsp;&nbsp;&nbsp;&nbsp; 761085 |
| &nbsp;&nbsp;&nbsp;3.875%, 2/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2631 | &nbsp;&nbsp;&nbsp;&nbsp; 2338610 |
| &nbsp;&nbsp;&nbsp;4.00%, 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 | &nbsp;&nbsp;&nbsp;&nbsp; 725589 |
| &nbsp;&nbsp;&nbsp;4.50%, 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 | &nbsp;&nbsp;&nbsp;&nbsp; 606089 |
| &nbsp;&nbsp;&nbsp;4.50%, 11/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 | &nbsp;&nbsp;&nbsp;&nbsp; 634494 |
| &nbsp;&nbsp;&nbsp;4.625%, 5/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1399 | &nbsp;&nbsp;&nbsp;&nbsp; 1357221 |
| &nbsp;&nbsp;&nbsp;4.75%, 11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17070 | &nbsp;&nbsp;&nbsp;&nbsp; 16869467 |
| &nbsp;&nbsp;&nbsp;4.75%, 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp; 468820 |
| &nbsp;&nbsp;&nbsp;5.00%, 5/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857 | &nbsp;&nbsp;&nbsp;&nbsp; 907399 |

---

---

| | | |
|:---|:---|:---|
| **<br>Security** | **Principal<br> Amount<br> (000's omitted)** | &nbsp;&nbsp;**Value** |
| U.S. Treasury Notes: |  |  |
| &nbsp;&nbsp;&nbsp;0.625%, 5/15/30 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;$65707 |
| &nbsp;&nbsp;&nbsp;0.625%, 8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp; 23451 |
| &nbsp;&nbsp;&nbsp;0.75%, 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4821 | &nbsp;&nbsp;&nbsp;&nbsp; 4809625 |
| &nbsp;&nbsp;&nbsp;1.125%, 2/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7680 | &nbsp;&nbsp;&nbsp;&nbsp; 7302300 |
| &nbsp;&nbsp;&nbsp;1.125%, 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3680 | &nbsp;&nbsp;&nbsp;&nbsp; 3226900 |
| &nbsp;&nbsp;&nbsp;1.25%, 4/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3455 | &nbsp;&nbsp;&nbsp;&nbsp; 3279281 |
| &nbsp;&nbsp;&nbsp;1.25%, 8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp; 54693 |
| &nbsp;&nbsp;&nbsp;1.875%, 2/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20027 | &nbsp;&nbsp;&nbsp;&nbsp; 19692466 |
| &nbsp;&nbsp;&nbsp;2.75%, 4/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18000 | &nbsp;&nbsp;&nbsp;&nbsp; 17806913 |
| &nbsp;&nbsp;&nbsp;3.125%, 8/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3713 | &nbsp;&nbsp;&nbsp;&nbsp; 3677103 |
| &nbsp;&nbsp;&nbsp;3.50%, 1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2593 | &nbsp;&nbsp;&nbsp;&nbsp; 2578414 |
| &nbsp;&nbsp;&nbsp;3.875%, 12/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp; 2001602 |
| &nbsp;&nbsp;&nbsp;4.00%, 2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp; 1646342 |
| &nbsp;&nbsp;&nbsp;4.00%, 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3955 | &nbsp;&nbsp;&nbsp;&nbsp; 3901855 |
| &nbsp;&nbsp;&nbsp;4.125%, 9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp; 1606781 |
| &nbsp;&nbsp;&nbsp;4.125%, 11/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19689 | &nbsp;&nbsp;&nbsp;&nbsp; 19853972 |
| &nbsp;&nbsp;&nbsp;4.25%, 5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7240 | &nbsp;&nbsp;&nbsp;&nbsp; 7222041 |
| &nbsp;&nbsp;&nbsp;4.25%, 8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 | &nbsp;&nbsp;&nbsp;&nbsp; 358706 |
| &nbsp;&nbsp;&nbsp;4.375%, 8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4040 | &nbsp;&nbsp;&nbsp;&nbsp; 4048994 |
| &nbsp;&nbsp;&nbsp;4.625%, 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp; 891760 |
| Total U.S. Treasury Obligations<br> (identified cost $161,283,546) |  | &nbsp;&nbsp;**$151357829** |

---

Short-Term Investments — 10.9%

---

| | | |
|:---|:---|:---|
| **Security** | **Shares** | &nbsp;&nbsp;**Value** |
| Morgan Stanley Institutional Liquidity Funds - Government Portfolio, Institutional Class, 3.57%<sup>(11)</sup> | 82146297 | &nbsp;&nbsp;$82146297 |
| Total Short-Term Investments<br> (identified cost $82,146,297) |  | &nbsp;&nbsp;**$82146297** |
| Total Investments — 111.2%<br> (identified cost $852,793,740) |  | &nbsp;&nbsp;**$835799563** |
| Other Assets, Less Liabilities — (11.2)% |  | &nbsp;&nbsp;**$(84312812)** |
| Net Assets — 100.0% |  | &nbsp;&nbsp;**$751486751** |

---

---

| | |
|:---|:---|
| The percentage shown for each investment category in the Portfolio of Investments is based on net assets. | The percentage shown for each investment category in the Portfolio of Investments is based on net assets. |
| <sup>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities may be sold in certain transactions in reliance on an exemption from registration (normally to qualified institutional buyers). At March 31, 2026, the aggregate value of these securities is $236,536,118 or 31.5% of the Portfolio's net assets. |
| <sup>(2)</sup> | Step coupon security. Interest rate represents the rate in effect at March 31, 2026. |
| <sup>(3)</sup> | Weighted average fixed-rate coupon that changes/updates monthly. Rate shown is the rate at March 31, 2026. |

---

------

Core Bond Portfolio<br>

March 31, 2026

Portfolio of Investments (Unaudited) — continued

------

<sup>(4)</sup> Variable rate security. The stated interest rate represents the rate in effect at March 31, 2026.

<sup>(5)</sup> Represents an investment in an issuer that may be deemed to be an affiliate.

<sup>(6)</sup> Security converts to variable rate after the indicated fixed-rate coupon period.

<sup>(7)</sup> Perpetual security with no stated maturity date but may be subject to calls by the issuer.

<sup>(8)</sup> Security exempt from registration under Regulation S of the Securities Act of 1933, as amended, which exempts from registration securities offered and sold outside the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933, as amended. At March 31, 2026, the aggregate value of these securities is $10,906,683 or 1.5% of the Portfolio's net assets.

<sup>(9)</sup> Affiliated fund.

<sup>(10)</sup> TBA (To Be Announced) securities are purchased on a forward commitment basis with an approximate principal amount and maturity date. The actual principal amount, which is not expected to differ significantly from the commitment amount, and maturity date are determined upon settlement.

<sup>(11)</sup> May be deemed to be an affiliated investment company. The rate shown is the annualized seven-day yield as of March 31, 2026.

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** | **Forward Foreign Currency Exchange Contracts (OTC)** |
| **Currency Purchased** | **Currency Purchased** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Currency Sold** | &nbsp;&nbsp;**Counterparty** | &nbsp;&nbsp;**Settlement<br> Date** | &nbsp;&nbsp;**Unrealized<br> Appreciation** | &nbsp;&nbsp;**Unrealized<br> (Depreciation)** |
| USD | &nbsp;&nbsp;11270366 | &nbsp;&nbsp;DKK | &nbsp;&nbsp;72510833 | &nbsp;&nbsp;JPMorgan Chase Bank, N.A. | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;$10341 | &nbsp;&nbsp;$— |
| USD | &nbsp;&nbsp; 2260877 | &nbsp;&nbsp;EUR | &nbsp;&nbsp; 1952693 | &nbsp;&nbsp;Barclays Bank PLC | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;(3987) |
| USD | &nbsp;&nbsp; 955518 | &nbsp;&nbsp;GBP | &nbsp;&nbsp; 714670 | &nbsp;&nbsp;BNP Paribas | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 9793 | &nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  |  |  |  | &nbsp;&nbsp;**$20134** | &nbsp;&nbsp;**$(3987)** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** | **Futures Contracts** |
| **Description** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Position** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Value/Unrealized<br> Appreciation<br> (Depreciation)** |
| **Interest Rate Futures** |  |  |  |  |  |
| U.S. 5-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;1323 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;$143121727 | &nbsp;&nbsp;&nbsp;&nbsp;$(1729722) |
| U.S. 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33758250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (523858) |
| U.S. Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44297375 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1405584) |
| U.S. Ultra 10-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 | &nbsp;&nbsp;&nbsp;&nbsp;Long | &nbsp;&nbsp;&nbsp;&nbsp;6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63795781 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1248856) |
| Euro-Bund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(83) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12029361) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 153888 |
| U.S. 2-Year Treasury Note | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(351) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;6/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(72813305) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 556131 |
| U.S. Ultra-Long Treasury Bond | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(96) | &nbsp;&nbsp;&nbsp;&nbsp;Short | &nbsp;&nbsp;&nbsp;&nbsp;6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11190000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293247 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**$(3904754)** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| OTC | – Over-the-counter |
| SOFR | – Secured Overnight Financing Rate |
| STACR | – Structured Agency Credit Risk |
| TBA | – To Be Announced |

---

---

| | |
|:---|:---|
| **Currency Abbreviations:** | **Currency Abbreviations:** |
| DKK | – Denmark Krone |
| EUR | – Euro |
| GBP | – British Pound Sterling |
| USD | – United States Dollar |

---

At March 31, 2026, the Portfolio had sufficient cash and/or securities to cover commitments under open derivative contracts.

------

Core Bond Portfolio<br>

March 31, 2026

Portfolio of Investments (Unaudited) — continued

------

In the normal course of pursuing its investment objective, the Portfolio is subject to the following risks:

Foreign Exchange Risk: The Portfolio engages in forward foreign currency exchange contracts to seek to hedge against fluctuations in currency exchange rates.

Interest Rate Risk: The Portfolio enters into interest rate futures contracts to seek to hedge against fluctuations in interest rates.

Affiliated Investments

At March 31, 2026, the value of the Portfolio's investment in issuers and funds that may be deemed to be affiliated was $104,179,931, which represents 13.9% of the Portfolio's net assets. Transactions in such investments by the Portfolio for the fiscal year to date ended March 31, 2026 were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Name** | **Value,<br> beginning<br> of period** | **Purchases** | **Sales<br> proceeds** | **Net<br> realized<br> gain (loss)** | **Change in<br> unrealized<br> appreciation<br> (depreciation)** | **Value, end<br> of period** | **Interest/<br> Dividend<br> income** | **Principal<br> amount ($)/<br> Shares, end<br> of period** |
| **Commercial Mortgage-Backed Securities** |  |  |  |  |  |  |  |  |
| Morgan Stanley Bank of America Merrill Lynch Trust, Series 2016-C29, Class C, 4.737%, 5/15/49 | $920308 | $— | $— | $— | $(2854) | $917454 | $11680 | &nbsp;&nbsp;&nbsp;$993200 |
| **Exchange-Traded Funds** |  |  |  |  |  |  |  |  |
| Eaton Vance Short Duration Income ETF | &nbsp;&nbsp;&nbsp;14661455 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;(143555) | &nbsp;&nbsp;&nbsp; 14517900 | &nbsp;&nbsp;&nbsp;159282 | &nbsp;&nbsp;&nbsp; 285000 |
| Eaton Vance Ultra-Short Income ETF | &nbsp;&nbsp;&nbsp; 6614400 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; (16120) | &nbsp;&nbsp;&nbsp; 6598280 | &nbsp;&nbsp;&nbsp;&nbsp;75513 | &nbsp;&nbsp;&nbsp; 130000 |
| **Short-Term Investments** |  |  |  |  |  |  |  |  |
| Liquidity Fund, Institutional Class<sup>(1)</sup> | &nbsp;&nbsp;&nbsp;67500581 | &nbsp;&nbsp;&nbsp;81419355 | &nbsp;&nbsp;&nbsp;(66773639) | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 82146297 | &nbsp;&nbsp;&nbsp;735088 | &nbsp;&nbsp;&nbsp;82146297 |
| **Total** |  |  |  | **$—** | **$(162529)** | **$104179931** | **$981563** |  |

---

<sup>(1)</sup> Represents investment in Morgan Stanley Institutional Liquidity Funds - Government Portfolio.

Fair Value Measurements

Under generally accepted accounting principles for fair value measurements, a three-tier hierarchy to prioritize the assumptions, referred to as inputs, is used in valuation techniques to measure fair value. The three-tier hierarchy of inputs is summarized in the three broad levels listed below.

• Level 1 – quoted prices in active markets for identical investments

• Level 2 – other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

• Level 3 – significant unobservable inputs (including a fund's own assumptions in determining the fair value of investments)

In cases where the inputs used to measure fair value fall in different levels of the fair value hierarchy, the level disclosed is determined based on the lowest level input that is significant to the fair value measurement in its entirety. The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

At March 31, 2026, the hierarchy of inputs used in valuing the Portfolio's investments and open derivative instruments, which are carried at fair value, were as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Asset-Backed Securities | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$99971164 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$99971164 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34306181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 34306181 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54957357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 54957357 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180937569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180937569 |
| Exchange-Traded Funds | &nbsp;&nbsp;&nbsp;&nbsp; 21116180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21116180 |
| Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp; 1113632 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1113632 |
| Taxable Municipal Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3690083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3690083 |
| U.S. Government Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206203271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206203271 |
| U.S. Treasury Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151357829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151357829 |
| Short-Term Investments | &nbsp;&nbsp;&nbsp;&nbsp; 82146297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82146297 |
| **Total Investments** | &nbsp;&nbsp;**$104376109** | &nbsp;&nbsp;&nbsp;&nbsp;**$731423454** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$835799563** |

---

------

Core Bond Portfolio<br>

March 31, 2026

Portfolio of Investments (Unaudited) — continued

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Asset Description (continued)** | &nbsp;&nbsp;**Level 1** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 2** | &nbsp;&nbsp;&nbsp;&nbsp;**Level 3** | &nbsp;&nbsp;&nbsp;&nbsp;**Total** |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$20134 | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$20134 |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp; 1003266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1003266 |
| **Total** | &nbsp;&nbsp;**$105379375** | &nbsp;&nbsp;&nbsp;&nbsp;**$731443588** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$836822963** |
| **Liability Description** |  |  |  |  |
| Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(3987) | &nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;$(3987) |
| Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4908020) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4908020) |
| **Total** | &nbsp;&nbsp;**$(4908020)** | &nbsp;&nbsp;&nbsp;&nbsp;**$(3987)** | &nbsp;&nbsp;&nbsp;&nbsp;**$—** | &nbsp;&nbsp;&nbsp;&nbsp;**$(4912007)** |

---

For information on the Portfolio's policy regarding the valuation of investments and other significant accounting policies, please refer to the Portfolio's most recent annual or semi-annual financial statements.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Core Bond Portfolio

- **b. Investment Company Act file number:** 811-09833

- **c. CIK number of Registrant:** 0001104129

- **d. LEI of Registrant:** 3BIRQP3EJTB29FBSFZ15

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

  - **Street Address 1:** One Post Office Square

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02109

  - **Telephone number:** 617-482-8260

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

- **a. Name of Series:** Core Bond Portfolio

- **b. EDGAR series identifier (if any):** S000005237

- **c. LEI of Series:** 3BIRQP3EJTB29FBSFZ15

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

- **a. Date of fiscal year-end:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $858233275.16

**Total Liabilities:** $106730546.99

**Net Assets:** $751502728.17

**Delayed Delivery Securities:** $105982215.85

**Cash Not Reported:** $10794268.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1183.90000000 | **1-Year:** -16453.52000000 | **5-Year:** -39295.56000000 | **10-Year:** -33573.63000000 | **30-Year:** -29729.20000000

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

- **3-Month:** -295.45000000 | **1-Year:** -2792.64000000 | **5-Year:** -6764.12000000 | **10-Year:** -3317.52000000 | **30-Year:** -590.81000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000014262 | 0.27%                | 1.46%                | -1.97%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1165637.56              | $-793116.19                                |
| Month 2  | $408383.92               | $4214961.38                                |
| Month 3  | $87935.26                | $-12683880.51                              |

**Designated Index Information**

- **Index Name:** BB Barclays US Aggregate Bond

- **Index Identifier:** BBG_US_Agg_Bond

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO BANK NV                                                                    | ABN AMRO Bank NV                                                                | CUSIP: 00084DBD1<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1310204.39   | 0.17%             | 2028-12-03      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                                                      | ACHV ABS Trust 2024-3AL                                                         | CUSIP: 00092KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    751488 | PA      | $756879.88    | 0.10%             | 2031-12-26      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                             | Corebridge Global Funding                                                       | CUSIP: 00138CBJ6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    425000 | PA      | $417054.35    | 0.06%             | 2030-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ACM Auto Trust                                                                      | ACM Auto Trust 2025-1                                                           | CUSIP: 00161EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    488058 | PA      | $488050.34    | 0.06%             | 2029-06-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altde Trust                                                                         | ALTDE 2025-1 Trust                                                              | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1472759 | PA      | $1484681.47   | 0.20%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                            | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $717254.83    | 0.10%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                                              | AS Mileage Plan IP Ltd                                                          | CUSIP: 00218QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    660000 | PA      | $653575.20    | 0.09%             | 2029-10-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization Equity Trust                                         | AASET 2024-1                                                                    | CUSIP: 00255JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1888290 | PA      | $1917242.40   | 0.26%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                          | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1863277.67   | 0.25%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Acacia LLC                                                                          | Acacia 2025-1 LLC                                                               | CUSIP: 00401PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040829 | PA      | $1040075.13   | 0.14%             | 2037-11-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                                                             | Allied Universal Holdco LLC                                                     | CUSIP: 019576AD9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |    697000 | PA      | $719223.85    | 0.10%             | 2031-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5930000 | PA      | $5585781.88   | 0.74%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7435000 | PA      | $7171290.22   | 0.95%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  80865000 | PA      | $79718362.60  | 10.61%            | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5786330 | PA      | $5811419.24   | 0.77%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1204001.05   | 0.16%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2025-B                                | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1548441 | PA      | $1549717.72   | 0.21%             | 2033-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    292000 | PA      | $284876.17    | 0.04%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                              | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97965.91     | 0.01%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                                | American National Global Funding                                                | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $424707.46    | 0.06%             | 2030-01-28      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GF                                                                | American National Global Funding                                                | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $872296.05    | 0.12%             | 2030-06-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                             | American National Group Inc                                                     | CUSIP: 02772AAA7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    433000 | PA      | $442806.86    | 0.06%             | 2032-06-13      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                            | Apollo Global Management Inc                                                    | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    530000 | PA      | $513499.04    | 0.07%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                                              | Asurion LLC/ Asurion Co-Issuer Inc                                              | CUSIP: 045941AA9<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    958000 | PA      | $994679.89    | 0.13%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | Athene Global Funding                                                           | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2432000 | PA      | $2436121.80   | 0.32%             | 2026-08-27      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                                  | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1155354.49   | 0.15%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAJ7<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |   3325000 | PA      | $3095378.83   | 0.41%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Commercial Mortgage Securities Trust 2019-BPR                             | CUSIP: 05492PAN8<br>LEI: 5493001M1XQ4INMTAE48 | Long             | ABS-MBS          | CORP              | US        |   1635000 | PA      | $1458871.10   | 0.19%             | 2032-11-05      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Banc of America Merrill Lynch Large Loan Inc                                        | BAMLL Trust 2024-BHP                                                            | CUSIP: 05493WAA0<br>LEI: 549300BOMGFOVRYRQK33 | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1893581.17   | 0.25%             | 2039-08-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 05533UAF5<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $972565.00    | 0.13%             | 2033-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                                                          | BFLD Commercial Mortgage Trust 2025-660F                                        | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2490000 | PA      | $2490774.89   | 0.33%             | 2042-11-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                  | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    787000 | PA      | $812501.16    | 0.11%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                  | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    634000 | PA      | $663350.40    | 0.09%             | 2027-11-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                  | CUSIP: 05581KAF8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1494000 | PA      | $1518421.31   | 0.20%             | 2029-06-12      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2022-SSP                                                              | CUSIP: 05602HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1282612.10   | 0.17%             | 2039-05-15      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                                      | BOCA Commercial Mortgage Trust 2025-BOCA                                        | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1481000 | PA      | $1484359.35   | 0.20%             | 2042-12-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $987347.27    | 0.13%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199153.13    | 0.03%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $403934.78    | 0.05%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1807485.99   | 0.24%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7087000 | PA      | $6549061.90   | 0.87%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    943000 | PA      | $987770.43    | 0.13%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2240634.21   | 0.30%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    850000 | PA      | $867114.36    | 0.12%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                             | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2140413.14   | 0.28%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                    | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1129000 | PA      | $1138189.29   | 0.15%             | 2027-09-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                                             | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | CUSIP: 072912AA6<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    673000 | PA      | $696555.00    | 0.09%             | 2035-02-11      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BLUEHUB LOAN FUND                                                                   | BlueHub Loan Fund Inc                                                           | CUSIP: 095623AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3160000 | PA      | $2919794.18   | 0.39%             | 2030-01-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2254000 | PA      | $2180384.50   | 0.29%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    360000 | PA      | $345856.95    | 0.05%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                         | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2490000 | PA      | $2492195.18   | 0.33%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                                                        | Bridge 2025-SFR1 Trust                                                          | CUSIP: 10807GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    993464 | PA      | $935451.70    | 0.12%             | 2042-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                            | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1683000 | PA      | $1664382.70   | 0.22%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                            | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   1097000 | PA      | $1118374.73   | 0.15%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                            | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    894000 | PA      | $874024.21    | 0.12%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-GW                                                                | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1745000 | PA      | $1746992.09   | 0.23%             | 2042-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                   | CI Financial Corp                                                               | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1990000 | PA      | $2089359.71   | 0.28%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHNGE Mortgage Trust                                                                | CHNGE Mortgage Trust 2023-4                                                     | CUSIP: 12569QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    502863 | PA      | $506061.14    | 0.07%             | 2058-09-25      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| CRSNT Trust                                                                         | CRSNT Trust 2026-MOON                                                           | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1605000 | PA      | $1600552.55   | 0.21%             | 2031-02-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CTR PARTNERSHIP/CARETRST                                                            | CTR Partnership LP / CareTrust Capital Corp                                     | CUSIP: 126458AE8<br>LEI: N/A                  | Long             | DBT              |  | US        |   1649000 | PA      | $1603372.01   | 0.21%             | 2028-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                    | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UVM7<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |   1430000 | PA      | $1272751.91   | 0.17%             | 2034-06-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                              | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1060000 | PA      | $1072040.54   | 0.14%             | 2085-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL POWER US HOLDING                                                            | Capital Power US Holdings Inc                                                   | CUSIP: 14041TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1408552.03   | 0.19%             | 2028-06-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Cascade MH Asset Trust                                                              | Cascade MH Asset Trust 2022-MH1                                                 | CUSIP: 14732KAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1316787 | PA      | $1290672.85   | 0.17%             | 2054-08-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Castlelake Aircraft Securitization Trust                                            | Castlelake Aircraft Structured Trust 2025-1                                     | CUSIP: 14856VAA5<br>LEI: 549300MHTIBONNXM3R82 | Long             | ABS-O            | CORP              | US        |   1923025 | PA      | $1939103.78   | 0.26%             | 2050-02-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                        | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1147000 | PA      | $1224630.11   | 0.16%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    798000 | PA      | $758050.05    | 0.10%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1589000 | PA      | $1436389.10   | 0.19%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                        | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109166.62    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Champs Trust                                                                        | Champs Trust 2025-2                                                             | CUSIP: 15878DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1766031 | PA      | $1811669.96   | 0.24%             | 2060-10-25      | Variable      | 7.72%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $523562.92    | 0.07%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1353939.23   | 0.18%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                            | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    696000 | PA      | $447418.25    | 0.06%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust 2026-1                                        | CUSIP: 16161YAB2<br>LEI: 529900FU45ZZQULAKB21 | Long             | ABS-MBS          | CORP              | US        |   2337560 | PA      | $2334181.20   | 0.31%             | 2056-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2026-3                                 | CUSIP: 161938AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1504000 | PA      | $1499946.27   | 0.20%             | 2057-01-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                           | Chesapeake Funding II LLC                                                       | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    972742 | PA      | $982729.13    | 0.13%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                 | Citadel Finance LLC                                                             | CUSIP: 17287HAF7<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    738000 | PA      | $721030.94    | 0.10%             | 2031-02-14      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                                            | Citadel Securities Global Holdings LLC                                          | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1305250.41   | 0.17%             | 2035-06-18      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Clarus Capital Funding LLC                                                          | Clarus Capital Funding 2024-1 LLC                                               | CUSIP: 18271JAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    641538 | PA      | $643113.60    | 0.09%             | 2032-08-20      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                                | Cleveland-Cliffs Inc                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $983985.53    | 0.13%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20754JAC8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   2065246 | PA      | $2089722.10   | 0.28%             | 2039-09-25      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| EquipmentShare                                                                      | Crockett Partners Equipment Co IIA LLC                                          | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1202970 | PA      | $1218283.01   | 0.16%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                           | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    312800 | PA      | $309945.04    | 0.04%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                           | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1594238 | PA      | $1569884.09   | 0.21%             | 2051-11-20      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC Mortgage Trust                                                         | DBC 2025-DBC Mortgage Trust                                                     | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1180000 | PA      | $1180912.85   | 0.16%             | 2042-11-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | Danske Bank A/S                                                                 | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    985000 | PA      | $994484.36    | 0.13%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                                                                 | DataBank Issuer                                                                 | CUSIP: 23802WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1185500 | PA      | $1168812.19   | 0.16%             | 2051-10-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer II, LLC                                                             | DataBank Issuer II LLC                                                          | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1905000 | PA      | $1851641.33   | 0.25%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3760000 | PA      | $3676513.34   | 0.49%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding LLC                                                  | Diamond Infrastructure Funding LLC                                              | CUSIP: 25265LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    313000 | PA      | $307156.92    | 0.04%             | 2049-04-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                              | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    819000 | PA      | $831729.84    | 0.11%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1123566.80   | 0.15%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                       | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2279861 | PA      | $2140946.83   | 0.28%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                                                          | Driven Brands Funding LLC                                                       | CUSIP: 26209XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1279706 | PA      | $1156273.23   | 0.15%             | 2051-10-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| DURST Commercial Mortgage Trust                                                     | Durst Commercial Mortgage Trust 2025-151                                        | CUSIP: 266895AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925000 | PA      | $1941745.96   | 0.26%             | 2042-08-10      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    751000 | PA      | $750142.39    | 0.10%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    545000 | PA      | $494969.83    | 0.07%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                      | EPR Properties                                                                  | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    247000 | PA      | $241187.68    | 0.03%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                              | PURCHASED USD / SOLD DKK                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $10340.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                                                   | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-3986.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                      | PURCHASED USD / SOLD GBP                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $9793.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                                  | Enact Holdings Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2316658.88   | 0.31%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                            | Engie SA                                                                        | CUSIP: 29286DAB1<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |   2250000 | PA      | $2301383.41   | 0.31%             | 2034-04-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                      | Enterprise Fleet Financing 2024-2 LLC                                           | CUSIP: 29375RAB2<br>LEI: RKWYUSIDZTWNAX1D9U96 | Long             | ABS-O            | CORP              | US        |    286912 | PA      | $287315.83    | 0.04%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                               | FMC Issuer Trust-FMSR                                                           | CUSIP: 30191JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2695000 | PA      | $2683452.19   | 0.36%             | 2029-09-25      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2026-ESH2                                           | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1342370 | PA      | $1344105.13   | 0.18%             | 2043-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                                                         | Extended Stay America Trust 2026-ESH2                                           | CUSIP: 30227WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    437880 | PA      | $439295.42    | 0.06%             | 2043-02-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| FMC GMSR Issuer Trust                                                               | FMC GMSR Issuer Trust                                                           | CUSIP: 30259RAK1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1179691.17   | 0.16%             | 2026-10-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2023-4SZN                                              | FS Commercial Mortgage Trust 2023-4SZN                                          | CUSIP: 30334RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1139000 | PA      | $1150225.53   | 0.15%             | 2039-11-10      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| Falcon Aerospace Ltd                                                                | Falcon 2019-1 Aerospace Ltd                                                     | CUSIP: 30610GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    288006 | PA      | $286906.21    | 0.04%             | 2039-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Farmer Mac Agricultural Real Estate Trust                                           | FARM 2024-2 Mortgage Trust                                                      | CUSIP: 307910AC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1108189 | PA      | $1041593.22   | 0.14%             | 2054-08-01      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9XS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    699737 | PA      | $723124.58    | 0.10%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJUW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170489 | PA      | $169373.75    | 0.02%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJW89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295190 | PA      | $267769.34    | 0.04%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJX70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    391631 | PA      | $353372.91    | 0.05%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31292K2X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123299 | PA      | $122976.34    | 0.02%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31292SA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    518517 | PA      | $460724.77    | 0.06%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3129415G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209929 | PA      | $209388.48    | 0.03%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132ACM80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    299640 | PA      | $278771.00    | 0.04%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2646236 | PA      | $2663608.48   | 0.35%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWKV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3897207 | PA      | $3916712.33   | 0.52%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6916235 | PA      | $6832183.19   | 0.91%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6605759 | PA      | $6641745.37   | 0.88%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5216764 | PA      | $5247344.27   | 0.70%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11699507 | PA      | $11775399.77  | 1.57%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4087785 | PA      | $4111747.32   | 0.55%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132J8WP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    496112 | PA      | $467613.50    | 0.06%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132QQYG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    324919 | PA      | $304120.50    | 0.04%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WDJJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    304018 | PA      | $283569.64    | 0.04%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WJTH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    993816 | PA      | $898594.73    | 0.12%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WLUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    715680 | PA      | $671568.76    | 0.09%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 3132WM3H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    771405 | PA      | $740638.14    | 0.10%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335AU97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    884024 | PA      | $850294.65    | 0.11%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Gold Pool                                                           | CUSIP: 31335AZ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    538017 | PA      | $494875.87    | 0.07%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3133KRL51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    254484 | PA      | $260679.97    | 0.03%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136ABU84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     38541 | PA      | $34676.65     | 0.00%             | 2042-12-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136ALUX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    182179 | PA      | $178550.55    | 0.02%             | 2044-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    388977 | PA      | $383411.39    | 0.05%             | 2028-03-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                      | Fannie Mae-Aces                                                                 | CUSIP: 3136B75M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4434200 | PA      | $4189267.65   | 0.56%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BSLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2556339 | PA      | $2573138.29   | 0.34%             | 2054-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BTGY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1061888 | PA      | $1067920.10   | 0.14%             | 2054-11-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BVGS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1415124 | PA      | $1425797.80   | 0.19%             | 2055-03-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 3136BXHG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1506521 | PA      | $1510644.49   | 0.20%             | 2055-09-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HABQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165047 | PA      | $169310.92    | 0.02%             | 2053-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HHNE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1722905 | PA      | $1734685.94   | 0.23%             | 2054-12-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HKU51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2060875 | PA      | $2069272.00   | 0.28%             | 2055-03-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                              | CUSIP: 3137HMBS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1801798 | PA      | $1807459.50   | 0.24%             | 2055-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138EQLE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159170 | PA      | $161717.60    | 0.02%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WDKE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283129 | PA      | $272585.75    | 0.04%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WE4S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    284435 | PA      | $273786.67    | 0.04%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3138WFVG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163231 | PA      | $156957.22    | 0.02%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                               | CUSIP: 31394EDP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22537 | PA      | $22983.15     | 0.00%             | 2035-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140E47D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698921 | PA      | $650764.26    | 0.09%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140E8LU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369418 | PA      | $343804.29    | 0.05%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140F8J57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    270174 | PA      | $251609.76    | 0.03%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140FMSE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    642610 | PA      | $598254.48    | 0.08%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140J5HW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619113 | PA      | $534327.78    | 0.07%             | 2047-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QUMT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2795602 | PA      | $2813955.44   | 0.37%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QUZF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3892773 | PA      | $3918329.10   | 0.52%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140QVDM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4264145 | PA      | $4292138.85   | 0.57%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140XAYV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    533881 | PA      | $477973.03    | 0.06%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 3140Y7DY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2805584 | PA      | $2828386.72   | 0.38%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31417ACQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1263236 | PA      | $1200589.94   | 0.16%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418A7B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    186261 | PA      | $185126.85    | 0.02%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418B5P7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    393793 | PA      | $378000.44    | 0.05%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FCG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5766541 | PA      | $5798812.49   | 0.77%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10106905 | PA      | $10172466.89  | 1.35%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FGY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5065672 | PA      | $5093189.92   | 0.68%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                 | CUSIP: 31418FMJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6725899 | PA      | $6759544.90   | 0.90%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac Pool                                                                | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6152508 | PA      | $6183285.17   | 0.82%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2025-HE5                                                            | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    618021 | PA      | $619705.04    | 0.08%             | 2055-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2025-FL2                                                            | CUSIP: 31684TAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    958335 | PA      | $955923.83    | 0.13%             | 2055-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FIGRE Trust                                                                         | FIGRE Trust 2026-FL1                                                            | CUSIP: 31684XAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1670000 | PA      | $1677349.84   | 0.22%             | 2056-03-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                      | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1091195.01   | 0.15%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Focus Brands Funding LLC                                                            | Goto Foods Funding LLC                                                          | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    912500 | PA      | $908419.85    | 0.12%             | 2047-04-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                              | CUSIP: 34461WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1752694.30   | 0.23%             | 2039-12-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                                 | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    650000 | PA      | $384063.36    | 0.05%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1141904.61   | 0.15%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208975.78    | 0.03%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS                                                            | Fortitude Group Holdings LLC                                                    | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1144000 | PA      | $1165632.87   | 0.16%             | 2030-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                                            | Fortitude Global Funding                                                        | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1787436.90   | 0.24%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | Foundry JV Holdco LLC                                                           | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |   2633000 | PA      | $2709239.17   | 0.36%             | 2033-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2022-DNA2                                         | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    161327 | PA      | $161816.87    | 0.02%             | 2042-02-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3617UM5N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    993177 | PA      | $849641.37    | 0.11%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3617UUSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1524593 | PA      | $1303303.48   | 0.17%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 36189N6V3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    671493 | PA      | $625435.45    | 0.08%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618AUEB0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    139097 | PA      | $143859.46    | 0.02%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618B54N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    253227 | PA      | $261897.80    | 0.03%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BJD25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1847464 | PA      | $1905444.67   | 0.25%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                              | CUSIP: 3618BKMK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    698834 | PA      | $735029.92    | 0.10%             | 2053-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GSJP Trust                                                                          | GSJP Trust 2025-BEDS                                                            | CUSIP: 362946AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1868000 | PA      | $1859110.19   | 0.25%             | 2042-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAB3<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2487000 | PA      | $2181004.37   | 0.29%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAD9<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32204.53     | 0.00%             | 2033-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                                              | Global Atlantic Fin Co                                                          | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $1998261.46   | 0.27%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                                                             | Global Medical Response Inc                                                     | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    702000 | PA      | $729585.09    | 0.10%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust                                                   | GLS Auto Select Receivables Trust 2024-2                                        | CUSIP: 379924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1160055 | PA      | $1169945.07   | 0.16%             | 2030-06-17      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1141187.73   | 0.15%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    852000 | PA      | $835578.71    | 0.11%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384AF65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    653000 | PA      | $676469.54    | 0.09%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384AG64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    635000 | PA      | $656442.49    | 0.09%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38384CBT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2371147 | PA      | $2377575.26   | 0.32%             | 2053-07-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                        | CUSIP: 38385BP53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2008463 | PA      | $2022956.70   | 0.27%             | 2054-12-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                                                    | Great Wolf Trust 2024-WOLF                                                      | CUSIP: 39152MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2369000 | PA      | $2370825.31   | 0.32%             | 2039-03-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                            | HLTN Commercial Mortgage Trust 2024-DPLO                                        | CUSIP: 40424UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1610500 | PA      | $1612434.69   | 0.21%             | 2041-06-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| HLTN Commercial Mortgage Trust 2024-DPLO                                            | HLTN Commercial Mortgage Trust 2024-DPLO                                        | CUSIP: 40424UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1335000 | PA      | $1336932.28   | 0.18%             | 2041-06-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                              | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   4514000 | PA      | $4546791.77   | 0.61%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC/HAT                                                              | HAT Holdings I LLC / HAT Holdings II LLC                                        | CUSIP: 418751AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    235000 | PA      | $216420.94    | 0.03%             | 2030-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                                                  | Hawaii Hotel Trust 2025-MAUI                                                    | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1300815.10   | 0.17%             | 2042-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                                                                   | Herc Holdings Inc                                                               | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $991978.40    | 0.13%             | 2034-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                         | Hexcel Corp                                                                     | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2054395.16   | 0.27%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                                                  | Horizon Aircraft Finance IV Ltd                                                 | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2127500 | PA      | $2112467.09   | 0.28%             | 2049-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Horizon Aircraft Finance I Limited                                                  | Horizon Aircraft Finance III Ltd                                                | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    740245 | PA      | $725684.35    | 0.10%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                         | CUSIP: 44891AEA1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2417000 | PA      | $2377657.74   | 0.32%             | 2030-09-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                         | CUSIP: 44891AEE3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1184000 | PA      | $1163407.39   | 0.15%             | 2031-01-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                    | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1493000 | PA      | $1510984.65   | 0.20%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRS                                                                    | Insight Enterprises Inc                                                         | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $970854.22    | 0.13%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| INTACT FINANCIAL CORP                                                               | Intact Financial Corp                                                           | CUSIP: 45823TAL0<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | DBT              | CORP              | CA        |   1159000 | PA      | $1179986.99   | 0.16%             | 2032-09-22      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| INTOWN Mortgage Trust                                                               | INTOWN 2025-STAY Mortgage Trust                                                 | CUSIP: 46117WAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2306000 | PA      | $2306255.97   | 0.31%             | 2042-03-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                                      | Chase Auto Credit Linked Notes Series 2025-1                                    | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1829871 | PA      | $1837373.86   | 0.24%             | 2033-02-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13                   | CUSIP: 46640JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99440 | PA      | $96047.13     | 0.01%             | 2046-01-15      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2014-C22                             | CUSIP: 46642NAJ5<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    260000 | PA      | $176178.60    | 0.02%             | 2047-09-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust                                          | JPMBB Commercial Mortgage Securities Trust 2014-C23                             | CUSIP: 46643AAG8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1834570.00   | 0.24%             | 2047-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1798763.55   | 0.24%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    960000 | PA      | $946654.87    | 0.13%             | 2032-01-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                                 | JPMorgan Chase & Co                                                             | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1104000 | PA      | $1080689.71   | 0.14%             | 2037-01-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                              | JW Commercial Mortgage Trust 2024-MRCO                                          | CUSIP: 46657XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1381948.56   | 0.18%             | 2039-06-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $1031582.91   | 0.14%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                                   | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1396000 | PA      | $1340694.08   | 0.18%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                          | LAD Auto Receivables Trust 2024-1                                               | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40142 | PA      | $40156.26     | 0.01%             | 2028-01-18      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAD6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    570000 | PA      | $553910.28    | 0.07%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAF1<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    790000 | PA      | $756653.52    | 0.10%             | 2031-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1210769.32   | 0.16%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    601000 | PA      | $617861.45    | 0.08%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                            | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1728791.92   | 0.23%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                                                       | Lendbuzz Securitization Trust 2025-2                                            | CUSIP: 52611JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2929293 | PA      | $2940507.47   | 0.39%             | 2030-05-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                            | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   1416000 | PA      | $1383578.03   | 0.18%             | 2051-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LIFEPOINT HEALTH INC                                                                | LifePoint Health Inc                                                            | CUSIP: 53219LAV1<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    830000 | PA      | $878772.46    | 0.12%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                                       | LUNAR AIRCRAFT 2020-1 LTD                                                       | CUSIP: 55037LAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    132190 | PA      | $131601.29    | 0.02%             | 2045-02-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| MAPS Trust                                                                          | MAPS 2026-1 Trust                                                               | CUSIP: 55293WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1301035 | PA      | $1273734.00   | 0.17%             | 2051-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                            | Morgan Stanley Institutional Liquidity Funds - Government Portfolio             | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  82146297 | NS      | $82146297.18  | 10.93%            |  |  |  | No            |                  1 | On Loan: No      |
| MAREX GROUP PLC                                                                     | Marex Group PLC                                                                 | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   1628000 | PA      | $1677354.20   | 0.22%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                            | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    215000 | PA      | $214198.60    | 0.03%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                            | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    491000 | PA      | $486619.80    | 0.06%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MASTERBRAND INC                                                                     | Masterbrand Inc                                                                 | CUSIP: 57638PAA2<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | DBT              | CORP              | US        |   1278000 | PA      | $1249709.30   | 0.17%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                                                               | McGraw-Hill Education Inc                                                       | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |    971000 | PA      | $991883.30    | 0.13%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                                          | Mercury Financial Credit Card Master Trust                                      | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2191000 | PA      | $2194844.33   | 0.29%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                                            | Midcap Financial Issuer Trust                                                   | CUSIP: 59590AAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1119302.03   | 0.15%             | 2029-04-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                           | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBK0<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    993200 | PA      | $917454.10    | 0.12%             | 2049-05-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Ultra-Short Income ETF                                                  | Eaton Vance Ultra-Short Income ETF                                              | CUSIP: 61774R700<br>LEI: 254900V7QBF5XYWO0K24 | Long             | EC               | RF                | US        |    130000 | NS      | $6598280.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Short Duration Income ETF                                               | Eaton Vance Short Duration Income ETF                                           | CUSIP: 61774R825<br>LEI: 254900H1WCGW58VEGZ62 | Long             | EC               | RF                | US        |    285000 | NS      | $14517900.00  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                  | NLG Global Funding                                                              | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1843288.71   | 0.25%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                                       | NYO Commercial Mortgage Trust 2021-1290                                         | CUSIP: 62955HAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1883000 | PA      | $1882300.47   | 0.25%             | 2038-11-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NYC Trust                                                                           | NYCT Trust 2024-3ELV                                                            | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003060.00   | 0.13%             | 2029-08-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                                         | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CR9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    820000 | PA      | $756100.68    | 0.10%             | 2030-09-01      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                                         | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CS7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $588205.41    | 0.08%             | 2031-09-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                                         | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    585000 | PA      | $519372.01    | 0.07%             | 2032-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Narragansett Bay Commission                                                         | NARRAGANSETT BAY RI COMMISSION WSTWTR SYS REVENUE                               | CUSIP: 631060CU2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    635000 | PA      | $553653.01    | 0.07%             | 2033-09-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Navigator Aviation Ltd                                                              | Navigator 2024-1 Aviation Ltd                                                   | CUSIP: 63943DAA7<br>LEI: 984500UF8C3O89B30652 | Long             | ABS-O            | CORP              | KY        |   1039452 | PA      | $1034990.28   | 0.14%             | 2049-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                               | Neighborly Issuer LLC                                                           | CUSIP: 64016NAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1304925 | PA      | $1251812.86   | 0.17%             | 2051-04-30      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Neighborly Issuer LLC                                                               | Neighborly Issuer 2022-1                                                        | CUSIP: 64016NAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    768000 | PA      | $724652.47    | 0.10%             | 2052-01-30      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes                                          | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    486359 | PA      | $479933.75    | 0.06%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                              | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2130879.43   | 0.28%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Willowbrook Mall                                                                    | NJ 2025-WBRK                                                                    | CUSIP: 65486BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1340000 | PA      | $1350738.09   | 0.18%             | 2035-03-05      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                                        | Novelis Corp                                                                    | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    960000 | PA      | $908892.27    | 0.12%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                                                          | Nuveen LLC                                                                      | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1169000 | PA      | $1208228.27   | 0.16%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2081000 | PA      | $2083599.17   | 0.28%             | 2039-12-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                           | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    688000 | PA      | $689500.12    | 0.09%             | 2039-12-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-HE1 Trust                                                              | CUSIP: 67121CAA4<br>LEI: 2549002GJHC7CO92J583 | Long             | ABS-O            | CORP              | US        |   1240060 | PA      | $1244820.02   | 0.17%             | 2055-02-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $2040164.20   | 0.27%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-B                                                   | CUSIP: 68377GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214794 | PA      | $211196.84    | 0.03%             | 2031-05-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                                 | Oportun Issuance Trust 2021-C                                                   | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1199157 | PA      | $1183232.00   | 0.16%             | 2031-10-08      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $725018.45    | 0.10%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    612000 | PA      | $388052.28    | 0.05%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    573000 | PA      | $480852.44    | 0.06%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1891000 | PA      | $1774702.08   | 0.24%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    425000 | PA      | $408816.73    | 0.05%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    620000 | PA      | $578831.84    | 0.08%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | Oracle Corp                                                                     | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    825000 | PA      | $766282.38    | 0.10%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                                                               | PK Alift Loan Funding 3 LP                                                      | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    785334 | PA      | $799553.11    | 0.11%             | 2039-09-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                                 | PFS Financing Corp                                                              | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3085000 | PA      | $3104855.68   | 0.41%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                              | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51062.94     | 0.01%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                             | PNMAC GMSR ISSUER TRUST 2024-GT1                                                | CUSIP: 69354WAJ5<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |   2100000 | PA      | $2106296.22   | 0.28%             | 2029-03-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Pnmac Gmsr Issuer Trust                                                             | PNMAC GMSR ISSUER TRUST 2025-GT1                                                | CUSIP: 69354WAK2<br>LEI: 5493007JEN3QN6CZC711 | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $350927.43    | 0.05%             | 2030-08-26      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| PENN Commercial Mortgage Trust                                                      | PENN Commercial Mortgage Trust 2025-P11                                         | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1410000 | PA      | $1434194.47   | 0.19%             | 2042-08-10      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                                      | PEAC Solutions Receivables 2024-2 LLC                                           | CUSIP: 69392BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    428191 | PA      | $428918.30    | 0.06%             | 2027-04-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| PEAC Solutions Receivables LLC                                                      | PEAC Solutions Receivables 2024-1 LLC                                           | CUSIP: 69433BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    510866 | PA      | $513943.74    | 0.07%             | 2027-06-21      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                             | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    933000 | PA      | $867725.81    | 0.12%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                             | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1525000 | PA      | $1386501.77   | 0.18%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAC7<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    975000 | PA      | $930273.24    | 0.12%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                                    | Planet Fitness Master Issuer LLC                                                | CUSIP: 72703PAF0<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |   1485380 | PA      | $1495849.85   | 0.20%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| PRMI Securitization Trust                                                           | PRMI Securitization Trust 2025-CMG1                                             | CUSIP: 74291CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1542381 | PA      | $1545052.89   | 0.21%             | 2055-12-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                                    | Provident Funding Mortgage Trust 2025-3                                         | CUSIP: 74388PAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1008166 | PA      | $1016448.61   | 0.14%             | 2055-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Trust                                                    | Provident Funding Mortgage Trust 2025-5                                         | CUSIP: 74388RAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1969124 | PA      | $1965047.02   | 0.26%             | 2055-11-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                           | Qorvo Inc                                                                       | CUSIP: 74736KAJ0<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    775000 | PA      | $701480.72    | 0.09%             | 2031-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2080000 | PA      | $1920387.25   | 0.26%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Radian Mortgage Capital Trust                                                       | Radian Mortgage Capital Trust 2025-J3                                           | CUSIP: 75024RAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    710413 | PA      | $716085.09    | 0.10%             | 2055-12-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                             | Raymond James Financial Inc                                                     | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $1030724.47   | 0.14%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                             | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1113000 | PA      | $1054571.65   | 0.14%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust I                                          | Research-Driven Pagaya Motor Asset Trust 2025-1                                 | CUSIP: 76089YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1914280 | PA      | $1918677.95   | 0.26%             | 2033-06-27      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer, LLC                                           | Retained Vantage Data Centers Issuer LLC                                        | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |   1929000 | PA      | $1925008.13   | 0.26%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2059000 | PA      | $2055194.76   | 0.27%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                                             | Saluda Grade Alternative Mortgage Trust 2025-LOC5                               | CUSIP: 79581XAB4<br>LEI: 213800ETGZN4SIG56R83 | Long             | ABS-O            | CORP              | US        |   1337144 | PA      | $1344393.78   | 0.18%             | 2055-10-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                                 | Charles Schwab Corp/The                                                         | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420466.10    | 0.06%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                                       | SDR Commercial Mortgage Trust 2024-DSNY                                         | CUSIP: 811304AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    872000 | PA      | $870207.87    | 0.12%             | 2039-05-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525258 | PA      | $499868.48    | 0.07%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| ServiceMaster Brands                                                                | ServiceMaster Funding LLC                                                       | CUSIP: 81761TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    612451 | PA      | $545302.79    | 0.07%             | 2051-01-30      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                          | SERVPRO Master Issuer LLC                                                       | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1868318 | PA      | $1853160.77   | 0.25%             | 2055-10-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS LLC/FIN                                                             | Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1009153.54   | 0.13%             | 2032-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                                            | Delta Air Lines Inc / SkyMiles IP Ltd                                           | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2095500 | PA      | $2093224.35   | 0.28%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                                                    | SoFi Consumer Loan Program 2025-1 Trust                                         | CUSIP: 83406YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1110407.10   | 0.15%             | 2034-02-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                                                       | Lunar 2021-1 Structured Aircraft Portfolio Notes                                | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   2562616 | PA      | $2436364.11   | 0.32%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Sonic Capital LLC                                                                   | Sonic Capital LLC                                                               | CUSIP: 83546DAG3<br>LEI: 54930089533DCF1JSH22 | Long             | ABS-O            | CORP              | US        |   1727825 | PA      | $1711566.88   | 0.23%             | 2050-01-20      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Springcastle SPV                                                                    | SpringCastle America Funding LLC                                                | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380903 | PA      | $359225.06    | 0.05%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                                                            | Smyrna Ready Mix Concrete LLC                                                   | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $998048.72    | 0.13%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR5 Trust                                                                | STAR 2025-SFR5 Trust                                                            | CUSIP: 85520CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3446451 | PA      | $3447297.19   | 0.46%             | 2042-02-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| STAR 2025-SFR6 Trust                                                                | STAR 2025-SFR6 Trust                                                            | CUSIP: 85520EAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1656000 | PA      | $1656900.04   | 0.22%             | 2042-08-17      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                               | Stellantis Finance US Inc                                                       | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1685424.55   | 0.22%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                            | Stellantis Financial Services US Corp                                           | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    689000 | PA      | $676890.25    | 0.09%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                              | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    811250 | PA      | $802190.89    | 0.11%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                                  | Subway Funding LLC                                                              | CUSIP: 864300AJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    651750 | PA      | $643707.34    | 0.09%             | 2054-07-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Sunnova Sol Issuer,LLC                                                              | Sunnova Sol II Issuer LLC                                                       | CUSIP: 86745PAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550570 | PA      | $1347573.99   | 0.18%             | 2055-11-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                                  | Sunnova Helios XII Issuer LLC                                                   | CUSIP: 86745YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1690600 | PA      | $1546448.29   | 0.21%             | 2050-08-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Helios Issuer, LLC                                                                  | Sunnova Helios V Issuer LLC                                                     | CUSIP: 86746EAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194483 | PA      | $144667.77    | 0.02%             | 2048-02-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                           | Sunoco LP                                                                       | CUSIP: 86765KAK5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    990000 | PA      | $953408.62    | 0.13%             | 2030-05-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                         | Swedbank AB                                                                     | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1718000 | PA      | $1731655.97   | 0.23%             | 2026-09-12      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| PINNACLE FINANCL PARTNRS                                                            | Pinnacle Financial Partners Inc                                                 | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    680000 | PA      | $693483.22    | 0.09%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| PINNACLE BANK TN                                                                    | Pinnacle Bank/Nashville TN                                                      | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758660.21    | 0.10%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TYSN 2023-CRNR Mortgage Trust                                                       | TYSN 2023-CRNR Mortgage Trust                                                   | CUSIP: 87332PAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    523000 | PA      | $543937.31    | 0.07%             | 2033-12-10      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                          | TELUS Corp                                                                      | CUSIP: 87971MCQ4<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1089338.03   | 0.14%             | 2056-06-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                                            | Texas Capital Bancshares Inc                                                    | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    605000 | PA      | $604019.33    | 0.08%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                               | Toronto-Dominion Bank/The                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2181000 | PA      | $2251383.05   | 0.30%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                            | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2131842.89   | 0.28%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                                | Truist Bank Auto Credit-Linked Notes Series 2025-1                              | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1133439 | PA      | $1133653.76   | 0.15%             | 2033-09-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| TX Trust 24-HOU                                                                     | TX Trust 2024-HOU                                                               | CUSIP: 90216DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1995000 | PA      | $1994889.48   | 0.27%             | 2039-06-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS Group AG                                                                    | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1246000 | PA      | $1098134.24   | 0.15%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                                                    | UWM Holdings LLC                                                                | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1527000 | PA      | $1391899.44   | 0.19%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2644793.91   | 0.35%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                      | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2242997.55   | 0.30%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                   | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    611000 | PA      | $610134.54    | 0.08%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    594000 | PA      | $606088.83    | 0.08%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    857000 | PA      | $907398.96    | 0.12%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    798000 | PA      | $607539.84    | 0.08%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3755000 | PA      | $2789114.27   | 0.37%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1012000 | PA      | $659895.15    | 0.09%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6769800 | PA      | $3533518.23   | 0.47%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    347000 | PA      | $197695.12    | 0.03%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1318000 | PA      | $724436.64    | 0.10%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8644000 | PA      | $5980905.13   | 0.80%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3364000 | PA      | $2028452.57   | 0.27%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1813300 | PA      | $1322079.86   | 0.18%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1099000 | PA      | $762409.79    | 0.10%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4144000 | PA      | $2946853.43   | 0.39%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    801600 | PA      | $725588.91    | 0.10%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1354300 | PA      | $1087248.97   | 0.14%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2631000 | PA      | $2338609.58   | 0.31%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    948900 | PA      | $761084.52    | 0.10%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17069500 | PA      | $16869466.80  | 2.24%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1399000 | PA      | $1357221.27   | 0.18%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    679000 | PA      | $634493.67    | 0.08%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    477000 | PA      | $468820.19    | 0.06%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75000 | PA      | $65707.03     | 0.01%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     27000 | PA      | $23451.50     | 0.00%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3680000 | PA      | $3226900.00   | 0.43%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7680000 | PA      | $7302299.98   | 0.97%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4821000 | PA      | $4809624.95   | 0.64%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3455000 | PA      | $3279280.84   | 0.44%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     63000 | PA      | $54693.11     | 0.01%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20027100 | PA      | $19692465.98  | 2.62%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $17806912.56  | 2.37%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3713000 | PA      | $3677102.83   | 0.49%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1606781.25   | 0.21%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $2001601.56   | 0.27%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2593000 | PA      | $2578414.38   | 0.34%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1640000 | PA      | $1646342.19   | 0.22%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4040000 | PA      | $4048993.57   | 0.54%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3955000 | PA      | $3901854.69   | 0.52%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19689000 | PA      | $19853972.36  | 2.64%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    869000 | PA      | $891760.34    | 0.12%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7240000 | PA      | $7222041.40   | 0.96%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $358706.25    | 0.05%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers LLC                                                        | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |   2220000 | PA      | $2120932.50   | 0.28%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                                                            | Vantage Data Centers Issuer LLC                                                 | CUSIP: 92212KAD8<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    869000 | PA      | $854418.53    | 0.11%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1776989.65   | 0.24%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                        | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    750000 | PA      | $728899.80    | 0.10%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC                                                                       | VoltaGrid LLC                                                                   | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |    750000 | PA      | $774951.75    | 0.10%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WBI OPERATING LLC                                                                   | WBI Operating LLC                                                               | CUSIP: 92944BAA9<br>LEI: 254900POBWB4RX0ODY78 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1011668.18   | 0.13%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2016-C35                                  | CUSIP: 95000FAC0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $477577.95    | 0.06%             | 2048-07-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                               | Wells Fargo & Co                                                                | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2067000 | PA      | $2049005.75   | 0.27%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZEALAND LTD                                                             | Westpac New Zealand Ltd                                                         | CUSIP: 96122FAB3<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   1182000 | PA      | $1191219.79   | 0.16%             | 2027-02-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                            | Willis North America Inc                                                        | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    605000 | PA      | $596607.88    | 0.08%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                            | Willis North America Inc                                                        | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    451000 | PA      | $439484.64    | 0.06%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust V                                                | CUSIP: 97064FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    723229 | PA      | $702054.42    | 0.09%             | 2045-03-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust V                                                | CUSIP: 97064FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85085 | PA      | $84177.30     | 0.01%             | 2045-03-15      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Willis Engine Securitization Trust                                                  | Willis Engine Structured Trust IX                                               | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1883328 | PA      | $1879459.51   | 0.25%             | 2050-12-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                                  | Zegona Finance PLC                                                              | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   1098000 | PA      | $1153545.62   | 0.15%             | 2029-07-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers Jersey Borrower SPV Limited                                    | Vantage Data Centers Jersey Borrower Spv Ltd                                    | CUSIP: 000000000<br>LEI: 213800S5S638C9IBQ379 | Long             | ABS-O            | CORP              | JE        |    701000 | PA      | $931792.83    | 0.12%             | 2039-05-28      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                                                             | Nykredit Realkredit A/S                                                         | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |  75000000 | PA      | $10959289.74  | 1.46%             | 2056-10-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS GERMANY BORROWER LUX S.A R.L.                                  | Vantage Data Centers Germany Borrower Lux Sarl                                  | CUSIP: 000000000<br>LEI: 2549008VW14T3IH21H24 | Long             | ABS-O            | CORP              | LU        |   1937000 | PA      | $2213887.00   | 0.29%             | 2050-06-28      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                                                   | EURO-BUND FUTURE JUN26                                                          | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -83 | NC      | $153888.03    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US LONG BOND(CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       389 | NC      | $-1405583.87  | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US ULTRA BOND CBT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -96 | NC      | $293246.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       304 | NC      | $-523857.84   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1323 | NC      | $-1729722.40  | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -351 | NC      | $556130.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR ULTRA FUT JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       562 | NC      | $-1248855.54  | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD PROPERTY PART                                                            | Brookfield Property Partners LP                                                 | CUSIP: 000000000<br>LEI: 5493004J5Z0TZW83NU62 | Long             | EP               | CORP              | BM        |     83921 | NS      | $1113631.67   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-28

**Name of Applicant:** Core Bond Portfolio

**Signature:** James Kirchner

**Name of Signer:** James Kirchner

**Title:** Treasurer