# EDGAR Filing Document

**Accession Number:** 0000736054
**File Stem:** 0000736054-25-000076
**Filing Date:** 2025-9
**Character Count:** 1615129
**Document Hash:** e6ab2a292aad486cb0e6b70bcb820812
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000736054-25-000076.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0000736054-25-000076

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD STAR FUNDS
- **CENTRAL INDEX KEY:** 0000736054

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03919
- **FILM NUMBER:** 251343515

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD STAR FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD SPECIAL TAX ADVANTAGED RETIREMENT FUND
- **DATE OF NAME CHANGE:** 19850318

## Series and Classes Contracts Data

### Vanguard STAR Core-Plus Bond Fund (Series ID: S000090502)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000257760 | Institutional Shares | VCPSX           |

## Nport-Ex

Vanguard<sup>®</sup> STAR<sup>®</sup> Core-Plus Bond Fund

Schedule of Investments (unaudited)

As of July 31, 2025

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (36.2%)** | **U.S. Government and Agency Obligations (36.2%)** | **U.S. Government and Agency Obligations (36.2%)** | **U.S. Government and Agency Obligations (36.2%)** | **U.S. Government and Agency Obligations (36.2%)** | **U.S. Government and Agency Obligations (36.2%)** |
| **U.S. Government Securities (13.0%)** | **U.S. Government Securities (13.0%)** | **U.S. Government Securities (13.0%)** | **U.S. Government Securities (13.0%)** | **U.S. Government Securities (13.0%)** | **U.S. Government Securities (13.0%)** |
| <sup>1</sup> | United States Treasury Inflation Indexed Bonds | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;17891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17695 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;11/30/26 | &nbsp;&nbsp;82304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82455 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;7/31/27 | &nbsp;&nbsp;60873 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59475 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;32440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32709 |
| <sup>1</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;4/30/28 | &nbsp;&nbsp;39653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39244 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;9/30/28 | &nbsp;&nbsp;43544 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44480 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/30/28 | &nbsp;&nbsp;23182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23521 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;12/31/28 | &nbsp;&nbsp;26675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26544 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/31/29 | &nbsp;&nbsp;22271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22727 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/29 | &nbsp;&nbsp;21658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21719 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;12/31/29 | &nbsp;&nbsp;27416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27896 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;26928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27265 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;0.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1014 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/31/30 | &nbsp;&nbsp;17200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17044 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;45834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45394 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/30/31 | &nbsp;&nbsp;47216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47699 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/31/31 | &nbsp;&nbsp;25500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25588 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/31/31 | &nbsp;&nbsp;23264 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22869 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/30/31 | &nbsp;&nbsp;25569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24947 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;10/31/31 | &nbsp;&nbsp;28260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28322 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/31/32 | &nbsp;&nbsp;28663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29097 |
| <sup>4</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;22920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19994 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/29/32 | &nbsp;&nbsp;28665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28685 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/31/32 | &nbsp;&nbsp;40800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40454 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/41 | &nbsp;&nbsp;14760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14797 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3331 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2397 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;8/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;3105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2043 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;11/15/41 | &nbsp;&nbsp;32763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22330 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/42 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8181 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/15/42 | &nbsp;&nbsp;20000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15057 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;3203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3019 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;3036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;17424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16857 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;25338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17618 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/45 | &nbsp;&nbsp;38000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37348 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;18200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18462 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;4711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3226 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;16894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10933 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1578 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;2406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;4060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2965 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;6078 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4747 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3381 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;33093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20999 |
| <sup>2</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;23000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11173 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;40500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25301 |
| <sup>3</sup> | United States Treasury Note/Bond | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;38063 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22896 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;12800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11028 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/53 | &nbsp;&nbsp;15100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14736 |
|  | United States Treasury Note/Bond | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;18320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17551 |
|  |  |  |  |  | &nbsp;&nbsp;**1070786** |
| **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** | **Agency Bonds and Notes (0.3%)** |
|  | Tennessee Valley Authority | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;26300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26697 |
| **Conventional Mortgage-Backed Securities (22.0%)** | **Conventional Mortgage-Backed Securities (22.0%)** | **Conventional Mortgage-Backed Securities (22.0%)** | **Conventional Mortgage-Backed Securities (22.0%)** | **Conventional Mortgage-Backed Securities (22.0%)** |  |
| <sup>5,6</sup> | Fannie Mae Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;5674 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5075 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/1/45–1/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1209 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;11/1/47–8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;9/1/30–4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/1/35–11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;3208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3155 |
| <sup>5,6</sup> | Freddie Mac Gold Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/1/38–4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/15/42–12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6921 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;11/15/26–3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;60114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53471 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1257 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/42–6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;51365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47526 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/40–6/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2175 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/25–7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;67728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64886 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/44–4/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;35288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34670 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/15/41–7/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;30638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30772 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/15/30–9/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;22704 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23058 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/39–3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7963 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8156 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/37–7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7899 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;11/15/31–11/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
| <sup>5</sup> | Ginnie Mae I Pool | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;4/20/44–6/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;10/20/43–8/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;67092 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54205 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/20/37–3/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;90173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76507 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/20/31–12/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;57042 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50335 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/20/46–9/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;49671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45236 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/20/39–6/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;34209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31945 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/20/32–8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;28964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27855 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/20/33–8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;60073 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59404 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/20/34–8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;51416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51688 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/20/28–8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;32511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33070 |
| <sup>5,7</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/20/37–8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;10509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10814 |
| <sup>5</sup> | Ginnie Mae II Pool | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/20/55–4/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2570 |
| <sup>5,6</sup> | UMBS Pool | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;2/1/36–1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;73671 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59665 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/1/36–8/25/55 | &nbsp;&nbsp;400071 | &nbsp;&nbsp;&nbsp;&nbsp;322902 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;7/1/27–8/25/55 | &nbsp;&nbsp;172390 | &nbsp;&nbsp;&nbsp;&nbsp;145456 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/1/26–8/25/55 | &nbsp;&nbsp;298881 | &nbsp;&nbsp;&nbsp;&nbsp;259039 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/1/42–8/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;12505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13049 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/1/42–8/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;71503 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66965 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/1/40–8/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;57892 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55255 |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/1/52–8/25/55 | &nbsp;&nbsp;107614 | &nbsp;&nbsp;&nbsp;&nbsp;109872 |
| <sup>5,6</sup> | UMBS Pool | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/1/29–6/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;47605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49437 |
|  |  |  |  |  | &nbsp;&nbsp;**1818739** |
| **Nonconventional Mortgage-Backed Securities (0.9%)** | **Nonconventional Mortgage-Backed Securities (0.9%)** | **Nonconventional Mortgage-Backed Securities (0.9%)** | **Nonconventional Mortgage-Backed Securities (0.9%)** | **Nonconventional Mortgage-Backed Securities (0.9%)** |  |
| <sup>5,6,8</sup> | Fannie Mae Pool, RFUCCT1Y + 1.560% | &nbsp;&nbsp;6.844% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>5,6,8</sup> | Fannie Mae Pool, RFUCCT1Y + 1.580% | &nbsp;&nbsp;7.170% | &nbsp;&nbsp;9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3064 |
| <sup>5,6</sup> | Fannie Mae REMICS | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5445 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.515% | &nbsp;&nbsp;7.264% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.600% | &nbsp;&nbsp;7.087% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.616% | &nbsp;&nbsp;7.305% | &nbsp;&nbsp;9/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.620% | &nbsp;&nbsp;6.803% | &nbsp;&nbsp;10/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.620% | &nbsp;&nbsp;6.984% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.620% | &nbsp;&nbsp;7.370% | &nbsp;&nbsp;7/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.630% | &nbsp;&nbsp;6.554% | &nbsp;&nbsp;4/1/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;311 |
| <sup>5,6,8</sup> | Freddie Mac Non Gold Pool, RFUCCT1Y + 1.640% | &nbsp;&nbsp;6.954% | &nbsp;&nbsp;8/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1972 |
| <sup>5,6</sup> | Freddie Mac REMICS | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;56722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50981 |
| <sup>5</sup> | Ginnie Mae REMICS | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;10/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;14760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13046 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**77343** |
| **Total U.S. Government and Agency Obligations (Cost $2,999,313)** | **Total U.S. Government and Agency Obligations (Cost $2,999,313)** | **Total U.S. Government and Agency Obligations (Cost $2,999,313)** | **Total U.S. Government and Agency Obligations (Cost $2,999,313)** | **Total U.S. Government and Agency Obligations (Cost $2,999,313)** | **2993565** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (8.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.4%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (8.4%)** |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.760% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323 |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.960% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;6.740% | &nbsp;&nbsp;4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2023-A | &nbsp;&nbsp;7.330% | &nbsp;&nbsp;1/17/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>5</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
| <sup>5</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
| <sup>5,9</sup> | Ally Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;2/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-A | &nbsp;&nbsp;6.022% | &nbsp;&nbsp;5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.117% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
| <sup>5,9</sup> | Ally Bank Auto Credit-Linked Notes Series 2024-B | &nbsp;&nbsp;5.215% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 |
| <sup>5</sup> | American Express Credit Account Master Trust Series 2025-4 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;31100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31225 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5,9</sup> | American Heritage Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;241 | &nbsp;&nbsp;&nbsp;&nbsp;242 |
| <sup>5,9</sup> | American Homes 4 Rent Trust Series 2015-SFR2 | &nbsp;&nbsp;3.732% | &nbsp;&nbsp;10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;150 | &nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>5,9</sup> | American Homes 4 Rent Trust Series 2015-SFR2 | &nbsp;&nbsp;4.295% | &nbsp;&nbsp;10/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;143 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>5</sup> | AmeriCredit Automobile Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;520 | &nbsp;&nbsp;&nbsp;&nbsp;534 |
| <sup>5</sup> | AmeriCredit Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;6/18/29 | &nbsp;&nbsp;1190 | &nbsp;&nbsp;1203 |
| <sup>5,9</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;905 | &nbsp;&nbsp;&nbsp;&nbsp;883 |
| <sup>5,9</sup> | AMSR Trust Series 2024-SFR2 | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;11/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;573 |
| <sup>5,9</sup> | AMSR Trust Series 2025-SFR1 | &nbsp;&nbsp;3.655% | &nbsp;&nbsp;6/17/42 | &nbsp;&nbsp;2130 | &nbsp;&nbsp;2020 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.190% | &nbsp;&nbsp;12/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;565 |
| <sup>5,9</sup> | AutoNation Finance Trust Series 2025-1A | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;9/10/32 | &nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;737 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2022-5A | &nbsp;&nbsp;6.240% | &nbsp;&nbsp;4/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;156 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-1A | &nbsp;&nbsp;6.230% | &nbsp;&nbsp;4/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-5A | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-7A | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;133 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2023-8A | &nbsp;&nbsp;6.020% | &nbsp;&nbsp;2/20/30 | &nbsp;&nbsp;1306 | &nbsp;&nbsp;1363 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2024-1A | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp;613 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2024-3A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;575 | &nbsp;&nbsp;&nbsp;&nbsp;586 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2024-3A | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;12/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;336 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;8/20/29 | &nbsp;&nbsp;1420 | &nbsp;&nbsp;1428 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;350 | &nbsp;&nbsp;&nbsp;&nbsp;352 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-1A | &nbsp;&nbsp;5.870% | &nbsp;&nbsp;8/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;212 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;5.120% | &nbsp;&nbsp;8/20/31 | &nbsp;&nbsp;1990 | &nbsp;&nbsp;2019 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;8/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;504 |
| <sup>5,9</sup> | Avis Budget Rental Car Funding AESOP LLC Series 2025-2A | &nbsp;&nbsp;6.240% | &nbsp;&nbsp;8/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;226 |
| <sup>5</sup> | Banc of America Commercial Mortgage Trust Series 2015-UBS7 | &nbsp;&nbsp;4.278% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>5</sup> | Banc of America Funding Trust Series 2006-H | &nbsp;&nbsp;4.968% | &nbsp;&nbsp;9/20/46 | &nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>5</sup> | BANK Series 2017-BNK4 | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>5</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.175% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>5</sup> | BANK Series 2017-BNK7 | &nbsp;&nbsp;3.435% | &nbsp;&nbsp;9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>5</sup> | BANK Series 2017-BNK8 | &nbsp;&nbsp;3.488% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;320 |
| <sup>5</sup> | BANK Series 2018-BNK15 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>5</sup> | BANK Series 2019-BNK16 | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>5</sup> | BANK Series 2019-BNK23 | &nbsp;&nbsp;2.920% | &nbsp;&nbsp;12/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;463 | &nbsp;&nbsp;&nbsp;&nbsp;430 |
| <sup>5</sup> | BANK Series 2019-BNK24 | &nbsp;&nbsp;2.960% | &nbsp;&nbsp;11/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;&nbsp;582 |
| <sup>5</sup> | BANK Series 2024-5YR7 | &nbsp;&nbsp;5.769% | &nbsp;&nbsp;6/15/57 | &nbsp;&nbsp;1078 | &nbsp;&nbsp;1116 |
| <sup>5</sup> | BANK Series 2024-5YR9 | &nbsp;&nbsp;5.614% | &nbsp;&nbsp;8/15/57 | &nbsp;&nbsp;1154 | &nbsp;&nbsp;1190 |
| <sup>5</sup> | BANK Series 2025-BNK50 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/15/68 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;925 |
| <sup>5,9</sup> | Bank of America Auto Trust Series 2023-1A | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;174 | &nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>5</sup> | Bank of America Merrill Lynch Commercial Mortgage Trust Series 2017-BNK3 | &nbsp;&nbsp;3.574% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;238 |
| <sup>5</sup> | Barclays Commercial Mortgage Trust Series 2019-C3 | &nbsp;&nbsp;3.583% | &nbsp;&nbsp;5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;&nbsp;511 |
| <sup>5</sup> | Barclays Commercial Mortgage Trust Series 2019-C5 | &nbsp;&nbsp;3.063% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>5,9</sup> | Bayview Opportunity Master Fund VII Trust Series 2024-SN1 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;207 |
| <sup>5,9</sup> | Bayview Opportunity Master Fund VII Trust Series 2024-SN1 | &nbsp;&nbsp;5.830% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;231 | &nbsp;&nbsp;&nbsp;&nbsp;233 |
| <sup>5,9</sup> | Bayview Opportunity Master Fund VII Trust Series 2024-SN1 | &nbsp;&nbsp;6.360% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;279 | &nbsp;&nbsp;&nbsp;&nbsp;286 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2018-C2 | &nbsp;&nbsp;4.314% | &nbsp;&nbsp;12/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;677 | &nbsp;&nbsp;&nbsp;&nbsp;663 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2022-C16 | &nbsp;&nbsp;4.021% | &nbsp;&nbsp;6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;151 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;5.946% | &nbsp;&nbsp;3/15/57 | &nbsp;&nbsp;4600 | &nbsp;&nbsp;4777 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-5C25 | &nbsp;&nbsp;6.358% | &nbsp;&nbsp;3/15/57 | &nbsp;&nbsp;1375 | &nbsp;&nbsp;1427 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2024-5C29 | &nbsp;&nbsp;5.208% | &nbsp;&nbsp;9/15/57 | &nbsp;&nbsp;8305 | &nbsp;&nbsp;8442 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.586% | &nbsp;&nbsp;7/15/58 | &nbsp;&nbsp;1580 | &nbsp;&nbsp;1635 |
| <sup>5</sup> | BBCMS Mortgage Trust Series 2025-C35 | &nbsp;&nbsp;5.843% | &nbsp;&nbsp;7/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;619 |
| <sup>5</sup> | Bear Stearns ARM Trust Series 2006-4 | &nbsp;&nbsp;4.292% | &nbsp;&nbsp;10/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;164 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>5</sup> | Bear Stearns ARM Trust Series 2007-3 | &nbsp;&nbsp;4.211% | &nbsp;&nbsp;5/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2018-B1 | &nbsp;&nbsp;3.666% | &nbsp;&nbsp;1/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;769 | &nbsp;&nbsp;&nbsp;&nbsp;749 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2018-B8 | &nbsp;&nbsp;3.963% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;133 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2024-V6 | &nbsp;&nbsp;5.926% | &nbsp;&nbsp;3/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;651 | &nbsp;&nbsp;&nbsp;&nbsp;675 |
| <sup>5</sup> | Benchmark Mortgage Trust Series 2024-V10 | &nbsp;&nbsp;5.277% | &nbsp;&nbsp;9/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;360 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-5C3 | &nbsp;&nbsp;5.739% | &nbsp;&nbsp;2/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;664 | &nbsp;&nbsp;&nbsp;&nbsp;683 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-5C4 | &nbsp;&nbsp;6.526% | &nbsp;&nbsp;5/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;482 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-5C8 | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;12/15/57 | &nbsp;&nbsp;2225 | &nbsp;&nbsp;2293 |
| <sup>5</sup> | BMO Mortgage Trust Series 2024-C9 | &nbsp;&nbsp;5.759% | &nbsp;&nbsp;7/15/57 | &nbsp;&nbsp;1030 | &nbsp;&nbsp;1077 |
| <sup>5</sup> | Bridgecrest Lending Auto Securitization Trust Series 2025-3 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;939 |
| <sup>5,9</sup> | BX Trust Series 2019-OC11 | &nbsp;&nbsp;3.202% | &nbsp;&nbsp;12/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;900 | &nbsp;&nbsp;&nbsp;&nbsp;839 |
| <sup>5,8,9</sup> | Capital Street Master Trust Series 2024-1, SOFR30A + 1.350% | &nbsp;&nbsp;5.693% | &nbsp;&nbsp;10/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp;219 |
| <sup>5,8,9,10</sup> | Capital Street Master Trust Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;8/16/29 | &nbsp;&nbsp;2660 | &nbsp;&nbsp;2660 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;126 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-3 | &nbsp;&nbsp;5.670% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;386 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;135 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2024-4 | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;108 | &nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;148 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;123 | &nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;546 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-2 | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;337 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;381 |
| <sup>5</sup> | CarMax Auto Owner Trust Series 2025-3 | &nbsp;&nbsp;5.220% | &nbsp;&nbsp;5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;401 |
| <sup>5</sup> | Carvana Auto Receivables Trust Series 2021-P3 | &nbsp;&nbsp;1.030% | &nbsp;&nbsp;6/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;418 | &nbsp;&nbsp;&nbsp;&nbsp;411 |
| <sup>5</sup> | CD Mortgage Trust Series 2016-CD1 | &nbsp;&nbsp;2.724% | &nbsp;&nbsp;8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;179 |
| <sup>5</sup> | CD Mortgage Trust Series 2016-CD1 | &nbsp;&nbsp;3.631% | &nbsp;&nbsp;8/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>5</sup> | CD Mortgage Trust Series 2017-CD3 | &nbsp;&nbsp;3.631% | &nbsp;&nbsp;2/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;272 | &nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>5</sup> | CD Mortgage Trust Series 2017-CD4 | &nbsp;&nbsp;3.514% | &nbsp;&nbsp;5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;&nbsp;349 |
| <sup>5</sup> | CD Mortgage Trust Series 2017-CD5 | &nbsp;&nbsp;3.684% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;218 |
| <sup>5</sup> | CD Mortgage Trust Series 2017-CD6 | &nbsp;&nbsp;3.709% | &nbsp;&nbsp;11/13/50 | &nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>5</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.013% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;773 |
| <sup>5</sup> | CD Mortgage Trust Series 2018-CD7 | &nbsp;&nbsp;4.839% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;144 | &nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>5,9</sup> | CENT Trust Series 2025-CITY | &nbsp;&nbsp;5.091% | &nbsp;&nbsp;7/10/40 | &nbsp;&nbsp;3880 | &nbsp;&nbsp;3893 |
| <sup>5</sup> | CFCRE Commercial Mortgage Trust Series 2016-C4 | &nbsp;&nbsp;3.283% | &nbsp;&nbsp;5/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;258 | &nbsp;&nbsp;&nbsp;&nbsp;255 |
| <sup>5,9</sup> | Chase Auto Credit Linked Notes Series 2025-1 | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;&nbsp;486 |
| <sup>5,9</sup> | Chase Auto Credit Linked Notes Series 2025-1 | &nbsp;&nbsp;5.047% | &nbsp;&nbsp;2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;10/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;333 | &nbsp;&nbsp;&nbsp;&nbsp;338 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;11/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;96 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-1A | &nbsp;&nbsp;5.360% | &nbsp;&nbsp;1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-3A | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;1/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;219 | &nbsp;&nbsp;&nbsp;&nbsp;223 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-3A | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;2/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;150 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;361 | &nbsp;&nbsp;&nbsp;&nbsp;367 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-4A | &nbsp;&nbsp;5.460% | &nbsp;&nbsp;7/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;391 | &nbsp;&nbsp;&nbsp;&nbsp;397 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2024-5A | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;8/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;194 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;12/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;340 |
| <sup>5,9</sup> | Chase Auto Owner Trust Series 2025-1A | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;11/26/32 | &nbsp;&nbsp;&nbsp;&nbsp;370 | &nbsp;&nbsp;&nbsp;&nbsp;370 |
| <sup>5</sup> | CHL Mortgage Pass-Through Trust Series 2006-HYB1 | &nbsp;&nbsp;4.937% | &nbsp;&nbsp;3/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;104 |
| <sup>5</sup> | CHL Mortgage Pass-Through Trust Series 2007-HYB2 | &nbsp;&nbsp;4.365% | &nbsp;&nbsp;2/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC31 | &nbsp;&nbsp;3.762% | &nbsp;&nbsp;6/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2015-GC33 | &nbsp;&nbsp;4.545% | &nbsp;&nbsp;9/10/58 | &nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2017-C4 | &nbsp;&nbsp;3.471% | &nbsp;&nbsp;10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;248 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2017-P8 | &nbsp;&nbsp;3.203% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;134 | &nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2017-P8 | &nbsp;&nbsp;4.192% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;174 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2017-P8 | &nbsp;&nbsp;4.252% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2018-B2 | &nbsp;&nbsp;4.009% | &nbsp;&nbsp;3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;253 | &nbsp;&nbsp;&nbsp;&nbsp;248 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2018-C5 | &nbsp;&nbsp;4.228% | &nbsp;&nbsp;6/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>5</sup> | Citigroup Commercial Mortgage Trust Series 2019-C7 | &nbsp;&nbsp;3.102% | &nbsp;&nbsp;12/15/72 | &nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;878 |
| <sup>5</sup> | Citigroup Mortgage Loan Trust Series 2007-AR8 | &nbsp;&nbsp;5.078% | &nbsp;&nbsp;7/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>5,9</sup> | Citizens Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;184 | &nbsp;&nbsp;&nbsp;&nbsp;185 |
| <sup>5,9</sup> | CLI Funding IX LLC Series 2024-1A | &nbsp;&nbsp;5.630% | &nbsp;&nbsp;7/20/49 | &nbsp;&nbsp;1104 | &nbsp;&nbsp;1109 |
| <sup>5,9</sup> | COMM Mortgage Trust Series 2013-CR6 | &nbsp;&nbsp;3.397% | &nbsp;&nbsp;3/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 |
| <sup>5,9</sup> | Compass Datacenters Issuer III LLC Series 2025-3A | &nbsp;&nbsp;5.286% | &nbsp;&nbsp;7/25/50 | &nbsp;&nbsp;3740 | &nbsp;&nbsp;3741 |
| <sup>5,9</sup> | Concord Music Royalties LLC Series 2025-1A | &nbsp;&nbsp;5.507% | &nbsp;&nbsp;7/20/75 | &nbsp;&nbsp;4280 | &nbsp;&nbsp;4276 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2023-R06, SOFR30A + 1.700% | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;7/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2023-R07, SOFR30A + 1.950% | &nbsp;&nbsp;6.300% | &nbsp;&nbsp;9/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;264 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R01, SOFR30A + 1.050% | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;1/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;922 | &nbsp;&nbsp;&nbsp;&nbsp;922 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R02, SOFR30A + 1.100% | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;2/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R04, SOFR30A + 1.000% | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;292 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R05, SOFR30A + 1.000% | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;722 | &nbsp;&nbsp;&nbsp;&nbsp;722 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2024-R06, SOFR30A + 1.150% | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;576 | &nbsp;&nbsp;&nbsp;&nbsp;577 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R01, SOFR30A + 0.950% | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;481 | &nbsp;&nbsp;&nbsp;&nbsp;481 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R02, SOFR30A + 1.000% | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;2/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;456 | &nbsp;&nbsp;&nbsp;&nbsp;456 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R03, SOFR30A + 1.450% | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/25/45 | &nbsp;&nbsp;2076 | &nbsp;&nbsp;2086 |
| <sup>5,8,9</sup> | Connecticut Avenue Securities Trust Series 2025-R04, SOFR30A + 1.000% | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;5/25/45 | &nbsp;&nbsp;1153 | &nbsp;&nbsp;1153 |
| <sup>5,9</sup> | Connecticut Avenue Securities Trust Series 2025-R05 | &nbsp;&nbsp;5.319% | &nbsp;&nbsp;7/25/45 | &nbsp;&nbsp;1750 | &nbsp;&nbsp;1752 |
| <sup>5</sup> | CSAIL Commercial Mortgage Trust Series 2015-C3 | &nbsp;&nbsp;4.240% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;224 | &nbsp;&nbsp;&nbsp;&nbsp;191 |
| <sup>5</sup> | CSAIL Commercial Mortgage Trust Series 2016-C7 | &nbsp;&nbsp;3.502% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;259 |
| <sup>5</sup> | CSAIL Commercial Mortgage Trust Series 2019-C17 | &nbsp;&nbsp;2.763% | &nbsp;&nbsp;9/17/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>5,9</sup> | DB Master Finance LLC Series 2019-1A | &nbsp;&nbsp;4.352% | &nbsp;&nbsp;5/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;305 |
| <sup>5</sup> | DBJPM Mortgage Trust Series 2017-C6 | &nbsp;&nbsp;3.328% | &nbsp;&nbsp;6/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>5</sup> | DBJPM Mortgage Trust Series 2020-C9 | &nbsp;&nbsp;1.926% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp;&nbsp;491 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2024-2 | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;8/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;113 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2025-1 | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;2/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>5,9</sup> | Dell Equipment Finance Trust Series 2025-1 | &nbsp;&nbsp;5.640% | &nbsp;&nbsp;8/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>5,9</sup> | DLLAA LLC Series 2023-1A | &nbsp;&nbsp;5.730% | &nbsp;&nbsp;10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;139 | &nbsp;&nbsp;&nbsp;&nbsp;142 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5,9</sup> | DLLST LLC Series 2024-1A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| <sup>5,9</sup> | Domino's Pizza Master Issuer LLC Series 2019-1A | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;10/25/49 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1090 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;11/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.520% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;862 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;921 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;1346 | &nbsp;&nbsp;&nbsp;&nbsp;1341 |
| <sup>5</sup> | Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;5470 | &nbsp;&nbsp;&nbsp;&nbsp;5520 |
| <sup>5,8,9</sup> | Edsouth Indenture No. 9 LLC Series 2015-1, SOFR30A + 0.914% | &nbsp;&nbsp;5.264% | &nbsp;&nbsp;10/25/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>5,9</sup> | EDvestinU Private Education Loan Issue No. 1 LLC Series 2019-A | &nbsp;&nbsp;3.580% | &nbsp;&nbsp;11/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>5,9</sup> | Enterprise Fleet Financing LLC Series 2024-3 | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;3/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| <sup>5,9</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
| <sup>5,9</sup> | Evergreen Credit Card Trust Series 2025-CRT5 | &nbsp;&nbsp;5.530% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
| <sup>5</sup> | Exeter Select Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;11/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 |
| <sup>5,9</sup> | FCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675 |
| <sup>5</sup> | First Horizon Mortgage Pass-Through Trust Series 2006-AR3 | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
| <sup>5</sup> | First Horizon Mortgage Pass-Through Trust Series 2006-AR4 | &nbsp;&nbsp;5.038% | &nbsp;&nbsp;1/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>5</sup> | First National Master Note Trust Series 2023-2 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>5</sup> | First National Master Note Trust Series 2024-1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1118 |
| <sup>5</sup> | FIVE Mortgage Trust Series 2023-V1 | &nbsp;&nbsp;5.668% | &nbsp;&nbsp;2/10/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>5</sup> | Ford Credit Auto Lease Trust Series 2023-B | &nbsp;&nbsp;6.430% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 |
| <sup>5</sup> | Ford Credit Auto Lease Trust Series 2024-A | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>5</sup> | Ford Credit Auto Lease Trust Series 2025-A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2020-2 | &nbsp;&nbsp;1.490% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2021-1 | &nbsp;&nbsp;1.910% | &nbsp;&nbsp;10/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2022-1 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;11/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;1156 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2023-1 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;776 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;785 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2023-2 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;5.930% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2023-C | &nbsp;&nbsp;6.370% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;4.870% | &nbsp;&nbsp;8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1731 | &nbsp;&nbsp;&nbsp;&nbsp;1759 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2024-1 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;8/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2024-A | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2024-B | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;828 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2024-C | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;962 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2024-D | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;9/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>5,9</sup> | Ford Credit Auto Owner Trust Series 2025-1 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1550 | &nbsp;&nbsp;&nbsp;&nbsp;1574 |
| <sup>5</sup> | Ford Credit Auto Owner Trust Series 2025-A | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2150 | &nbsp;&nbsp;&nbsp;&nbsp;2163 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-1 | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;983 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-1 | &nbsp;&nbsp;5.480% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;819 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-2 | &nbsp;&nbsp;5.240% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1365 | &nbsp;&nbsp;&nbsp;&nbsp;1401 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-2 | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-3 | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;589 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-4 | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1867 | &nbsp;&nbsp;&nbsp;&nbsp;1864 |
| <sup>5,9</sup> | Ford Credit Floorplan Master Owner Trust A Series 2024-4 | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 |
| <sup>5</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;10740 | &nbsp;&nbsp;10815 |
| <sup>5</sup> | Ford Credit Floorplan Master Owner Trust A Series 2025-1 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;1051 |
| <sup>5,6</sup> | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;8/25/57 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;1597 |
| <sup>5,6</sup> | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/25/58 | &nbsp;&nbsp;&nbsp;&nbsp;2287 | &nbsp;&nbsp;&nbsp;&nbsp;1659 |
| <sup>5,6</sup> | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/25/58 | &nbsp;&nbsp;&nbsp;&nbsp;3151 | &nbsp;&nbsp;&nbsp;&nbsp;2302 |
| <sup>5,6</sup> | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/58 | &nbsp;&nbsp;10906 | &nbsp;&nbsp;&nbsp;&nbsp;9662 |
| <sup>5,6</sup> | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/25/58 | &nbsp;&nbsp;&nbsp;&nbsp;2937 | &nbsp;&nbsp;&nbsp;&nbsp;2162 |
| <sup>5,6</sup> | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/25/59 | &nbsp;&nbsp;11833 | &nbsp;&nbsp;&nbsp;&nbsp;9607 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2023-HQA3, SOFR30A + 1.850% | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;11/25/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA1, SOFR30A + 1.350% | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;716 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA2, SOFR30A + 1.250% | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;5/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;1102 | &nbsp;&nbsp;&nbsp;&nbsp;1107 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-DNA3, SOFR30A + 1.050% | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;10/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-HQA1, SOFR30A + 1.250% | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;3/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2024-HQA2, SOFR30A + 1.250% | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;8/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA1, SOFR30A + 0.950% | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;1/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;193 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2025-DNA2, SOFR30A + 1.100% | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;1489 | &nbsp;&nbsp;&nbsp;&nbsp;1491 |
| <sup>5,6,8,9</sup> | Freddie Mac STACR REMICS Trust Series 2025-HQA1, SOFR30A + 0.950% | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/25/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;378 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2024-2 | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2024-3 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;653 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-1 | &nbsp;&nbsp;4.890% | &nbsp;&nbsp;2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485 |
| <sup>5</sup> | GM Financial Automobile Leasing Trust Series 2025-2 | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;10/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;923 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2023-1 | &nbsp;&nbsp;4.590% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;8/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.280% | &nbsp;&nbsp;10/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;182 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.390% | &nbsp;&nbsp;1/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;5/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;122 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-2 | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;10/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;930 | &nbsp;&nbsp;&nbsp;&nbsp;931 |
| <sup>5</sup> | GM Financial Consumer Automobile Receivables Trust Series 2025-3 | &nbsp;&nbsp;4.730% | &nbsp;&nbsp;1/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;190 | &nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2021-1 | &nbsp;&nbsp;1.490% | &nbsp;&nbsp;6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2021-1 | &nbsp;&nbsp;1.670% | &nbsp;&nbsp;6/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;165 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.120% | &nbsp;&nbsp;4/11/35 | &nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp;465 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2023-2 | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;8/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;507 | &nbsp;&nbsp;&nbsp;&nbsp;529 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2023-2 | &nbsp;&nbsp;6.210% | &nbsp;&nbsp;8/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2024-1 | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;12/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;939 | &nbsp;&nbsp;&nbsp;&nbsp;957 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;12/11/36 | &nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;271 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.640% | &nbsp;&nbsp;12/11/37 | &nbsp;&nbsp;3020 | &nbsp;&nbsp;3045 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;12/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>5,9</sup> | GM Financial Revolving Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;12/11/37 | &nbsp;&nbsp;&nbsp;&nbsp;914 | &nbsp;&nbsp;&nbsp;&nbsp;914 |
| <sup>5</sup> | GMACM Mortgage Loan Trust Series 2005-AR6 | &nbsp;&nbsp;3.846% | &nbsp;&nbsp;11/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2023-2 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;397 | &nbsp;&nbsp;&nbsp;&nbsp;407 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-1A | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;367 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-2A | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;1184 | &nbsp;&nbsp;1207 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-2A | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;154 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2024-4A | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2025-1A | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;561 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.910% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;824 |
| <sup>5,9</sup> | GMF Floorplan Owner Revolving Trust Series 2025-2A | &nbsp;&nbsp;4.960% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;642 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2014-GC24 | &nbsp;&nbsp;4.440% | &nbsp;&nbsp;9/10/47 | &nbsp;&nbsp;&nbsp;&nbsp;893 | &nbsp;&nbsp;&nbsp;&nbsp;712 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2015-GC34 | &nbsp;&nbsp;4.635% | &nbsp;&nbsp;10/10/48 | &nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;140 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2017-GS6 | &nbsp;&nbsp;3.433% | &nbsp;&nbsp;5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2018-GS9 | &nbsp;&nbsp;3.992% | &nbsp;&nbsp;3/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2018-GS10 | &nbsp;&nbsp;4.155% | &nbsp;&nbsp;7/10/51 | &nbsp;&nbsp;&nbsp;&nbsp;197 | &nbsp;&nbsp;&nbsp;&nbsp;191 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2020-GC45 | &nbsp;&nbsp;2.911% | &nbsp;&nbsp;2/13/53 | &nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;177 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.377% | &nbsp;&nbsp;5/12/53 | &nbsp;&nbsp;5100 | &nbsp;&nbsp;4582 |
| <sup>5</sup> | GS Mortgage Securities Trust Series 2020-GC47 | &nbsp;&nbsp;2.731% | &nbsp;&nbsp;5/12/53 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;390 |
| <sup>5,9</sup> | Hertz Vehicle Financing LLC Series 2022-2A | &nbsp;&nbsp;2.330% | &nbsp;&nbsp;6/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2024-1A | &nbsp;&nbsp;6.120% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;536 | &nbsp;&nbsp;&nbsp;&nbsp;543 |
| <sup>5,9</sup> | Hertz Vehicle Financing III LLC Series 2024-1A | &nbsp;&nbsp;6.700% | &nbsp;&nbsp;1/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;338 | &nbsp;&nbsp;&nbsp;&nbsp;343 |
| <sup>5</sup> | Honda Auto Receivables Owner Trust Series 2024-4 | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;12/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;242 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-1A | &nbsp;&nbsp;5.330% | &nbsp;&nbsp;5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;306 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-1A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;11/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;381 | &nbsp;&nbsp;&nbsp;&nbsp;385 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-2A | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;165 | &nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-2A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;10/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;517 | &nbsp;&nbsp;&nbsp;&nbsp;523 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2024-2A | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;4/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;273 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.790% | &nbsp;&nbsp;9/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;910 | &nbsp;&nbsp;&nbsp;&nbsp;908 |
| <sup>5,9</sup> | HPEFS Equipment Trust Series 2025-1A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;3/21/33 | &nbsp;&nbsp;1590 | &nbsp;&nbsp;1586 |
| <sup>5,9</sup> | Huntington Bank Auto Credit-Linked Notes Series 2024-1 | &nbsp;&nbsp;6.153% | &nbsp;&nbsp;5/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;368 | &nbsp;&nbsp;&nbsp;&nbsp;373 |
| <sup>5,9</sup> | Huntington Bank Auto Credit-Linked Notes Series 2024-2 | &nbsp;&nbsp;5.442% | &nbsp;&nbsp;10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;491 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2024-B | &nbsp;&nbsp;5.560% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;268 | &nbsp;&nbsp;&nbsp;&nbsp;271 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2025-A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;255 | &nbsp;&nbsp;&nbsp;&nbsp;257 |
| <sup>5,9</sup> | Hyundai Auto Lease Securitization Trust Series 2025-B | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;1290 | &nbsp;&nbsp;1299 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2023-C | &nbsp;&nbsp;6.010% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;706 | &nbsp;&nbsp;&nbsp;&nbsp;729 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;388 | &nbsp;&nbsp;&nbsp;&nbsp;394 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;7/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;326 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;320 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-B | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;604 | &nbsp;&nbsp;&nbsp;&nbsp;616 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.670% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;119 | &nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2024-C | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;&nbsp;&nbsp;331 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.610% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;209 | &nbsp;&nbsp;&nbsp;&nbsp;210 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;597 | &nbsp;&nbsp;&nbsp;&nbsp;599 |
| <sup>5</sup> | Hyundai Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;4.920% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;898 |
| <sup>5,9</sup> | IRV Trust Series 2025-200P | &nbsp;&nbsp;5.295% | &nbsp;&nbsp;3/14/47 | &nbsp;&nbsp;2280 | &nbsp;&nbsp;2291 |
| <sup>5,9</sup> | Jersey Mike's Funding Series 2025-1A | &nbsp;&nbsp;5.610% | &nbsp;&nbsp;8/16/55 | &nbsp;&nbsp;5940 | &nbsp;&nbsp;5973 |
| <sup>5,9</sup> | JP Morgan Chase Commercial Mortgage Securities Trust Series 2010-C2 | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;11/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>5,9</sup> | JP Morgan Mortgage Trust Series 2021-INV4 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/25/52 | &nbsp;&nbsp;9166 | &nbsp;&nbsp;7713 |
| <sup>5,9</sup> | JP Morgan Mortgage Trust Series 2021-INV6 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;4/25/52 | &nbsp;&nbsp;9300 | &nbsp;&nbsp;7838 |
| <sup>5</sup> | JPMBB Commercial Mortgage Securities Trust Series 2015-C32 | &nbsp;&nbsp;3.598% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp;385 |
| <sup>5</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP5 | &nbsp;&nbsp;3.723% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;304 | &nbsp;&nbsp;&nbsp;&nbsp;298 |
| <sup>5</sup> | JPMCC Commercial Mortgage Securities Trust Series 2017-JP6 | &nbsp;&nbsp;3.224% | &nbsp;&nbsp;7/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;307 | &nbsp;&nbsp;&nbsp;&nbsp;299 |
| <sup>5</sup> | JPMDB Commercial Mortgage Securities Trust Series 2017-C7 | &nbsp;&nbsp;3.409% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;&nbsp;&nbsp;280 |
| <sup>5</sup> | JPMDB Commercial Mortgage Securities Trust Series 2018-C8 | &nbsp;&nbsp;4.211% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>5,9</sup> | Kubota Credit Owner Trust Series 2023-1A | &nbsp;&nbsp;5.070% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;189 | &nbsp;&nbsp;&nbsp;&nbsp;190 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;155 | &nbsp;&nbsp;&nbsp;&nbsp;158 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;5.660% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-2A | &nbsp;&nbsp;6.370% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.740% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;217 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2024-3A | &nbsp;&nbsp;5.180% | &nbsp;&nbsp;2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 |
| <sup>5,9</sup> | LAD Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;5.520% | &nbsp;&nbsp;5/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;573 |
| <sup>5,7,9</sup> | Lyra Music Assets Delaware LP Series 2025-1A | &nbsp;&nbsp;5.604% | &nbsp;&nbsp;9/20/65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 |
| <sup>5,9</sup> | M&T Bank Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
| <sup>5</sup> | MASTR Adjustable Rate Mortgages Trust Series 2004-3 | &nbsp;&nbsp;6.466% | &nbsp;&nbsp;4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>5,8</sup> | Merrill Lynch Mortgage Investors Trust Series 2003-A2, TSFR6M + 1.928% | &nbsp;&nbsp;6.069% | &nbsp;&nbsp;2/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>5</sup> | Merrill Lynch Mortgage Investors Trust Series 2003-A4 | &nbsp;&nbsp;6.683% | &nbsp;&nbsp;7/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>5</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C10 | &nbsp;&nbsp;3.979% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>5</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2017-C34 | &nbsp;&nbsp;3.536% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>5,7</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.633% | &nbsp;&nbsp;8/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3277 |
| <sup>5,7</sup> | Morgan Stanley Bank of America Merrill Lynch Trust Series 2025-C35 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;8/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2589 |
| <sup>5</sup> | Morgan Stanley Capital I Series 2017-HR2 | &nbsp;&nbsp;3.509% | &nbsp;&nbsp;12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>5,9</sup> | Morgan Stanley Capital I Trust Series 2014-150E | &nbsp;&nbsp;3.912% | &nbsp;&nbsp;9/9/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 |
| <sup>5</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.407% | &nbsp;&nbsp;10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
| <sup>5</sup> | Morgan Stanley Capital I Trust Series 2018-L1 | &nbsp;&nbsp;4.637% | &nbsp;&nbsp;10/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1921 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1872 |
| <sup>5</sup> | Morgan Stanley Capital I Trust Series 2019-L3 | &nbsp;&nbsp;3.127% | &nbsp;&nbsp;11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>5</sup> | Morgan Stanley Mortgage Loan Trust Series 2006-8AR | &nbsp;&nbsp;6.070% | &nbsp;&nbsp;6/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>5,9</sup> | MSBAM Commercial Mortgage Securities Trust Series 2012-CKSV | &nbsp;&nbsp;3.277% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598 |
| <sup>5,9</sup> | Navient Education Loan Trust Series 2025-A | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;7/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1607 |
| <sup>5,9</sup> | Navient Private Education Loan Trust Series 2018-BA | &nbsp;&nbsp;3.610% | &nbsp;&nbsp;12/15/59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| <sup>5,9</sup> | Navistar Financial Dealer Note Master Owner Trust Series 2024-1 | &nbsp;&nbsp;5.590% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |
| <sup>5</sup> | Nissan Auto Lease Trust Series 2025-B | &nbsp;&nbsp;4.810% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
| <sup>5</sup> | Nissan Auto Receivables Owner Trust Series 2024-B | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 |
| <sup>5,9</sup> | OBX Trust Series 2023-INV1 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/25/52 | &nbsp;&nbsp;&nbsp;&nbsp;14212 | &nbsp;&nbsp;&nbsp;&nbsp;11923 |
| <sup>5,9</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;4.820% | &nbsp;&nbsp;7/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7244 |
| <sup>5,9</sup> | Onemain Financial Issuance Trust Series 2025-1A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;7/14/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2023-B | &nbsp;&nbsp;5.270% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 |
| <sup>5,9</sup> | PFS Financing Corp. Series 2025-D | &nbsp;&nbsp;4.470% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7597 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV2 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/25/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1833 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1830 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV2 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/25/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;916 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV3 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/56 | &nbsp;&nbsp;&nbsp;&nbsp;57199 | &nbsp;&nbsp;&nbsp;&nbsp;56624 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV3 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/56 | &nbsp;&nbsp;&nbsp;&nbsp;22404 | &nbsp;&nbsp;&nbsp;&nbsp;22382 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV4 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/56 | &nbsp;&nbsp;&nbsp;&nbsp;43083 | &nbsp;&nbsp;&nbsp;&nbsp;42569 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV4 | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/25/56 | &nbsp;&nbsp;&nbsp;&nbsp;23580 | &nbsp;&nbsp;&nbsp;&nbsp;23527 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV5 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/25/56 | &nbsp;&nbsp;119571 | &nbsp;&nbsp;120446 |
| <sup>5,9</sup> | PMT Loan Trust Series 2025-INV6 | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/25/56 | &nbsp;&nbsp;&nbsp;&nbsp;16934 | &nbsp;&nbsp;&nbsp;&nbsp;17062 |
| <sup>5,9</sup> | Progress Residential Trust Series 2022-SFR3 | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;4/17/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| <sup>5,9</sup> | Progress Residential Trust Series 2022-SFR5 | &nbsp;&nbsp;4.451% | &nbsp;&nbsp;6/17/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 |
| <sup>5,9</sup> | Progress Residential Trust Series 2022-SFR5 | &nbsp;&nbsp;4.896% | &nbsp;&nbsp;6/17/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR1 | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;2/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR2 | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;4/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR3 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;7/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 |
| <sup>5,9</sup> | Progress Residential Trust Series 2024-SFR5 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR1 | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;2/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR2 | &nbsp;&nbsp;3.305% | &nbsp;&nbsp;4/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2782 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2123 |
| <sup>5,9</sup> | Progress Residential Trust Series 2025-SFR3 | &nbsp;&nbsp;3.390% | &nbsp;&nbsp;7/17/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 |
| <sup>5,9</sup> | RCKT Trust Series 2025-1A | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;7/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
| <sup>5</sup> | RFMSI Trust Series 2006-SA2 | &nbsp;&nbsp;5.567% | &nbsp;&nbsp;8/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| <sup>5</sup> | RFMSI Trust Series 2006-SA3 | &nbsp;&nbsp;6.257% | &nbsp;&nbsp;9/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
| <sup>5,9</sup> | Santander Bank Auto Credit-Linked Notes Series 2023-B | &nbsp;&nbsp;6.663% | &nbsp;&nbsp;12/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2023-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2023-6 | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-1 | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;5.840% | &nbsp;&nbsp;6/17/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;441 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-2 | &nbsp;&nbsp;6.280% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1163 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.640% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-3 | &nbsp;&nbsp;5.970% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1304 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1333 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-4 | &nbsp;&nbsp;4.930% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;4.620% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1074 | &nbsp;&nbsp;&nbsp;&nbsp;1074 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;4.630% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;4.780% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2433 | &nbsp;&nbsp;&nbsp;&nbsp;2432 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2024-5 | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;2/17/32 | &nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;2464 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-1 | &nbsp;&nbsp;5.430% | &nbsp;&nbsp;3/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-2 | &nbsp;&nbsp;5.470% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;17750 | &nbsp;&nbsp;17985 |
| <sup>5</sup> | Santander Drive Auto Receivables Trust Series 2025-3 | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;5120 | &nbsp;&nbsp;&nbsp;&nbsp;5103 |
| <sup>5,9</sup> | SBNA Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.290% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;612 |
| <sup>5,9</sup> | SBNA Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.590% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 |
| <sup>5,9</sup> | SBNA Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;6.040% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282 |
| <sup>5,9</sup> | SBNA Auto Receivables Trust Series 2025-SF1 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 |
| <sup>5,9</sup> | SCCU Auto Receivables Trust Series 2023-1A | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 |
| <sup>5,9</sup> | SCCU Auto Receivables Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181 |
| <sup>5,7,9</sup> | SCCU Auto Receivables Trust Series 2025-1A | &nbsp;&nbsp;4.680% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.038% | &nbsp;&nbsp;7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.185% | &nbsp;&nbsp;7/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.121% | &nbsp;&nbsp;12/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260 |
| <sup>5,9</sup> | Securitized Term Auto Receivables Trust Series 2025-B | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;12/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-1A | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-1A | &nbsp;&nbsp;5.510% | &nbsp;&nbsp;1/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.410% | &nbsp;&nbsp;8/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-2A | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;2/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;11/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2024-3A | &nbsp;&nbsp;4.980% | &nbsp;&nbsp;10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;2/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-1A | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;10/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;503 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;7/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 |
| <sup>5,9</sup> | SFS Auto Receivables Securitization Trust Series 2025-2A | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;1940 | &nbsp;&nbsp;&nbsp;&nbsp;1949 |
| <sup>5,9</sup> | SLG Office Trust Series 2021-OVA | &nbsp;&nbsp;2.585% | &nbsp;&nbsp;7/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;1370 | &nbsp;&nbsp;&nbsp;&nbsp;1198 |
| <sup>5,9</sup> | SMB Private Education Loan Trust Series 2017-B | &nbsp;&nbsp;2.820% | &nbsp;&nbsp;10/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>5,9</sup> | SMB Private Education Loan Trust Series 2018-B | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;1/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;155 |
| <sup>5,9</sup> | SMB Private Education Loan Trust Series 2018-C | &nbsp;&nbsp;3.630% | &nbsp;&nbsp;11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>5,9</sup> | SoFi Professional Loan Program LLC Series 2017-F | &nbsp;&nbsp;2.840% | &nbsp;&nbsp;1/25/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 |
| <sup>5,9</sup> | Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;8/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;1130 | &nbsp;&nbsp;&nbsp;&nbsp;1133 |
| <sup>5,9</sup> | Subway Funding LLC Series 2024-1A | &nbsp;&nbsp;6.028% | &nbsp;&nbsp;7/30/54 | &nbsp;&nbsp;&nbsp;&nbsp;2281 | &nbsp;&nbsp;&nbsp;&nbsp;2309 |
| <sup>5</sup> | Synchrony Card Funding LLC Series 2025-A2 | &nbsp;&nbsp;4.490% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3650 | &nbsp;&nbsp;&nbsp;&nbsp;3668 |
| <sup>5,9</sup> | Tesla Auto Lease Trust Series 2023-B | &nbsp;&nbsp;6.220% | &nbsp;&nbsp;3/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163 |
| <sup>5,9</sup> | Tesla Electric Vehicle Trust Series 2023-1 | &nbsp;&nbsp;5.380% | &nbsp;&nbsp;2/20/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
| <sup>5,9</sup> | Tesla Electric Vehicle Trust Series 2023-1 | &nbsp;&nbsp;5.820% | &nbsp;&nbsp;5/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
| <sup>5,9</sup> | TIF Funding III LLC Series 2024-2A | &nbsp;&nbsp;5.540% | &nbsp;&nbsp;7/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp;&nbsp;1201 |
| <sup>5,9</sup> | TMSQ Mortgage Trust Series 2014-1500 | &nbsp;&nbsp;3.680% | &nbsp;&nbsp;10/10/36 | &nbsp;&nbsp;&nbsp;&nbsp;1117 | &nbsp;&nbsp;&nbsp;&nbsp;1009 |
| <sup>5,9</sup> | Toyota Auto Loan Extended Note Trust Series 2024-1A | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;11/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;929 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;952 |
| <sup>5,9</sup> | Toyota Auto Loan Extended Note Trust Series 2025-1A | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;5/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;9050 | &nbsp;&nbsp;&nbsp;&nbsp;9125 |
| <sup>5</sup> | Toyota Auto Receivables Owner Trust Series 2024-D | &nbsp;&nbsp;4.430% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
| <sup>5,9</sup> | Trafigura Securitisation Finance plc Series 2024-1A | &nbsp;&nbsp;5.980% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1136 | &nbsp;&nbsp;&nbsp;&nbsp;1150 |
| <sup>5,9</sup> | Tricon Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;704 |
| <sup>5,9</sup> | Tricon Residential Trust Series 2024-SFR4 | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/17/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 |
| <sup>5,9</sup> | Trinity Rail Leasing LLC Series 2024-1A | &nbsp;&nbsp;5.780% | &nbsp;&nbsp;5/19/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
| <sup>5</sup> | UBS Commercial Mortgage Trust Series 2017-C7 | &nbsp;&nbsp;3.679% | &nbsp;&nbsp;12/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
| <sup>5,9</sup> | USAA Auto Owner Trust Series 2024-A | &nbsp;&nbsp;4.970% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;214 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216 |
| <sup>5,9</sup> | Verizon Master Trust Series 2023-3 | &nbsp;&nbsp;4.880% | &nbsp;&nbsp;4/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;1090 | &nbsp;&nbsp;&nbsp;&nbsp;1099 |
| <sup>5,9</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;4.860% | &nbsp;&nbsp;9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;1694 |
| <sup>5,9</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2106 |
| <sup>5,9</sup> | Verizon Master Trust Series 2023-6 | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;9/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-2 | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;12/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-2 | &nbsp;&nbsp;5.320% | &nbsp;&nbsp;12/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-5 | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;1048 | &nbsp;&nbsp;&nbsp;&nbsp;1068 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-5 | &nbsp;&nbsp;5.490% | &nbsp;&nbsp;6/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;302 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-7 | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;2010 | &nbsp;&nbsp;&nbsp;&nbsp;1997 |
| <sup>5,9</sup> | Verizon Master Trust Series 2024-7 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;8/20/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
| <sup>5</sup> | Verizon Master Trust Series 2024-8 | &nbsp;&nbsp;4.990% | &nbsp;&nbsp;11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>5</sup> | Verizon Master Trust Series 2025-1 | &nbsp;&nbsp;4.940% | &nbsp;&nbsp;1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207 |
| <sup>5</sup> | Verizon Master Trust Series 2025-1 | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;1/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-2 | &nbsp;&nbsp;5.160% | &nbsp;&nbsp;1/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-2 | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;1/20/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
| <sup>5</sup> | Verizon Master Trust Series 2025-3 | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;1150 | &nbsp;&nbsp;&nbsp;&nbsp;1150 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.020% | &nbsp;&nbsp;3/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;1860 | &nbsp;&nbsp;&nbsp;&nbsp;1873 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-4 | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;1604 |
| <sup>5</sup> | Verizon Master Trust Series 2025-5 | &nbsp;&nbsp;4.840% | &nbsp;&nbsp;6/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 |
| <sup>5,9</sup> | Verizon Master Trust Series 2025-6 | &nbsp;&nbsp;5.060% | &nbsp;&nbsp;6/21/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
| <sup>5</sup> | WaMu Mortgage Pass-Through Certificates Trust Series 2002-AR18 | &nbsp;&nbsp;6.265% | &nbsp;&nbsp;1/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>5</sup> | WaMu Mortgage Pass-Through Certificates Trust Series 2003-AR7 | &nbsp;&nbsp;5.697% | &nbsp;&nbsp;8/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
| <sup>5</sup> | WaMu Mortgage Pass-Through Certificates Trust Series 2003-AR9 | &nbsp;&nbsp;6.521% | &nbsp;&nbsp;9/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2014-LC16 | &nbsp;&nbsp;4.458% | &nbsp;&nbsp;8/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;174 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2015-LC22 | &nbsp;&nbsp;4.517% | &nbsp;&nbsp;9/15/58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C39 | &nbsp;&nbsp;3.157% | &nbsp;&nbsp;9/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.317% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-C40 | &nbsp;&nbsp;3.581% | &nbsp;&nbsp;10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2017-RC1 | &nbsp;&nbsp;3.631% | &nbsp;&nbsp;1/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C43 | &nbsp;&nbsp;4.514% | &nbsp;&nbsp;3/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C45 | &nbsp;&nbsp;4.184% | &nbsp;&nbsp;6/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C46 | &nbsp;&nbsp;4.152% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C47 | &nbsp;&nbsp;4.442% | &nbsp;&nbsp;9/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;836 |
| <sup>5</sup> | Wells Fargo Commercial Mortgage Trust Series 2018-C48 | &nbsp;&nbsp;4.302% | &nbsp;&nbsp;1/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>5</sup> | Wells Fargo Mortgage Backed Securities Trust Series 2006-AR14 | &nbsp;&nbsp;7.378% | &nbsp;&nbsp;10/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>5,9</sup> | Wendy's Funding LLC Series 2019-1A | &nbsp;&nbsp;4.080% | &nbsp;&nbsp;6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;249 |
| <sup>5,9</sup> | WFLD Mortgage Trust Series 2014-MONT | &nbsp;&nbsp;3.755% | &nbsp;&nbsp;8/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;1456 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369 |
| <sup>5</sup> | WFRBS Commercial Mortgage Trust Series 2014-C20 | &nbsp;&nbsp;4.378% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344 |
| <sup>5</sup> | WFRBS Commercial Mortgage Trust Series 2014-C20 | &nbsp;&nbsp;4.513% | &nbsp;&nbsp;5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2022-D | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.090% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2024-A | &nbsp;&nbsp;5.310% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.080% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>5</sup> | World Omni Auto Receivables Trust Series 2025-A | &nbsp;&nbsp;5.170% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;351 |
| <sup>5</sup> | World Omni Automobile Lease Securitization Trust Series 2024-A | &nbsp;&nbsp;5.620% | &nbsp;&nbsp;9/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;636 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $698,012)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $698,012)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $698,012)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $698,012)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $698,012)** | **698782** |
| **Corporate Bonds (32.4%)** | **Corporate Bonds (32.4%)** | **Corporate Bonds (32.4%)** | **Corporate Bonds (32.4%)** | **Corporate Bonds (32.4%)** | **Corporate Bonds (32.4%)** |
| **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** | **Communications (1.9%)** |
| <sup>9</sup> | AMC Networks Inc. | &nbsp;&nbsp;10.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2411 |
|  | AMC Networks Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| <sup>9</sup> | AMC Networks Inc. | &nbsp;&nbsp;10.500% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;727 |
|  | America Movil SAB de CV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/22/49 | &nbsp;&nbsp;&nbsp;&nbsp;2799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2274 |
| <sup>5,11</sup> | AT&T Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;672 |
|  | AT&T Inc. | &nbsp;&nbsp;1.650% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2080 |
| <sup>5</sup> | AT&T Inc. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2163 |
|  | AT&T Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1123 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1119 |
|  | AT&T Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7961 |
|  | AT&T Inc. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2725 |
|  | AT&T Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;8/15/56 | &nbsp;&nbsp;21240 | &nbsp;&nbsp;&nbsp;&nbsp;21528 |
| <sup>12</sup> | Booking Holdings Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/9/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 |
| <sup>9</sup> | CCO Holdings LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>9</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;127 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>9</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2106 |
| <sup>9</sup> | CCO Holdings LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
|  | CCO Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2398 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2345 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3325 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3398 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;1585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1594 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;6.484% | &nbsp;&nbsp;10/23/45 | &nbsp;&nbsp;15663 | &nbsp;&nbsp;&nbsp;&nbsp;15228 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;4860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4310 |
|  | Charter Communications Operating LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;6/30/62 | &nbsp;&nbsp;&nbsp;&nbsp;2430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1516 |
|  | Comcast Corp. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1457 |
|  | Comcast Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 |
|  | Comcast Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1689 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733 |
|  | Comcast Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;3903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3358 |
|  | Comcast Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091 |
|  | Comcast Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2651 |
|  | Comcast Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4803 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3681 |
| <sup>9</sup> | CSC Holdings LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1867 |
| <sup>9</sup> | Directv Financing LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
| <sup>9</sup> | DISH Network Corp. | &nbsp;&nbsp;11.750% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83 |
|  | Expedia Group Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3839 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3843 |
| <sup>9</sup> | Frontier Communications Holdings LLC | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 |
| <sup>9</sup> | Level 3 Financing Inc. | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>9</sup> | Midcontinent Communications | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;2245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2369 |
| <sup>9</sup> | NTT Finance Corp. | &nbsp;&nbsp;4.567% | &nbsp;&nbsp;7/16/27 | &nbsp;&nbsp;2694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2697 |
|  | Paramount Global | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789 |
|  | Paramount Global | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;141 |
|  | Paramount Global | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
|  | Paramount Global | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2924 |
|  | Paramount Global | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;5/19/32 | &nbsp;&nbsp;6719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6141 |
|  | Paramount Global | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/30/36 | &nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1348 |
|  | Paramount Global | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2425 |
|  | Paramount Global | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/1/43 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;1968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1927 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;3982 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4032 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
|  | Rogers Communications Inc. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;4/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |
| <sup>9</sup> | Scripps Escrow Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72 |
| <sup>9</sup> | Scripps Escrow II Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7 |
|  | Sprint Capital Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;6342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6780 |
|  | Telefonica Emisiones SA | &nbsp;&nbsp;4.103% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;120 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>11</sup> | Time Warner Cable LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/2/31 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2911 |
|  | Uber Technologies Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;5830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5784 |
| <sup>9</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11 |
| <sup>9</sup> | Univision Communications Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;6/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 |
| <sup>9</sup> | Univision Communications Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/31/31 | &nbsp;&nbsp;2165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2201 |
| <sup>9</sup> | Univision Communications Inc. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;3/22/28 | &nbsp;&nbsp;5434 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5137 |
|  | Verizon Communications Inc. | &nbsp;&nbsp;4.016% | &nbsp;&nbsp;12/3/29 | &nbsp;&nbsp;4353 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4277 |
| <sup>5</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401 |
| <sup>5</sup> | Warnermedia Holdings Inc. | &nbsp;&nbsp;5.141% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;274 |
|  |  |  |  |  | &nbsp;&nbsp;**157955** |
| **Consumer Discretionary (1.8%)** | **Consumer Discretionary (1.8%)** | **Consumer Discretionary (1.8%)** | **Consumer Discretionary (1.8%)** | **Consumer Discretionary (1.8%)** | **Consumer Discretionary (1.8%)** |
| <sup>9</sup> | 1011778 BC ULC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
| <sup>9</sup> | 1011778 BC ULC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>9</sup> | 1011778 BC ULC | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2554 |
| <sup>9</sup> | 1011778 BC ULC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34 |
| <sup>7,9</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467 |
| <sup>7,9</sup> | Advance Auto Parts Inc. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;562 |
| <sup>9</sup> | Air Canada | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>9</sup> | Allied Universal Holdco LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;1260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1291 |
| <sup>9</sup> | American Airlines Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;1145 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168 |
| <sup>9</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 |
| <sup>9</sup> | American Builders & Contractors Supply Co. Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
| <sup>11</sup> | American Honda Finance Corp. | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;11/25/26 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2265 |
| <sup>5</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/9/27 | &nbsp;&nbsp;2396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2416 |
| <sup>5</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;10/22/27 | &nbsp;&nbsp;1588 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1588 |
| <sup>5</sup> | American Honda Finance Corp. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/5/29 | &nbsp;&nbsp;1642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1635 |
| <sup>7,9</sup> | AmeriTex HoldCo Intermediate LLC | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;8/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
|  | Asbury Automotive Group Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 |
|  | AutoZone Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;2136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2143 |
|  | Bath & Body Works Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2104 |
| <sup>9</sup> | Belron UK Finance plc | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019 |
| <sup>9</sup> | BMW US Capital LLC | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;8/13/27 | &nbsp;&nbsp;1646 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1651 |
| <sup>9</sup> | Builders FirstSource Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
| <sup>9</sup> | Caesars Entertainment Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2124 |
| <sup>9</sup> | Carnival Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
| <sup>9</sup> | Carnival Corp. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;4005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4064 |
| <sup>9</sup> | Carnival Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052 |
| <sup>9</sup> | Champ Acquisition Corp. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;12/1/31 | &nbsp;&nbsp;1922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035 |
| <sup>9</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 |
| <sup>9</sup> | Churchill Downs Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>9</sup> | Churchill Downs Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404 |
| <sup>9</sup> | Clarios Global LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;2235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2301 |
|  | Dana Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>9</sup> | Delta Air Lines Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;4542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4547 |
| <sup>5</sup> | Duke University | &nbsp;&nbsp;2.832% | &nbsp;&nbsp;10/1/55 | &nbsp;&nbsp;2452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1506 |
| <sup>9,12</sup> | Flutter Treasury DAC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/4/31 | &nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2742 |
| <sup>9</sup> | Flutter Treasury DAC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/4/31 | &nbsp;&nbsp;2215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2232 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;11/5/26 | &nbsp;&nbsp;1642 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1638 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;1/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;239 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/5/27 | &nbsp;&nbsp;3175 | &nbsp;&nbsp;3195 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;5/17/27 | &nbsp;&nbsp;1609 | &nbsp;&nbsp;1620 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/28/27 | &nbsp;&nbsp;1974 | &nbsp;&nbsp;1958 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/17/27 | &nbsp;&nbsp;1359 | &nbsp;&nbsp;1324 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;3.815% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;278 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;7.350% | &nbsp;&nbsp;11/4/27 | &nbsp;&nbsp;3001 | &nbsp;&nbsp;3109 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;2/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;288 | &nbsp;&nbsp;&nbsp;&nbsp;270 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;5/12/28 | &nbsp;&nbsp;1320 | &nbsp;&nbsp;1362 |
| <sup>5,11</sup> | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;10/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;659 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;734 |
|  | Ford Motor Credit Co. LLC | &nbsp;&nbsp;5.113% | &nbsp;&nbsp;5/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;451 | &nbsp;&nbsp;&nbsp;&nbsp;441 |
| <sup>9</sup> | Garda World Security Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;392 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/6/26 | &nbsp;&nbsp;1124 | &nbsp;&nbsp;1115 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;1/17/27 | &nbsp;&nbsp;1153 | &nbsp;&nbsp;1148 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/9/27 | &nbsp;&nbsp;2999 | &nbsp;&nbsp;3014 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;5/8/27 | &nbsp;&nbsp;2935 | &nbsp;&nbsp;2974 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;5810 | &nbsp;&nbsp;5842 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;2169 | &nbsp;&nbsp;2197 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.700% | &nbsp;&nbsp;8/20/27 | &nbsp;&nbsp;1605 | &nbsp;&nbsp;1544 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;4/4/28 | &nbsp;&nbsp;3654 | &nbsp;&nbsp;3691 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;4/10/28 | &nbsp;&nbsp;1186 | &nbsp;&nbsp;1120 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;2446 | &nbsp;&nbsp;2283 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;4/6/29 | &nbsp;&nbsp;1893 | &nbsp;&nbsp;1859 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;10/6/29 | &nbsp;&nbsp;1877 | &nbsp;&nbsp;1874 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/7/30 | &nbsp;&nbsp;1976 | &nbsp;&nbsp;2004 |
|  | General Motors Financial Co. Inc. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;7/15/35 | &nbsp;&nbsp;8000 | &nbsp;&nbsp;8202 |
| <sup>5</sup> | Georgetown University | &nbsp;&nbsp;2.943% | &nbsp;&nbsp;4/1/50 | &nbsp;&nbsp;3207 | &nbsp;&nbsp;2009 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;383 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;2670 | &nbsp;&nbsp;2716 |
|  | Goodyear Tire & Rubber Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;608 |
| <sup>9</sup> | Hanesbrands Inc. | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;406 |
| <sup>9</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 |
| <sup>9</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;606 |
| <sup>9</sup> | Hilton Domestic Operating Co. Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/15/33 | &nbsp;&nbsp;1280 | &nbsp;&nbsp;1281 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;308 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;3/15/45 | &nbsp;&nbsp;1756 | &nbsp;&nbsp;1505 |
|  | Home Depot Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;585 | &nbsp;&nbsp;&nbsp;&nbsp;487 |
|  | Home Depot Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;6/15/47 | &nbsp;&nbsp;2349 | &nbsp;&nbsp;1836 |
|  | Home Depot Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/25/54 | &nbsp;&nbsp;2552 | &nbsp;&nbsp;2429 |
| <sup>9</sup> | JetBlue Airways Corp. | &nbsp;&nbsp;9.875% | &nbsp;&nbsp;9/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;276 |
| <sup>9</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;141 |
| <sup>9</sup> | JH North America Holdings Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;7/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;248 |
| <sup>9</sup> | Lithia Motors Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;119 |
| <sup>9</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;315 | &nbsp;&nbsp;&nbsp;&nbsp;319 |
| <sup>9</sup> | Live Nation Entertainment Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;2040 |
|  | Marriott International Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;1755 | &nbsp;&nbsp;1777 |
| <sup>9</sup> | MGM China Holdings Ltd. | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/26/31 | &nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;781 |
|  | MGM Resorts International | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;245 | &nbsp;&nbsp;&nbsp;&nbsp;249 |
|  | MGM Resorts International | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;405 | &nbsp;&nbsp;&nbsp;&nbsp;412 |
| <sup>9</sup> | MIWD Holdco II LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;176 |
|  | Mohawk Industries Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;9/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;586 | &nbsp;&nbsp;&nbsp;&nbsp;608 |
| <sup>9</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 |
| <sup>9</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;425 |
| <sup>9</sup> | NCL Corp. Ltd. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;226 | &nbsp;&nbsp;&nbsp;&nbsp;232 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;159 | &nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>9</sup> | Newell Brands Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;1935 | &nbsp;&nbsp;2030 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
|  | Newell Brands Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;2100 | &nbsp;&nbsp;2041 |
|  | Newell Brands Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| <sup>9</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;7/17/32 | &nbsp;&nbsp;1010 | &nbsp;&nbsp;1043 |
| <sup>9</sup> | Nissan Motor Co. Ltd. | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;7/17/35 | &nbsp;&nbsp;1125 | &nbsp;&nbsp;1182 |
|  | President & Fellows of Harvard College | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;4441 | &nbsp;&nbsp;3162 |
| <sup>5,13</sup> | Qantas Airways Ltd. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;342 |
| <sup>5,13</sup> | Qantas Airways Ltd. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;9/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;301 |
| <sup>9</sup> | Raven Acquisition Holdings LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 |
| <sup>5</sup> | Rockefeller Foundation | &nbsp;&nbsp;2.492% | &nbsp;&nbsp;10/1/50 | &nbsp;&nbsp;4399 | &nbsp;&nbsp;2614 |
|  | Service Corp. International | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;875 | &nbsp;&nbsp;&nbsp;&nbsp;811 |
|  | Six Flags Entertainment Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33 |
|  | Tapestry Inc. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;673 | &nbsp;&nbsp;&nbsp;&nbsp;682 |
|  | Thomas Jefferson University | &nbsp;&nbsp;3.847% | &nbsp;&nbsp;11/1/57 | &nbsp;&nbsp;2133 | &nbsp;&nbsp;1492 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Toll Brothers Finance Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;303 |
|  | Toyota Motor Credit Corp. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;8/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 |
| <sup>5</sup> | United Airlines Pass-Through Trust Class A Series 2020-1 | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
| <sup>5</sup> | University of Chicago | &nbsp;&nbsp;2.761% | &nbsp;&nbsp;4/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;2191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699 |
| <sup>9</sup> | Vail Resorts Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 |
| <sup>9</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| <sup>9</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;9/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 |
| <sup>9</sup> | Volkswagen Group of America Finance LLC | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 |
| <sup>9</sup> | Wayfair LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;10/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 |
|  | Whirlpool Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;738 |
| <sup>9</sup> | Wyndham Hotels & Resorts Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 |
|  |  |  |  |  | &nbsp;&nbsp;**148644** |
| **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** | **Consumer Staples (1.8%)** |
| <sup>9</sup> | Albertsons Cos. Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3348 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3410 |
|  | Altria Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;2338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2359 |
| <sup>5</sup> | Anheuser-Busch Cos. LLC | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;1603 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1556 |
| <sup>5,12</sup> | Anheuser-Busch InBev SA/NV | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/2/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 |
|  | Anheuser-Busch InBev Worldwide Inc. | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;3151 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3985 |
| <sup>12</sup> | Barry Callebaut Services NV | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;575 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;4/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;4196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4205 |
|  | BAT Capital Corp. | &nbsp;&nbsp;3.557% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;7901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7755 |
|  | BAT Capital Corp. | &nbsp;&nbsp;2.259% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;3827 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3614 |
|  | BAT Capital Corp. | &nbsp;&nbsp;4.906% | &nbsp;&nbsp;4/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;631 |
|  | BAT Capital Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5986 |
|  | BAT International Finance plc | &nbsp;&nbsp;4.448% | &nbsp;&nbsp;3/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;2814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2805 |
|  | BAT International Finance plc | &nbsp;&nbsp;5.931% | &nbsp;&nbsp;2/2/29 | &nbsp;&nbsp;&nbsp;&nbsp;9482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9905 |
| <sup>5,12</sup> | British American Tobacco plc | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;1234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1402 |
| <sup>9</sup> | Cargill Inc. | &nbsp;&nbsp;4.760% | &nbsp;&nbsp;11/23/45 | &nbsp;&nbsp;&nbsp;&nbsp;3817 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3416 |
| <sup>5</sup> | Cencosud SA | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 |
|  | Conagra Brands Inc. | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 |
| <sup>12</sup> | Danone SA | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885 |
|  | Dollar General Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 |
| <sup>9</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 |
| <sup>9</sup> | Energizer Holdings Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2561 |
| <sup>7,9</sup> | Froneri Lux FinCo Sarl | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1549 |
|  | General Mills Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;2066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2092 |
| <sup>9</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5490 |
| <sup>5,12</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/12/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1048 |
| <sup>9</sup> | Imperial Brands Finance plc | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;7/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;2760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2785 |
| <sup>9</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;4/20/35 | &nbsp;&nbsp;13380 | &nbsp;&nbsp;&nbsp;&nbsp;13806 |
| <sup>9</sup> | JBS USA LUX Sarl | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/25/55 | &nbsp;&nbsp;&nbsp;&nbsp;8580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8619 |
| <sup>9</sup> | KeHE Distributors LLC | &nbsp;&nbsp;9.000% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;447 |
|  | Keurig Dr Pepper Inc. | &nbsp;&nbsp;4.597% | &nbsp;&nbsp;5/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;2920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2932 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
|  | Kraft Heinz Foods Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;6/4/42 | &nbsp;&nbsp;&nbsp;&nbsp;3435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3062 |
| <sup>9</sup> | Lamb Weston Holdings Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>9</sup> | Lamb Weston Holdings Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;1/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;1944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1954 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;6750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6811 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3215 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;6038 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5998 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;5623 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5560 |
| <sup>9</sup> | Mars Inc. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;5/1/65 | &nbsp;&nbsp;&nbsp;&nbsp;1203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1192 |
| <sup>9</sup> | Opal Bidco SAS | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;4380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4429 |
| <sup>12</sup> | PepsiCo Inc. | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;7/28/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 |
| <sup>9</sup> | Performance Food Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 |
| <sup>9</sup> | Performance Food Group Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1930 |
| <sup>5,12</sup> | Philip Morris International Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;6/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2264 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3943 |
| <sup>12</sup> | Philip Morris International Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1350 |
| <sup>12</sup> | Philip Morris International Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;8/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1626 |
|  | Philip Morris International Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/4/43 | &nbsp;&nbsp;&nbsp;&nbsp;2227 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1853 |
| <sup>9</sup> | Post Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
| <sup>12</sup> | Scandinavian Tobacco Group A/S | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;192 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;226 |
|  | Sysco Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1467 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1435 |
|  | Sysco Corp. | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 |
|  | Tyson Foods Inc. | &nbsp;&nbsp;3.550% | &nbsp;&nbsp;6/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;2391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2349 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>9</sup> | US Foods Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>9</sup> | US Foods Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;601 |
|  |  |  |  |  | &nbsp;&nbsp;**149743** |
| **Energy (2.6%)** | **Energy (2.6%)** | **Energy (2.6%)** | **Energy (2.6%)** | **Energy (2.6%)** | **Energy (2.6%)** |
| <sup>9</sup> | Antero Midstream Partners LP | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45 |
| <sup>9</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1424 |
| <sup>9</sup> | Ascent Resources Utica Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1299 |
| <sup>9</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
| <sup>9</sup> | Blue Racer Midstream LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;398 |
| <sup>5,12</sup> | BP Capital Markets BV | &nbsp;&nbsp;0.933% | &nbsp;&nbsp;12/4/40 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673 |
| <sup>12</sup> | BP Capital Markets plc | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1325 |
|  | Canadian Natural Resources Ltd. | &nbsp;&nbsp;3.850% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;4797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4740 |
|  | Cenovus Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| <sup>9</sup> | Cheniere Energy Partners LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;10/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;6730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6764 |
|  | Chevron Corp. | &nbsp;&nbsp;3.078% | &nbsp;&nbsp;5/11/50 | &nbsp;&nbsp;&nbsp;&nbsp;3640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2427 |
| <sup>9</sup> | Civitas Resources Inc. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;7/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| <sup>9</sup> | Civitas Resources Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;290 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;294 |
| <sup>9</sup> | Civitas Resources Inc. | &nbsp;&nbsp;9.625% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1666 |
| <sup>9</sup> | CNX Resources Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/15/44 | &nbsp;&nbsp;&nbsp;&nbsp;2005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1668 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3458 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2504 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;9/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;2513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2400 |
|  | ConocoPhillips Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;1/15/65 | &nbsp;&nbsp;&nbsp;&nbsp;2275 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2152 |
| <sup>9</sup> | Continental Resources Inc. | &nbsp;&nbsp;2.268% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1311 |
|  | Coterra Energy Inc. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816 |
| <sup>9</sup> | Diamond Foreign Asset Co. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
| <sup>9</sup> | DT Midstream Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1274 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656 |
|  | Enbridge Inc. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;12/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;2691 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2738 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3101 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3135 |
|  | Energy Transfer LP | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3144 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 |
|  | Energy Transfer LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;6/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4792 |
|  | Energy Transfer LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4732 |
| <sup>5,12</sup> | Eni SpA | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1116 |
|  | Enterprise Products Operating LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;1/31/50 | &nbsp;&nbsp;&nbsp;&nbsp;5090 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4018 |
|  | EOG Resources Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4079 |
| <sup>9</sup> | EQT Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1033 |
| <sup>9</sup> | EQT Corp. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| <sup>9</sup> | Excelerate Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539 |
|  | Exxon Mobil Corp. | &nbsp;&nbsp;4.114% | &nbsp;&nbsp;3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;4716 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3848 |
| <sup>5</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;1210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1168 |
| <sup>5</sup> | Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;2.160% | &nbsp;&nbsp;3/31/34 | &nbsp;&nbsp;16620 | &nbsp;&nbsp;&nbsp;&nbsp;14837 |
|  | Genesis Energy LP | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;5/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 |
|  | Genesis Energy LP | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1178 |
|  | Helmerich & Payne Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 |
|  | Hess Corp. | &nbsp;&nbsp;5.800% | &nbsp;&nbsp;4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5077 |
| <sup>9</sup> | Hess Midstream Operations LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1427 |
|  | Kinder Morgan Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;6/1/35 | &nbsp;&nbsp;14800 | &nbsp;&nbsp;&nbsp;&nbsp;15300 |
| <sup>9</sup> | Kinetik Holdings LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;778 |
|  | Marathon Petroleum Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2410 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2455 |
| <sup>9</sup> | Matador Resources Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1247 |
|  | Occidental Petroleum Corp. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3771 |
|  | ONEOK Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2571 |
|  | ONEOK Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;988 |
|  | Ovintiv Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2009 |
| <sup>9</sup> | Permian Resources Operating LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 |
| <sup>9</sup> | Permian Resources Operating LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1683 |
|  | Petrobras Global Finance BV | &nbsp;&nbsp;5.999% | &nbsp;&nbsp;1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123 |
| <sup>9</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;5164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5248 |
| <sup>9</sup> | Petronas Capital Ltd. | &nbsp;&nbsp;5.340% | &nbsp;&nbsp;4/3/35 | &nbsp;&nbsp;&nbsp;&nbsp;7395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7514 |
|  | Phillips 66 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
|  | Phillips 66 Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1987 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>9</sup> | Raizen Fuels Finance SA | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/8/32 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9854 |
| <sup>9</sup> | Raizen Fuels Finance SA | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;3/5/54 | &nbsp;&nbsp;&nbsp;&nbsp;7900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7359 |
|  | Range Resources Corp. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;171 |
| <sup>5</sup> | SA Global Sukuk Ltd. | &nbsp;&nbsp;1.602% | &nbsp;&nbsp;6/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;2765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2695 |
| <sup>9</sup> | Schlumberger Holdings Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1408 |
| <sup>5</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;5/11/45 | &nbsp;&nbsp;&nbsp;&nbsp;5247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4425 |
| <sup>5</sup> | Shell Finance US Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;5/10/46 | &nbsp;&nbsp;&nbsp;&nbsp;1135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 |
| <sup>5</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;9/12/46 | &nbsp;&nbsp;&nbsp;&nbsp;8575 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6544 |
| <sup>5</sup> | Shell Finance US Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/6/50 | &nbsp;&nbsp;&nbsp;&nbsp;2985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2035 |
| <sup>9</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287 |
| <sup>9</sup> | Tallgrass Energy Partners LP | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1039 |
|  | Targa Resources Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2440 |
|  | Targa Resources Corp. | &nbsp;&nbsp;6.150% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887 |
|  | TotalEnergies Capital International SA | &nbsp;&nbsp;2.986% | &nbsp;&nbsp;6/29/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276 |
| <sup>5,12</sup> | TotalEnergies Capital International SA | &nbsp;&nbsp;3.852% | &nbsp;&nbsp;3/3/45 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1602 |
|  | TotalEnergies Capital SA | &nbsp;&nbsp;5.425% | &nbsp;&nbsp;9/10/64 | &nbsp;&nbsp;&nbsp;&nbsp;2336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2171 |
| <sup>5,12</sup> | TotalEnergies SE | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267 |
| <sup>5,12</sup> | TotalEnergies SE | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;Perpetual | &nbsp;&nbsp;&nbsp;&nbsp;7071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7932 |
| <sup>9</sup> | Transocean Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 |
| <sup>9</sup> | Transocean Inc. | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93 |
| <sup>9</sup> | Transocean Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 |
| <sup>9</sup> | Valaris Ltd. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 |
|  | Valero Energy Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525 |
| <sup>9</sup> | Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2073 |
| <sup>9</sup> | Venture Global Calcasieu Pass LLC | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272 |
| <sup>9</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605 |
| <sup>9</sup> | Venture Global LNG Inc. | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;2665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2755 |
| <sup>9</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427 |
| <sup>9</sup> | Venture Global Plaquemines LNG LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;4144 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4243 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;924 |
|  | Williams Cos. Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2631 |
| <sup>12</sup> | Wintershall Dea Finance BV | &nbsp;&nbsp;1.823% | &nbsp;&nbsp;9/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402 |
|  |  |  |  |  | &nbsp;&nbsp;**214103** |
| **Financials (12.7%)** | **Financials (12.7%)** | **Financials (12.7%)** | **Financials (12.7%)** | **Financials (12.7%)** | **Financials (12.7%)** |
| <sup>9</sup> | 200 Park Funding Trust | &nbsp;&nbsp;5.740% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;8242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8098 |
|  | AerCap Ireland Capital DAC | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;10/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1876 |
|  | Air Lease Corp. | &nbsp;&nbsp;2.200% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430 |
|  | Air Lease Corp. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;763 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;777 |
|  | Air Lease Corp. | &nbsp;&nbsp;5.100% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2443 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2487 |
| <sup>5</sup> | Air Lease Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1216 |
| <sup>5,11</sup> | Akelius Residential Property AB | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;8/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;1369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;7/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  | Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309 |
| <sup>9</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 |
| <sup>9</sup> | Alliant Holdings Intermediate LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
|  | Allstate Corp. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;12/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1964 |
|  | Ally Financial Inc. | &nbsp;&nbsp;5.737% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2790 |
|  | American Express Co. | &nbsp;&nbsp;5.043% | &nbsp;&nbsp;7/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;1082 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1094 |
|  | American Express Co. | &nbsp;&nbsp;5.282% | &nbsp;&nbsp;7/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;1059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1085 |
|  | American Express Co. | &nbsp;&nbsp;5.532% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;1110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1151 |
|  | American Express Co. | &nbsp;&nbsp;5.085% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;1651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1685 |
|  | American Homes 4 Rent LP | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 |
| <sup>9</sup> | American National Global Funding | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
|  | American National Group Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995 |
|  | Ameriprise Financial Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2290 |
| <sup>9</sup> | AmWINS Group Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
| <sup>9</sup> | AmWINS Group Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;2302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2235 |
| <sup>9</sup> | Antares Holdings LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1184 |
| <sup>9</sup> | Antares Holdings LP | &nbsp;&nbsp;7.950% | &nbsp;&nbsp;8/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031 |
| <sup>9</sup> | Antares Holdings LP | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
| <sup>5,12</sup> | Arbejdernes Landsbank A/S | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;3/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4129 |
|  | Ares Capital Corp. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1964 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2022 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1317 |
|  | Ares Strategic Income Fund | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2164 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2215 |
| <sup>5,12</sup> | Argenta Spaarbank NV | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;2/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2527 |
| <sup>5,12</sup> | Argentum Netherlands BV for Zurich Insurance Co. Ltd. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368 |
| <sup>5,12</sup> | Aroundtown SA | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;7/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120 |
| <sup>5,12</sup> | Aroundtown SA | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3739 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5,11</sup> | Aroundtown SA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/10/31 | &nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;353 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;879 | &nbsp;&nbsp;&nbsp;&nbsp;882 |
|  | Arthur J Gallagher & Co. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;983 |
|  | Associated Banc-Corp. | &nbsp;&nbsp;6.455% | &nbsp;&nbsp;8/29/30 | &nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;262 |
|  | Assurant Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;102 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;1/12/28 | &nbsp;&nbsp;1595 | &nbsp;&nbsp;1580 |
|  | Athene Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/19/55 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;5140 |
| <sup>12</sup> | Athora Holding Ltd. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;6/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;503 | &nbsp;&nbsp;&nbsp;&nbsp;624 |
| <sup>12</sup> | Athora Holding Ltd. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/10/34 | &nbsp;&nbsp;1200 | &nbsp;&nbsp;1460 |
| <sup>13</sup> | Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;5.906% | &nbsp;&nbsp;8/12/32 | &nbsp;&nbsp;1033 | &nbsp;&nbsp;&nbsp;&nbsp;682 |
| <sup>5,8,13</sup> | Australia & New Zealand Banking Group Ltd., 3M Australian Bank Bill Rate + 2.350% | &nbsp;&nbsp;6.147% | &nbsp;&nbsp;5/16/33 | &nbsp;&nbsp;&nbsp;&nbsp;687 | &nbsp;&nbsp;&nbsp;&nbsp;454 |
|  | AvalonBay Communities Inc. | &nbsp;&nbsp;1.900% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44 |
| <sup>11</sup> | Aviva plc | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;9/12/54 | &nbsp;&nbsp;1000 | &nbsp;&nbsp;1323 |
| <sup>12</sup> | Banco Bilbao Vizcaya Argentaria SA | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;2/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;924 |
|  | Bank of America Corp. | &nbsp;&nbsp;1.734% | &nbsp;&nbsp;7/22/27 | &nbsp;&nbsp;6807 | &nbsp;&nbsp;6619 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.933% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;2766 | &nbsp;&nbsp;2808 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.551% | &nbsp;&nbsp;2/4/28 | &nbsp;&nbsp;4228 | &nbsp;&nbsp;4107 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.705% | &nbsp;&nbsp;4/24/28 | &nbsp;&nbsp;2325 | &nbsp;&nbsp;2294 |
|  | Bank of America Corp. | &nbsp;&nbsp;4.376% | &nbsp;&nbsp;4/27/28 | &nbsp;&nbsp;2540 | &nbsp;&nbsp;2534 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;4.948% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;3616 | &nbsp;&nbsp;3648 |
|  | Bank of America Corp. | &nbsp;&nbsp;6.204% | &nbsp;&nbsp;11/10/28 | &nbsp;&nbsp;2051 | &nbsp;&nbsp;2128 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.419% | &nbsp;&nbsp;12/20/28 | &nbsp;&nbsp;5375 | &nbsp;&nbsp;5249 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.970% | &nbsp;&nbsp;3/5/29 | &nbsp;&nbsp;&nbsp;&nbsp;719 | &nbsp;&nbsp;&nbsp;&nbsp;710 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.202% | &nbsp;&nbsp;4/25/29 | &nbsp;&nbsp;3935 | &nbsp;&nbsp;4008 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.087% | &nbsp;&nbsp;6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;947 | &nbsp;&nbsp;&nbsp;&nbsp;886 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;4.271% | &nbsp;&nbsp;7/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;670 | &nbsp;&nbsp;&nbsp;&nbsp;667 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;3.194% | &nbsp;&nbsp;7/23/30 | &nbsp;&nbsp;1467 | &nbsp;&nbsp;1396 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.162% | &nbsp;&nbsp;1/24/31 | &nbsp;&nbsp;1738 | &nbsp;&nbsp;1777 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.518% | &nbsp;&nbsp;10/25/35 | &nbsp;&nbsp;4076 | &nbsp;&nbsp;4081 |
|  | Bank of America Corp. | &nbsp;&nbsp;5.511% | &nbsp;&nbsp;1/24/36 | &nbsp;&nbsp;5517 | &nbsp;&nbsp;5651 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;4.244% | &nbsp;&nbsp;4/24/38 | &nbsp;&nbsp;9488 | &nbsp;&nbsp;8604 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;4.078% | &nbsp;&nbsp;4/23/40 | &nbsp;&nbsp;2471 | &nbsp;&nbsp;2138 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.676% | &nbsp;&nbsp;6/19/41 | &nbsp;&nbsp;5698 | &nbsp;&nbsp;4058 |
|  | Bank of America Corp. | &nbsp;&nbsp;3.311% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;6852 | &nbsp;&nbsp;5229 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;4.443% | &nbsp;&nbsp;1/20/48 | &nbsp;&nbsp;1729 | &nbsp;&nbsp;1473 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;4.330% | &nbsp;&nbsp;3/15/50 | &nbsp;&nbsp;1555 | &nbsp;&nbsp;1286 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;4.083% | &nbsp;&nbsp;3/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;365 |
| <sup>5</sup> | Bank of America Corp. | &nbsp;&nbsp;2.831% | &nbsp;&nbsp;10/24/51 | &nbsp;&nbsp;&nbsp;&nbsp;754 | &nbsp;&nbsp;&nbsp;&nbsp;470 |
| <sup>5,12</sup> | Bank of Cyprus PCL | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;6/24/27 | &nbsp;&nbsp;1310 | &nbsp;&nbsp;1485 |
| <sup>5,12</sup> | Bank of Cyprus PCL | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/2/29 | &nbsp;&nbsp;3343 | &nbsp;&nbsp;3993 |
|  | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.543% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;1445 | &nbsp;&nbsp;1451 |
| <sup>5</sup> | Bank of New York Mellon Corp. | &nbsp;&nbsp;4.975% | &nbsp;&nbsp;3/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;412 | &nbsp;&nbsp;&nbsp;&nbsp;420 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;1060 | &nbsp;&nbsp;1087 |
|  | Bank of Nova Scotia | &nbsp;&nbsp;5.130% | &nbsp;&nbsp;2/14/31 | &nbsp;&nbsp;1217 | &nbsp;&nbsp;1236 |
|  | Barclays plc | &nbsp;&nbsp;6.496% | &nbsp;&nbsp;9/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;498 |
|  | Barclays plc | &nbsp;&nbsp;2.279% | &nbsp;&nbsp;11/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;504 | &nbsp;&nbsp;&nbsp;&nbsp;489 |
|  | Barclays plc | &nbsp;&nbsp;5.501% | &nbsp;&nbsp;8/9/28 | &nbsp;&nbsp;1280 | &nbsp;&nbsp;1301 |
|  | Barclays plc | &nbsp;&nbsp;4.942% | &nbsp;&nbsp;9/10/30 | &nbsp;&nbsp;1407 | &nbsp;&nbsp;1416 |
| <sup>11</sup> | Barclays plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;11/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;223 | &nbsp;&nbsp;&nbsp;&nbsp;293 |
| <sup>5,12</sup> | Bayerische Landesbank | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;9/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;112 |
| <sup>5,12</sup> | Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;5/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;594 | &nbsp;&nbsp;&nbsp;&nbsp;646 |
| <sup>5,11</sup> | Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;10/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;101 | &nbsp;&nbsp;&nbsp;&nbsp;124 |
| <sup>12</sup> | Blackstone Property Partners Europe Holdings Sarl | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/29/29 | &nbsp;&nbsp;&nbsp;&nbsp;136 | &nbsp;&nbsp;&nbsp;&nbsp;157 |
|  | Blackstone Secured Lending Fund | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;4/13/28 | &nbsp;&nbsp;1951 | &nbsp;&nbsp;1966 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;7/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;983 | &nbsp;&nbsp;&nbsp;&nbsp;969 |
|  | Blue Owl Capital Corp. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;3105 | &nbsp;&nbsp;3111 |
| <sup>9</sup> | Blue Owl Technology Finance Corp. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;1218 | &nbsp;&nbsp;1225 |
| <sup>5,11</sup> | BNP Paribas SA | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;775 |
| <sup>5,12</sup> | BNP Paribas SA | &nbsp;&nbsp;0.875% | &nbsp;&nbsp;8/31/33 | &nbsp;&nbsp;2900 | &nbsp;&nbsp;3088 |
|  | Boston Properties LP | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;863 | &nbsp;&nbsp;&nbsp;&nbsp;844 |
|  | Boston Properties LP | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;884 | &nbsp;&nbsp;&nbsp;&nbsp;924 |
| <sup>11</sup> | BPCE SA | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/16/29 | &nbsp;&nbsp;1100 | &nbsp;&nbsp;1458 |
| <sup>11</sup> | BPCE SA | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;11/30/32 | &nbsp;&nbsp;6500 | &nbsp;&nbsp;8096 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;492 | &nbsp;&nbsp;&nbsp;&nbsp;487 |
|  | Brixmor Operating Partnership LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;295 | &nbsp;&nbsp;&nbsp;&nbsp;278 |
|  | Brown & Brown Inc. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;6/23/28 | &nbsp;&nbsp;2395 | &nbsp;&nbsp;2401 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.237% | &nbsp;&nbsp;6/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;779 | &nbsp;&nbsp;&nbsp;&nbsp;791 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.862% | &nbsp;&nbsp;1/13/28 | &nbsp;&nbsp;1853 | &nbsp;&nbsp;1864 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.260% | &nbsp;&nbsp;4/8/29 | &nbsp;&nbsp;1956 | &nbsp;&nbsp;2006 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;4.631% | &nbsp;&nbsp;9/11/30 | &nbsp;&nbsp;&nbsp;&nbsp;1407 | &nbsp;&nbsp;&nbsp;&nbsp;1407 |
|  | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;5.245% | &nbsp;&nbsp;1/13/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;1191 | &nbsp;&nbsp;&nbsp;&nbsp;1178 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;7.149% | &nbsp;&nbsp;10/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;1.878% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;1183 | &nbsp;&nbsp;&nbsp;&nbsp;1143 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;1220 | &nbsp;&nbsp;&nbsp;&nbsp;1202 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.468% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;882 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.312% | &nbsp;&nbsp;6/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;5590 | &nbsp;&nbsp;&nbsp;&nbsp;5837 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3014 | &nbsp;&nbsp;&nbsp;&nbsp;3110 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;3.273% | &nbsp;&nbsp;3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1239 | &nbsp;&nbsp;&nbsp;&nbsp;1183 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;7/26/30 | &nbsp;&nbsp;&nbsp;&nbsp;7336 | &nbsp;&nbsp;&nbsp;&nbsp;7537 |
|  | Capital One Financial Corp. | &nbsp;&nbsp;6.183% | &nbsp;&nbsp;1/30/36 | &nbsp;&nbsp;25000 | &nbsp;&nbsp;25704 |
| <sup>5</sup> | Capital One NA | &nbsp;&nbsp;5.974% | &nbsp;&nbsp;8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754 |
|  | Chubb INA Holdings LLC | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;11/3/45 | &nbsp;&nbsp;&nbsp;&nbsp;3817 | &nbsp;&nbsp;&nbsp;&nbsp;3275 |
| <sup>9</sup> | Citadel Finance LLC | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;1322 | &nbsp;&nbsp;&nbsp;&nbsp;1327 |
|  | Citibank NA | &nbsp;&nbsp;4.876% | &nbsp;&nbsp;11/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;2523 | &nbsp;&nbsp;&nbsp;&nbsp;2533 |
|  | Citibank NA | &nbsp;&nbsp;5.803% | &nbsp;&nbsp;9/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;1461 | &nbsp;&nbsp;&nbsp;&nbsp;1522 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;1326 | &nbsp;&nbsp;&nbsp;&nbsp;1321 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;9/29/27 | &nbsp;&nbsp;&nbsp;&nbsp;1682 | &nbsp;&nbsp;&nbsp;&nbsp;1677 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;3.887% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;1272 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;3.070% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;2447 | &nbsp;&nbsp;&nbsp;&nbsp;2390 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.643% | &nbsp;&nbsp;5/7/28 | &nbsp;&nbsp;33925 | &nbsp;&nbsp;33957 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;3.668% | &nbsp;&nbsp;7/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;1761 | &nbsp;&nbsp;&nbsp;&nbsp;1732 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;3.520% | &nbsp;&nbsp;10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;796 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.786% | &nbsp;&nbsp;3/4/29 | &nbsp;&nbsp;&nbsp;&nbsp;1218 | &nbsp;&nbsp;&nbsp;&nbsp;1224 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;4.075% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;3.980% | &nbsp;&nbsp;3/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;609 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.542% | &nbsp;&nbsp;9/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;5021 | &nbsp;&nbsp;&nbsp;&nbsp;5001 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;2.976% | &nbsp;&nbsp;11/5/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;2.666% | &nbsp;&nbsp;1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;877 |
|  | Citigroup Inc. | &nbsp;&nbsp;4.952% | &nbsp;&nbsp;5/7/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;384 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;3.878% | &nbsp;&nbsp;1/24/39 | &nbsp;&nbsp;13228 | &nbsp;&nbsp;11364 |
| <sup>5</sup> | Citigroup Inc. | &nbsp;&nbsp;5.316% | &nbsp;&nbsp;3/26/41 | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;2470 |
|  | Citigroup Inc. | &nbsp;&nbsp;5.612% | &nbsp;&nbsp;3/4/56 | &nbsp;&nbsp;&nbsp;&nbsp;5585 | &nbsp;&nbsp;&nbsp;&nbsp;5447 |
|  | Citizens Financial Group Inc. | &nbsp;&nbsp;5.253% | &nbsp;&nbsp;3/5/31 | &nbsp;&nbsp;&nbsp;&nbsp;1030 | &nbsp;&nbsp;&nbsp;&nbsp;1042 |
| <sup>5,11</sup> | Close Brothers Finance plc | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;10/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>5,11</sup> | Close Brothers Finance plc | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;12/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;2677 | &nbsp;&nbsp;&nbsp;&nbsp;2942 |
|  | Comerica Inc. | &nbsp;&nbsp;5.982% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;974 | &nbsp;&nbsp;&nbsp;&nbsp;1002 |
| <sup>5,8,13</sup> | Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 0.700% | &nbsp;&nbsp;4.417% | &nbsp;&nbsp;1/14/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;632 |
| <sup>8,13</sup> | Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 1.320% | &nbsp;&nbsp;5.114% | &nbsp;&nbsp;8/20/31 | &nbsp;&nbsp;&nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1161 |
| <sup>5,8,13</sup> | Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 1.800% | &nbsp;&nbsp;5.515% | &nbsp;&nbsp;9/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>5,8,13</sup> | Commonwealth Bank of Australia, 3M Australian Bank Bill Rate + 2.050% | &nbsp;&nbsp;5.770% | &nbsp;&nbsp;10/25/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |
|  | COPT Defense Properties LP | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;840 |
| <sup>9</sup> | Credit Acceptance Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
|  | Crown Castle Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;362 |
|  | Crown Castle Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 |
|  | Crown Castle Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;2231 | &nbsp;&nbsp;&nbsp;&nbsp;2250 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | Crown Castle Inc. | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;502 |
|  | CubeSmart LP | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133 |
|  | CubeSmart LP | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1995 | &nbsp;&nbsp;&nbsp;&nbsp;1853 |
| <sup>5,12</sup> | Danske Bank A/S | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;228 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257 |
|  | Deutsche Bank AG | &nbsp;&nbsp;7.146% | &nbsp;&nbsp;7/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;2923 | &nbsp;&nbsp;&nbsp;&nbsp;2988 |
|  | Deutsche Bank AG | &nbsp;&nbsp;2.311% | &nbsp;&nbsp;11/16/27 | &nbsp;&nbsp;&nbsp;&nbsp;2247 | &nbsp;&nbsp;&nbsp;&nbsp;2180 |
|  | Deutsche Bank AG | &nbsp;&nbsp;5.297% | &nbsp;&nbsp;5/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;5697 | &nbsp;&nbsp;&nbsp;&nbsp;5791 |
| <sup>7</sup> | Deutsche Bank AG | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;8/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;9750 | &nbsp;&nbsp;&nbsp;&nbsp;9762 |
| <sup>12</sup> | Digital Dutch Finco BV | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/13/33 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;4228 |
|  | Digital Realty Trust LP | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788 |
|  | Digital Realty Trust LP | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3683 | &nbsp;&nbsp;&nbsp;&nbsp;3768 |
|  | Digital Realty Trust LP | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1971 | &nbsp;&nbsp;&nbsp;&nbsp;1899 |
|  | DOC DR LLC | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>12</sup> | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;3700 | &nbsp;&nbsp;&nbsp;&nbsp;4162 |
| <sup>5,12</sup> | DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;8/21/30 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3585 |
| <sup>12</sup> | ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/29/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 |
|  | Equinix Inc. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;702 |
|  | Equinix Inc. | &nbsp;&nbsp;2.000% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;455 |
|  | Equinix Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/18/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;626 |
|  | Equitable Holdings Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
|  | ERP Operating LP | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Essex Portfolio LP | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
|  | Essex Portfolio LP | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
|  | Essex Portfolio LP | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454 |
| <sup>5,12</sup> | Eurobank SA | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;2/7/36 | &nbsp;&nbsp;&nbsp;&nbsp;1100 | &nbsp;&nbsp;&nbsp;&nbsp;1251 |
|  | Extra Space Storage LP | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2450 | &nbsp;&nbsp;&nbsp;&nbsp;2518 |
|  | Federal Realty OP LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 |
|  | Federal Realty OP LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;154 |
|  | Fidelity National Financial Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;1934 | &nbsp;&nbsp;&nbsp;&nbsp;1911 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;6.361% | &nbsp;&nbsp;10/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;3908 | &nbsp;&nbsp;&nbsp;&nbsp;4062 |
|  | Fifth Third Bancorp | &nbsp;&nbsp;4.895% | &nbsp;&nbsp;9/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;1847 | &nbsp;&nbsp;&nbsp;&nbsp;1863 |
|  | Fiserv Inc. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;1934 | &nbsp;&nbsp;&nbsp;&nbsp;1976 |
| <sup>9</sup> | Freedom Mortgage Holdings LLC | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
|  | Gaci First Investment Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;10/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;3200 | &nbsp;&nbsp;&nbsp;&nbsp;3232 |
|  | GATX Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 |
|  | GATX Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1076 | &nbsp;&nbsp;&nbsp;&nbsp;1088 |
| <sup>5,12</sup> | Generali | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/27/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;279 |
| <sup>9</sup> | GGAM Finance Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 |
| <sup>9</sup> | GGAM Finance Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
| <sup>9</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 |
| <sup>9</sup> | Global Atlantic Fin Co. | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433 |
|  | Global Payments Inc. | &nbsp;&nbsp;2.150% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;4023 | &nbsp;&nbsp;&nbsp;&nbsp;3885 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.431% | &nbsp;&nbsp;3/9/27 | &nbsp;&nbsp;&nbsp;&nbsp;4904 | &nbsp;&nbsp;&nbsp;&nbsp;4808 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.542% | &nbsp;&nbsp;9/10/27 | &nbsp;&nbsp;&nbsp;&nbsp;1723 | &nbsp;&nbsp;&nbsp;&nbsp;1665 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;1.948% | &nbsp;&nbsp;10/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;3274 | &nbsp;&nbsp;&nbsp;&nbsp;3171 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.640% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;3106 | &nbsp;&nbsp;&nbsp;&nbsp;3014 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.615% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2908 | &nbsp;&nbsp;&nbsp;&nbsp;2864 |
| <sup>5</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.691% | &nbsp;&nbsp;6/5/28 | &nbsp;&nbsp;&nbsp;&nbsp;1288 | &nbsp;&nbsp;&nbsp;&nbsp;1269 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.482% | &nbsp;&nbsp;8/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;1774 | &nbsp;&nbsp;&nbsp;&nbsp;1774 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.727% | &nbsp;&nbsp;4/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;2276 | &nbsp;&nbsp;&nbsp;&nbsp;2363 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.692% | &nbsp;&nbsp;10/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp;1796 |
| <sup>5</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.207% | &nbsp;&nbsp;1/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;4143 | &nbsp;&nbsp;&nbsp;&nbsp;4231 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;5.218% | &nbsp;&nbsp;4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
| <sup>5</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.017% | &nbsp;&nbsp;10/31/38 | &nbsp;&nbsp;14074 | &nbsp;&nbsp;12285 |
| <sup>5</sup> | Goldman Sachs Group Inc. | &nbsp;&nbsp;4.411% | &nbsp;&nbsp;4/23/39 | &nbsp;&nbsp;&nbsp;&nbsp;6799 | &nbsp;&nbsp;&nbsp;&nbsp;6133 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;2.908% | &nbsp;&nbsp;7/21/42 | &nbsp;&nbsp;&nbsp;&nbsp;3049 | &nbsp;&nbsp;&nbsp;&nbsp;2177 |
|  | Goldman Sachs Group Inc. | &nbsp;&nbsp;3.436% | &nbsp;&nbsp;2/24/43 | &nbsp;&nbsp;&nbsp;&nbsp;3263 | &nbsp;&nbsp;&nbsp;&nbsp;2485 |
|  | Golub Capital Private Credit Fund | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1469 | &nbsp;&nbsp;&nbsp;&nbsp;1475 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;7/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;964 |
|  | Healthcare Realty Holdings LP | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;676 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;1.350% | &nbsp;&nbsp;2/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1234 | &nbsp;&nbsp;&nbsp;&nbsp;1178 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
|  | Healthpeak OP LLC | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679 |
|  | Highwoods Realty LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1161 | &nbsp;&nbsp;&nbsp;&nbsp;1141 |
|  | Highwoods Realty LP | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;498 |
|  | Highwoods Realty LP | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;757 |
|  | Highwoods Realty LP | &nbsp;&nbsp;3.050% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969 |
|  | Horace Mann Educators Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;208 |
| <sup>5</sup> | Host Hotels & Resorts LP | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 |
| <sup>9</sup> | Howden UK Refinance plc | &nbsp;&nbsp;8.125% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1515 | &nbsp;&nbsp;&nbsp;&nbsp;1578 |
| <sup>5</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.041% | &nbsp;&nbsp;3/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;2048 | &nbsp;&nbsp;&nbsp;&nbsp;2029 |
|  | HSBC Holdings plc | &nbsp;&nbsp;4.755% | &nbsp;&nbsp;6/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;2281 | &nbsp;&nbsp;&nbsp;&nbsp;2286 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.210% | &nbsp;&nbsp;8/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;726 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 |
| <sup>5</sup> | HSBC Holdings plc | &nbsp;&nbsp;2.013% | &nbsp;&nbsp;9/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;464 |
|  | HSBC Holdings plc | &nbsp;&nbsp;7.390% | &nbsp;&nbsp;11/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;3074 | &nbsp;&nbsp;&nbsp;&nbsp;3251 |
|  | HSBC Holdings plc | &nbsp;&nbsp;6.161% | &nbsp;&nbsp;3/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;2085 | &nbsp;&nbsp;&nbsp;&nbsp;2161 |
| <sup>5</sup> | HSBC Holdings plc | &nbsp;&nbsp;4.583% | &nbsp;&nbsp;6/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.546% | &nbsp;&nbsp;3/4/30 | &nbsp;&nbsp;&nbsp;&nbsp;1956 | &nbsp;&nbsp;&nbsp;&nbsp;2012 |
| <sup>5</sup> | HSBC Holdings plc | &nbsp;&nbsp;3.973% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;5580 | &nbsp;&nbsp;&nbsp;&nbsp;5431 |
| <sup>12</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.364% | &nbsp;&nbsp;11/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 |
| <sup>11</sup> | HSBC Holdings plc | &nbsp;&nbsp;8.201% | &nbsp;&nbsp;11/16/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;728 |
|  | HSBC Holdings plc | &nbsp;&nbsp;5.790% | &nbsp;&nbsp;5/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2551 |
| <sup>5</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;9/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1976 | &nbsp;&nbsp;&nbsp;&nbsp;2086 |
| <sup>5</sup> | HSBC Holdings plc | &nbsp;&nbsp;6.800% | &nbsp;&nbsp;6/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;6044 | &nbsp;&nbsp;&nbsp;&nbsp;6520 |
|  | HSBC USA Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;7553 | &nbsp;&nbsp;&nbsp;&nbsp;7588 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175 |
|  | Hudson Pacific Properties LP | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;4.443% | &nbsp;&nbsp;8/4/28 | &nbsp;&nbsp;&nbsp;&nbsp;1123 | &nbsp;&nbsp;&nbsp;&nbsp;1120 |
|  | Huntington Bancshares Inc. | &nbsp;&nbsp;5.272% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;846 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Huntington National Bank | &nbsp;&nbsp;4.871% | &nbsp;&nbsp;4/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;2758 | &nbsp;&nbsp;&nbsp;&nbsp;2771 |
|  | Huntington National Bank | &nbsp;&nbsp;4.552% | &nbsp;&nbsp;5/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312 |
|  | ING Groep NV | &nbsp;&nbsp;6.083% | &nbsp;&nbsp;9/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
| <sup>5,12</sup> | ING Groep NV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;707 |
|  | Intercontinental Exchange Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4336 | &nbsp;&nbsp;&nbsp;&nbsp;4244 |
| <sup>5,11</sup> | Investec plc | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;1/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;823 | &nbsp;&nbsp;&nbsp;&nbsp;1049 |
|  | Invitation Homes Operating Partnership LP | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320 |
| <sup>9</sup> | Iron Mountain Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 |
| <sup>5,12</sup> | IWG US Finance LLC | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/28/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322 |
| <sup>12</sup> | IWG US Finance LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;5/14/32 | &nbsp;&nbsp;&nbsp;&nbsp;1500 | &nbsp;&nbsp;&nbsp;&nbsp;1734 |
| <sup>12</sup> | JAB Holdings BV | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;4/25/34 | &nbsp;&nbsp;&nbsp;&nbsp;2400 | &nbsp;&nbsp;&nbsp;&nbsp;2814 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;7/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;1011 |
|  | Jefferies Financial Group Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;496 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;1.470% | &nbsp;&nbsp;9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;2131 | &nbsp;&nbsp;&nbsp;&nbsp;2058 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;1/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;1364 | &nbsp;&nbsp;&nbsp;&nbsp;1375 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.782% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2645 | &nbsp;&nbsp;&nbsp;&nbsp;2618 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.947% | &nbsp;&nbsp;2/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.571% | &nbsp;&nbsp;4/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;1890 | &nbsp;&nbsp;&nbsp;&nbsp;1923 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.323% | &nbsp;&nbsp;4/26/28 | &nbsp;&nbsp;&nbsp;&nbsp;4210 | &nbsp;&nbsp;&nbsp;&nbsp;4199 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.540% | &nbsp;&nbsp;5/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;2.182% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2713 | &nbsp;&nbsp;&nbsp;&nbsp;2607 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.979% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;2038 | &nbsp;&nbsp;&nbsp;&nbsp;2058 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.851% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.505% | &nbsp;&nbsp;10/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;1774 | &nbsp;&nbsp;&nbsp;&nbsp;1775 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;4.005% | &nbsp;&nbsp;4/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;2485 | &nbsp;&nbsp;&nbsp;&nbsp;2456 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;2.069% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;893 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.299% | &nbsp;&nbsp;7/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;1001 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;6.087% | &nbsp;&nbsp;10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;1224 | &nbsp;&nbsp;&nbsp;&nbsp;1282 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.012% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;1801 | &nbsp;&nbsp;&nbsp;&nbsp;1830 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.581% | &nbsp;&nbsp;4/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;3425 | &nbsp;&nbsp;&nbsp;&nbsp;3550 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.702% | &nbsp;&nbsp;5/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;1468 | &nbsp;&nbsp;&nbsp;&nbsp;1427 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.565% | &nbsp;&nbsp;6/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.995% | &nbsp;&nbsp;7/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;5959 | &nbsp;&nbsp;&nbsp;&nbsp;6062 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;4.603% | &nbsp;&nbsp;10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;2190 | &nbsp;&nbsp;&nbsp;&nbsp;2193 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.140% | &nbsp;&nbsp;1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;3233 | &nbsp;&nbsp;&nbsp;&nbsp;3303 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.103% | &nbsp;&nbsp;4/22/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.294% | &nbsp;&nbsp;7/22/35 | &nbsp;&nbsp;&nbsp;&nbsp;1962 | &nbsp;&nbsp;&nbsp;&nbsp;1987 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.572% | &nbsp;&nbsp;4/22/36 | &nbsp;&nbsp;&nbsp;&nbsp;8070 | &nbsp;&nbsp;&nbsp;&nbsp;8336 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.576% | &nbsp;&nbsp;7/23/36 | &nbsp;&nbsp;15160 | &nbsp;&nbsp;15356 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.882% | &nbsp;&nbsp;7/24/38 | &nbsp;&nbsp;&nbsp;&nbsp;4188 | &nbsp;&nbsp;&nbsp;&nbsp;3680 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;10/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;934 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/41 | &nbsp;&nbsp;&nbsp;&nbsp;1817 | &nbsp;&nbsp;&nbsp;&nbsp;1387 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;3.157% | &nbsp;&nbsp;4/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;2591 | &nbsp;&nbsp;&nbsp;&nbsp;1953 |
|  | JPMorgan Chase & Co. | &nbsp;&nbsp;5.534% | &nbsp;&nbsp;11/29/45 | &nbsp;&nbsp;&nbsp;&nbsp;3379 | &nbsp;&nbsp;&nbsp;&nbsp;3382 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.964% | &nbsp;&nbsp;11/15/48 | &nbsp;&nbsp;13191 | &nbsp;&nbsp;10488 |
| <sup>5</sup> | JPMorgan Chase & Co. | &nbsp;&nbsp;3.109% | &nbsp;&nbsp;4/22/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;349 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>5</sup> | KeyCorp | &nbsp;&nbsp;2.550% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 |
|  | Kilroy Realty LP | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;12/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1720 | &nbsp;&nbsp;&nbsp;&nbsp;1703 |
|  | Kilroy Realty LP | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;369 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;1216 | &nbsp;&nbsp;&nbsp;&nbsp;1203 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;5.985% | &nbsp;&nbsp;8/7/27 | &nbsp;&nbsp;&nbsp;&nbsp;1472 | &nbsp;&nbsp;&nbsp;&nbsp;1491 |
|  | Lloyds Banking Group plc | &nbsp;&nbsp;6.068% | &nbsp;&nbsp;6/13/36 | &nbsp;&nbsp;&nbsp;&nbsp;3092 | &nbsp;&nbsp;&nbsp;&nbsp;3169 |
| <sup>5,8,13</sup> | Lloyds Banking Group plc, 3M Australian Bank Bill Rate + 2.000% | &nbsp;&nbsp;5.712% | &nbsp;&nbsp;3/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;654 |
|  | LPL Holdings Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 |
|  | M&T Bank Corp. | &nbsp;&nbsp;4.553% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;5081 | &nbsp;&nbsp;&nbsp;&nbsp;5067 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.179% | &nbsp;&nbsp;7/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;4742 | &nbsp;&nbsp;&nbsp;&nbsp;4795 |
|  | M&T Bank Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/30/35 | &nbsp;&nbsp;&nbsp;&nbsp;4331 | &nbsp;&nbsp;&nbsp;&nbsp;4335 |
| <sup>13</sup> | Macquarie Bank Ltd. | &nbsp;&nbsp;6.082% | &nbsp;&nbsp;6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 |
| <sup>8,13</sup> | Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 1.550% | &nbsp;&nbsp;5.262% | &nbsp;&nbsp;6/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;451 |
| <sup>8,13</sup> | Macquarie Bank Ltd., 3M Australian Bank Bill Rate + 2.700% | &nbsp;&nbsp;6.415% | &nbsp;&nbsp;6/7/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;158 |
| <sup>5</sup> | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;8/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;592 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;1/27/28 | &nbsp;&nbsp;&nbsp;&nbsp;5014 | &nbsp;&nbsp;&nbsp;&nbsp;5042 |
|  | Manufacturers & Traders Trust Co. | &nbsp;&nbsp;4.762% | &nbsp;&nbsp;7/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;5426 | &nbsp;&nbsp;&nbsp;&nbsp;5448 |
|  | Marsh & McLennan Cos. Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;4879 | &nbsp;&nbsp;&nbsp;&nbsp;4925 |
| <sup>9</sup> | Massachusetts Mutual Life Insurance Co. | &nbsp;&nbsp;3.729% | &nbsp;&nbsp;10/15/70 | &nbsp;&nbsp;&nbsp;&nbsp;3103 | &nbsp;&nbsp;&nbsp;&nbsp;2032 |
|  | MetLife Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/13/42 | &nbsp;&nbsp;&nbsp;&nbsp;6119 | &nbsp;&nbsp;&nbsp;&nbsp;5120 |
|  | Mid-America Apartments LP | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;903 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;889 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;2.341% | &nbsp;&nbsp;1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;2376 | &nbsp;&nbsp;&nbsp;&nbsp;2301 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.017% | &nbsp;&nbsp;7/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954 |
|  | Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;5.242% | &nbsp;&nbsp;4/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;1364 | &nbsp;&nbsp;&nbsp;&nbsp;1389 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Mizuho Financial Group Inc. | &nbsp;&nbsp;5.667% | &nbsp;&nbsp;5/27/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;9/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;2084 |
|  | Morgan Stanley | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;4/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;1.512% | &nbsp;&nbsp;7/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;3388 | &nbsp;&nbsp;&nbsp;&nbsp;3288 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;5.652% | &nbsp;&nbsp;4/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;2175 | &nbsp;&nbsp;&nbsp;&nbsp;2216 |
|  | Morgan Stanley | &nbsp;&nbsp;4.210% | &nbsp;&nbsp;4/20/28 | &nbsp;&nbsp;&nbsp;&nbsp;1478 | &nbsp;&nbsp;&nbsp;&nbsp;1471 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;3.591% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;2050 | &nbsp;&nbsp;&nbsp;&nbsp;2014 |
|  | Morgan Stanley | &nbsp;&nbsp;6.296% | &nbsp;&nbsp;10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;4074 | &nbsp;&nbsp;&nbsp;&nbsp;4229 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;3.772% | &nbsp;&nbsp;1/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;1322 | &nbsp;&nbsp;&nbsp;&nbsp;1300 |
|  | Morgan Stanley | &nbsp;&nbsp;5.123% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2425 | &nbsp;&nbsp;&nbsp;&nbsp;2461 |
|  | Morgan Stanley | &nbsp;&nbsp;5.042% | &nbsp;&nbsp;7/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;7817 | &nbsp;&nbsp;&nbsp;&nbsp;7949 |
|  | Morgan Stanley | &nbsp;&nbsp;4.654% | &nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;3418 | &nbsp;&nbsp;&nbsp;&nbsp;3423 |
|  | Morgan Stanley | &nbsp;&nbsp;5.230% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3082 | &nbsp;&nbsp;&nbsp;&nbsp;3155 |
|  | Morgan Stanley | &nbsp;&nbsp;5.831% | &nbsp;&nbsp;4/19/35 | &nbsp;&nbsp;&nbsp;&nbsp;3995 | &nbsp;&nbsp;&nbsp;&nbsp;4191 |
|  | Morgan Stanley | &nbsp;&nbsp;5.587% | &nbsp;&nbsp;1/18/36 | &nbsp;&nbsp;&nbsp;&nbsp;6319 | &nbsp;&nbsp;&nbsp;&nbsp;6488 |
|  | Morgan Stanley | &nbsp;&nbsp;5.664% | &nbsp;&nbsp;4/17/36 | &nbsp;&nbsp;&nbsp;&nbsp;8075 | &nbsp;&nbsp;&nbsp;&nbsp;8331 |
| <sup>5</sup> | Morgan Stanley | &nbsp;&nbsp;3.971% | &nbsp;&nbsp;7/22/38 | &nbsp;&nbsp;18948 | &nbsp;&nbsp;16571 |
|  | Morgan Stanley | &nbsp;&nbsp;5.942% | &nbsp;&nbsp;2/7/39 | &nbsp;&nbsp;&nbsp;&nbsp;3101 | &nbsp;&nbsp;&nbsp;&nbsp;3206 |
|  | MPT Operating Partnership LP | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;3255 | &nbsp;&nbsp;&nbsp;&nbsp;2224 |
| <sup>9</sup> | MPT Operating Partnership LP | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;2/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696 |
| <sup>9</sup> | Nationstar Mortgage Holdings Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;2/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268 |
| <sup>5</sup> | NatWest Group plc | &nbsp;&nbsp;3.073% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537 |
| <sup>5</sup> | NatWest Group plc | &nbsp;&nbsp;4.445% | &nbsp;&nbsp;5/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291 |
|  | NatWest Group plc | &nbsp;&nbsp;4.964% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2902 | &nbsp;&nbsp;&nbsp;&nbsp;2933 |
| <sup>5,11</sup> | NatWest Group plc | &nbsp;&nbsp;2.105% | &nbsp;&nbsp;11/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;2754 | &nbsp;&nbsp;&nbsp;&nbsp;3520 |
| <sup>5,12</sup> | NIBC Bank NV | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/12/35 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1971 |
| <sup>9</sup> | Nippon Life Insurance Co. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/30/55 | &nbsp;&nbsp;&nbsp;&nbsp;4140 | &nbsp;&nbsp;&nbsp;&nbsp;4327 |
|  | NMI Holdings Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 |
|  | NNN REIT Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;138 |
| <sup>9</sup> | Nuveen LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762 |
| <sup>5,12</sup> | Oldenburgische Landesbank AG | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;4/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;765 |
| <sup>5,12</sup> | Oldenburgische Landesbank AG | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/24/34 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;1677 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
|  | Omega Healthcare Investors Inc. | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1881 | &nbsp;&nbsp;&nbsp;&nbsp;1785 |
| <sup>9</sup> | Omnis Funding Trust | &nbsp;&nbsp;6.722% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;6148 | &nbsp;&nbsp;&nbsp;&nbsp;6366 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;196 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 |
| <sup>7</sup> | OneMain Finance Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
|  | OneMain Finance Corp. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406 |
| <sup>5,12</sup> | P3 Group Sarl | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570 |
| <sup>9</sup> | Panther Escrow Issuer LLC | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126 |
| <sup>9</sup> | Park Intermediate Holdings LLC | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>9</sup> | Pebblebrook Hotel LP | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36 |
| <sup>9</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;1/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 |
| <sup>9</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;102 |
| <sup>9</sup> | Penske Truck Leasing Co. LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;1255 |
| <sup>9</sup> | Phoenix Aviation Capital Ltd. | &nbsp;&nbsp;9.250% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2475 | &nbsp;&nbsp;&nbsp;&nbsp;2590 |
| <sup>11</sup> | Phoenix Group Holdings plc | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;1199 | &nbsp;&nbsp;&nbsp;&nbsp;1593 |
| <sup>11</sup> | Phoenix Group Holdings plc | &nbsp;&nbsp;5.867% | &nbsp;&nbsp;6/13/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;6.615% | &nbsp;&nbsp;10/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;1462 | &nbsp;&nbsp;&nbsp;&nbsp;1497 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.582% | &nbsp;&nbsp;6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;9776 | &nbsp;&nbsp;10078 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.492% | &nbsp;&nbsp;5/14/30 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;7238 |
|  | PNC Financial Services Group Inc. | &nbsp;&nbsp;5.222% | &nbsp;&nbsp;1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;2999 | &nbsp;&nbsp;&nbsp;&nbsp;3074 |
|  | Prologis LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1958 | &nbsp;&nbsp;&nbsp;&nbsp;1989 |
|  | Prologis LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;7670 | &nbsp;&nbsp;&nbsp;&nbsp;7768 |
| <sup>5,12</sup> | Public Property Invest A/S | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
|  | Public Storage Operating Co. | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;870 |
| <sup>12</sup> | Raiffeisen Bank International AG | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;6/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;9300 | &nbsp;&nbsp;10492 |
| <sup>12</sup> | Raiffeisen Bank International AG | &nbsp;&nbsp;1.375% | &nbsp;&nbsp;6/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266 |
|  | Realty Income Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 |
|  | Realty Income Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;159 |
|  | Regency Centers LP | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144 |
|  | Regions Financial Corp. | &nbsp;&nbsp;5.722% | &nbsp;&nbsp;6/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;7907 | &nbsp;&nbsp;&nbsp;&nbsp;8167 |
| <sup>9</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 |
| <sup>9</sup> | Rocket Cos. Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;985 |
| <sup>9</sup> | Rocket Mortgage LLC | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>11</sup> | Rothesay Life plc | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;10/30/25 | &nbsp;&nbsp;&nbsp;&nbsp;1002 | &nbsp;&nbsp;&nbsp;&nbsp;1332 |
| <sup>11</sup> | Rothesay Life plc | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;7/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;11/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;2455 | &nbsp;&nbsp;&nbsp;&nbsp;2538 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.522% | &nbsp;&nbsp;10/18/28 | &nbsp;&nbsp;&nbsp;&nbsp;4868 | &nbsp;&nbsp;&nbsp;&nbsp;4869 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.969% | &nbsp;&nbsp;8/2/30 | &nbsp;&nbsp;&nbsp;&nbsp;5583 | &nbsp;&nbsp;&nbsp;&nbsp;5653 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;10/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;3033 | &nbsp;&nbsp;&nbsp;&nbsp;3033 |
| <sup>5</sup> | Royal Bank of Canada | &nbsp;&nbsp;5.153% | &nbsp;&nbsp;2/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;6646 | &nbsp;&nbsp;&nbsp;&nbsp;6775 |
| <sup>9</sup> | Ryan Specialty LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43 |
|  | Sabra Health Care LP | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1273 | &nbsp;&nbsp;&nbsp;&nbsp;1213 |
|  | SBA Communications Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;2/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;238 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |
| <sup>11</sup> | Scottish Widows Ltd. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/16/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950 |
|  | Service Properties Trust | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Service Properties Trust | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2100 | &nbsp;&nbsp;&nbsp;&nbsp;2181 |
| <sup>9</sup> | Shift4 Payments LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;971 |
|  | Simon Property Group LP | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;9/13/49 | &nbsp;&nbsp;&nbsp;&nbsp;8530 | &nbsp;&nbsp;&nbsp;&nbsp;5747 |
|  | Sixth Street Lending Partners | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;1986 | &nbsp;&nbsp;&nbsp;&nbsp;2047 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;2.500% | &nbsp;&nbsp;8/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;481 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;8/14/28 | &nbsp;&nbsp;&nbsp;&nbsp;1455 | &nbsp;&nbsp;&nbsp;&nbsp;1527 |
|  | Sixth Street Specialty Lending Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748 |
| <sup>12</sup> | Skandinaviska Enskilda Banken AB | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
| <sup>5,12</sup> | Societe Generale SA | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/17/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;567 |
| <sup>9</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
| <sup>9</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 |
| <sup>9</sup> | Starwood Property Trust Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165 |
| <sup>5</sup> | State Street Corp. | &nbsp;&nbsp;3.031% | &nbsp;&nbsp;11/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;1852 | &nbsp;&nbsp;&nbsp;&nbsp;1711 |
|  | Store Capital LLC | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
|  | Suci Second Investment Co. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/10/27 | &nbsp;&nbsp;17100 | &nbsp;&nbsp;17023 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;3.544% | &nbsp;&nbsp;1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381 |
|  | Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;2.130% | &nbsp;&nbsp;7/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 |
|  | Sun Communities Operating LP | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 |
|  | Synovus Financial Corp. | &nbsp;&nbsp;6.168% | &nbsp;&nbsp;11/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3427 | &nbsp;&nbsp;&nbsp;&nbsp;3523 |
| <sup>5,12</sup> | Talanx AG | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;12/5/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
| <sup>9</sup> | Teachers Insurance & Annuity Association of America | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;5/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;4110 | &nbsp;&nbsp;&nbsp;&nbsp;2735 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;5.156% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;1887 | &nbsp;&nbsp;&nbsp;&nbsp;1920 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.861% | &nbsp;&nbsp;1/31/28 | &nbsp;&nbsp;&nbsp;&nbsp;5318 | &nbsp;&nbsp;&nbsp;&nbsp;5371 |
| <sup>5</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;5.523% | &nbsp;&nbsp;7/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;1016 | &nbsp;&nbsp;&nbsp;&nbsp;1047 |
|  | Toronto-Dominion Bank | &nbsp;&nbsp;4.783% | &nbsp;&nbsp;12/17/29 | &nbsp;&nbsp;&nbsp;&nbsp;3444 | &nbsp;&nbsp;&nbsp;&nbsp;3477 |
| <sup>5</sup> | Toronto-Dominion Bank | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 |
| <sup>5</sup> | Truist Financial Corp. | &nbsp;&nbsp;6.047% | &nbsp;&nbsp;6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;389 |
| <sup>5</sup> | Truist Financial Corp. | &nbsp;&nbsp;4.873% | &nbsp;&nbsp;1/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;2462 |
| <sup>5</sup> | Truist Financial Corp. | &nbsp;&nbsp;7.161% | &nbsp;&nbsp;10/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;1794 | &nbsp;&nbsp;&nbsp;&nbsp;1936 |
| <sup>5</sup> | Truist Financial Corp. | &nbsp;&nbsp;5.071% | &nbsp;&nbsp;5/20/31 | &nbsp;&nbsp;12327 | &nbsp;&nbsp;12498 |
|  | UBS AG | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1669 | &nbsp;&nbsp;&nbsp;&nbsp;1793 |
|  | UBS AG | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;9/11/28 | &nbsp;&nbsp;&nbsp;&nbsp;4312 | &nbsp;&nbsp;&nbsp;&nbsp;4474 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;4.253% | &nbsp;&nbsp;3/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;5.428% | &nbsp;&nbsp;2/8/30 | &nbsp;&nbsp;&nbsp;&nbsp;7073 | &nbsp;&nbsp;&nbsp;&nbsp;7250 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;3.126% | &nbsp;&nbsp;8/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;5.617% | &nbsp;&nbsp;9/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;3843 | &nbsp;&nbsp;&nbsp;&nbsp;3980 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;5.699% | &nbsp;&nbsp;2/8/35 | &nbsp;&nbsp;&nbsp;&nbsp;6069 | &nbsp;&nbsp;&nbsp;&nbsp;6282 |
| <sup>9</sup> | UBS Group AG | &nbsp;&nbsp;5.580% | &nbsp;&nbsp;5/9/36 | &nbsp;&nbsp;&nbsp;&nbsp;9900 | &nbsp;&nbsp;10085 |
| <sup>5</sup> | UDR Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;224 |
| <sup>12</sup> | UniCredit SpA | &nbsp;&nbsp;2.731% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
| <sup>9</sup> | United Wholesale Mortgage LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;11/15/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346 |
| <sup>5</sup> | US Bancorp | &nbsp;&nbsp;4.548% | &nbsp;&nbsp;7/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;5687 | &nbsp;&nbsp;&nbsp;&nbsp;5696 |
|  | US Bancorp | &nbsp;&nbsp;4.653% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1982 | &nbsp;&nbsp;&nbsp;&nbsp;1992 |
|  | US Bancorp | &nbsp;&nbsp;5.775% | &nbsp;&nbsp;6/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;2804 | &nbsp;&nbsp;&nbsp;&nbsp;2901 |
|  | US Bancorp | &nbsp;&nbsp;5.384% | &nbsp;&nbsp;1/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;1189 | &nbsp;&nbsp;&nbsp;&nbsp;1220 |
|  | US Bancorp | &nbsp;&nbsp;5.046% | &nbsp;&nbsp;2/12/31 | &nbsp;&nbsp;&nbsp;&nbsp;4872 | &nbsp;&nbsp;&nbsp;&nbsp;4945 |
|  | US Bancorp | &nbsp;&nbsp;5.083% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;6910 | &nbsp;&nbsp;&nbsp;&nbsp;7032 |
| <sup>9</sup> | UWM Holdings LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;2/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;7/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;1302 | &nbsp;&nbsp;&nbsp;&nbsp;1299 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.526% | &nbsp;&nbsp;3/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;4387 | &nbsp;&nbsp;&nbsp;&nbsp;4318 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;5.707% | &nbsp;&nbsp;4/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;1467 | &nbsp;&nbsp;&nbsp;&nbsp;1495 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;3.584% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;4794 | &nbsp;&nbsp;&nbsp;&nbsp;4714 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.393% | &nbsp;&nbsp;6/2/28 | &nbsp;&nbsp;&nbsp;&nbsp;3292 | &nbsp;&nbsp;&nbsp;&nbsp;3169 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;4.808% | &nbsp;&nbsp;7/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;3136 | &nbsp;&nbsp;&nbsp;&nbsp;3153 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;6.303% | &nbsp;&nbsp;10/23/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;978 | &nbsp;&nbsp;&nbsp;&nbsp;1029 |
| <sup>5</sup> | Wells Fargo & Co. | &nbsp;&nbsp;2.879% | &nbsp;&nbsp;10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.244% | &nbsp;&nbsp;1/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;3257 | &nbsp;&nbsp;&nbsp;&nbsp;3334 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;4/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;388 |
|  | Wells Fargo & Co. | &nbsp;&nbsp;5.606% | &nbsp;&nbsp;1/15/44 | &nbsp;&nbsp;19232 | &nbsp;&nbsp;18697 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Welltower OP LLC | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
|  | Welltower OP LLC | &nbsp;&nbsp;2.050% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;1738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1608 |
|  | Welltower OP LLC | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;801 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
|  | Welltower OP LLC | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;1758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 |
| <sup>5</sup> | Westpac Banking Corp. | &nbsp;&nbsp;4.322% | &nbsp;&nbsp;11/23/31 | &nbsp;&nbsp;1419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1407 |
| <sup>5,8,13</sup> | Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.230% | &nbsp;&nbsp;5.030% | &nbsp;&nbsp;11/11/27 | &nbsp;&nbsp;1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1043 |
| <sup>5,8,13</sup> | Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.550% | &nbsp;&nbsp;5.256% | &nbsp;&nbsp;1/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 |
| <sup>5,8,13</sup> | Westpac Banking Corp., 3M Australian Bank Bill Rate + 1.880% | &nbsp;&nbsp;5.463% | &nbsp;&nbsp;4/3/34 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131 |
| <sup>5,8,13</sup> | Westpac Banking Corp., 3M Australian Bank Bill Rate + 2.300% | &nbsp;&nbsp;5.964% | &nbsp;&nbsp;6/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 |
|  | Weyerhaeuser Co. | &nbsp;&nbsp;6.950% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85 |
|  | Willis North America Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
|  | Willis North America Inc. | &nbsp;&nbsp;2.950% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;582 |
| <sup>9</sup> | XHR LP | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
| <sup>9</sup> | XHR LP | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  |  |  |  |  | &nbsp;&nbsp;**1048309** |
| **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** | **Health Care (2.5%)** |
| <sup>9</sup> | 1261229 BC Ltd. | &nbsp;&nbsp;10.000% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2071 |
|  | AbbVie Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;8433 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8566 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.350% | &nbsp;&nbsp;3/15/44 | &nbsp;&nbsp;1804 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1759 |
|  | AbbVie Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;4.272% | &nbsp;&nbsp;8/15/48 | &nbsp;&nbsp;1862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1524 |
|  | Advocate Health & Hospitals Corp. | &nbsp;&nbsp;3.387% | &nbsp;&nbsp;10/15/49 | &nbsp;&nbsp;1488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1046 |
|  | Agilent Technologies Inc. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;9/9/27 | &nbsp;&nbsp;2346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2336 |
|  | Amgen Inc. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;11/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;523 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510 |
|  | Amgen Inc. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;2/21/30 | &nbsp;&nbsp;1432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1309 |
|  | AstraZeneca Finance LLC | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/26/29 | &nbsp;&nbsp;3669 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3736 |
|  | Baxter International Inc. | &nbsp;&nbsp;2.272% | &nbsp;&nbsp;12/1/28 | &nbsp;&nbsp;3110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2890 |
| <sup>12</sup> | Bayer AG | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;1/12/36 | &nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1956 |
| <sup>5,12</sup> | Bayer AG | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;9/25/83 | &nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;977 |
| <sup>5</sup> | Baylor Scott & White Holdings | &nbsp;&nbsp;2.839% | &nbsp;&nbsp;11/15/50 | &nbsp;&nbsp;2507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1567 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.693% | &nbsp;&nbsp;2/13/28 | &nbsp;&nbsp;1052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1060 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;4.874% | &nbsp;&nbsp;2/8/29 | &nbsp;&nbsp;1993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2017 |
|  | Becton Dickinson & Co. | &nbsp;&nbsp;5.081% | &nbsp;&nbsp;6/7/29 | &nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1244 |
| <sup>5</sup> | Beth Israel Lahey Health Inc. | &nbsp;&nbsp;3.080% | &nbsp;&nbsp;7/1/51 | &nbsp;&nbsp;2401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1495 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;2/22/29 | &nbsp;&nbsp;1361 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387 |
|  | Bristol-Myers Squibb Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/62 | &nbsp;&nbsp;1281 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;3.410% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | Cardinal Health Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;2439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2475 |
|  | Cencora Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;1901 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1859 |
|  | Cencora Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;883 |
|  | Cencora Inc. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942 |
|  | Centene Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;356 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 |
|  | Centene Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;7/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;396 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361 |
|  | Centene Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;5122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4879 |
|  | Centene Corp. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;1166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 |
| <sup>9</sup> | Charles River Laboratories International Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551 |
|  | Cigna Group | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1594 |
| <sup>9</sup> | Community Health Systems Inc. | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;2163 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2167 |
| <sup>9</sup> | Community Health Systems Inc. | &nbsp;&nbsp;10.875% | &nbsp;&nbsp;1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213 |
| <sup>7,9</sup> | Community Health Systems Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;1/15/34 | &nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1052 |
| <sup>9</sup> | CSL Finance plc | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/27/52 | &nbsp;&nbsp;3054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2602 |
|  | CVS Health Corp. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;8/15/26 | &nbsp;&nbsp;2134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2099 |
|  | CVS Health Corp. | &nbsp;&nbsp;1.300% | &nbsp;&nbsp;8/21/27 | &nbsp;&nbsp;2530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2368 |
|  | CVS Health Corp. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;4309 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4279 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/30/29 | &nbsp;&nbsp;1936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1962 |
|  | CVS Health Corp. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;2848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2923 |
| <sup>9</sup> | DaVita Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;2993 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2856 |
| <sup>9</sup> | DaVita Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;9/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 |
| <sup>9</sup> | DaVita Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;7/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.101% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;1451 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1440 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;1172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1196 |
|  | Elevance Health Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;1936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1944 |
|  | Elevance Health Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/15/55 | &nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4774 |
|  | Elevance Health Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;11/1/64 | &nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4408 |
|  | Eli Lilly & Co. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/14/54 | &nbsp;&nbsp;1975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1840 |
| <sup>9</sup> | Endo Finance Holdings Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 |
|  | Gilead Sciences Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2478 |
|  | HCA Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | HCA Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
|  | HCA Inc. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6706 |
|  | HCA Inc. | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;3930 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3814 |
| <sup>9</sup> | Highmark Inc. | &nbsp;&nbsp;1.450% | &nbsp;&nbsp;5/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;2559 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492 |
|  | Humana Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369 |
|  | Illumina Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;9/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938 |
| <sup>9</sup> | IQVIA Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;6/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1425 |
| <sup>5</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;2.810% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2743 |
|  | Kaiser Foundation Hospitals | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;5/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1853 |
| <sup>5</sup> | Kaiser Foundation Hospitals | &nbsp;&nbsp;3.002% | &nbsp;&nbsp;6/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;4455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2873 |
| <sup>5</sup> | Mayo Clinic | &nbsp;&nbsp;3.196% | &nbsp;&nbsp;11/15/61 | &nbsp;&nbsp;&nbsp;&nbsp;3289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2042 |
|  | McKesson Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;5/30/32 | &nbsp;&nbsp;21340 | &nbsp;&nbsp;&nbsp;&nbsp;21508 |
| <sup>9</sup> | Medline Borrower LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2575 |
| <sup>9</sup> | Medline Borrower LP | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>9</sup> | Medline Borrower LP | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 |
|  | Merck & Co. Inc. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/17/53 | &nbsp;&nbsp;&nbsp;&nbsp;2482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2258 |
| <sup>12</sup> | MSD Netherlands Capital BV | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/30/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314 |
|  | New York & Presbyterian Hospital | &nbsp;&nbsp;4.024% | &nbsp;&nbsp;8/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1853 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503 |
|  | Novant Health Inc. | &nbsp;&nbsp;3.318% | &nbsp;&nbsp;11/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;1560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 |
|  | Pfizer Investment Enterprises Pte. Ltd. | &nbsp;&nbsp;5.110% | &nbsp;&nbsp;5/19/43 | &nbsp;&nbsp;&nbsp;&nbsp;6113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5778 |
| <sup>5</sup> | Providence St. Joseph Health Obligated Group | &nbsp;&nbsp;2.532% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;568 |
|  | Quest Diagnostics Inc. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1056 |
| <sup>9</sup> | Radiology Partners Inc. | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 |
|  | Revvity Inc. | &nbsp;&nbsp;3.300% | &nbsp;&nbsp;9/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691 |
|  | Royalty Pharma plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/2/27 | &nbsp;&nbsp;&nbsp;&nbsp;1371 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1297 |
|  | Stanford Health Care | &nbsp;&nbsp;3.027% | &nbsp;&nbsp;8/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;4362 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2822 |
|  | Stryker Corp. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;3/7/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
|  | Stryker Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/11/29 | &nbsp;&nbsp;&nbsp;&nbsp;1166 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1159 |
|  | Stryker Corp. | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;2/10/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989 |
| <sup>5</sup> | Sutter Health | &nbsp;&nbsp;3.161% | &nbsp;&nbsp;8/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;5832 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4477 |
|  | Tenet Healthcare Corp. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;1505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1473 |
|  | Teva Pharmaceutical Finance Netherlands III BV | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;12/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;2095 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2136 |
|  | Teva Pharmaceutical Finance Netherlands IV BV | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1548 |
| <sup>5,12</sup> | Thermo Fisher Scientific Inc. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;10/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;232 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1855 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;7555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7552 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1633 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;3226 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2762 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;10/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3461 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;3657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2618 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1313 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;4/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1545 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;6/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;2860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2860 |
|  | UnitedHealth Group Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
|  | Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;4005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4082 |
|  |  |  |  |  | &nbsp;&nbsp;**208414** |
| **Industrials (2.3%)** | **Industrials (2.3%)** | **Industrials (2.3%)** | **Industrials (2.3%)** | **Industrials (2.3%)** | **Industrials (2.3%)** |
|  | Allegion plc | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569 |
| <sup>9</sup> | Allison Transmission Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;10/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>9</sup> | Allison Transmission Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;1/30/31 | &nbsp;&nbsp;&nbsp;&nbsp;3400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3101 |
| <sup>5,13</sup> | Aurizon Finance Pty Ltd. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;3/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;1340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;830 |
| <sup>9</sup> | Axon Enterprise Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24 |
|  | Boeing Co. | &nbsp;&nbsp;2.196% | &nbsp;&nbsp;2/4/26 | &nbsp;&nbsp;19005 | &nbsp;&nbsp;&nbsp;&nbsp;18754 |
|  | Boeing Co. | &nbsp;&nbsp;5.040% | &nbsp;&nbsp;5/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359 |
|  | Boeing Co. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1224 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1185 |
|  | Boeing Co. | &nbsp;&nbsp;3.200% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1778 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1693 |
|  | Boeing Co. | &nbsp;&nbsp;6.298% | &nbsp;&nbsp;5/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3524 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3719 |
|  | Boeing Co. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;5/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;571 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580 |
|  | Boeing Co. | &nbsp;&nbsp;6.528% | &nbsp;&nbsp;5/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8161 |
|  | Boeing Co. | &nbsp;&nbsp;6.858% | &nbsp;&nbsp;5/1/54 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;11003 |
|  | Boeing Co. | &nbsp;&nbsp;7.008% | &nbsp;&nbsp;5/1/64 | &nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9283 |
| <sup>9</sup> | Bombardier Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;7/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2088 |
| <sup>9</sup> | Bombardier Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620 |
| <sup>5,13</sup> | Brisbane Airport Corp. Pty Ltd. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;12/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
|  | Burlington Northern Santa Fe LLC | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;9/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2142 |
| <sup>9</sup> | BWX Technologies Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353 |
| <sup>9</sup> | BWX Technologies Inc. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3168 |
|  | Canadian Pacific Railway Co. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1253 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5,12</sup> | CIMIC Finance Ltd. | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;5/28/29 | &nbsp;&nbsp;&nbsp;&nbsp;2300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2443 |
| <sup>9</sup> | Clean Harbors Inc. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;241 |
|  | CNH Industrial Capital LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;4/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1621 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1251 |
|  | CSX Corp. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;4/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;185 |
| <sup>9</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;604 |
| <sup>9</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;744 |
| <sup>9</sup> | Daimler Truck Finance North America LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/13/30 | &nbsp;&nbsp;&nbsp;&nbsp;3341 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3414 |
|  | Eaton Capital ULC | &nbsp;&nbsp;4.450% | &nbsp;&nbsp;5/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;2440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2439 |
| <sup>9</sup> | Enpro Inc. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;1430 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1448 |
| <sup>9</sup> | FedEx Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731 |
| <sup>9</sup> | Gates Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;561 |
|  | General Electric Co. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;1/29/36 | &nbsp;&nbsp;&nbsp;&nbsp;5581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5564 |
| <sup>9</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;6/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1342 |
| <sup>9</sup> | Herc Holdings Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;835 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865 |
|  | Hillenbrand Inc. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | Honeywell International Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;3/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1656 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;3.483% | &nbsp;&nbsp;12/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1551 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;2.043% | &nbsp;&nbsp;8/16/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |
|  | Huntington Ingalls Industries Inc. | &nbsp;&nbsp;5.353% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2358 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2410 |
|  | Ingersoll Rand Inc. | &nbsp;&nbsp;5.197% | &nbsp;&nbsp;6/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2746 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2492 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;12/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;813 |
|  | L3Harris Technologies Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;7/31/33 | &nbsp;&nbsp;13519 | &nbsp;&nbsp;&nbsp;&nbsp;13878 |
|  | Lennox International Inc. | &nbsp;&nbsp;1.700% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;327 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1697 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4126 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4125 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;2117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2025 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.090% | &nbsp;&nbsp;9/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;3521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2749 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;6/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;9657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7584 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;11/15/63 | &nbsp;&nbsp;&nbsp;&nbsp;1977 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2020 |
|  | Lockheed Martin Corp. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;2/15/64 | &nbsp;&nbsp;&nbsp;&nbsp;2322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2111 |
| <sup>5,13</sup> | Lonsdale Finance Pty Ltd. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;1640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1031 |
| <sup>5,11</sup> | Motability Operations Group plc | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;1/18/42 | &nbsp;&nbsp;&nbsp;&nbsp;4100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3205 |
| <sup>9</sup> | Mueller Water Products Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153 |
|  | Norfolk Southern Corp. | &nbsp;&nbsp;2.900% | &nbsp;&nbsp;8/25/51 | &nbsp;&nbsp;&nbsp;&nbsp;3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;5150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5020 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;6733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6791 |
|  | Northrop Grumman Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2644 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361 |
|  | Parker-Hannifin Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;1138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1091 |
|  | Regal Rexnord Corp. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;4/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;647 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
| <sup>9</sup> | Roller Bearing Co. of America Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61 |
|  | RTX Corp. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1283 |
|  | RTX Corp. | &nbsp;&nbsp;6.400% | &nbsp;&nbsp;3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;2147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2342 |
| <sup>5</sup> | Ryder System Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;1234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1197 |
| <sup>5</sup> | Ryder System Inc. | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;3/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1576 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535 |
| <sup>5</sup> | Ryder System Inc. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
| <sup>5</sup> | Ryder System Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;814 |
| <sup>5</sup> | Ryder System Inc. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1756 |
| <sup>9</sup> | Siemens Funding BV | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;5/28/65 | &nbsp;&nbsp;&nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5625 |
|  | Spirit AeroSystems Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;63 |
| <sup>9</sup> | Spirit AeroSystems Inc. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 |
| <sup>9</sup> | Stonepeak Nile Parent LLC | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 |
| <sup>9</sup> | TransDigm Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;5/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;7475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7521 |
|  | United Parcel Service Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;5/14/65 | &nbsp;&nbsp;&nbsp;&nbsp;3195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3251 |
| <sup>9</sup> | Waste Pro USA Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 |
| <sup>9</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151 |
| <sup>9</sup> | WESCO Distribution Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53 |
| <sup>9</sup> | Yinson Bergenia Production BV | &nbsp;&nbsp;8.498% | &nbsp;&nbsp;1/31/45 | &nbsp;&nbsp;&nbsp;&nbsp;2954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3052 |
|  |  |  |  |  | &nbsp;&nbsp;**193103** |
| **Materials (1.2%)** | **Materials (1.2%)** | **Materials (1.2%)** | **Materials (1.2%)** | **Materials (1.2%)** | **Materials (1.2%)** |
| <sup>12</sup> | Air Products and Chemicals Inc. | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;2/14/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566 |
| <sup>9</sup> | Alumina Pty Ltd. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;9/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;2280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2310 |
| <sup>9</sup> | Amcor Flexibles North America Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/17/35 | &nbsp;&nbsp;12690 | &nbsp;&nbsp;&nbsp;&nbsp;12917 |
| <sup>9</sup> | Arsenal AIC Parent LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;10/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2119 |
|  | Avery Dennison Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;12/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;698 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;705 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Ball Corp. | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;8/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;928 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/24/42 | &nbsp;&nbsp;6795 | &nbsp;&nbsp;&nbsp;&nbsp;5823 |
|  | BHP Billiton Finance USA Ltd. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/30/43 | &nbsp;&nbsp;2621 | &nbsp;&nbsp;&nbsp;&nbsp;2476 |
| <sup>9</sup> | Big River Steel LLC | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;1/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 |
| <sup>5</sup> | Braskem Netherlands Finance BV | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/10/28 | &nbsp;&nbsp;1863 | &nbsp;&nbsp;&nbsp;&nbsp;1422 |
| <sup>5</sup> | Braskem Netherlands Finance BV | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/31/30 | &nbsp;&nbsp;8690 | &nbsp;&nbsp;&nbsp;&nbsp;6169 |
| <sup>5</sup> | Braskem Netherlands Finance BV | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;1/31/50 | &nbsp;&nbsp;1037 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>9</sup> | Chemours Co. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;154 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 |
| <sup>9</sup> | Chemours Co. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1525 |
| <sup>9</sup> | Chemours Co. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;445 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 |
| <sup>9</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;393 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393 |
| <sup>9</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.500% | &nbsp;&nbsp;9/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610 |
| <sup>9</sup> | Cleveland-Cliffs Inc. | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;3/15/32 | &nbsp;&nbsp;2200 | &nbsp;&nbsp;&nbsp;&nbsp;2146 |
| <sup>9</sup> | Clydesdale Acquisition Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;265 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 |
| <sup>9</sup> | Crown Americas LLC | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;6/1/33 | &nbsp;&nbsp;2865 | &nbsp;&nbsp;&nbsp;&nbsp;2872 |
| <sup>12</sup> | Dow Chemical Co. | &nbsp;&nbsp;1.875% | &nbsp;&nbsp;3/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;162 |
|  | Eastman Chemical Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;8/1/29 | &nbsp;&nbsp;1452 | &nbsp;&nbsp;&nbsp;&nbsp;1469 |
| <sup>9</sup> | Element Solutions Inc. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;9/1/28 | &nbsp;&nbsp;2388 | &nbsp;&nbsp;&nbsp;&nbsp;2300 |
| <sup>9</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>9</sup> | First Quantum Minerals Ltd. | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;515 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |
|  | FMC Corp. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;5/18/33 | &nbsp;&nbsp;&nbsp;&nbsp;970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 |
|  | FMC Corp. | &nbsp;&nbsp;8.450% | &nbsp;&nbsp;11/1/55 | &nbsp;&nbsp;1555 | &nbsp;&nbsp;&nbsp;&nbsp;1607 |
| <sup>5</sup> | Freeport Indonesia PT | &nbsp;&nbsp;4.763% | &nbsp;&nbsp;4/14/27 | &nbsp;&nbsp;1154 | &nbsp;&nbsp;&nbsp;&nbsp;1155 |
|  | Freeport-McMoRan Inc. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;8/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 |
| <sup>9</sup> | Georgia-Pacific LLC | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;2890 | &nbsp;&nbsp;&nbsp;&nbsp;2895 |
| <sup>9</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;89 |
| <sup>9</sup> | Graphic Packaging International LLC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 |
| <sup>9</sup> | Hudbay Minerals Inc. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 |
| <sup>5</sup> | Indonesia Asahan Aluminium PT | &nbsp;&nbsp;6.530% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;4415 | &nbsp;&nbsp;&nbsp;&nbsp;4680 |
| <sup>7,9</sup> | Inversion Escrow Issuer LLC | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;8/1/32 | &nbsp;&nbsp;1160 | &nbsp;&nbsp;&nbsp;&nbsp;1146 |
| <sup>9</sup> | Kaiser Aluminum Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
| <sup>9</sup> | Kaiser Aluminum Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615 |
| <sup>12</sup> | LYB International Finance II BV | &nbsp;&nbsp;1.625% | &nbsp;&nbsp;9/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;405 |
| <sup>9</sup> | Magnera Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176 |
| <sup>9</sup> | Magnera Corp. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;11/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139 |
| <sup>9</sup> | Novelis Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
| <sup>9</sup> | Novelis Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29 |
| <sup>9</sup> | Novelis Corp. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 |
| <sup>9</sup> | Novelis Corp. | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;8/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;125 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 |
|  | Nutrien Ltd. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/21/27 | &nbsp;&nbsp;1956 | &nbsp;&nbsp;&nbsp;&nbsp;1977 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/27/28 | &nbsp;&nbsp;2252 | &nbsp;&nbsp;&nbsp;&nbsp;2277 |
|  | Nutrien Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;724 |
| <sup>9</sup> | Olympus Water US Holding Corp. | &nbsp;&nbsp;9.750% | &nbsp;&nbsp;11/15/28 | &nbsp;&nbsp;2202 | &nbsp;&nbsp;&nbsp;&nbsp;2309 |
| <sup>9</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;5/13/27 | &nbsp;&nbsp;&nbsp;&nbsp;121 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;121 |
| <sup>9</sup> | Owens-Brockway Glass Container Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;440 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445 |
| <sup>9</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;3/1/32 | &nbsp;&nbsp;1669 | &nbsp;&nbsp;&nbsp;&nbsp;1713 |
| <sup>9</sup> | Quikrete Holdings Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;3/1/33 | &nbsp;&nbsp;2144 | &nbsp;&nbsp;&nbsp;&nbsp;2199 |
|  | Rio Tinto Finance USA Ltd. | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;11/2/51 | &nbsp;&nbsp;6975 | &nbsp;&nbsp;&nbsp;&nbsp;4219 |
|  | Rio Tinto Finance USA plc | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;8/21/42 | &nbsp;&nbsp;6955 | &nbsp;&nbsp;&nbsp;&nbsp;5858 |
|  | RPM International Inc. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;1923 | &nbsp;&nbsp;&nbsp;&nbsp;1898 |
| <sup>9</sup> | Sealed Air Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281 |
| <sup>9</sup> | Sealed Air Corp. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394 |
| <sup>5</sup> | Sherwin-Williams Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;864 |
| <sup>9</sup> | SNF Group SACA | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 |
|  | Suzano Austria GmbH | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;2269 | &nbsp;&nbsp;&nbsp;&nbsp;2330 |
| <sup>9</sup> | Trivium Packaging Finance BV | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;753 |
| <sup>9</sup> | Trivium Packaging Finance BV | &nbsp;&nbsp;12.250% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666 |
|  | Vulcan Materials Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 |
|  | WestRock MWV LLC | &nbsp;&nbsp;8.200% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;925 | &nbsp;&nbsp;&nbsp;&nbsp;1058 |
| <sup>9</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;8/15/29 | &nbsp;&nbsp;1800 | &nbsp;&nbsp;&nbsp;&nbsp;1661 |
| <sup>9</sup> | WR Grace Holdings LLC | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;3/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;407 |
|  | WRKCo Inc. | &nbsp;&nbsp;3.375% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792 |
|  | WRKCo Inc. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;364 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;360 |
|  |  |  |  |  | &nbsp;&nbsp;**99381** |
| **Real Estate (0.0%)** | **Real Estate (0.0%)** | **Real Estate (0.0%)** | **Real Estate (0.0%)** | **Real Estate (0.0%)** | **Real Estate (0.0%)** |
|  | Brandywine Operating Partnership LP | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;4/12/29 | &nbsp;&nbsp;1630 | &nbsp;&nbsp;&nbsp;&nbsp;1751 |
| <sup>9</sup> | RHP Hotel Properties LP | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**2406** |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;**Coupon** | &nbsp;&nbsp;**Maturity<br> Date** | &nbsp;&nbsp;**Face<br> Amount<br> ($000)** | &nbsp;&nbsp;**Market<br> Value<br> ($000)** |
| **Technology (2.7%)** | **Technology (2.7%)** | **Technology (2.7%)** | **Technology (2.7%)** | **Technology (2.7%)** | **Technology (2.7%)** |
| <sup>9</sup> | AthenaHealth Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;221 |
|  | Automatic Data Processing Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/8/32 | &nbsp;&nbsp;12640 | &nbsp;&nbsp;12772 |
|  | Broadcom Corp. | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 |
| <sup>9</sup> | Broadcom Inc. | &nbsp;&nbsp;1.950% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;933 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;879 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.150% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2237 | &nbsp;&nbsp;&nbsp;&nbsp;2224 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.350% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;3441 | &nbsp;&nbsp;&nbsp;&nbsp;3416 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;7/15/30 | &nbsp;&nbsp;19432 | &nbsp;&nbsp;19439 |
|  | Broadcom Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;9284 | &nbsp;&nbsp;&nbsp;&nbsp;9323 |
| <sup>9</sup> | CACI International Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;6/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 |
| <sup>9</sup> | Central Parent Inc. | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 |
| <sup>9</sup> | Central Parent LLC | &nbsp;&nbsp;8.000% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15 |
| <sup>9</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/31/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>9</sup> | Cloud Software Group Inc. | &nbsp;&nbsp;8.250% | &nbsp;&nbsp;6/30/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955 | &nbsp;&nbsp;&nbsp;&nbsp;1017 |
|  | Dell International LLC | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;2/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;3948 | &nbsp;&nbsp;&nbsp;&nbsp;4030 |
|  | Dell International LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;7020 | &nbsp;&nbsp;&nbsp;&nbsp;7075 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;10/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3093 | &nbsp;&nbsp;&nbsp;&nbsp;3176 |
|  | Dell International LLC | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;4/1/32 | &nbsp;&nbsp;14090 | &nbsp;&nbsp;14366 |
| <sup>9</sup> | Diebold Nixdorf Inc. | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;3/31/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26 |
|  | DXC Technology Co. | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;1666 | &nbsp;&nbsp;&nbsp;&nbsp;1612 |
|  | DXC Technology Co. | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1222 | &nbsp;&nbsp;&nbsp;&nbsp;1136 |
| <sup>9</sup> | Ellucian Holdings Inc. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82 |
| <sup>9</sup> | Entegris Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2297 | &nbsp;&nbsp;&nbsp;&nbsp;2250 |
| <sup>9</sup> | Fair Isaac Corp. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;2090 | &nbsp;&nbsp;&nbsp;&nbsp;2103 |
| <sup>12</sup> | Fiserv Funding ULC | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;6/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683 |
| <sup>12</sup> | Fiserv Funding ULC | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428 |
| <sup>9</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;1/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;6701 | &nbsp;&nbsp;&nbsp;&nbsp;6839 |
| <sup>9</sup> | Foundry JV Holdco LLC | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;1/25/36 | &nbsp;&nbsp;28426 | &nbsp;&nbsp;29128 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;10/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5411 | &nbsp;&nbsp;&nbsp;&nbsp;5378 |
|  | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;5.600% | &nbsp;&nbsp;10/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;6444 |
|  | HP Inc. | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;6/17/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486 |
|  | HP Inc. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;1/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;116 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 |
| <sup>9</sup> | Imola Merger Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1525 | &nbsp;&nbsp;&nbsp;&nbsp;1479 |
|  | Intel Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;3/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;263 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;259 |
|  | Intel Corp. | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;8/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;5005 | &nbsp;&nbsp;&nbsp;&nbsp;4930 |
|  | Intel Corp. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/10/28 | &nbsp;&nbsp;&nbsp;&nbsp;3028 | &nbsp;&nbsp;&nbsp;&nbsp;3050 |
|  | Intel Corp. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;11/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;5644 | &nbsp;&nbsp;&nbsp;&nbsp;5134 |
|  | Intel Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4835 | &nbsp;&nbsp;&nbsp;&nbsp;2953 |
|  | Intel Corp. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;2/10/53 | &nbsp;&nbsp;&nbsp;&nbsp;8706 | &nbsp;&nbsp;&nbsp;&nbsp;7841 |
|  | Intel Corp. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;8/5/62 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;3922 |
|  | Intuit Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;2515 |
| <sup>9</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;7/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;458 |
| <sup>9</sup> | Kioxia Holdings Corp. | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;7/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431 |
|  | Kyndryl Holdings Inc. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4220 | &nbsp;&nbsp;&nbsp;&nbsp;3780 |
| <sup>9</sup> | McAfee Corp. | &nbsp;&nbsp;7.375% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1647 | &nbsp;&nbsp;&nbsp;&nbsp;1659 |
|  | Microchip Technology Inc. | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1403 | &nbsp;&nbsp;&nbsp;&nbsp;1419 |
|  | Motorola Solutions Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;7169 |
|  | NVIDIA Corp. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;4/1/60 | &nbsp;&nbsp;&nbsp;&nbsp;3123 | &nbsp;&nbsp;&nbsp;&nbsp;2300 |
|  | NXP BV | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1195 | &nbsp;&nbsp;&nbsp;&nbsp;1193 |
|  | Oracle Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;965 |
|  | Oracle Corp. | &nbsp;&nbsp;2.300% | &nbsp;&nbsp;3/25/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;695 |
|  | Oracle Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;5/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;1704 |
|  | Oracle Corp. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;4/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;4480 | &nbsp;&nbsp;&nbsp;&nbsp;4823 |
|  | Oracle Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/15/40 | &nbsp;&nbsp;&nbsp;&nbsp;2396 | &nbsp;&nbsp;&nbsp;&nbsp;2304 |
|  | Oracle Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3110 | &nbsp;&nbsp;&nbsp;&nbsp;2447 |
|  | Oracle Corp. | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;7/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;4604 | &nbsp;&nbsp;&nbsp;&nbsp;3512 |
|  | Oracle Corp. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;8/3/65 | &nbsp;&nbsp;&nbsp;&nbsp;1181 | &nbsp;&nbsp;&nbsp;&nbsp;1159 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;5/20/45 | &nbsp;&nbsp;&nbsp;&nbsp;3130 | &nbsp;&nbsp;&nbsp;&nbsp;2842 |
|  | QUALCOMM Inc. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;5/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;4742 | &nbsp;&nbsp;&nbsp;&nbsp;3940 |
| <sup>9</sup> | SS&C Technologies Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 |
|  | Take-Two Interactive Software Inc. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;3/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;1224 | &nbsp;&nbsp;&nbsp;&nbsp;1240 |
|  | Teledyne Technologies Inc. | &nbsp;&nbsp;2.250% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;867 |
| <sup>9</sup> | UKG Inc. | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;2/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108 |
|  | VMware LLC | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;8/21/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900 |
|  | VMware LLC | &nbsp;&nbsp;1.800% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3251 | &nbsp;&nbsp;&nbsp;&nbsp;3004 |
|  | Western Digital Corp. | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | X Corp. | &nbsp;&nbsp;9.500% | &nbsp;&nbsp;10/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824 |
|  |  |  |  |  | &nbsp;&nbsp;**219163** |
| **Utilities (2.9%)** | **Utilities (2.9%)** | **Utilities (2.9%)** | **Utilities (2.9%)** | **Utilities (2.9%)** | **Utilities (2.9%)** |
|  | AEP Transmission Co. LLC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1535 |
|  | AES Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1477 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1500 |
| <sup>5,8,13</sup> | AGI Finance Pty Ltd., 3M Australian Bank Bill Rate + 1.000% | &nbsp;&nbsp;4.576% | &nbsp;&nbsp;1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469 |
|  | Alabama Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;3/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2037 |
|  | Alabama Power Co. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;3/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;5253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5235 |
| <sup>5</sup> | Alabama Power Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;6/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;3436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3240 |
| <sup>9</sup> | Alliant Energy Finance LLC | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/6/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21 |
|  | Arizona Public Service Co. | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;8/1/33 | &nbsp;&nbsp;14780 | &nbsp;&nbsp;&nbsp;&nbsp;15169 |
| <sup>5,13</sup> | Ausgrid Finance Pty Ltd. | &nbsp;&nbsp;1.814% | &nbsp;&nbsp;2/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;1180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;733 |
| <sup>5,13</sup> | AusNet Services Holdings Pty Ltd. | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;8/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307 |
|  | Baltimore Gas & Electric Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;9/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;6738 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5424 |
| <sup>5</sup> | Buffalo Energy Mexico Holdings | &nbsp;&nbsp;7.875% | &nbsp;&nbsp;2/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;2020 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2150 |
| <sup>9</sup> | Calpine Corp. | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184 |
| <sup>9</sup> | Calpine Corp. | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;2/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1981 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1947 |
|  | CenterPoint Energy Inc. | &nbsp;&nbsp;5.400% | &nbsp;&nbsp;6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2476 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549 |
| <sup>9</sup> | Clearway Energy Operating LLC | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 |
| <sup>5</sup> | Colbun SA | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;10/11/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 |
|  | Commonwealth Edison Co. | &nbsp;&nbsp;3.650% | &nbsp;&nbsp;6/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;2675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2019 |
| <sup>5</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.200% | &nbsp;&nbsp;6/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;2707 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2906 |
| <sup>5</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;4/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;2195 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2484 |
| <sup>5</sup> | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;12/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;1692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 |
|  | Consolidated Edison Co. of New York Inc. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;1819 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1806 |
|  | Dominion Energy Inc. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  | Dominion Energy South Carolina Inc. | &nbsp;&nbsp;6.050% | &nbsp;&nbsp;1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2997 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3170 |
|  | DTE Energy Co. | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;779 |
| <sup>5</sup> | DTE Energy Co. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1109 |
|  | Duke Energy Carolinas LLC | &nbsp;&nbsp;3.450% | &nbsp;&nbsp;4/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1620 |
|  | Duke Energy Corp. | &nbsp;&nbsp;3.400% | &nbsp;&nbsp;6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;684 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657 |
| <sup>5</sup> | Duke Energy Indiana LLC | &nbsp;&nbsp;4.200% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;3232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;10/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;3054 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2307 |
|  | Duke Energy Progress LLC | &nbsp;&nbsp;5.550% | &nbsp;&nbsp;3/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;5882 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5760 |
| <sup>5,12</sup> | Enel Finance International NV | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;2/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;917 |
| <sup>5,11</sup> | Engie SA | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;10/28/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;607 |
|  | Eversource Energy | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2129 |
|  | Exelon Corp. | &nbsp;&nbsp;5.150% | &nbsp;&nbsp;3/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3419 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3477 |
| <sup>5</sup> | FirstEnergy Corp. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;7/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;201 |
| <sup>9</sup> | FirstEnergy Pennsylvania Electric Co. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;734 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747 |
| <sup>9</sup> | FirstEnergy Transmission LLC | &nbsp;&nbsp;2.866% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3075 |
|  | FirstEnergy Transmission LLC | &nbsp;&nbsp;4.550% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333 |
|  | Georgia Power Co. | &nbsp;&nbsp;4.300% | &nbsp;&nbsp;3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;2708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2329 |
| <sup>5</sup> | Georgia Power Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;1/30/50 | &nbsp;&nbsp;&nbsp;&nbsp;4385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3268 |
| <sup>9</sup> | ITC Holdings Corp. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;9/22/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756 |
|  | ITC Holdings Corp. | &nbsp;&nbsp;3.350% | &nbsp;&nbsp;11/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1200 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;9/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;1599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442 |
|  | MidAmerican Energy Co. | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;7/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1947 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1579 |
| <sup>9</sup> | Mid-Atlantic Interstate Transmission LLC | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484 |
|  | National Grid plc | &nbsp;&nbsp;5.602% | &nbsp;&nbsp;6/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;1374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1414 |
| <sup>5,13</sup> | Network Finance Co. Pty Ltd. | &nbsp;&nbsp;2.579% | &nbsp;&nbsp;10/3/28 | &nbsp;&nbsp;&nbsp;&nbsp;1700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1034 |
|  | Nevada Power Co. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;2957 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2916 |
|  | Nevada Power Co. | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186 |
| <sup>7</sup> | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;4.685% | &nbsp;&nbsp;9/1/27 | &nbsp;&nbsp;12730 | &nbsp;&nbsp;&nbsp;&nbsp;12791 |
|  | NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;6.375% | &nbsp;&nbsp;8/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1110 |
|  | NiSource Inc. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;3/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;1799 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 |
|  | NiSource Inc. | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7888 |
| <sup>9</sup> | NRG Energy Inc. | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;7/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;489 |
| <sup>9</sup> | NRG Energy Inc. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3109 |
|  | OGE Energy Corp. | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;4.650% | &nbsp;&nbsp;11/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;984 |
|  | Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/30/47 | &nbsp;&nbsp;&nbsp;&nbsp;3416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2573 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;2.100% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629 |
|  | Pacific Gas & Electric Co. | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1884 |
|  | PacifiCorp | &nbsp;&nbsp;6.350% | &nbsp;&nbsp;7/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;2545 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2688 |
| <sup>9</sup> | Pattern Energy Operations LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;8/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2476 |
|  | PECO Energy Co. | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;10/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2638 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2348 |
|  | PECO Energy Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;2672 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2018 |
| <sup>5</sup> | PG&E Recovery Funding LLC | &nbsp;&nbsp;5.045% | &nbsp;&nbsp;7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;966 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | Pinnacle West Capital Corp. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2371 |
|  | PPL Electric Utilities Corp. | &nbsp;&nbsp;6.450% | &nbsp;&nbsp;8/15/37 | &nbsp;&nbsp;&nbsp;&nbsp;1323 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1449 |
| <sup>9</sup> | PSEG Power LLC | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;5/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;9490 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9694 |
| <sup>9</sup> | PSEG Power LLC | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;5/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;4970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5121 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;3.600% | &nbsp;&nbsp;9/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943 |
|  | Public Service Co. of Colorado | &nbsp;&nbsp;4.050% | &nbsp;&nbsp;9/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 |
| <sup>5</sup> | Public Service Electric & Gas Co. | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;10/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;2936 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3054 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;4/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1879 |
|  | Public Service Enterprise Group Inc. | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;3/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1479 |
| <sup>9</sup> | Rayburn Country Securitization LLC | &nbsp;&nbsp;2.307% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340 |
| <sup>9</sup> | Saavi Energia Sarl | &nbsp;&nbsp;8.875% | &nbsp;&nbsp;2/10/35 | &nbsp;&nbsp;&nbsp;&nbsp;5416 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5648 |
|  | San Diego Gas & Electric Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1050 |
|  | Southern California Edison Co. | &nbsp;&nbsp;4.400% | &nbsp;&nbsp;9/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;1004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1001 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.300% | &nbsp;&nbsp;3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1077 |
|  | Southern California Edison Co. | &nbsp;&nbsp;5.650% | &nbsp;&nbsp;10/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;1079 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104 |
| <sup>5</sup> | Southern California Edison Co. | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;3/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2251 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1691 |
| <sup>5</sup> | Southwestern Electric Power Co. | &nbsp;&nbsp;4.100% | &nbsp;&nbsp;9/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 |
|  | Southwestern Public Service Co. | &nbsp;&nbsp;3.700% | &nbsp;&nbsp;8/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;1115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
| <sup>5</sup> | Southwestern Public Service Co. | &nbsp;&nbsp;3.150% | &nbsp;&nbsp;5/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2736 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1760 |
| <sup>5,11</sup> | SW Finance I plc | &nbsp;&nbsp;6.640% | &nbsp;&nbsp;3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;854 |
| <sup>5,11</sup> | SW Finance I plc | &nbsp;&nbsp;7.000% | &nbsp;&nbsp;4/16/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;768 |
| <sup>9</sup> | Trans-Allegheny Interstate Line Co. | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;4600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4659 |
|  | Union Electric Co. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;4/15/35 | &nbsp;&nbsp;10380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10534 |
| <sup>5,11</sup> | United Utilities Water Finance plc | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;1/22/46 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3086 |
| <sup>5,13</sup> | Victoria Power Networks Finance Pty Ltd. | &nbsp;&nbsp;2.132% | &nbsp;&nbsp;4/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;364 |
| <sup>5</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/15/37 | &nbsp;&nbsp;12471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13152 |
| <sup>5</sup> | Virginia Electric & Power Co. | &nbsp;&nbsp;3.800% | &nbsp;&nbsp;9/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;4900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3675 |
|  | Virginia Electric & Power Co. | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;8/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;2748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2720 |
| <sup>9</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;9/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;347 |
| <sup>9</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;5.050% | &nbsp;&nbsp;12/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;474 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476 |
| <sup>9</sup> | Vistra Operations Co. LLC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;4/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3118 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;3/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;1606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1537 |
|  | Xcel Energy Inc. | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;12/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225 |
| <sup>9</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;194 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;189 |
| <sup>9</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2620 |
| <sup>9</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77 |
| <sup>9</sup> | XPLR Infrastructure Operating Partners LP | &nbsp;&nbsp;8.375% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73 |
| <sup>11</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;11/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;1257 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1588 |
| <sup>5,11</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/28/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1005 |
| <sup>5,11</sup> | Yorkshire Water Finance plc | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;4/18/41 | &nbsp;&nbsp;&nbsp;&nbsp;2141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1802 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;**239577** |
| **Total Corporate Bonds (Cost $2,655,846)** | **Total Corporate Bonds (Cost $2,655,846)** | **Total Corporate Bonds (Cost $2,655,846)** | **Total Corporate Bonds (Cost $2,655,846)** | **Total Corporate Bonds (Cost $2,655,846)** | **2680798** |
| **Floating Rate Loan Interests (0.4%)** | **Floating Rate Loan Interests (0.4%)** | **Floating Rate Loan Interests (0.4%)** | **Floating Rate Loan Interests (0.4%)** | **Floating Rate Loan Interests (0.4%)** | **Floating Rate Loan Interests (0.4%)** |
| <sup>8</sup> | AAdvantage Loyalty IP Ltd. First Lien Incremental Term Loan, TSFR3M + 3.250% | &nbsp;&nbsp;7.575% | &nbsp;&nbsp;5/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;1596 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1604 |
| <sup>8</sup> | Altera Corp. First Lien Term Loan B, TSFR12M + 3.000% | &nbsp;&nbsp;7.066% | &nbsp;&nbsp;6/18/32 | &nbsp;&nbsp;&nbsp;&nbsp;4640 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4646 |
| <sup>8</sup> | Asurion LLC First Lien Term Loan B-13, TSFR1M + 4.250% | &nbsp;&nbsp;8.577% | &nbsp;&nbsp;9/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729 |
| <sup>8</sup> | AthenaHealth Group Inc. First Lien Initial Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;7.106% | &nbsp;&nbsp;2/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2786 |
| <sup>8</sup> | Bausch + Lomb Corp. First Lien Third Amendment Term Loan, TSFR1M + 4.250% | &nbsp;&nbsp;8.606% | &nbsp;&nbsp;1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2237 |
| <sup>8</sup> | Beach Acquisition Bidco LLC First Lien Term Loan B, TSFR12M + 3.250% | &nbsp;&nbsp;7.316% | &nbsp;&nbsp;6/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3018 |
| <sup>8</sup> | Boots Group Bidco Ltd. First Lien Term Loan, TSFR12M + 3.500% | &nbsp;&nbsp;7.384% | &nbsp;&nbsp;7/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324 |
| <sup>8</sup> | Clarios Global LP First Lien Amendment No. 6 Term Loan, TSFR1M + 2.750% | &nbsp;&nbsp;7.106% | &nbsp;&nbsp;1/28/32 | &nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2791 |
| <sup>8</sup> | Cloud Software Group Inc. First Lien Initial Term Loan B, TSFR3M + 3.500% | &nbsp;&nbsp;7.796% | &nbsp;&nbsp;3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2794 |
| <sup>8</sup> | Froneri International Ltd. First Lien Term Loan, TSFR12M + 2.500% | &nbsp;&nbsp;6.594% | &nbsp;&nbsp;7/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423 |
| <sup>8</sup> | McAfee Corp. First Lien Term Loan B-1, TSFR1M + 3.000% | &nbsp;&nbsp;7.327% | &nbsp;&nbsp;3/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2675 |
| <sup>8</sup> | Olympus Water US Holding Corp. First Lien Term Loan B, TSFR12M + 3.250% | &nbsp;&nbsp;7.135% | &nbsp;&nbsp;7/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419 |
| <sup>8</sup> | Opal LLC First Lien Term Loan B-2, TSFR6M + 3.250% | &nbsp;&nbsp;7.435% | &nbsp;&nbsp;3/31/32 | &nbsp;&nbsp;&nbsp;&nbsp;2815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2828 |
| <sup>8</sup> | Orion US Finco First Lien Term Loan, TSFR12M + 3.500% | &nbsp;&nbsp;7.325% | &nbsp;&nbsp;5/21/32 | &nbsp;&nbsp;&nbsp;&nbsp;1840 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1849 |
| <sup>8</sup> | Rocket Software Inc. First Lien Term Loan, TSFR1M + 3.750% | &nbsp;&nbsp;8.106% | &nbsp;&nbsp;11/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 |
| <sup>8</sup> | Sazerac Co. Inc. First Lien Incremental Term Loan B-1, TSFR1M + 2.500% | &nbsp;&nbsp;6.840% | &nbsp;&nbsp;6/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;1760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1765 |
| <sup>8</sup> | Truist Insurance Holdings LLC Second Lien Initial Term Loan, TSFR3M + 4.750% | &nbsp;&nbsp;9.046% | &nbsp;&nbsp;5/6/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;541 |
| **Total Floating Rate Loan Interests (Cost $32,132)** | **Total Floating Rate Loan Interests (Cost $32,132)** | **Total Floating Rate Loan Interests (Cost $32,132)** | **Total Floating Rate Loan Interests (Cost $32,132)** | **Total Floating Rate Loan Interests (Cost $32,132)** | &nbsp;&nbsp;&nbsp;&nbsp;**32130** |
| **Sovereign Bonds (15.7%)** | **Sovereign Bonds (15.7%)** | **Sovereign Bonds (15.7%)** | **Sovereign Bonds (15.7%)** | **Sovereign Bonds (15.7%)** | **Sovereign Bonds (15.7%)** |
| <sup>5,9</sup> | Abu Dhabi Developmental Holding Co. PJSC | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;5/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;1460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1503 |
|  | African Development Bank | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;6/12/35 | &nbsp;&nbsp;18664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18775 |
| <sup>5,12</sup> | Arab Republic of Egypt | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;202 |
| <sup>5</sup> | Arab Republic of Egypt | &nbsp;&nbsp;7.903% | &nbsp;&nbsp;2/21/48 | &nbsp;&nbsp;12400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9625 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | Arab Republic of Egypt | &nbsp;&nbsp;8.700% | &nbsp;&nbsp;3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1390 | &nbsp;&nbsp;&nbsp;&nbsp;1147 |
| <sup>5</sup> | Argentine Republic | &nbsp;&nbsp;0.750% | &nbsp;&nbsp;7/9/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16000 | &nbsp;&nbsp;12320 |
| <sup>5</sup> | Argentine Republic | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;7/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12075 | &nbsp;&nbsp;&nbsp;&nbsp;7336 |
| <sup>12</sup> | Autonomous Community of Madrid Spain | &nbsp;&nbsp;2.487% | &nbsp;&nbsp;7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;11337 |
| <sup>5,9</sup> | Baiterek National Managing Holding JSC | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5044 |
| <sup>5</sup> | Banque Ouest Africaine de Developpement | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418 |
| <sup>12</sup> | Caisse d'Amortissement de la Dette Sociale | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;9/24/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24400 | &nbsp;&nbsp;27819 |
| <sup>12</sup> | Cassa Depositi e Prestiti SpA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;6/17/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11800 | &nbsp;&nbsp;13297 |
| <sup>12</sup> | City of Madrid Spain | &nbsp;&nbsp;3.360% | &nbsp;&nbsp;10/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31900 | &nbsp;&nbsp;35937 |
| <sup>5,9</sup> | Comision Ejecutiva Hidroelectrica del Rio Lempa | &nbsp;&nbsp;8.650% | &nbsp;&nbsp;1/24/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8160 | &nbsp;&nbsp;&nbsp;&nbsp;8217 |
| <sup>5,9</sup> | Comision Federal de Electricidad | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;1/24/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1854 | &nbsp;&nbsp;&nbsp;&nbsp;1843 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;981 |
|  | Corp. Andina de Fomento | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/30/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11075 | &nbsp;&nbsp;11039 |
| <sup>5</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;8/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14039 | &nbsp;&nbsp;13754 |
| <sup>5</sup> | Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7268 | &nbsp;&nbsp;&nbsp;&nbsp;6750 |
| <sup>5</sup> | Development Bank of Kazakhstan JSC | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9640 | &nbsp;&nbsp;&nbsp;&nbsp;9741 |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;5.950% | &nbsp;&nbsp;1/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5045 |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;7/19/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;2/22/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35181 | &nbsp;&nbsp;35138 |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5134 | &nbsp;&nbsp;&nbsp;&nbsp;4897 |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;7.050% | &nbsp;&nbsp;2/3/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5261 |
| <sup>5</sup> | Dominican Republic | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;9/23/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1758 | &nbsp;&nbsp;&nbsp;&nbsp;1626 |
|  | Ecopetrol SA | &nbsp;&nbsp;8.625% | &nbsp;&nbsp;1/19/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251 |
|  | Ecopetrol SA | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;11/2/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6005 | &nbsp;&nbsp;&nbsp;&nbsp;5173 |
|  | Ecopetrol SA | &nbsp;&nbsp;7.750% | &nbsp;&nbsp;2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4410 | &nbsp;&nbsp;&nbsp;&nbsp;4397 |
| <sup>5,9</sup> | Electricite de France SA | &nbsp;&nbsp;5.700% | &nbsp;&nbsp;5/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 |
| <sup>5,9</sup> | Electricite de France SA | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;9/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;812 |
| <sup>5</sup> | Empresa Nacional del Petroleo | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;11/6/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1143 | &nbsp;&nbsp;&nbsp;&nbsp;1152 |
|  | Equinor ASA | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;4/6/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4892 | &nbsp;&nbsp;&nbsp;&nbsp;4085 |
|  | Equinor ASA | &nbsp;&nbsp;3.950% | &nbsp;&nbsp;5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6282 | &nbsp;&nbsp;&nbsp;&nbsp;5254 |
|  | Equinor ASA | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;11/18/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4263 | &nbsp;&nbsp;&nbsp;&nbsp;2973 |
| <sup>5,12</sup> | European Union | &nbsp;&nbsp;0.300% | &nbsp;&nbsp;11/4/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9000 | &nbsp;&nbsp;&nbsp;&nbsp;4635 |
|  | Federative Republic of Brazil | &nbsp;&nbsp;6.625% | &nbsp;&nbsp;3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16500 | &nbsp;&nbsp;16571 |
| <sup>5</sup> | Fondo MIVIVIENDA SA | &nbsp;&nbsp;4.625% | &nbsp;&nbsp;4/12/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557 |
| <sup>9,12</sup> | Hellenic Republic | &nbsp;&nbsp;3.625% | &nbsp;&nbsp;6/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31631 | &nbsp;&nbsp;36844 |
| <sup>9,12</sup> | Hellenic Republic | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;6/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11750 | &nbsp;&nbsp;13243 |
| <sup>5</sup> | Inter-American Development Bank | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/16/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55232 | &nbsp;&nbsp;55069 |
| <sup>5</sup> | Ivory Coast Government Bond | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;1/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8250 | &nbsp;&nbsp;&nbsp;&nbsp;8260 |
| <sup>5,9</sup> | Ivory Coast Government Bond | &nbsp;&nbsp;8.075% | &nbsp;&nbsp;4/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10412 | &nbsp;&nbsp;10252 |
| <sup>5,14</sup> | Japan | &nbsp;&nbsp;0.400% | &nbsp;&nbsp;3/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;621300 | &nbsp;&nbsp;&nbsp;&nbsp;2355 |
| <sup>5,14</sup> | Japan | &nbsp;&nbsp;0.700% | &nbsp;&nbsp;6/20/51 | &nbsp;&nbsp;5000000 | &nbsp;&nbsp;19854 |
| <sup>5,14</sup> | Japan | &nbsp;&nbsp;2.400% | &nbsp;&nbsp;3/20/55 | &nbsp;&nbsp;2463600 | &nbsp;&nbsp;14291 |
| <sup>5,9</sup> | Japan Finance Organization for Municipalities | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10400 | &nbsp;&nbsp;10355 |
| <sup>15</sup> | Japan International Cooperation Agency | &nbsp;&nbsp;4.250% | &nbsp;&nbsp;5/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11808 | &nbsp;&nbsp;11833 |
| <sup>12</sup> | Junta de Andalucia | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;10/31/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18330 | &nbsp;&nbsp;20995 |
| <sup>9,12</sup> | Kingdom of Belgium | &nbsp;&nbsp;2.600% | &nbsp;&nbsp;10/22/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25000 | &nbsp;&nbsp;28511 |
| <sup>5</sup> | Kingdom of Morocco | &nbsp;&nbsp;2.375% | &nbsp;&nbsp;12/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6027 | &nbsp;&nbsp;&nbsp;&nbsp;5712 |
| <sup>5,9</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6353 | &nbsp;&nbsp;&nbsp;&nbsp;6456 |
| <sup>5</sup> | Kingdom of Saudi Arabia | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;1/13/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6071 | &nbsp;&nbsp;&nbsp;&nbsp;6163 |
| <sup>5,9</sup> | Korea Electric Power Corp. | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;7/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1958 | &nbsp;&nbsp;&nbsp;&nbsp;1976 |
| <sup>5,9</sup> | Korea National Oil Corp. | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;9/30/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1561 | &nbsp;&nbsp;&nbsp;&nbsp;1549 |
| <sup>5,9</sup> | KSA Sukuk Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7650 | &nbsp;&nbsp;&nbsp;&nbsp;7754 |
| <sup>5</sup> | KSA Sukuk Ltd. | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;6/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;894 |
| <sup>5,16</sup> | Magyar Export-Import Bank Zrt. | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;12/4/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;958 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980 |
| <sup>5,12,16</sup> | Magyar Export-Import Bank Zrt. | &nbsp;&nbsp;6.000% | &nbsp;&nbsp;5/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4434 | &nbsp;&nbsp;&nbsp;&nbsp;5467 |
| <sup>16</sup> | MFB Magyar Fejlesztesi Bank Zrt. | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;6/29/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;487 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505 |
| <sup>12,16</sup> | MFB Magyar Fejlesztesi Bank Zrt. | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;6/27/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500 | &nbsp;&nbsp;&nbsp;&nbsp;4069 |
| <sup>5</sup> | OCP SA | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;10/22/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10330 | &nbsp;&nbsp;10300 |
| <sup>5,9</sup> | OCP SA | &nbsp;&nbsp;6.100% | &nbsp;&nbsp;4/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4244 | &nbsp;&nbsp;&nbsp;&nbsp;4319 |
| <sup>5</sup> | Oman Government Bond | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;6/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2798 | &nbsp;&nbsp;&nbsp;&nbsp;2792 |
| <sup>5</sup> | Oman Government Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6662 | &nbsp;&nbsp;&nbsp;&nbsp;6736 |
| <sup>5</sup> | Oman Government Bond | &nbsp;&nbsp;6.750% | &nbsp;&nbsp;10/28/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2900 | &nbsp;&nbsp;&nbsp;&nbsp;3030 |
| <sup>5</sup> | Oman Government Bond | &nbsp;&nbsp;5.625% | &nbsp;&nbsp;1/17/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4321 | &nbsp;&nbsp;&nbsp;&nbsp;4415 |
| <sup>5,9</sup> | Ontario Teachers' Cadillac Fairview Properties Trust | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;3/20/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
| <sup>9,12</sup> | Ontario Teachers' Finance Trust | &nbsp;&nbsp;2.850% | &nbsp;&nbsp;12/4/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26144 | &nbsp;&nbsp;29722 |
| <sup>5</sup> | Paraguay Government Bond | &nbsp;&nbsp;4.700% | &nbsp;&nbsp;3/27/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6575 | &nbsp;&nbsp;&nbsp;&nbsp;6551 |
| <sup>5</sup> | Paraguay Government Bond | &nbsp;&nbsp;4.950% | &nbsp;&nbsp;4/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | &nbsp;&nbsp;14889 |
| <sup>5</sup> | Pertamina Persero PT | &nbsp;&nbsp;1.400% | &nbsp;&nbsp;2/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;970 |
| <sup>5,9</sup> | Perusahaan Penerbit SBSN Indonesia III | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;5/25/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1219 | &nbsp;&nbsp;&nbsp;&nbsp;1248 |
| <sup>5</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715 | &nbsp;&nbsp;&nbsp;&nbsp;2691 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5</sup> | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | &nbsp;&nbsp;5.450% | &nbsp;&nbsp;5/21/28 | &nbsp;&nbsp;&nbsp;&nbsp;8245 | &nbsp;&nbsp;&nbsp;&nbsp;8408 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;10/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1201 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;4.500% | &nbsp;&nbsp;1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;4778 | &nbsp;&nbsp;&nbsp;&nbsp;4740 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;8/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;4653 | &nbsp;&nbsp;&nbsp;&nbsp;4674 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.490% | &nbsp;&nbsp;1/23/27 | &nbsp;&nbsp;&nbsp;&nbsp;9008 | &nbsp;&nbsp;&nbsp;&nbsp;9012 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;6.500% | &nbsp;&nbsp;3/13/27 | &nbsp;&nbsp;12528 | &nbsp;&nbsp;12519 |
|  | Petroleos Mexicanos | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;6/2/29 | &nbsp;&nbsp;16982 | &nbsp;&nbsp;17908 |
|  | Province of Ontario | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;6/11/35 | &nbsp;&nbsp;13671 | &nbsp;&nbsp;13819 |
| <sup>12</sup> | Province of Quebec | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/22/35 | &nbsp;&nbsp;20124 | &nbsp;&nbsp;22868 |
| <sup>9,12</sup> | Queensland Treasury Corp. | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;5/21/35 | &nbsp;&nbsp;17440 | &nbsp;&nbsp;19780 |
| <sup>5</sup> | Republic of Azerbaijan | &nbsp;&nbsp;5.125% | &nbsp;&nbsp;9/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1988 | &nbsp;&nbsp;&nbsp;&nbsp;1990 |
| <sup>5,12</sup> | Republic of Bulgaria | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;5/7/34 | &nbsp;&nbsp;&nbsp;&nbsp;7817 | &nbsp;&nbsp;&nbsp;&nbsp;8969 |
| <sup>5,12</sup> | Republic of Bulgaria | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;5/7/38 | &nbsp;&nbsp;13313 | &nbsp;&nbsp;15365 |
| <sup>5,12</sup> | Republic of Bulgaria | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;7/18/45 | &nbsp;&nbsp;10831 | &nbsp;&nbsp;12083 |
| <sup>5,12</sup> | Republic of Chile | &nbsp;&nbsp;0.100% | &nbsp;&nbsp;1/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;161 |
| <sup>5</sup> | Republic of Chile | &nbsp;&nbsp;2.750% | &nbsp;&nbsp;1/31/27 | &nbsp;&nbsp;&nbsp;&nbsp;6128 | &nbsp;&nbsp;&nbsp;&nbsp;5979 |
| <sup>5</sup> | Republic of Chile | &nbsp;&nbsp;3.240% | &nbsp;&nbsp;2/6/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262 |
| <sup>5</sup> | Republic of Chile | &nbsp;&nbsp;2.450% | &nbsp;&nbsp;1/31/31 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;8933 |
| <sup>5</sup> | Republic of Chile | &nbsp;&nbsp;3.100% | &nbsp;&nbsp;5/7/41 | &nbsp;&nbsp;&nbsp;&nbsp;9616 | &nbsp;&nbsp;&nbsp;&nbsp;7105 |
| <sup>5</sup> | Republic of Colombia | &nbsp;&nbsp;3.875% | &nbsp;&nbsp;4/25/27 | &nbsp;&nbsp;&nbsp;&nbsp;1952 | &nbsp;&nbsp;&nbsp;&nbsp;1914 |
| <sup>5</sup> | Republic of Colombia | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;1/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;5630 | &nbsp;&nbsp;&nbsp;&nbsp;4945 |
| <sup>5</sup> | Republic of Colombia | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;4/15/31 | &nbsp;&nbsp;12490 | &nbsp;&nbsp;10495 |
| <sup>5</sup> | Republic of Colombia | &nbsp;&nbsp;3.250% | &nbsp;&nbsp;4/22/32 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;12167 |
| <sup>5</sup> | Republic of Colombia | &nbsp;&nbsp;8.500% | &nbsp;&nbsp;4/25/35 | &nbsp;&nbsp;&nbsp;&nbsp;5100 | &nbsp;&nbsp;&nbsp;&nbsp;5395 |
| <sup>5</sup> | Republic of Colombia | &nbsp;&nbsp;4.125% | &nbsp;&nbsp;2/22/42 | &nbsp;&nbsp;&nbsp;&nbsp;8000 | &nbsp;&nbsp;&nbsp;&nbsp;5240 |
|  | Republic of Costa Rica | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;2/19/31 | &nbsp;&nbsp;&nbsp;&nbsp;1200 | &nbsp;&nbsp;&nbsp;&nbsp;1234 |
| <sup>5</sup> | Republic of El Salvador | &nbsp;&nbsp;9.650% | &nbsp;&nbsp;11/21/54 | &nbsp;&nbsp;&nbsp;&nbsp;5000 | &nbsp;&nbsp;&nbsp;&nbsp;5124 |
| <sup>5</sup> | Republic of Ghana | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;7/3/29 | &nbsp;&nbsp;&nbsp;&nbsp;7595 | &nbsp;&nbsp;&nbsp;&nbsp;7225 |
| <sup>5</sup> | Republic of Guatemala | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;8/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;7560 | &nbsp;&nbsp;&nbsp;&nbsp;7519 |
| <sup>5</sup> | Republic of Guatemala | &nbsp;&nbsp;4.900% | &nbsp;&nbsp;6/1/30 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9821 |
| <sup>5</sup> | Republic of Hungary | &nbsp;&nbsp;6.125% | &nbsp;&nbsp;5/22/28 | &nbsp;&nbsp;&nbsp;&nbsp;2011 | &nbsp;&nbsp;&nbsp;&nbsp;2078 |
| <sup>5,12</sup> | Republic of Hungary | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;9/12/33 | &nbsp;&nbsp;15000 | &nbsp;&nbsp;18512 |
| <sup>12</sup> | Republic of Iceland | &nbsp;&nbsp;2.625% | &nbsp;&nbsp;5/27/30 | &nbsp;&nbsp;21077 | &nbsp;&nbsp;23962 |
| <sup>12</sup> | Republic of Korea | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;10/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;444 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492 |
| <sup>12</sup> | Republic of Latvia | &nbsp;&nbsp;2.875% | &nbsp;&nbsp;5/21/30 | &nbsp;&nbsp;20079 | &nbsp;&nbsp;22944 |
| <sup>5</sup> | Republic of Namibia | &nbsp;&nbsp;5.250% | &nbsp;&nbsp;10/29/25 | &nbsp;&nbsp;&nbsp;&nbsp;6158 | &nbsp;&nbsp;&nbsp;&nbsp;6141 |
|  | Republic of Peru | &nbsp;&nbsp;2.844% | &nbsp;&nbsp;6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101 |
| <sup>5</sup> | Republic of Peru | &nbsp;&nbsp;2.783% | &nbsp;&nbsp;1/23/31 | &nbsp;&nbsp;&nbsp;&nbsp;3001 | &nbsp;&nbsp;&nbsp;&nbsp;2698 |
| <sup>5</sup> | Republic of Poland | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;2/12/30 | &nbsp;&nbsp;&nbsp;&nbsp;2309 | &nbsp;&nbsp;&nbsp;&nbsp;2357 |
| <sup>5,9</sup> | Republic of Romania | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/16/30 | &nbsp;&nbsp;&nbsp;&nbsp;3800 | &nbsp;&nbsp;&nbsp;&nbsp;3815 |
| <sup>5,12</sup> | Republic of Romania | &nbsp;&nbsp;2.124% | &nbsp;&nbsp;7/16/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370 |
| <sup>5</sup> | Republic of Senegal | &nbsp;&nbsp;6.250% | &nbsp;&nbsp;5/23/33 | &nbsp;&nbsp;&nbsp;&nbsp;3030 | &nbsp;&nbsp;&nbsp;&nbsp;2251 |
| <sup>5</sup> | Republic of South Africa | &nbsp;&nbsp;5.875% | &nbsp;&nbsp;9/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;3020 | &nbsp;&nbsp;&nbsp;&nbsp;3021 |
| <sup>5</sup> | Republic of South Africa | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;4/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;3100 | &nbsp;&nbsp;&nbsp;&nbsp;3088 |
| <sup>5</sup> | Republic of South Africa | &nbsp;&nbsp;4.850% | &nbsp;&nbsp;9/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;4925 | &nbsp;&nbsp;&nbsp;&nbsp;4743 |
| <sup>5</sup> | Republic of South Africa | &nbsp;&nbsp;7.100% | &nbsp;&nbsp;11/19/36 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;9938 |
| <sup>5</sup> | Republic of South Africa | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;9/30/49 | &nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;7476 |
| <sup>5</sup> | Republic of Turkiye | &nbsp;&nbsp;8.600% | &nbsp;&nbsp;9/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;1900 | &nbsp;&nbsp;&nbsp;&nbsp;2012 |
| <sup>5</sup> | Republic of Turkiye | &nbsp;&nbsp;9.375% | &nbsp;&nbsp;3/14/29 | &nbsp;&nbsp;&nbsp;&nbsp;8906 | &nbsp;&nbsp;&nbsp;&nbsp;9824 |
| <sup>5</sup> | Republic of Turkiye | &nbsp;&nbsp;7.625% | &nbsp;&nbsp;4/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;1960 | &nbsp;&nbsp;&nbsp;&nbsp;2056 |
| <sup>5,12</sup> | Republic of Turkiye | &nbsp;&nbsp;5.200% | &nbsp;&nbsp;8/17/31 | &nbsp;&nbsp;14385 | &nbsp;&nbsp;16476 |
| <sup>5</sup> | Republic of Turkiye | &nbsp;&nbsp;7.125% | &nbsp;&nbsp;2/12/32 | &nbsp;&nbsp;22714 | &nbsp;&nbsp;22961 |
|  | Republic of Turkiye | &nbsp;&nbsp;7.250% | &nbsp;&nbsp;5/29/32 | &nbsp;&nbsp;&nbsp;&nbsp;1272 | &nbsp;&nbsp;&nbsp;&nbsp;1293 |
| <sup>5</sup> | Republic of Uzbekistan International Bond | &nbsp;&nbsp;7.850% | &nbsp;&nbsp;10/12/28 | &nbsp;&nbsp;&nbsp;&nbsp;1183 | &nbsp;&nbsp;&nbsp;&nbsp;1259 |
| <sup>5</sup> | Republic of Uzbekistan International Bond | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/20/29 | &nbsp;&nbsp;16348 | &nbsp;&nbsp;16142 |
| <sup>5</sup> | Republic of Zambia | &nbsp;&nbsp;5.750% | &nbsp;&nbsp;6/30/33 | &nbsp;&nbsp;&nbsp;&nbsp;5808 | &nbsp;&nbsp;&nbsp;&nbsp;5410 |
| <sup>5,12</sup> | Serbia International Bond | &nbsp;&nbsp;3.125% | &nbsp;&nbsp;5/15/27 | &nbsp;&nbsp;12000 | &nbsp;&nbsp;13675 |
| <sup>5,12</sup> | Serbia International Bond | &nbsp;&nbsp;1.000% | &nbsp;&nbsp;9/23/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;271 |
| <sup>5,12</sup> | Serbia International Bond | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;6/26/29 | &nbsp;&nbsp;&nbsp;&nbsp;2077 | &nbsp;&nbsp;&nbsp;&nbsp;2184 |
| <sup>5</sup> | Serbia International Bond | &nbsp;&nbsp;2.125% | &nbsp;&nbsp;12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;3101 | &nbsp;&nbsp;&nbsp;&nbsp;2653 |
| <sup>5</sup> | Sharjah Sukuk Program Ltd. | &nbsp;&nbsp;3.854% | &nbsp;&nbsp;4/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;2216 | &nbsp;&nbsp;&nbsp;&nbsp;2197 |
| <sup>12</sup> | Slovakia Government Bond | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;2/27/40 | &nbsp;&nbsp;24580 | &nbsp;&nbsp;27463 |
| <sup>5,17</sup> | Southern Gas Corridor CJSC | &nbsp;&nbsp;6.875% | &nbsp;&nbsp;3/24/26 | &nbsp;&nbsp;23449 | &nbsp;&nbsp;23691 |
| <sup>5,12</sup> | State of Israel | &nbsp;&nbsp;1.500% | &nbsp;&nbsp;1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 |
| <sup>5</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;671 |
| <sup>5</sup> | State of Israel | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;2089 | &nbsp;&nbsp;&nbsp;&nbsp;2133 |
| <sup>5</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;5932 | &nbsp;&nbsp;&nbsp;&nbsp;2250 |
| <sup>5</sup> | Ukraine Government Bond | &nbsp;&nbsp;1.750% | &nbsp;&nbsp;2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;7000 | &nbsp;&nbsp;&nbsp;&nbsp;3637 |
| <sup>5</sup> | Ukraine Government Bond | &nbsp;&nbsp;0.000% | &nbsp;&nbsp;2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;688 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325 |
| <sup>11</sup> | United Kingdom | &nbsp;&nbsp;4.375% | &nbsp;&nbsp;7/31/54 | &nbsp;&nbsp;37202 | &nbsp;&nbsp;41882 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>11</sup> | United Kingdom | &nbsp;&nbsp;5.375% | &nbsp;&nbsp;1/31/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2759 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3644 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;2.659% | &nbsp;&nbsp;5/24/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1446 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;4.750% | &nbsp;&nbsp;4/27/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;7/2/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31138 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31333 |
| <sup>5</sup> | United Mexican States | &nbsp;&nbsp;4.875% | &nbsp;&nbsp;5/19/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1922 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807 |
| <sup>5,9</sup> | Uzbekneftegaz JSC | &nbsp;&nbsp;8.750% | &nbsp;&nbsp;5/7/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22863 |
| <sup>12</sup> | Ville de Paris | &nbsp;&nbsp;3.750% | &nbsp;&nbsp;5/25/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16989 |
| **Total Sovereign Bonds (Cost $1,283,527)** | **Total Sovereign Bonds (Cost $1,283,527)** | **Total Sovereign Bonds (Cost $1,283,527)** | **Total Sovereign Bonds (Cost $1,283,527)** | **Total Sovereign Bonds (Cost $1,283,527)** | **1297185** |
| **Taxable Municipal Bonds (1.1%)** | **Taxable Municipal Bonds (1.1%)** | **Taxable Municipal Bonds (1.1%)** | **Taxable Municipal Bonds (1.1%)** | **Taxable Municipal Bonds (1.1%)** | **Taxable Municipal Bonds (1.1%)** |
|  | American Municipal Power Ohio Inc. Revenue (Hydroelectric Projects) | &nbsp;&nbsp;6.270% | &nbsp;&nbsp;2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5485 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5595 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.918% | &nbsp;&nbsp;4/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2325 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2589 |
|  | Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area) | &nbsp;&nbsp;6.263% | &nbsp;&nbsp;4/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2761 |
|  | California GO Prere. | &nbsp;&nbsp;4.600% | &nbsp;&nbsp;4/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5454 |
|  | California GO | &nbsp;&nbsp;7.300% | &nbsp;&nbsp;10/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5051 |
|  | California State University Systemwide Revenue | &nbsp;&nbsp;2.975% | &nbsp;&nbsp;11/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4690 |
|  | Chicago IL Transit Authority Sales & Transfer Tax Receipts Revenue | &nbsp;&nbsp;6.899% | &nbsp;&nbsp;12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10732 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11864 |
|  | Dallas TX Area Rapid Transit Sales Tax Revenue | &nbsp;&nbsp;2.613% | &nbsp;&nbsp;12/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3347 |
|  | Duke University NC Revenue | &nbsp;&nbsp;5.850% | &nbsp;&nbsp;4/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8073 |
|  | Golden State Tobacco Securitization Corp. California Revenue | &nbsp;&nbsp;4.214% | &nbsp;&nbsp;6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4833 |
|  | Michigan Strategic Fund Ltd. Obligation Revenue | &nbsp;&nbsp;3.225% | &nbsp;&nbsp;9/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2115 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1557 |
|  | New York State Dormitory Authority Revenue (Personal Income Tax) | &nbsp;&nbsp;5.628% | &nbsp;&nbsp;3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3639 |
|  | New York Transportation Development Corp. Lease Revenue (Nanotechnology Facilities Project) | &nbsp;&nbsp;4.248% | &nbsp;&nbsp;9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137 |
|  | North Texas Tollway Authority System Revenue | &nbsp;&nbsp;6.718% | &nbsp;&nbsp;1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2793 |
|  | Ohio State University General Receipts Revenue | &nbsp;&nbsp;4.800% | &nbsp;&nbsp;6/1/11 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1695 |
|  | Rutgers State University New Jersey GO | &nbsp;&nbsp;3.915% | &nbsp;&nbsp;5/1/19 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5721 |
|  | Sales Tax Securitization Corp. Illinois Revenue | &nbsp;&nbsp;3.238% | &nbsp;&nbsp;1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6465 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5179 |
|  | San Antonio TX Electric & Gas Systems Revenue | &nbsp;&nbsp;5.985% | &nbsp;&nbsp;2/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2607 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2715 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;6.548% | &nbsp;&nbsp;5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1705 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1807 |
|  | University of California Regents Medical Center Pooled Revenue | &nbsp;&nbsp;4.563% | &nbsp;&nbsp;5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1984 |
|  | University of California Revenue | &nbsp;&nbsp;3.931% | &nbsp;&nbsp;5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4087 |
|  | University of Michigan Revenue | &nbsp;&nbsp;3.504% | &nbsp;&nbsp;4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2519 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 |
|  | University of Texas Financing System Revenue | &nbsp;&nbsp;4.794% | &nbsp;&nbsp;8/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2091 |
|  | University of Virginia Revenue | &nbsp;&nbsp;2.256% | &nbsp;&nbsp;9/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3890 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2196 |
| **Total Taxable Municipal Bonds (Cost $92,746)** | **Total Taxable Municipal Bonds (Cost $92,746)** | **Total Taxable Municipal Bonds (Cost $92,746)** | **Total Taxable Municipal Bonds (Cost $92,746)** | **Total Taxable Municipal Bonds (Cost $92,746)** | &nbsp;&nbsp;&nbsp;&nbsp;**91694** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** | **Temporary Cash Investments (1.3%)** |
| **Money Market Fund (1.3%)** | **Money Market Fund (1.3%)** | **Money Market Fund (1.3%)** | **Money Market Fund (1.3%)** | **Money Market Fund (1.3%)** | **Money Market Fund (1.3%)** |
| <sup>18</sup> | Vanguard Market Liquidity Fund **(Cost $113,395)** | &nbsp;&nbsp;4.367% |  | &nbsp;&nbsp;1134068 | &nbsp;&nbsp;&nbsp;&nbsp;**113395** |
|  | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Contracts | &nbsp;&nbsp;Exercise<br> Price | &nbsp;&nbsp;Notional<br> Amount<br> ($000) |  |
| **Options Purchased (0.1%)** | **Options Purchased (0.1%)** | **Options Purchased (0.1%)** | **Options Purchased (0.1%)** | **Options Purchased (0.1%)** | **Options Purchased (0.1%)** |
| **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** | **Exchange-Traded Options (0.0%)** |
| **Call Options** | **Call Options** | **Call Options** | **Call Options** | **Call Options** | **Call Options** |
|  | &nbsp;&nbsp;8/1/25 | &nbsp;&nbsp;1271 | &nbsp;&nbsp;$111.00 | &nbsp;&nbsp;&nbsp;&nbsp;141081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 |
|  | &nbsp;&nbsp;Counterparty | &nbsp;&nbsp;Expiration<br> Date |  |  |  |
| **Foreign Currency Options (0.0%)** | **Foreign Currency Options (0.0%)** | **Foreign Currency Options (0.0%)** | **Foreign Currency Options (0.0%)** | **Foreign Currency Options (0.0%)** | **Foreign Currency Options (0.0%)** |
| **Put Options** | **Put Options** | **Put Options** | **Put Options** | **Put Options** | **Put Options** |
|  | &nbsp;&nbsp;BARC | &nbsp;&nbsp;1/14/26 | &nbsp;&nbsp;USD 1.140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;316 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Counterparty | &nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| **Over-the-Counter Swaptions (0.1%)** | **Over-the-Counter Swaptions (0.1%)** | **Over-the-Counter Swaptions (0.1%)** | **Over-the-Counter Swaptions (0.1%)** | **Over-the-Counter Swaptions (0.1%)** | **Over-the-Counter Swaptions (0.1%)** | **Over-the-Counter Swaptions (0.1%)** |
| **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** | **Call Swaptions** |
|  | 2-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.000% Annually | &nbsp;&nbsp;GSI | &nbsp;&nbsp;3/10/26 | &nbsp;&nbsp;3.000% | &nbsp;&nbsp;&nbsp;&nbsp;165600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442 |
|  | 5-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.580% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;7/16/26 | &nbsp;&nbsp;3.580% | &nbsp;&nbsp;&nbsp;&nbsp;89400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1584 |
|  | 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.500% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;19300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48 |
|  | 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.500% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;10/1/25 | &nbsp;&nbsp;3.500% | &nbsp;&nbsp;&nbsp;&nbsp;19200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55 |
|  | 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.140% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;7/16/26 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;&nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1655 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3784** |
| **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** | **Put Swaptions** |
|  | 5-Year CDX-NA-IG-S44-V1, Credit Protection Purchased, Pays 1.000% Quarterly | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;8/20/25 | &nbsp;&nbsp;0.600% | &nbsp;&nbsp;&nbsp;&nbsp;272278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62 |
|  | 5-Year CDX-NA-IG-S44-V1, Credit Protection Purchased, Pays 1.000% Quarterly | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;8/20/25 | &nbsp;&nbsp;0.600% | &nbsp;&nbsp;&nbsp;&nbsp;163367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37 |
|  | 5-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.580% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;7/16/26 | &nbsp;&nbsp;3.580% | &nbsp;&nbsp;&nbsp;&nbsp;89400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1387 |
|  | 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.900% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;10/1/25 | &nbsp;&nbsp;3.900% | &nbsp;&nbsp;&nbsp;&nbsp;19200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 |
|  | 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.000% Annually | &nbsp;&nbsp;BANA | &nbsp;&nbsp;9/25/25 | &nbsp;&nbsp;4.000% | &nbsp;&nbsp;&nbsp;&nbsp;19300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95 |
|  | 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 5.900% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;4/10/26 | &nbsp;&nbsp;5.900% | &nbsp;&nbsp;&nbsp;&nbsp;47100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27 |
|  | 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.140% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;7/16/26 | &nbsp;&nbsp;4.140% | &nbsp;&nbsp;&nbsp;&nbsp;23900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1213 |
|  | 30-Year Interest Rate Swap, Receives SOFR Annually, Pays 4.830% Annually | &nbsp;&nbsp;JPMC | &nbsp;&nbsp;4/10/26 | &nbsp;&nbsp;4.830% | &nbsp;&nbsp;&nbsp;&nbsp;44200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497 |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3478** |
| **Total Options Purchased (Cost $9,101)** | **Total Options Purchased (Cost $9,101)** | **Total Options Purchased (Cost $9,101)** | **Total Options Purchased (Cost $9,101)** | **Total Options Purchased (Cost $9,101)** | **Total Options Purchased (Cost $9,101)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**7916** |
| **Total Investments (95.6%) (Cost $7,884,072)** | **Total Investments (95.6%) (Cost $7,884,072)** | **Total Investments (95.6%) (Cost $7,884,072)** | **Total Investments (95.6%) (Cost $7,884,072)** | **Total Investments (95.6%) (Cost $7,884,072)** |  | &nbsp;&nbsp;**7915465** |
|  |  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-3.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-3.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-3.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-3.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-3.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-3.4%)** | **Conventional Mortgage-Backed Securities—Liability for Sale Commitments (-3.4%)** |
| <sup>5,6,7</sup> | UMBS Pool | UMBS Pool | &nbsp;&nbsp;5.000% | &nbsp;&nbsp;9/1/35–8/25/55 | &nbsp;&nbsp;(130970) | &nbsp;&nbsp;&nbsp;&nbsp;(125528) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;Coupon | &nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>5,6,7</sup> | UMBS Pool | &nbsp;&nbsp;5.500% | &nbsp;&nbsp;5/1/39–8/25/55 | &nbsp;&nbsp;(157744) | &nbsp;&nbsp;&nbsp;&nbsp;(156336) |
| **Total Conventional Mortgage-Backed Securities—Liability for Sale Commitments<br> (Proceeds $280,622)** | **Total Conventional Mortgage-Backed Securities—Liability for Sale Commitments<br> (Proceeds $280,622)** | **Total Conventional Mortgage-Backed Securities—Liability for Sale Commitments<br> (Proceeds $280,622)** | **Total Conventional Mortgage-Backed Securities—Liability for Sale Commitments<br> (Proceeds $280,622)** | **Total Conventional Mortgage-Backed Securities—Liability for Sale Commitments<br> (Proceeds $280,622)** | &nbsp;&nbsp;**(281864)** |
| **Other Assets and Liabilities—Net (7.8%)** | **Other Assets and Liabilities—Net (7.8%)** | **Other Assets and Liabilities—Net (7.8%)** | **Other Assets and Liabilities—Net (7.8%)** |  | &nbsp;&nbsp;&nbsp;&nbsp;**641484** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** |  | &nbsp;&nbsp;**8275085** |

---

Cost is in $000.

---

| | |
|:---|:---|
| 1 | Securities with a value of $41,659 have been segregated as initial margin for open futures contracts. |
| 2 | Securities with a value of $2,222 have been segregated as collateral for certain open To Be Announced (TBA) transactions. |
| 3 | Securities with a value of $4,273 have been segregated as collateral for open forward currency contracts and over-the-counter swap contracts. |
| 4 | Securities with a value of $4,613 have been segregated as initial margin for open centrally cleared swap contracts. |
| 5 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 6 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 7 | Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of July 31, 2025. |
| 8 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 9 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At July 31, 2025, the aggregate value was $1,179,324, representing 14.3% of net assets. |
| 10 | Security value determined using significant unobservable inputs. |
| 11 | Face amount denominated in British pounds. |
| 12 | Face amount denominated in euro. |
| 13 | Face amount denominated in Australian dollars. |
| 14 | Face amount denominated in Japanese yen. |
| 15 | Guaranteed by the Government of Japan. |
| 16 | Guaranteed by the Republic of Hungary. |
| 17 | Guaranteed by the Republic of Azerbaijan. |
| 18 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |

---

---

| |
|:---|
| 3M—3-month. |
| ARM—Adjustable Rate Mortgage. |
| BANA—Bank of America, N.A. |
| BARC—Barclays Bank plc. |
| DAC—Designated Activity Company. |
| EUR—euro. |
| GO—General Obligation Bond. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| Prere.—Prerefunded. |
| REIT—Real Estate Investment Trust. |
| REMICS—Real Estate Mortgage Investment Conduits. |
| RFUCCT1Y—Refinitiv USD IBOR Consumer Cash Fallbacks Term 1-year. |
| SOFR—Secured Overnight Financing Rate. |
| SOFR30A—30 Day Average Secured Overnight Financing Rate. |
| TSFR12M—CME Term Secured Overnight Financing Rate 12-Month. |
| TSFR1M—CME Term Secured Overnight Financing Rate 1-Month. |
| TSFR3M—CME Term Secured Overnight Financing Rate 3-Month. |
| TSFR6M—CME Term Secured Overnight Financing Rate 6-Month. |
| UMBS—Uniform Mortgage-Backed Securities. |
| USD—U.S. dollar. |
| WFB—Wells Fargo Bank N.A. |

---

------

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

------

Options Written

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Counterparty | &nbsp;&nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;&nbsp;Exercise<br> Price | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| Foreign Currency Options | Foreign Currency Options | Foreign Currency Options | Foreign Currency Options | Foreign Currency Options | Foreign Currency Options |
| Call Options | Call Options | Call Options | Call Options | Call Options | Call Options |
| EUR | BARC | &nbsp;&nbsp;&nbsp;1/14/26 | &nbsp;&nbsp;&nbsp;USD 1.228 | &nbsp;&nbsp;&nbsp;20550 | &nbsp;&nbsp;&nbsp;(80) |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Counterparty | &nbsp;&nbsp;&nbsp;Expiration<br> Date | &nbsp;&nbsp;&nbsp;Exercise<br> Rate | &nbsp;&nbsp;&nbsp;Notional<br> Amount on<br> Underlying<br> Swap<br> ($000) | &nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions | Over-the-Counter Swaptions |
| Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions | Call Swaptions |
| 2-Year Interest Rate Swap, Receives SOFR Annually, Pays 2.250% Annually | &nbsp;&nbsp;&nbsp;&nbsp;GSI | &nbsp;&nbsp;&nbsp;3/10/26 | &nbsp;&nbsp;&nbsp;2.250% | &nbsp;&nbsp;&nbsp;248400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(185) |
| 10-Year Interest Rate Swap, Receives SOFR Annually, Pays 3.940% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;7/16/26 | &nbsp;&nbsp;&nbsp;3.940% | &nbsp;&nbsp;&nbsp;&nbsp;98400 | &nbsp;&nbsp;&nbsp;(3280) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(3465) |
| Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions | Put Swaptions |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 3.940% Annually | &nbsp;&nbsp;WFB | &nbsp;&nbsp;&nbsp;7/16/26 | &nbsp;&nbsp;&nbsp;3.940% | &nbsp;&nbsp;&nbsp;&nbsp;98400 | &nbsp;&nbsp;&nbsp;(2579) |
| 10-Year Interest Rate Swap, Pays SOFR Annually, Receives 4.900% Annually | JPMC | &nbsp;&nbsp;&nbsp;4/10/26 | &nbsp;&nbsp;&nbsp;4.900% | &nbsp;&nbsp;&nbsp;&nbsp;47100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(169) |
| 30-Year Interest Rate Swap, Pays SOFR Annually, Receives 5.830% Annually | JPMC | &nbsp;&nbsp;&nbsp;4/10/26 | &nbsp;&nbsp;&nbsp;5.830% | &nbsp;&nbsp;&nbsp;&nbsp;44200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(76) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(2824) |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(6289) |
| Total Options Written **(Premiums Received $7,288)** | Total Options Written **(Premiums Received $7,288)** | Total Options Written **(Premiums Received $7,288)** | Total Options Written **(Premiums Received $7,288)** | Total Options Written **(Premiums Received $7,288)** | (6369) |

---

---

| |
|:---|
| BARC—Barclays Bank plc. |
| EUR—euro. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |
| USD—U.S. dollar. |
| WFB—Wells Fargo Bank N.A. |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts | Long Futures Contracts |
| 2-Year U.S. Treasury Note | September 2025 | &nbsp;&nbsp;&nbsp;2530 | &nbsp;&nbsp;523670 | &nbsp;&nbsp;&nbsp;&nbsp;(568) |
| 5-Year U.S. Treasury Note | September 2025 | &nbsp;&nbsp;&nbsp;3849 | &nbsp;&nbsp;416354 | &nbsp;&nbsp;&nbsp;&nbsp;(476) |
| 10-Year U.S. Treasury Note | September 2025 | &nbsp;&nbsp;&nbsp;4373 | &nbsp;&nbsp;485676 | &nbsp;&nbsp;&nbsp;&nbsp;885 |
| Euro-Schatz | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;112 | &nbsp;&nbsp;&nbsp;&nbsp;13682 | &nbsp;&nbsp;&nbsp;&nbsp;(25) |
| Long U.S. Treasury Bond | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;985 | &nbsp;&nbsp;112475 | &nbsp;&nbsp;1289 |
| Ultra Long U.S. Treasury Bond | September 2025 | &nbsp;&nbsp;&nbsp;1309 | &nbsp;&nbsp;153562 | &nbsp;&nbsp;1666 |
|  |  |  |  | &nbsp;&nbsp;2771 |
| Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts | Short Futures Contracts |
| 10-Year Government of Canada Bond | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(311) | &nbsp;&nbsp;&nbsp;(27051) | &nbsp;&nbsp;&nbsp;&nbsp;263 |
| 10-Year Japanese Government Bond | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(122) | (111669) | &nbsp;&nbsp;&nbsp;&nbsp;409 |
| Euro-Bobl | September 2025 | (1170) | (156579) | &nbsp;&nbsp;&nbsp;&nbsp;869 |
| Euro-Bund | September 2025 | (1621) | (239930) | &nbsp;&nbsp;1946 |
| Euro-Buxl | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(722) | &nbsp;&nbsp;&nbsp;(96715) | &nbsp;&nbsp;2299 |
| Long Gilt | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;(134) | &nbsp;&nbsp;&nbsp;(16309) | &nbsp;&nbsp;&nbsp;&nbsp;(184) |
| Ultra 10-Year U.S. Treasury Note | September 2025 | (1029) | (116357) | &nbsp;&nbsp;&nbsp;&nbsp;(238) |
|  |  |  |  | &nbsp;&nbsp;5364 |
|  |  |  |  | &nbsp;&nbsp;8135 |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Bank of America, N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48949 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1285) |
| State Street Bank & Trust Co. | 9/17/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36810 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43019 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(883) |
| Toronto-Dominion Bank | 9/17/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36359 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(972) |
| JPMorgan Chase Bank, N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11566 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13563 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(323) |
| Wells Fargo Bank N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2248 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(85) |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) | Forward Currency Contracts (continued) |
|  | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> (Depreciation)<br> ($000) |
| Toronto-Dominion Bank | 9/17/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2386 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3170 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17) |
| State Street Bank & Trust Co. | 9/17/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;701 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28) |
| Barclays Bank plc | 9/17/25 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26) |
| State Street Bank & Trust Co. | 9/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;3637037 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(1143) |
| State Street Bank & Trust Co. | 9/18/25 | &nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6863 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11133 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services LLC | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| Barclays Bank plc | 9/17/25 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12186 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| Citibank, N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;&nbsp;CZK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;399 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326523 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283645 | &nbsp;&nbsp;&nbsp;1843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Barclays Bank plc | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;297405 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;258848 | &nbsp;&nbsp;&nbsp;1107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40577 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;809 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40541 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34699 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;822 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14583 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2676 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2278 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;69 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP Paribas | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1255 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1066 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Citibank, N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91451 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67534 | &nbsp;&nbsp;&nbsp;2221 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Wells Fargo Bank N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4469 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3317 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4397 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3298 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Toronto-Dominion Bank | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960 | &nbsp;&nbsp;&nbsp;GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Morgan Stanley Capital Services LLC | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37663 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| Wells Fargo Bank N.A. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44446 | &nbsp;&nbsp;&nbsp;&nbsp;JPY | &nbsp;&nbsp;&nbsp;6359887 | &nbsp;&nbsp;&nbsp;2055 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| State Street Bank & Trust Co. | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1045 | &nbsp;&nbsp;&nbsp;MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18) |
| Toronto-Dominion Bank | 9/17/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1074 | &nbsp;&nbsp;&nbsp;&nbsp;PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4021 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Bank of America, N.A. | 9/18/25 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;373 | &nbsp;&nbsp;&nbsp;&nbsp;ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;9508 | &nbsp;&nbsp;&nbsp;(4790) |

---

---

| |
|:---|
| AUD—Australian dollar. |
| CAD—Canadian dollar. |
| CZK—Czech koruna. |
| EUR—euro. |
| GBP—British pound. |
| HUF—Hungarian forint. |
| JPY—Japanese yen. |
| MXN—Mexican peso. |
| PLN—Polish zloty. |
| USD—U.S. dollar. |
| ZAR—South African rand. |

---

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps | Centrally Cleared Credit Default Swaps |
| Reference Entity | Termination<br> Date |  | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| Credit Protection Purchased | Credit Protection Purchased |  |  |  |  |  |
| CDX-NA-IG-S44-V1 | 6/20/30 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;80590 | &nbsp;&nbsp;&nbsp;(1.000) | &nbsp;&nbsp;&nbsp;(1842) | &nbsp;&nbsp;&nbsp;(48) |

---

1 Periodic premium received/paid quarterly. <br> USD—U.S. dollar.

------

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps | Over-the-Counter Credit Default Swaps |
| Reference<br> Entity | Termination<br> Date | Counterparty | Notional<br> Amount<br> ($000) | Periodic<br> Premium<br> Received<br> (Paid)<sup>1</sup><br> (%) | Value<br> ($000) | Remaining<br> Up-Front<br> Premium<br> Paid<br> (Received)<br> ($000) | Unrealized<br> Appreciation<br> ($000) | Unrealized<br> (Depreciation)<br> ($000) |
| Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating | Credit Protection Sold/Moody's Rating |  |  |  |  |  |  |
| Kering SA/NR | 6/20/30 | GSI | &nbsp;&nbsp;2600<sup>2</sup> | 1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp;&nbsp;10 |  |
| Republic of Indonesia/Baa2 | 6/20/30 | JPMC | 18420 | 1.000 | &nbsp;&nbsp;&nbsp;&nbsp;247 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64 | 183 |  |
| Republic of Turkiye/Ba3 | 6/20/27 | BANA | &nbsp;&nbsp;&nbsp;6920 | 1.000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(78) | &nbsp;&nbsp;&nbsp;&nbsp;(156) | &nbsp;&nbsp;&nbsp;78 |  |
| Republic of Turkiye/Ba3 | 6/20/30 | BARC | &nbsp;&nbsp;&nbsp;5650 | 1.000 | &nbsp;&nbsp;&nbsp;&nbsp;(412) | &nbsp;&nbsp;&nbsp;&nbsp;(532) | 120 |  |
| Republic of Turkiye/Ba3 | 6/20/30 | JPMC | 20000 | 1.000 | (1459) | (1589) | 130 |  |
| Stellantis NV/Baa2 | 6/20/30 | JPMC | &nbsp;&nbsp;&nbsp;&nbsp;800<sup>2</sup> | 5.000 | &nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;— |  |
|  |  |  |  |  | (1565) | (2086) | 521 |  |

---

---

| |
|:---|
| 1 Periodic premium received/paid quarterly. |
| 2 Notional amount denominated in euro. |
| BANA—Bank of America, N.A. |
| BARC—Barclays Bank plc. |
| GSI—Goldman Sachs International. |
| JPMC—JPMorgan Chase Bank, N.A. |

---

The notional amount represents the maximum potential amount the fund could be required to pay as a seller of credit protection if the reference entity was subject to a credit event.

At July 31, 2025, the counterparties had deposited in segregated accounts securities with a value of $2,848 and cash of $450 in connection with open forward currency contracts and over-the-counter swap contracts.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid)<br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| 6/19/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;31584440<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;0.478<sup>2</sup> | &nbsp;&nbsp;&nbsp;(0.880)<sup>3</sup> | &nbsp;&nbsp;&nbsp;(447) | &nbsp;&nbsp;&nbsp;(447) |
| 6/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35889<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1.919<sup>5</sup> | &nbsp;&nbsp;&nbsp;(1.766)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76 |
| 6/24/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31269<sup>6</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.681<sup>3</sup> | &nbsp;&nbsp;&nbsp;(4.217)<sup>7</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(26) | &nbsp;&nbsp;&nbsp;&nbsp;(26) |
| 6/18/28 | &nbsp;&nbsp;&nbsp;6/18/27<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166600<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.458<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;204 | &nbsp;&nbsp;&nbsp;&nbsp;204 |
| 12/20/28 | 12/17/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49118<sup>11</sup> | &nbsp;&nbsp;&nbsp;2.457<sup>12</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>13</sup> | &nbsp;&nbsp;&nbsp;(280) | &nbsp;&nbsp;&nbsp;(280) |
| 12/20/28 | 12/17/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49118<sup>11</sup> | &nbsp;&nbsp;&nbsp;2.509<sup>12</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>13</sup> | &nbsp;&nbsp;&nbsp;(228) | &nbsp;&nbsp;&nbsp;(228) |
| 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;79000000<sup>14</sup> | &nbsp;&nbsp;&nbsp;2.482<sup>15</sup> | &nbsp;&nbsp;&nbsp;(2.560)<sup>16</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(44) | &nbsp;&nbsp;&nbsp;&nbsp;(44) |
| 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;46000000<sup>14</sup> | &nbsp;&nbsp;&nbsp;2.382<sup>15</sup> | &nbsp;&nbsp;&nbsp;(2.560)<sup>16</sup> | &nbsp;&nbsp;&nbsp;(184) | &nbsp;&nbsp;&nbsp;(184) |
| 9/18/30 | &nbsp;&nbsp;&nbsp;9/17/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;1142985<sup>17</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.589<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>18</sup> | &nbsp;&nbsp;&nbsp;(733) | &nbsp;&nbsp;&nbsp;(713) |
| 6/18/31 | &nbsp;&nbsp;&nbsp;6/18/26<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46240<sup>9</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>10</sup> | &nbsp;&nbsp;&nbsp;(3.625)<sup>3</sup> | &nbsp;&nbsp;&nbsp;(199) | &nbsp;&nbsp;&nbsp;(200) |
| 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9/2/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51505<sup>9</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>10</sup> | &nbsp;&nbsp;&nbsp;(3.727)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;299 | &nbsp;&nbsp;&nbsp;&nbsp;299 |
| 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9/2/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51505<sup>9</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>10</sup> | &nbsp;&nbsp;&nbsp;(3.660)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;572 | &nbsp;&nbsp;&nbsp;&nbsp;572 |
| 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9/2/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27000<sup>9</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>10</sup> | &nbsp;&nbsp;&nbsp;(3.807)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(15) | &nbsp;&nbsp;&nbsp;&nbsp;(15) |
| 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9/2/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25800<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.804<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9/2/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25750<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.828<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57 |
| 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;9/2/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25750<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.810<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20 |
| 6/18/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;N/A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47000<sup>19</sup> | &nbsp;&nbsp;&nbsp;5.040<sup>20</sup> | &nbsp;&nbsp;&nbsp;(4.415)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;168 | &nbsp;&nbsp;&nbsp;&nbsp;168 |
| 9/10/35 | &nbsp;&nbsp;&nbsp;9/10/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21000<sup>4</sup> | &nbsp;&nbsp;&nbsp;&nbsp;2.381<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>5</sup> | &nbsp;&nbsp;&nbsp;(319) | &nbsp;&nbsp;&nbsp;(240) |
| 9/19/35 | &nbsp;&nbsp;&nbsp;9/17/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111920<sup>19</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>20</sup> | &nbsp;&nbsp;&nbsp;(4.400)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp;430 |
| 9/19/35 | &nbsp;&nbsp;&nbsp;9/17/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7250<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.814<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) |
| 9/19/35 | &nbsp;&nbsp;&nbsp;9/17/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.846<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| 9/19/35 | &nbsp;&nbsp;&nbsp;9/17/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3490<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.835<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| 9/19/35 | &nbsp;&nbsp;&nbsp;9/17/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3490<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;3.841<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| 11/15/52 | &nbsp;&nbsp;&nbsp;9/30/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20000<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.103<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;106 |
| 11/15/52 | &nbsp;&nbsp;&nbsp;9/30/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15200<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.090<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47 |
| 11/15/52 | &nbsp;&nbsp;&nbsp;9/30/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000<sup>9</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>10</sup> | &nbsp;&nbsp;&nbsp;(4.200)<sup>3</sup> | &nbsp;&nbsp;&nbsp;(106) | &nbsp;&nbsp;&nbsp;(106) |
| 11/15/52 | &nbsp;&nbsp;&nbsp;9/30/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5000<sup>9</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>10</sup> | &nbsp;&nbsp;&nbsp;(4.137)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(55) | &nbsp;&nbsp;&nbsp;&nbsp;(55) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) | Centrally Cleared Interest Rate Swaps (continued) |
| Termination Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> (000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid)<br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| 9/15/55 | &nbsp;&nbsp;&nbsp;9/17/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3500<sup>9</sup> | &nbsp;&nbsp;&nbsp;0.000<sup>10</sup> | &nbsp;&nbsp;&nbsp;(4.061)<sup>3</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(11) | &nbsp;&nbsp;&nbsp;&nbsp;(11) |
| 12/18/55 | 12/18/25<sup>8</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3050<sup>9</sup> | &nbsp;&nbsp;&nbsp;&nbsp;4.035<sup>3</sup> | &nbsp;&nbsp;&nbsp;(0.000)<sup>10</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(677) | &nbsp;&nbsp;&nbsp;(560) |

---

---

| |
|:---|
| 1 Notional amount denominated in Japanese yen. |
| 2 Based on Tokyo Overnight Average Rate (TONAR) as of the most recent reset date. Interest payment received/paid anually. |
| 3 Interest payment received/paid annually. |
| 4 Notional amount denominated in euro. |
| 5 Based on Euro Short Term Rate (ESTR) as of the most recent reset date. Interest payment received/paid annually. |
| 6 Notional amount denominated in British pound. |
| 7 Based on Sterling Overnight Index Average Rate (SONIA) as of the most recent reset date. Interest payment received/paid annually. |
| 8 Forward interest rate swap. In a forward interest rate swap, the fund and the counterparty agree to make periodic net payments beginning on a specified future effective date. |
| 9 Notional amount denominated in U.S. dollar. |
| 10 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/paid annually. |
| 11 Notional amount denominated in Canadian dollar. |
| 12 Interest payment received/paid semi-annually. |
| 13 Based on Canadian Overnight Repo Rate Average (CORRA) as of the most recent reset date. Interest payment received/paid semi-annually. |
| 14 Notional amount denominated in Korean won. |
| 15 Interest payment received/paid quarterly. |
| 16 Based on 3-month Korean won (KRW) Certificate of Deposit Rate as of the most recent reset date. Interest payment received/paid quarterly. |
| 17 Notional amount denominated in Czech koruna. |
| 18 Based on 6-month Prague Interbank Offered Rate (PRIBOR) as of the most recent reset date. Interest payment received/paid semi-annually. |
| 19 Notional amount denominated in Polish złoty. |
| 20 Based on 6-month Warsaw Interbank Offered Rate (WIBOR) as of the most recent reset date. Interest payment received/paid semi-annually. |

---

------

A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

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

C. To Be Announced (TBA) Transactions: A TBA transaction is an agreement to buy or sell mortgage-backed securities with agreed-upon characteristics (face amount, coupon, maturity) for settlement at a future date. The fund may be a seller of TBA transactions to reduce its exposure to the mortgage-backed securities market or in order to sell mortgage-backed securities it owns under delayed-delivery arrangements. When the fund is a buyer of TBA transactions, it maintains cash, short-term investments, or Treasuries in an amount sufficient to meet the purchase price at the settlement date of the TBA transaction. The primary risk associated with TBA transactions is that a counterparty may default on its obligations. The fund mitigates its counterparty risk by, among other things, performing a credit analysis of counterparties, allocating transactions among numerous counterparties, and monitoring its exposure to each counterparty. The fund may also enter into a Master Securities Forward Transaction Agreement (MSFTA) with certain counterparties and require them to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. Under an MSFTA, upon a counterparty default (including bankruptcy), the fund may terminate any TBA transactions with that counterparty, determine the net amount owed by either party in accordance with its MSFTA, and sell or retain any collateral held up to the net amount owed to the fund under the MSFTA.

D. Mortgage Dollar Rolls: The fund enters into mortgage-dollar-roll transactions, in which the fund sells mortgage-backed securities to a dealer and simultaneously agrees to purchase substantially similar securities in the future at a predetermined price on a predetermined date. The fund forgoes principal and interest paid on the securities sold. In exchange for the forgone principal and interest paid, the fund is compensated by investing the proceeds of the sale, typically in high-quality short-term fixed income securities, and earning interest on such investments. Further the fund receives a lower price on the securities to be repurchased. The fund also enters into mortgage-dollar-roll transactions in which the fund buys mortgage-backed securities from a dealer pursuant to a TBA transaction and simultaneously agrees to sell substantially similar securities in the future at a predetermined price. The securities bought in mortgage-dollar-roll transactions are used to cover an open TBA sell position. The fund continues to earn interest on mortgage-backed security pools already held and receives a lower price on the securities to be sold in the future. The fund accounts for mortgage-dollar-roll transactions as purchases and sales; as such, these transactions may increase the fund's portfolio turnover rate. Amounts to be received or paid in connection with open mortgage dollar rolls are included in Receivables for Investment Securities Sold or Payables for Investment Securities Purchased.

E. Floating Rate Loan Interests: Floating rate loan interests represent interests in amounts owed by corporate or other borrowers. These instruments may be in the form of loans, trade claims or other receivables and may include standby financing commitments such as revolving credit facilities that obligate the fund to supply additional cash to the borrower on demand. Floating rate loan interests may be made directly with a borrower or acquired through assignment or participation. The fund's right to enforce a borrower's compliance with the terms of the loan agreement, or benefit directly from the collateral supporting the loan, varies when the loan is a direct borrowing, an assignment, or a participation. Floating rate loan interests involve various risks including risk of loss in case of default, insolvency, or the bankruptcy of the borrower and are generally subject to restrictions on transfer with limited opportunities to sell them in secondary markets. The fund may also invest in loan commitments, which are contractual obligations for a future funding. The fund may earn a commitment fee on any unfunded portion of these commitments which is amortized to interest income over the commitment period. Both the funded portion of a floating rate loan interest as well as its unfunded commitment, if any, is reflected on the Schedule of Investments.

F. Options: The fund invests in options contracts on futures to adjust its exposure to the underlying investments. The primary risk associated with purchasing options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options is that if interest rates move in such a way that the exercise price of the option exceeds the value of the underlying investment, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received. Counterparty risk involving options on futures contracts is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades options on futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouses, and has entered into clearing agreements with its clearing brokers.

The fund invests in options on foreign currency, which are transacted over-the-counter (OTC) and not on an exchange. Unlike exchange-traded options, which are standardized with respect to the underlying instrument, expiration date, contract size, and strike price, the terms of OTC options generally are established through negotiation with the other party to the option contract. Although this type of arrangement allows the purchaser or writer greater flexibility to tailor an option to its needs, OTC options generally involve greater credit risk than exchange-traded options. Credit risk involves the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund mitigates its counterparty risk by entering into options with a diverse group of prequalified counterparties and monitoring their financial strength. The primary risk associated with purchasing options on foreign

------

currency is that the value of the underlying foreign currencies may move in such a way that the exercise price of the option exceeds the value of the underlying investment, the position is worthless at expiration, and the fund loses the premium paid. The primary risk associated with selling options on foreign currency is that the value of the underlying foreign currencies may move in such a way that the exercise price of the option exceeds the value of the underlying investment, the counterparty exercises the option, and the fund loses an amount equal to the market value of the option written less the premium received.

Options contracts on futures and foreign currency are valued at their quoted daily settlement prices. The premium paid for a purchased option is recorded as an asset that is subsequently adjusted daily to the current market value of the option purchased. The premium received for a written option is recorded as an asset with an equal liability that is subsequently adjusted daily to the current market value of the option written. Fluctuations in the value of the options are recorded as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains (losses) are recognized.

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

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

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

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

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

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

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

------

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

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

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

The primary risk associated with selling credit protection is that, upon the occurrence of a defined credit event, the market value of the debt instrument received by the fund (or, in a cash settled swap, the debt instruments used to determine the settlement payment by the fund) will be significantly less than the amount paid by the fund and, in a physically settled swap, the fund may receive an illiquid debt instrument. A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

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

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

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

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

------

The following table summarizes the market value of the fund's investments and derivatives as of July 31, 2025, based on the inputs used to value them:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2993565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2993565 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;696122 | &nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;&nbsp;698782 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2680798 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;2680798 |
| Floating Rate Loan Interests | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32130 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1297185 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1297185 |
| Taxable Municipal Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91694 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;91694 |
| Temporary Cash Investments | 113395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;113395 |
| Options Purchased | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;338 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7578 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7916 |
| Total | 113733 | &nbsp;&nbsp;&nbsp;7799072 | &nbsp;&nbsp;&nbsp;2660 | &nbsp;&nbsp;&nbsp;7915465 |
| Liabilities |  |  |  |  |
| Conventional Mortgage-Backed Securities—Liability for Sale Commitments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(281864) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(281864) |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;9626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9626 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9508 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9508 |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;1998<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2519 |
| Total | &nbsp;&nbsp;&nbsp;11624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10029 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21653 |
| Liabilities |  |  |  |  |
| Options Written | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6369) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6369) |
| Futures Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;(1491) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1491) |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4790) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4790) |
| Swap Contracts | &nbsp;&nbsp;&nbsp;&nbsp;(2606)<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2606) |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;(4097) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11159) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(15256) |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD STAR FUNDS

- **b. Investment Company Act file number:** 811-03919

- **c. CIK number of Registrant:** 0000736054

- **d. LEI of Registrant:** 5493005RYBM6XD8JKF03

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

- **a. Name of Series:** VANGUARD STAR CORE-PLUS BOND FUND

- **b. EDGAR series identifier (if any):** S000090502

- **c. LEI of Series:** 529900AUA36TVNWN3965

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $10217539403.12

**Total Liabilities:** $1976324554.62

**Net Assets:** $8241214848.50

**Delayed Delivery Securities:** $628595843.28

**Cash Not Reported:** $6368186.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9674.78936959 | **1-Year:** -290804.67194652 | **5-Year:** -719645.81669753 | **10-Year:** -1112178.79523527 | **30-Year:** -434529.20931318

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

- **3-Month:** -1685.73487491 | **1-Year:** -52387.44524659 | **5-Year:** -127630.76867757 | **10-Year:** -72092.71931106 | **30-Year:** -18444.11028102

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000257760 | -0.38%               | 1.71%                | -0.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5657931.10             | $-35988358.97                              |
| Month 2  | $3021284.59              | $114751898.22                              |
| Month 3  | $6256483.30              | $-73167195.48                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Universal Bond Index

- **Index Identifier:** I00037

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | MSBAM 2025-C35 AS                  | CUSIP: 61779CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2589437.75    | 0.03%             | 2058-08-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     2513000 | PA      | $2400281.50    | 0.03%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1348468.07    | 0.02%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN                   | CUSIP: 38869AAA5<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       90000 | PA      | $88620.13      | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                     | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     2549000 | PA      | $2793199.30    | 0.03%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0932                          | CUSIP: 36179NA99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1238261 | PA      | $1090887.42    | 0.01%             | 2043-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786579                          | CUSIP: 3622ACFU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6781218 | PA      | $6819350.56    | 0.08%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      244000 | PA      | $245917.33     | 0.00%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1269000 | PA      | $1196660.47    | 0.01%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                        | REP OF GUATEMALA                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |     7560000 | PA      | $7519408.80    | 0.09%             | 2029-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0691                          | CUSIP: 3132DMXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6796445 | PA      | $5641063.28    | 0.07%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1723000 | PA      | $1664878.63    | 0.02%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 757048                          | CUSIP: 36230RZM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8682 | PA      | $8739.57       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      384000 | PA      | $398252.44     | 0.00%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      523000 | PA      | $509371.30     | 0.01%             | 2029-10-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4506                          | CUSIP: 36179TAF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12160 | PA      | $9736.11       | 0.00%             | 2044-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | IVORY COAST-PDI                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CI        |     8250000 | PA      | $8259822.45    | 0.10%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3616000 | PA      | $3648324.15    | 0.04%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1455                          | CUSIP: 3132CXTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2034764.78    | 0.02%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BF9693                          | CUSIP: 3617GGXW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      366209 | PA      | $341434.13     | 0.00%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2023-1                                                 | KCOT 2023-1A A4                    | CUSIP: 50117KAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      189000 | PA      | $190356.19     | 0.00%             | 2029-02-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:47246942                                               | ELLUCIAN HOLDING                   | CUSIP: 289178AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       81000 | PA      | $82135.47      | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8347                          | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21908851 | PA      | $20995632.72   | 0.25%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45834000 | PA      | $45393563.68   | 0.55%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21719                          | CUSIP: 3132JN4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5327 | PA      | $5229.05       | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC                   | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     2607000 | PA      | $2715455.63    | 0.03%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4007                            | CUSIP: 36202ENY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1471 | PA      | $1539.42       | 0.00%             | 2037-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07068                          | CUSIP: 3128M9FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48420 | PA      | $48718.83      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3452                          | CUSIP: 36179RZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34545 | PA      | $29919.93      | 0.00%             | 2046-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 475339                          | CUSIP: 36209MBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33981 | PA      | $32425.61      | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4299                          | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60733 | PA      | $59946.89      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      185000 | PA      | $174992.87     | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (CDX.NA.IG.44.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    80590000 | NC      | $-1747701.54   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA INC                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     1390000 | PA      | $1425397.53    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                      | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2440000 | PA      | $2439070.76    | 0.03%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        3284 | NC      | $-458789.74    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                     | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |      848000 | PA      | $869781.17     | 0.01%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nuveen LLC                                                                       | NUVEEN LLC                         | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      733000 | PA      | $761752.07     | 0.01%             | 2030-01-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8379                          | CUSIP: 36178VJY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50265 | PA      | $44480.49      | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7402                          | CUSIP: 3133KPGK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45462 | PA      | $40896.12      | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                 | ARGENTINA                          | CUSIP: 040114HV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    12075000 | PA      | $7336274.07    | 0.09%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2710                          | CUSIP: 31329LAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1744 | PA      | $1722.81       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Asurion LLC                                                                      | ASURION LLC                        | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |      745000 | PA      | $728858.09     | 0.01%             | 2030-09-19      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4470                            | CUSIP: 36202E6F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9756 | PA      | $10004.99      | 0.00%             | 2039-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0102                          | CUSIP: 3140Y6DG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7126701 | PA      | $7138257.40    | 0.09%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1715                          | CUSIP: 3140W13Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3208631 | PA      | $2650135.14    | 0.03%             | 2053-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    14039000 | PA      | $13753481.30   | 0.17%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                             | AMSR 2024-SFR2 A                   | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      905151 | PA      | $883410.18     | 0.01%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    43544000 | PA      | $44479515.41   | 0.54%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6177                          | CUSIP: 36178D2J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13355 | PA      | $11786.90      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hanesbrands Inc                                                                  | HANESBRANDS INC                    | CUSIP: 410345AQ5<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |      385000 | PA      | $405580.04     | 0.00%             | 2031-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      442000 | PA      | $273520.38     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03487                          | CUSIP: 31292K2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4923 | PA      | $4953.98       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4309000 | PA      | $4279179.95    | 0.05%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                   | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13380000 | PA      | $13805634.64   | 0.17%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Series 2025-R01                                    | CAS 2025-R01 1A1                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      480978 | PA      | $480680.77     | 0.01%             | 2045-01-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06620                          | CUSIP: 3128M8VM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21306 | PA      | $20989.73      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3859.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                 | SFAST 2024-2A B                    | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      249000 | PA      | $254215.65     | 0.00%             | 2030-08-20      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR                   | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     1233000 | PA      | $1200043.91    | 0.01%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                       | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     1995000 | PA      | $1853157.67    | 0.02%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                                      | CAPST 2024-1 A                     | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      219000 | PA      | $218891.24     | 0.00%             | 2028-10-16      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25069                          | CUSIP: 3132M5JN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21274 | PA      | $20876.21      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1088                          | CUSIP: 36179NF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60263 | PA      | $52982.96      | 0.00%             | 2043-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN                   | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     1986000 | PA      | $2046591.20    | 0.02%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-1 C                      | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |       72000 | PA      | $72202.00      | 0.00%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      477000 | PA      | $465298.68     | 0.01%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 42250PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1234000 | PA      | $1177895.46    | 0.01%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1571                          | CUSIP: 3140XGW96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20184035 | PA      | $15825637.49   | 0.19%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                     | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     1371000 | PA      | $1297420.82    | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0996                          | CUSIP: 36180CC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      461901 | PA      | $407470.16     | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC3733                          | CUSIP: 36179DEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       78113 | PA      | $69196.29      | 0.00%             | 2042-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                     | BRIT AMER TOBACC                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |     1234000 | PA      | $1402389.56    | 0.02%             | 2173-12-27      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU                   | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5090000 | PA      | $4017983.14    | 0.05%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                        | CLARIOS GLOBAL                     | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2235000 | PA      | $2300621.55    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3331000 | PA      | $2397279.06    | 0.03%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4911                          | CUSIP: 3138EMN56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2073 | PA      | $2049.40       | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | EARTHSTONE NRGY                    | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1683425.13    | 0.02%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6543                          | CUSIP: 36179VHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      750553 | PA      | $701652.81     | 0.01%             | 2050-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     3251000 | PA      | $3003881.15    | 0.04%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25500000 | PA      | $25587656.25   | 0.31%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                            | L BRANDS INC                       | CUSIP: 501797AN4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2104195.90    | 0.03%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI3113                          | CUSIP: 36198PN63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29260 | PA      | $28588.22      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                 | UWM HOLDINGS                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       37000 | PA      | $37039.88      | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                                          | SMB 2018-B A2A                     | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |      157047 | PA      | $155179.76     | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | USD/ZAR FWD 20250918               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2364.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                    | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       79000 | PA      | $78579.40      | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08559                          | CUSIP: 3128MJTR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44614 | PA      | $43810.81      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      114000 | PA      | $110015.84     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93643                          | CUSIP: 312942BL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2164 | PA      | $2075.61       | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-106685.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                     | GMALT 2024-3 B                     | CUSIP: 38012QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      658000 | PA      | $653221.47     | 0.01%             | 2028-10-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $38226.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    14760000 | PA      | $14796900.00   | 0.18%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    82304000 | PA      | $82455105.21   | 1.00%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2024-1A C                    | CUSIP: 42806MCR8<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |      338000 | PA      | $342603.32     | 0.00%             | 2029-01-25      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6078000 | PA      | $4746775.53    | 0.06%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Perusahaan Penerbit SBSN Indonesia III                                           | SBSN INDO III                      | CUSIP: 71567TAD4<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |     1219000 | PA      | $1247857.16    | 0.02%             | 2030-05-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      365000 | PA      | $361795.09     | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                               | VZMT 2024-5 C                      | CUSIP: 92348KDD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      297000 | PA      | $301568.10     | 0.00%             | 2032-06-21      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A D                   | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      730000 | PA      | $737246.49     | 0.01%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD4756                          | CUSIP: 3140FCJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22247 | PA      | $18847.64      | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     1673000 | PA      | $1446383.70    | 0.02%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      933000 | PA      | $879300.17     | 0.01%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4220                            | CUSIP: 36202EVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16356 | PA      | $16461.09      | 0.00%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 8/25                      | CUSIP: 01F022683<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -88000000 | PA      | $-72063745.60  | -0.87%            | 2025-08-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95582                          | CUSIP: 312944FX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2597 | PA      | $2494.62       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4919                          | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      298807 | PA      | $298824.40     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2015-18 ZC                     | CUSIP: 3136AM3R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3313786 | PA      | $3064382.91    | 0.04%             | 2040-04-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     1794000 | PA      | $1935723.61    | 0.02%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3863                            | CUSIP: 36202EJG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70799 | PA      | $71222.28      | 0.00%             | 2036-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 C                      | CUSIP: 92348VAC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2106359.64    | 0.03%             | 2031-09-22      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87580                          | CUSIP: 312934M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20499 | PA      | $20626.25      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3500                            | CUSIP: 36202D3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      443314 | PA      | $452356.85     | 0.01%             | 2034-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2447000 | PA      | $2389992.56    | 0.03%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1364000 | PA      | $1389488.79    | 0.02%             | 2029-04-19      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                                                | CLARIOS GLOBAL L                   | CUSIP: N/A<br>LEI: 549300474L1ZLXZY2P98       | Long             | LON              | CORP              | US        |     2790000 | PA      | $2791163.43    | 0.03%             | 2032-01-28      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1322000 | PA      | $1300219.55    | 0.02%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      934000 | PA      | $944932.75     | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      551000 | PA      | $537257.52     | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-7 C                      | CUSIP: 92348KDL4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      317000 | PA      | $313734.84     | 0.00%             | 2032-08-20      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                   | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |      113000 | PA      | $104776.86     | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0323                          | CUSIP: 3138LQLD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3297 | PA      | $3254.70       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3257000 | PA      | $3334195.57    | 0.04%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4210000 | PA      | $4198710.61    | 0.05%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3829                            | CUSIP: 36202EHE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15610 | PA      | $15703.39      | 0.00%             | 2036-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                   | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |      369000 | PA      | $356038.11     | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     1968000 | PA      | $1927297.15    | 0.02%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.804310 15-FEB-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    25800000 | NC      | $8966.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      196000 | PA      | $200149.16     | 0.00%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                    | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1011266.31    | 0.01%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07665                          | CUSIP: 3128M9Z62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19912 | PA      | $20035.06      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                      | MIDCONTINENT COM                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2368826.30    | 0.03%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1732                          | CUSIP: 36180C4R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      715658 | PA      | $633296.83     | 0.01%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                                                | MSC 2017-HR2 ASB                   | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      132492 | PA      | $130857.23     | 0.00%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                          | SSTRT 2025-A B                     | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      126762 | PA      | $127220.44     | 0.00%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      953000 | PA      | $893081.24     | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     5122000 | PA      | $4879146.84    | 0.06%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA-REF               | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3890000 | PA      | $2195947.01    | 0.03%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 A4                  | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      242051 | PA      | $238218.00     | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4333                          | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8076736 | PA      | $6885627.56    | 0.08%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q24338                          | CUSIP: 3132M4PX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8874 | PA      | $8428.82       | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-3 B                      | CUSIP: 92348KBQ5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1090000 | PA      | $1099040.02    | 0.01%             | 2031-04-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1661272.28    | 0.02%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55052                          | CUSIP: 3132XXTJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34565 | PA      | $31447.41      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28665000 | PA      | $28685154.93   | 0.35%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3903000 | PA      | $3357556.83    | 0.04%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05262                          | CUSIP: 3128M7FB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2981 | PA      | $2943.23       | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1887000 | PA      | $1919563.01    | 0.02%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-5                                                    | CHAOT 2024-5A C                    | CUSIP: 16144QAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      195776 | PA      | $193962.64     | 0.00%             | 2030-08-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX REVS-C-BABS                | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     2270000 | PA      | $2090549.69    | 0.03%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO7977                          | CUSIP: 3138LY2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71854 | PA      | $70828.37      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4640                            | CUSIP: 36202FEM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         525 | PA      | $541.92        | 0.00%             | 2040-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3208000 | PA      | $3144389.61    | 0.04%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                            | DNKN 2019-1A A23                   | CUSIP: 233046AL5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-CBDO         | CORP              | US        |      311968 | PA      | $304884.40     | 0.00%             | 2049-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      247000 | PA      | $185371.57     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 A5                  | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      191658 | PA      | $177423.75     | 0.00%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| RFMSI Series 2006-SA2 Trust                                                      | RFMSI 2006-SA2 2A1                 | CUSIP: 749574AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      247593 | PA      | $174354.54     | 0.00%             | 2036-08-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR                   | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     1273000 | PA      | $1212667.30    | 0.01%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                           | MINERVA MERGER                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      225000 | PA      | $221199.89     | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $255.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      825000 | PA      | $841061.41     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                           | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      662000 | PA      | $661728.68     | 0.01%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sealed Air Corp/Sealed Air Corp US                                               | SEALED AIR/US                      | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      278000 | PA      | $280662.58     | 0.00%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0967                          | CUSIP: 3140W1CD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8103426 | PA      | $7521239.85    | 0.09%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 3 8/25                        | CUSIP: 01F030488<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7250000 | PA      | $6869091.53    | 0.08%             | 2025-08-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8428                          | CUSIP: 36178VLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      269353 | PA      | $237245.77     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83575                          | CUSIP: 3129296L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71489 | PA      | $71931.23      | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890850                          | CUSIP: 31410LWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13522 | PA      | $13329.00      | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      315000 | PA      | $318575.57     | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2766000 | PA      | $2807608.09    | 0.03%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A3                   | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      353415 | PA      | $345030.55     | 0.00%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                         | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2687646.03    | 0.03%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4048                          | CUSIP: 3138ELQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2746 | PA      | $2704.45       | 0.00%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                              | TEVT 2023-1 A4                     | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      244000 | PA      | $247447.13     | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1361000 | PA      | $1386841.30    | 0.02%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1599000 | PA      | $1442368.70    | 0.02%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      430000 | PA      | $405076.64     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                       | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |       38000 | PA      | $37424.38      | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38000000 | PA      | $37348359.28   | 0.45%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $66131.78      | 0.00%             | 2033-06-23      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     2748000 | PA      | $2719929.26    | 0.03%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0855                          | CUSIP: 36179M5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1814 | PA      | $1826.07       | 0.00%             | 2043-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1               | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6655000 | PA      | $4832882.30    | 0.06%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      334000 | PA      | $323702.33     | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1001438.36    | 0.01%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1492                          | CUSIP: 3132DNUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11148220 | PA      | $10971613.99   | 0.13%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5020286.28    | 0.06%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3657000 | PA      | $2618438.74    | 0.03%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0690                          | CUSIP: 3140W0XU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9161703 | PA      | $7939869.96    | 0.10%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3747                            | CUSIP: 36202EEU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      163036 | PA      | $163987.78     | 0.00%             | 2035-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3093000 | PA      | $3175667.37    | 0.04%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91335                          | CUSIP: 3128P7PU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2092 | PA      | $2066.94       | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $11002824.53   | 0.13%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     1881000 | PA      | $1785073.64    | 0.02%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786690                          | CUSIP: 3622ACKB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6146545 | PA      | $6181108.56    | 0.08%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                              | FORDO 2024-A B                     | CUSIP: 34535EAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      451000 | PA      | $457579.19     | 0.01%             | 2029-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2                                  | AMCAR 2023-2 C                     | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      520000 | PA      | $533807.30     | 0.01%             | 2029-07-18      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3101000 | PA      | $3134782.83    | 0.04%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97040                          | CUSIP: 312945ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2836 | PA      | $2725.60       | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DV8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2263600.79    | 0.03%             | 2029-06-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07034                          | CUSIP: 3128M9EF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35743 | PA      | $35963.65      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 C                     | CUSIP: 02008FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      184000 | PA      | $186496.49     | 0.00%             | 2029-11-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8128                          | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $2761734.80    | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR                   | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      560000 | PA      | $562542.24     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                              | DRIVE 2024-1 C                     | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      738000 | PA      | $745062.22     | 0.01%             | 2031-11-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A D                    | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      148000 | PA      | $149012.79     | 0.00%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91668                          | CUSIP: 312939Z95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8782 | PA      | $8836.58       | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1774000 | PA      | $1774277.23    | 0.02%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1478000 | PA      | $1471496.32    | 0.02%             | 2028-04-20      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325ES0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     5100000 | PA      | $5395344.07    | 0.07%             | 2035-04-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                      | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      801000 | PA      | $792246.47     | 0.01%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6092                          | CUSIP: 36179UXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2885604 | PA      | $2786741.18    | 0.03%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA/NV                                                       | AB INBEV SA/NV                     | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | DBT              | CORP              | BE        |      700000 | PA      | $776875.10     | 0.01%             | 2040-04-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                 | AUSNET SERVICES                    | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |      480000 | PA      | $307237.74     | 0.00%             | 2028-08-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2007-3                                                    | BSARM 2007-3 1A1                   | CUSIP: 073881AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      159986 | PA      | $143465.02     | 0.00%             | 2047-05-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                                | ESART 2025-2 B                     | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      170000 | PA      | $169463.82     | 0.00%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                 | DLLST 2024-1A A4                   | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       56952 | PA      | $57214.28      | 0.00%             | 2030-04-22      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4097                            | CUSIP: 36202ERS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1035 | PA      | $1041.11       | 0.00%             | 2038-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2179000 | PA      | $2163284.64    | 0.03%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5141                            | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5509 | PA      | $5545.56       | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                         | BUILDERS FIRSTSO                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      315000 | PA      | $323661.41     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission LLC                                         | MID-ATLANTIC INT                   | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      490000 | PA      | $484312.54     | 0.01%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                          | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5076775.20    | 0.06%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0265                          | CUSIP: 3140Y6JK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5236378 | PA      | $5345083.25    | 0.06%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                    | KSA SUKUK LTD                      | CUSIP: 48266XAL9<br>LEI: 635400XBJFPNCGN9CK71 | Long             | DBT              | NUSS              | KY        |     7650000 | PA      | $7754351.84    | 0.09%             | 2027-06-04      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3948000 | PA      | $4030144.76    | 0.05%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A C                    | CUSIP: 16144BAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       87971 | PA      | $89346.92      | 0.00%             | 2030-01-25      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     5426000 | PA      | $5447663.74    | 0.07%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP                   | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     1852000 | PA      | $1711247.60    | 0.02%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| LYB International Finance II BV                                                  | LYB INT FINANCE                    | CUSIP: ZR5453991<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |      400000 | PA      | $404877.95     | 0.00%             | 2031-09-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A C                    | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      497000 | PA      | $502768.48     | 0.01%             | 2032-10-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |     2900000 | PA      | $3087565.14    | 0.04%             | 2033-08-31      | Variable      | 0.88%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                      | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      152000 | PA      | $161120.38     | 0.00%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                            | BELRON UK FINANC                   | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $2019096.21    | 0.02%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                              | SA GLOBAL SUKU                     | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |     2765000 | PA      | $2694980.80    | 0.03%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9668                          | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3240620 | PA      | $3237576.10    | 0.04%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                                               | SCCU 2023-1A A4                    | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       59000 | PA      | $60290.59      | 0.00%             | 2029-08-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                 | SFAST 2025-2A C                    | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1940000 | PA      | $1948701.87    | 0.02%             | 2033-04-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Service Corp International/US                                                    | SERVICE CORP                       | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |      875000 | PA      | $811305.78     | 0.01%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      495000 | PA      | $496541.25     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      111000 | PA      | $114357.57     | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07828                          | CUSIP: 3128MAA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      209325 | PA      | $204610.88     | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                                           | CITZN 2024-1 A4                    | CUSIP: 17331QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      184000 | PA      | $185195.80     | 0.00%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-D                                         | WOART 2022-D A4                    | CUSIP: 98163VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      330000 | PA      | $334417.15     | 0.00%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325DZ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    15000000 | PA      | $12166853.29   | 0.15%             | 2032-04-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787397                          | CUSIP: 3622ADDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14357259 | PA      | $14442480.70   | 0.18%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2013559.68    | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07387                          | CUSIP: 3128M9RG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1810 | PA      | $1736.92       | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                             | KIOXIA HOLDINGS                    | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      460000 | PA      | $458413.03     | 0.01%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     3033000 | PA      | $3032866.43    | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                           | MSC 2018-L1 AS                     | CUSIP: 61691QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1921029 | PA      | $1872115.18    | 0.02%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 4.137360 15-NOV-2052 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     5000000 | NC      | $-54579.44     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     2443000 | PA      | $2486964.42    | 0.03%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                   | SFUEL 2025-AA C                    | CUSIP: 858928AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1130000 | PA      | $1132576.51    | 0.01%             | 2029-08-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-950.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     3441000 | PA      | $3416393.32    | 0.04%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy  | BUFFALO ENERGY                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | MX        |     2020000 | PA      | $2150048.13    | 0.03%             | 2039-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32440000 | PA      | $32708643.75   | 0.40%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                    | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     2391000 | PA      | $2349212.19    | 0.03%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1923365.32    | 0.02%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2893                          | CUSIP: 3140FNGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      133702 | PA      | $128179.84     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC                   | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     2231000 | PA      | $2249627.12    | 0.03%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 5.830000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -44200000 | NC      | $-76009.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 026657AS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $2265054.10    | 0.03%             | 2026-11-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI2465                          | CUSIP: 36198NW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13747 | PA      | $13470.77      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: QJ0051806<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |     1002000 | PA      | $1331762.34    | 0.02%             | 2025-10-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                         | WFRBS 2014-C20 B                   | CUSIP: 92890FAY2<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |      390417 | PA      | $343570.76     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $21309.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6658                          | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12249838 | PA      | $11451731.42   | 0.14%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC                   | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     2346000 | PA      | $2335955.54    | 0.03%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $56064.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                         | LONSDALE FINANCE                   | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |     1640000 | PA      | $1031229.67    | 0.01%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1286199.61    | 0.02%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                                | NAVMT 2024-1 A                     | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      246000 | PA      | $247562.10     | 0.00%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $2446661.66    | 0.03%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD7455                          | CUSIP: 3133B5H88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      311497 | PA      | $280017.99     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 9/25                        | CUSIP: 01F020497<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11500000 | PA      | $10445683.45   | 0.13%             | 2025-09-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2014-150E                                         | MSC 2014-150E A                    | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      404000 | PA      | $361066.44     | 0.00%             | 2032-09-09      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A C                     | CUSIP: 98164RAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      240000 | PA      | $242681.50     | 0.00%             | 2030-10-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |      124000 | PA      | $115556.57     | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                            | SHIFT4 PAYMENTS                    | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      940000 | PA      | $970633.73     | 0.01%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     3521000 | PA      | $2748552.99    | 0.03%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3929                            | CUSIP: 36202ELJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42482 | PA      | $42745.33      | 0.00%             | 2036-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                     | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     3151000 | PA      | $3985156.15    | 0.05%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU6200                          | CUSIP: 3140M73J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23798 | PA      | $21437.28      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2707000 | PA      | $2906264.86    | 0.04%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0354                          | CUSIP: 31427MMC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26905997 | PA      | $26341030.70   | 0.32%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK4458                          | CUSIP: 3131X75T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1989 | PA      | $1958.92       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2152137.48    | 0.03%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                             | FIRSTENERGY PENN                   | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      734000 | PA      | $747091.47     | 0.01%             | 2028-04-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     2412000 | PA      | $2440244.83    | 0.03%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                     | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      884000 | PA      | $924093.08     | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 C                     | CUSIP: 80287DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      338000 | PA      | $348163.36     | 0.00%             | 2031-03-17      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                                       | NAROT 2024-B A4                    | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      256000 | PA      | $256132.58     | 0.00%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2485000 | PA      | $2455605.05    | 0.03%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 754387                          | CUSIP: 36230N2U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19671 | PA      | $19415.80      | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                            | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      129000 | PA      | $129006.52     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05255                          | CUSIP: 3128M7E44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5049 | PA      | $5080.53       | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                     | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     1966000 | PA      | $1986685.38    | 0.02%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      509000 | PA      | $497894.55     | 0.01%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      240000 | PA      | $158041.39     | 0.00%             | 2032-06-07      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | PT PERTAMINA                       | CUSIP: 69370RAK3<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |      987000 | PA      | $969712.74     | 0.01%             | 2026-02-09      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                    | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     3669000 | PA      | $3736025.69    | 0.05%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3292000 | PA      | $3169167.63    | 0.04%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3458                            | CUSIP: 36202DZX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2049 | PA      | $2058.58       | 0.00%             | 2033-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       97000 | PA      | $95432.55      | 0.00%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11854.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     2552000 | PA      | $2429509.77    | 0.03%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2.5 8/25                      | CUSIP: 01F022485<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $2784726.60    | 0.03%             | 2025-08-18      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4520                            | CUSIP: 36202FAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         990 | PA      | $995.93        | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTR 3.500000 01-OCT-2025  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    19200000 | NC      | $54771.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                                       | CD 2017-CD5 AS                     | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      225361 | PA      | $218009.70     | 0.00%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q               | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2355000 | PA      | $1983989.53    | 0.02%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2368333.10    | 0.03%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5336                          | CUSIP: 3138AW4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14381 | PA      | $14222.46      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     1062000 | PA      | $968603.80     | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV2                                                         | PMTLT 2025-INV2 A8                 | CUSIP: 73015JAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1832788 | PA      | $1829918.65    | 0.02%             | 2056-02-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     3001000 | PA      | $2698191.00    | 0.03%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8100                          | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1125921 | PA      | $1046319.61    | 0.01%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL                   | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      669000 | PA      | $695926.87     | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Banque Ouest Africaine de Developpement                                          | BOAD                               | CUSIP: N/A<br>LEI: 529900LIZJABE4JJS826       | Long             | DBT              | CORP              | N/A       |      424000 | PA      | $417938.20     | 0.01%             | 2027-07-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    21240000 | PA      | $21527536.31   | 0.26%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9106                          | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1250000 | PA      | $1251951.08    | 0.02%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                   | WFCM 2017-C39 A4                   | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      292394 | PA      | $284233.66     | 0.00%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG2293                          | CUSIP: 36181VRN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18720 | PA      | $18336.55      | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                                 | DPABS 2019-1A A2                   | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150080 | PA      | $1090230.76    | 0.01%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0415                          | CUSIP: 31427MN98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13151175 | PA      | $10389488.84   | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |      269000 | PA      | $261512.77     | 0.00%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      715000 | PA      | $727360.51     | 0.01%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SWP: JPY 0.880200 19-JUN-2027 FTO  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 31584440000 | NC      | $-350127.43    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Investec PLC                                                                     | INVESTEC                           | CUSIP: N/A<br>LEI: 2138007Z3U5GWDN3MY22       | Long             | DBT              | CORP              | GB        |      823000 | PA      | $1048762.33    | 0.01%             | 2032-01-04      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL                   | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      983000 | PA      | $968826.17     | 0.01%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                                | LITHIA MOTORS                      | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      121000 | PA      | $119199.43     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                   | BANK 2017-BNK4 A4                  | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      197810 | PA      | $193940.05     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      243000 | PA      | $239398.46     | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                         | LAMB WESTON HLD                    | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      215000 | PA      | $212872.86     | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                     | CUSIP: AS0110302<br>LEI: N/A                  | Long             | DBT              | NUSS              | EG        |      177000 | PA      | $202431.65     | 0.00%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                     | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     2482000 | PA      | $2258129.62    | 0.03%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A C                    | CUSIP: 16144YAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      390536 | PA      | $397225.30     | 0.00%             | 2030-07-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     6910000 | PA      | $7032284.42    | 0.09%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    27416100 | PA      | $27895881.75   | 0.34%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                               | BX 2019-OC11 A                     | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      900000 | PA      | $838668.87     | 0.01%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782085                          | CUSIP: 36241KJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      257785 | PA      | $261903.15     | 0.00%             | 2033-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN                   | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     4879000 | PA      | $4925150.81    | 0.06%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 D                     | CUSIP: 02007WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165000 | PA      | $169481.42     | 0.00%             | 2034-04-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3661                          | CUSIP: 36179SB63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28375 | PA      | $24513.85      | 0.00%             | 2046-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 A4                   | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      145942 | PA      | $136368.50     | 0.00%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $181.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00927                          | CUSIP: 3132GEA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21720 | PA      | $21853.72      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                       | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      973000 | PA      | $989198.08     | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q33059                          | CUSIP: 3132QPMH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46148 | PA      | $44964.11      | 0.00%             | 2045-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                          | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      809000 | PA      | $791833.59     | 0.01%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |     6071000 | PA      | $6163120.75    | 0.07%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC                   | CUSIP: 09857LBK3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      584000 | PA      | $675950.07     | 0.01%             | 2046-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR5 Trust                                             | PROG 2024-SFR5 A                   | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1113997 | PA      | $1040583.37    | 0.01%             | 2029-08-09      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2540000 | PA      | $2534481.57    | 0.03%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      168000 | PA      | $161446.95     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849361                          | CUSIP: 31300MMJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      345766 | PA      | $356201.97     | 0.00%             | 2043-08-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: USD 3.66018 15-FEB-2035 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    51505000 | NC      | $571991.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2461939.84    | 0.03%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                            | ICELAND (REP OF)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IS        |    21077000 | PA      | $23962380.30   | 0.29%             | 2030-05-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL                   | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     3105000 | PA      | $3111275.00    | 0.04%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4619                            | CUSIP: 36202FDY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      133091 | PA      | $136591.01     | 0.00%             | 2040-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                   | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     2268000 | PA      | $1852858.38    | 0.02%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1082000 | PA      | $1094521.80    | 0.01%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5249039.97    | 0.06%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A B                     | CUSIP: 98164YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      248000 | PA      | $251648.43     | 0.00%             | 2030-11-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5107                          | CUSIP: 31418EU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18818234 | PA      | $18754658.47   | 0.23%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1392                          | CUSIP: 36178LRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6200 | PA      | $6125.72       | 0.00%             | 2027-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                    | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      445000 | PA      | $414421.05     | 0.01%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93671                          | CUSIP: 312942CG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2131 | PA      | $2144.57       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |     2790000 | PA      | $2674912.50    | 0.03%             | 2029-03-01      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      504000 | PA      | $488905.75     | 0.01%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2619551.43    | 0.03%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1216000 | PA      | $1203470.18    | 0.01%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                        | CAESARS ENT                        | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2124260.41    | 0.03%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7937                          | CUSIP: 3132A8ZA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3315 | PA      | $3264.10       | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0581                          | CUSIP: 3140Y6UF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3479820 | PA      | $3541728.40    | 0.04%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4236                          | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39054525 | PA      | $29007205.90   | 0.35%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2025-D A                     | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7600000 | PA      | $7597406.88    | 0.09%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |      183000 | PA      | $196881.02     | 0.00%             | 2029-01-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      349000 | PA      | $234091.14     | 0.00%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3226000 | PA      | $2761685.75    | 0.03%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40054                          | CUSIP: 3132FCBX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5995 | PA      | $5762.32       | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2038000 | PA      | $2057681.60    | 0.02%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Froneri US Inc                                                                   | FRONERI US INC                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      425000 | PA      | $423472.55     | 0.01%             | 2032-07-16      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123DP2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |    22714000 | PA      | $22960937.20   | 0.28%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2425295.52    | 0.03%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6656                          | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4094791 | PA      | $3588991.84    | 0.04%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1283389.62    | 0.02%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0667                          | CUSIP: 3132DMW43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25479606 | PA      | $21056160.60   | 0.26%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24157.99      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 A4                  | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      332566 | PA      | $320141.70     | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC                   | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3669000 | PA      | $3713410.22    | 0.05%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                              | SAUDI INT BOND                     | CUSIP: 80413TBJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |     6353000 | PA      | $6455541.20    | 0.08%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1051733.08    | 0.01%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WATER US HOLDING CORP                                                    | SOLEIN 7/24/2032                   | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | LON              | CORP              | US        |      420000 | PA      | $418635.00     | 0.01%             | 2032-07-24      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                        | AADVANTAGE LOYAL                   | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |     1596000 | PA      | $1604379.00    | 0.02%             | 2032-05-28      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3286                          | CUSIP: 31418CUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13651 | PA      | $13432.11      | 0.00%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                              | SCOTTISH WIDOWS                    | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |      700000 | PA      | $950165.94     | 0.01%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                                             | AMSR 2024-SFR2 B                   | CUSIP: 00179UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      594755 | PA      | $573232.01     | 0.01%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2470248.07    | 0.03%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8323                          | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5863842 | PA      | $5726970.85    | 0.07%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0638                          | CUSIP: 31427MV81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15663879 | PA      | $13001052.45   | 0.16%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1285076.96   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08347                          | CUSIP: 3128MJL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30245 | PA      | $29846.26      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 8/25                        | CUSIP: 01F030686<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -18000000 | PA      | $-15400546.20  | -0.19%            | 2025-08-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123DH0<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     8906000 | PA      | $9823606.86    | 0.12%             | 2029-03-14      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      271000 | PA      | $265953.60     | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      380000 | PA      | $388588.58     | 0.00%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                                  | HERTZ 2024-1A B                    | CUSIP: 42806MCQ0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |      536000 | PA      | $543425.53     | 0.01%             | 2029-01-25      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                 | CSC HOLDINGS LLC                   | CUSIP: 126307BH9<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $1866646.12    | 0.02%             | 2031-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-25637.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (TURKEY)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -5650000 | NC      | $-418787.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3082000 | PA      | $3154632.55    | 0.04%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3005                          | CUSIP: 3140KNKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25879411 | PA      | $21374830.56   | 0.26%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4719                          | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22059761 | PA      | $20079506.95   | 0.24%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                      | BMO 2024-5C3 A3                    | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      663607 | PA      | $683373.66     | 0.01%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C C                     | CUSIP: 344940AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      633000 | PA      | $653534.65     | 0.01%             | 2031-05-15      | Fixed         | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849418                          | CUSIP: 31300MPB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      301970 | PA      | $310722.72     | 0.00%             | 2044-04-01      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7096.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4142                            | CUSIP: 36202ES75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7077 | PA      | $6972.03       | 0.00%             | 2038-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                 | DLLAA 2023-1A A4                   | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      138823 | PA      | $142105.83     | 0.00%             | 2031-10-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc                                                                | IRON MOUNTAIN                      | CUSIP: 46284VAQ4<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       74000 | PA      | $75240.65      | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Uzbekneftegaz JSC                                                                | UZBEKNEFTEGAZ                      | CUSIP: 91825MAC7<br>LEI: 213800LUZJZFLJD4MJ51 | Long             | DBT              | NUSS              | UZ        |    21850000 | PA      | $22862859.35   | 0.28%             | 2030-05-07      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                        | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     1666000 | PA      | $1612466.71    | 0.02%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-1 B                     | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     1050000 | PA      | $1051122.45    | 0.01%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7716                          | CUSIP: 3138E0SE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1455 | PA      | $1438.23       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 8/25                        | CUSIP: 01F020687<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $2736015.80    | 0.03%             | 2025-08-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     6005000 | PA      | $5172950.95    | 0.06%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     3110000 | PA      | $2889679.21    | 0.04%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2216197.41    | 0.03%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      585000 | PA      | $487107.77     | 0.01%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6338                          | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55066 | PA      | $48281.40      | 0.00%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-1A B                    | CUSIP: 361886DC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      364000 | PA      | $366652.80     | 0.00%             | 2029-03-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4060000 | PA      | $2965068.75    | 0.04%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      412000 | PA      | $420247.13     | 0.01%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation/The                                                       | ROCKFEL FNDATION                   | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |     4399000 | PA      | $2613760.26    | 0.03%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |    37201749 | PA      | $41881890.33   | 0.51%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 2Y RTR 3.000000 10-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   165600000 | NC      | $442127.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                        | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     6119000 | PA      | $5120293.69    | 0.06%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91386                          | CUSIP: 312939RF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5652 | PA      | $5573.82       | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                      | MSBAM 2013-C10 C                   | CUSIP: 61762MCB5<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |      171469 | PA      | $151011.34     | 0.00%             | 2046-07-15      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      393000 | PA      | $393141.84     | 0.00%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07970                          | CUSIP: 3128MAFK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7027 | PA      | $7070.16       | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3388000 | PA      | $3287927.25    | 0.04%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                      | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |      516000 | PA      | $525299.99     | 0.01%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                                          | STACR 2024-DNA3 A1                 | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |       88989 | PA      | $89016.03      | 0.00%             | 2044-10-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6019                          | CUSIP: 3133KMVL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5706806 | PA      | $4722394.27    | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04668                          | CUSIP: 3128M6QV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13376 | PA      | $13458.37      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      797000 | PA      | $814434.64     | 0.01%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40500000 | PA      | $25301425.68   | 0.31%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10000000 | PA      | $8181250.00    | 0.10%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA INC                       | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     7553000 | PA      | $7588401.36    | 0.09%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5005000 | PA      | $4930167.94    | 0.06%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH NORTH AMERICA                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      245000 | PA      | $247772.87     | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      951000 | PA      | $955878.62     | 0.01%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13458.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                                           | MTBAT 2024-1A A4                   | CUSIP: 55286TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      416000 | PA      | $423144.55     | 0.01%             | 2032-02-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1181000 | PA      | $1158526.77    | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3028000 | PA      | $3049860.05    | 0.04%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96388                          | CUSIP: 312945CZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44151 | PA      | $43497.17      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     1901000 | PA      | $1858978.16    | 0.02%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                    | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    11800000 | PA      | $13296874.21   | 0.16%             | 2033-06-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37619                          | CUSIP: 31297TPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25402 | PA      | $25149.85      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1613                          | CUSIP: 36180CYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8051 | PA      | $7131.61       | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325DL6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     1952000 | PA      | $1913909.49    | 0.02%             | 2027-04-25      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2022-5A C                    | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      156113 | PA      | $156439.96     | 0.00%             | 2027-04-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Republic of Azerbaijan International Bond                                        | REPUBLIC OF AZER                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | AZ        |     1988000 | PA      | $1990155.39    | 0.02%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-2A B                    | CUSIP: 05377RKR4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $504157.65     | 0.01%             | 2031-08-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8372                          | CUSIP: 3132DWJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1079268 | PA      | $1075622.00    | 0.01%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                             | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      499000 | PA      | $486310.87     | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788071                          | CUSIP: 3622AD2C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    51181020 | PA      | $45485114.99   | 0.55%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86313                          | CUSIP: 312933AN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23093 | PA      | $23235.70      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GRP                     | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |        1000 | PA      | $981.77        | 0.00%             | 2026-09-26      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3308                          | CUSIP: 36179RU98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      307030 | PA      | $265282.97     | 0.00%             | 2045-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                   | SSTRT 2025-B C                     | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      260091 | PA      | $260246.60     | 0.00%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8471                          | CUSIP: 3140XCMV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15424271 | PA      | $14349546.79   | 0.17%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4784                          | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8753071 | PA      | $8348743.18    | 0.10%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                 | SFAST 2024-2A C                    | CUSIP: 78397XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      281000 | PA      | $286244.89     | 0.00%             | 2032-02-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-2 B                     | CUSIP: 34528QJG0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      556000 | PA      | $569999.13     | 0.01%             | 2031-04-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      534000 | PA      | $501523.46     | 0.01%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9330                          | CUSIP: 3140XDLL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2062843 | PA      | $1790959.02    | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bond                                              | GHANA REP OF                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GH        |     7595000 | PA      | $7224875.14    | 0.09%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                               | DEFT 2024-2 B                      | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      113000 | PA      | $113303.85     | 0.00%             | 2030-08-22      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      490000 | PA      | $489295.61     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783642                          | CUSIP: 3622A2BK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4000 | PA      | $4025.26       | 0.00%             | 2042-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1609000 | PA      | $1619881.56    | 0.02%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2890                          | CUSIP: 36179RF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1377547 | PA      | $1198129.75    | 0.01%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325DR3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     5630000 | PA      | $4944837.22    | 0.06%             | 2030-01-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4919.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4792405.04    | 0.06%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC9030                          | CUSIP: 3133AUA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      232230 | PA      | $209124.00     | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACK FIN                   | CUSIP: 89686QAD8<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      715000 | PA      | $753303.05     | 0.01%             | 2030-07-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6712                          | CUSIP: 36179VN55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8898985 | PA      | $8302509.33    | 0.10%             | 2050-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | FORDO 2025-A B                     | CUSIP: 34535KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2150000 | PA      | $2163079.53    | 0.03%             | 2031-02-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS/CANADA WON                                                             | SIX FLAGS ENTE                     | CUSIP: 150190AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       33000 | PA      | $32918.86      | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2025-A2 A                    | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3650000 | PA      | $3667896.32    | 0.04%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                               | FISERV FUNDING                     | CUSIP: 337735AB0<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      600000 | PA      | $683476.41     | 0.01%             | 2032-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      733000 | PA      | $734321.54     | 0.01%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                      | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     4005000 | PA      | $4081745.78    | 0.05%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Aurizon Finance Pty Ltd                                                          | AURIZON FINANCE                    | CUSIP: N/A<br>LEI: 8945002Q8CO1BE22YB71       | Long             | DBT              | CORP              | AU        |     1340000 | PA      | $829926.61     | 0.01%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR P USD C @1.139900 EO           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |    20550000 | NC      | $316205.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 D                     | CUSIP: 14319WAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      123000 | PA      | $125235.75     | 0.00%             | 2031-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6041                          | CUSIP: 36179UWA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      536009 | PA      | $517644.80     | 0.01%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2192970.46    | 0.03%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                         | CUSIP: 31428XCF1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      749000 | PA      | $730798.18     | 0.01%             | 2028-02-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | KR        |      444000 | PA      | $491679.08     | 0.01%             | 2026-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08277                          | CUSIP: 3128MJJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1456 | PA      | $1465.45       | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3874                          | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12543 | PA      | $11464.03      | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0384                          | CUSIP: 36177WM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42072 | PA      | $39491.80      | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310228                          | CUSIP: 31374CSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5673617 | PA      | $5074849.80    | 0.06%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                      | EVGRN 2025-CRT5 C                  | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |      362000 | PA      | $364169.86     | 0.00%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3918                            | CUSIP: 36202EK73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5483 | PA      | $5514.02       | 0.00%             | 2036-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      278000 | PA      | $280809.76     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A72047                          | CUSIP: 3128L5HY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47677 | PA      | $47970.41      | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 A5                   | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      289495 | PA      | $279887.04     | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                        | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     4892000 | PA      | $4084597.83    | 0.05%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                   | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      621000 | PA      | $582469.56     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599CB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1254942.29    | 0.02%             | 2030-02-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Teachers Insurance & Annuity Association of America                              | TEACHERS INS&AN                    | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |     4110000 | PA      | $2735491.02    | 0.03%             | 2050-05-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SWP: KRW 2.482000 18-JUN-2030 KRW  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 79000000000 | NC      | $-39146.67     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     8706000 | PA      | $7840672.46    | 0.10%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |       64000 | PA      | $62969.60      | 0.00%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                        | IRV 2025-200P A                    | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2280000 | PA      | $2291385.18    | 0.03%             | 2047-03-14      | Variable      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2591000 | PA      | $1953338.13    | 0.02%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 A5                     | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1030000 | PA      | $1077093.76    | 0.01%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    15160000 | PA      | $15355988.15   | 0.19%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      523000 | PA      | $509668.29     | 0.01%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent 2015-SFR2 Trust                                            | AH4R 2015-SFR2 B                   | CUSIP: 02666BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      143000 | PA      | $142484.46     | 0.00%             | 2052-10-17      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3036000 | PA      | $2899854.38    | 0.04%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      265000 | PA      | $272233.44     | 0.00%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 B                     | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      726000 | PA      | $725900.03     | 0.01%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2230931.11    | 0.03%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2105742.63    | 0.03%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP                   | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |      203000 | PA      | $200507.42     | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1469                          | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7460823 | PA      | $6783159.28    | 0.08%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      103000 | PA      | $101621.43     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     5623000 | PA      | $5559980.86    | 0.07%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                                          | STACR 2024-HQA1 A1                 | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |      628586 | PA      | $630349.67     | 0.01%             | 2044-03-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9354                          | CUSIP: 3138E2MC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2816 | PA      | $2781.91       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9864                          | CUSIP: 3140XR6A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5507108 | PA      | $5220059.39    | 0.06%             | 2051-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 AS                 | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1375125 | PA      | $1427127.83    | 0.02%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 D                     | CUSIP: 02008FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      182000 | PA      | $184311.47     | 0.00%             | 2032-02-16      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7960674.22    | 0.10%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      500000 | PA      | $728143.68     | 0.01%             | 2034-11-16      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 A4                   | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      203404 | PA      | $200742.03     | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4158                          | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6084030 | PA      | $4806411.83    | 0.06%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1976000 | PA      | $1909234.07    | 0.02%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                    | SDART 2025-3 D                     | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5120000 | PA      | $5102536.70    | 0.06%             | 2031-09-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                       | BBCMS 2019-C3 A4                   | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      532920 | PA      | $511222.64     | 0.01%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     9284000 | PA      | $9322618.46    | 0.11%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW7395                          | CUSIP: 3138XXGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      127649 | PA      | $126117.33     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     6069000 | PA      | $6282378.38    | 0.08%             | 2035-02-08      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                  | MPT OP PTNR/FINL                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3255000 | PA      | $2223814.99    | 0.03%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     9750000 | PA      | $9761935.58    | 0.12%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                              | AGI FINANCE                        | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |      730000 | PA      | $469314.79     | 0.01%             | 2026-01-08      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     2621000 | PA      | $2475725.53    | 0.03%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2134000 | PA      | $2098610.28    | 0.03%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7881                          | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       79707 | PA      | $67056.03      | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                    | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      508000 | PA      | $495987.28     | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                 | DT MIDSTREAM                       | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1322000 | PA      | $1274034.23    | 0.02%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 4.830000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    44200000 | NC      | $497358.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1738000 | PA      | $1777273.63    | 0.02%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                  | DANSKE BANK A/S                    | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      228000 | PA      | $257454.78     | 0.00%             | 2031-05-15      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 A4                   | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      257510 | PA      | $255251.10     | 0.00%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |      700000 | PA      | $676335.78     | 0.01%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                           | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      970000 | PA      | $954739.05     | 0.01%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                             | ZAMBIA REP OF                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ZM        |     5808498 | PA      | $5410087.22    | 0.07%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |      820000 | PA      | $819954.81     | 0.01%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q28997                          | CUSIP: 3132M9UW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6007 | PA      | $5897.93       | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $964857.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B C                     | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      593991 | PA      | $594096.91     | 0.01%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2024-3A B                    | CUSIP: 05377RJL9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      330000 | PA      | $335578.98     | 0.00%             | 2030-12-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 D                     | CUSIP: 14290FAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $401044.04     | 0.00%             | 2032-05-17      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05188                          | CUSIP: 3128M7CZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26875 | PA      | $27040.95      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      154000 | PA      | $142594.08     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3939                            | CUSIP: 36202ELU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9382 | PA      | $9439.46       | 0.00%             | 2037-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90365                          | CUSIP: 312938MN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3532 | PA      | $3484.53       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3179                          | CUSIP: 3140QNQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      135446 | PA      | $121758.26     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                   | PMTLT 2025-INV3 A3                 | CUSIP: 69382CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    57198662 | PA      | $56624445.01   | 0.69%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EURO-SCHATZ FUT   Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         112 | NC      | $-24763.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential 2024-SFR4 Trust                                             | PROG 2024-SFR4 A                   | CUSIP: 74334JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1014851 | PA      | $954501.48     | 0.01%             | 2041-07-17      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3671                          | CUSIP: 3131X7CG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4023 | PA      | $3979.04       | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1014000 | PA      | $867999.84     | 0.01%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1734057.17    | 0.02%             | 2032-05-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eurobank SA                                                                      | EUROBANK                           | CUSIP: N/A<br>LEI: 213800KGF4EFNUQKAT69       | Long             | DBT              | CORP              | GR        |     1100000 | PA      | $1251023.42    | 0.02%             | 2036-02-07      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-42174.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7237829.62    | 0.09%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1928000 | PA      | $1929601.72    | 0.02%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                     | HPEFS 2025-1A D                    | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1590000 | PA      | $1586437.45    | 0.02%             | 2033-03-21      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05904                          | CUSIP: 3128M73M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5456 | PA      | $5489.33       | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-1                                  | GMREV 2023-1 A                     | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      457000 | PA      | $465226.41     | 0.01%             | 2035-04-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                    | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     2439000 | PA      | $2474681.61    | 0.03%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |      660000 | PA      | $671363.66     | 0.01%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brazilian Government International Bond                                          | BRAZIL REP OF                      | CUSIP: 105756CL2<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |    16500000 | PA      | $16570874.39   | 0.20%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC6452                          | CUSIP: 3133AREZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12640841 | PA      | $10412919.28   | 0.13%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | REPUB UZBEKISTAN                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |    16348000 | PA      | $16141833.74   | 0.20%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3                        | GMCAR 2025-3 C                     | CUSIP: 379957AG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      190000 | PA      | $189964.79     | 0.00%             | 2033-01-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      731000 | PA      | $682886.12     | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                      | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2401428.53    | 0.03%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                        | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |      731000 | PA      | $690830.80     | 0.01%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                  | BANK 2018-BN15 A4                  | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       72208 | PA      | $71691.21      | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4662                          | CUSIP: 31418EFC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1258602 | PA      | $1199758.18    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      662000 | PA      | $629347.41     | 0.01%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bond                                         | COSTA RICA GOVT                    | CUSIP: ZQ5851725<br>LEI: N/A                  | Long             | DBT              | NUSS              | CR        |     1200000 | PA      | $1234124.16    | 0.01%             | 2031-02-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                     | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     3683000 | PA      | $3768366.89    | 0.05%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                             | SBAT 2025-SF1 D                    | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380000 | PA      | $380386.80     | 0.00%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD6497                          | CUSIP: 3140FEGF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      113514 | PA      | $109179.46     | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     3054000 | PA      | $2307388.01    | 0.03%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4004                            | CUSIP: 36202ENV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8782 | PA      | $8837.38       | 0.00%             | 2037-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6615                          | CUSIP: 3133KNK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1491843 | PA      | $1233104.54    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      226000 | PA      | $232139.48     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing Inc                                                            | LEVEL 3 FIN INC                    | CUSIP: 527298CK7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       65282 | PA      | $65788.37      | 0.00%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 B                      | CUSIP: 92348KED1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1860000 | PA      | $1873346.99    | 0.02%             | 2033-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    20000000 | PA      | $15057031.20   | 0.18%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     5434000 | PA      | $5137075.71    | 0.06%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                     | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      826000 | PA      | $815921.37     | 0.01%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      555000 | PA      | $605140.31     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q38254                          | CUSIP: 3132QVE49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59623 | PA      | $58019.36      | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER A              | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    10732312 | PA      | $11864112.48   | 0.14%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CAD/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $807.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777247                          | CUSIP: 36176VHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      206864 | PA      | $182581.32     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4208                          | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27544033 | PA      | $21734090.43   | 0.26%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV2                                           | FORDR 2023-2 A                     | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      462000 | PA      | $473544.87     | 0.01%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Suci Second Investment Co                                                        | SUCI SECOND INVE                   | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |    17100000 | PA      | $17023421.07   | 0.21%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                   | SFAST 2025-1A B                    | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       84000 | PA      | $85404.76      | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2471000 | PA      | $2138126.69    | 0.03%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     5687000 | PA      | $5695895.92    | 0.07%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $173816.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      440000 | PA      | $444876.41     | 0.01%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     2117000 | PA      | $2024890.39    | 0.02%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-2 A                     | CUSIP: 34528QJF2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     1365000 | PA      | $1400819.78    | 0.02%             | 2031-04-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86661                          | CUSIP: 312933MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71417 | PA      | $70429.98      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fondo MIVIVIENDA SA                                                              | FONDO MIVIVIE SA                   | CUSIP: N/A<br>LEI: 549300X41PNOK11PZ670       | Long             | DBT              | NUSS              | PE        |      558000 | PA      | $557438.13     | 0.01%             | 2027-04-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2985000 | PA      | $2034674.59    | 0.02%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD9143                          | CUSIP: 3133B7EQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      351329 | PA      | $315385.60     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2222000 | PA      | $2080207.18    | 0.03%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0673                          | CUSIP: 3140W0XB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27412554 | PA      | $22641114.08   | 0.27%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3242                          | CUSIP: 36179RS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      288682 | PA      | $250481.31     | 0.00%             | 2045-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC8989                          | CUSIP: 3133AT7A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      173198 | PA      | $155641.25     | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10yr Ultra Fut Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -1309 | NC      | $-319871.69    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN                   | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     4621000 | PA      | $4078962.49    | 0.05%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2180949.47    | 0.03%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 8/25                        | CUSIP: 01F020687<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -10250000 | PA      | $-8012617.70   | -0.10%            | 2025-08-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                             | MATADOR RESOURC                    | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14855.83      | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                         | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1435051.03    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                       | CD 2017-CD4 A4                     | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      356975 | PA      | $349128.90     | 0.00%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889676                          | CUSIP: 31410KMZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21762 | PA      | $23052.59      | 0.00%             | 2038-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A C                      | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      597000 | PA      | $598868.13     | 0.01%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $663197.70     | 0.01%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      136000 | PA      | $138495.80     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8307                          | CUSIP: 3133KQGQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7516842 | PA      | $7710472.75    | 0.09%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0427                          | CUSIP: 3140XFPM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14255444 | PA      | $12947262.88   | 0.16%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1119500.34    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $276005.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1893000 | PA      | $1858771.75    | 0.02%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4143000 | PA      | $4230906.38    | 0.05%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $2084498.50    | 0.03%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    19432000 | PA      | $19438768.50   | 0.24%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                               | PFSFC 2023-B A                     | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      469000 | PA      | $471434.58     | 0.01%             | 2028-05-15      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90388                          | CUSIP: 312938ND1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7288 | PA      | $7187.58       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                    | ABC SUPPLY CO                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |      114000 | PA      | $111003.37     | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1495503.44    | 0.02%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1364000 | PA      | $1374575.26    | 0.02%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Waste Pro USA Inc                                                                | WASTE PRO USA IN                   | CUSIP: 94107JAC7<br>LEI: 549300BY1QXU5BI3UF28 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10378.95      | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                        | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     3289000 | PA      | $2042414.15    | 0.02%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                         | GNR 2021-215 KA                    | CUSIP: 38383DY69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    14760128 | PA      | $13046314.89   | 0.16%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3785                            | CUSIP: 36202EF20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      147712 | PA      | $148578.56     | 0.00%             | 2035-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | HOWDEN UK REF                      | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1515000 | PA      | $1577658.32    | 0.02%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      625000 | PA      | $631047.57     | 0.01%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC                                        | SOFI 2017-F A2FX                   | CUSIP: 83401BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       14165 | PA      | $14093.27      | 0.00%             | 2041-01-25      | Fixed         | 2.84%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                 | HOME POINT CAP                     | CUSIP: 43734LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      269000 | PA      | $268386.33     | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Associated Banc-Corp                                                             | ASSOC BANC-CORP                    | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |      254000 | PA      | $261778.71     | 0.00%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                   | OPAL BIDCO                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |     4380000 | PA      | $4428947.43    | 0.05%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SLG Office Trust 2021-OVA                                                        | SLG 2021-OVA A                     | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1370000 | PA      | $1197568.65    | 0.01%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7817000 | PA      | $7948586.53    | 0.10%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| X Corp                                                                           | X CORP                             | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      850000 | PA      | $823650.00     | 0.01%             | 2029-10-29      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                    | LIVE NATION ENT                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2040528.88    | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777623                          | CUSIP: 36176VVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       70910 | PA      | $69060.00      | 0.00%             | 2030-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                   | TRANSOCEAN INC                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     1015000 | PA      | $934041.99     | 0.01%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784986                          | CUSIP: 3622AANB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1379149 | PA      | $1256676.60    | 0.02%             | 2042-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                               | VZMT 2025-2 C                      | CUSIP: 92348KDX8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      263000 | PA      | $265866.86     | 0.00%             | 2033-01-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE5299                          | CUSIP: 3133BE3G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      165237 | PA      | $148538.71     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                         | WFRBS 2014-C20 C                   | CUSIP: 92890FAZ9<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |      228830 | PA      | $125858.79     | 0.00%             | 2047-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1359000 | PA      | $1324537.49    | 0.02%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |     7817000 | PA      | $8969151.96    | 0.11%             | 2034-05-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                                             | PROG 2022-SFR5 B                   | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      144925 | PA      | $144420.08     | 0.00%             | 2039-06-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Korea National Oil Corp                                                          | KOREA NATL OIL                     | CUSIP: 50065LAJ9<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |     1561000 | PA      | $1548816.52    | 0.02%             | 2027-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                   | NRG ENERGY INC                     | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3108635.91    | 0.04%             | 2033-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123CT5<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     1960000 | PA      | $2055604.51    | 0.02%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-7A A                    | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      130000 | PA      | $132838.65     | 0.00%             | 2028-08-21      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR2 Trust                                             | PROG 2024-SFR2 A                   | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      379311 | PA      | $360480.59     | 0.00%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     5318000 | PA      | $5371336.88    | 0.07%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                        | BALL CORP                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      928000 | PA      | $833852.26     | 0.01%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     5411000 | PA      | $5378147.86    | 0.07%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP                   | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     4716000 | PA      | $3847814.53    | 0.05%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                         | SERVICE PROP                       | CUSIP: 81761LAB8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78854.47      | 0.00%             | 2027-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                       | FIRST QUANTUM                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      515000 | PA      | $532274.00     | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK3264                          | CUSIP: 3138E7TW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9496 | PA      | $9377.36       | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      136000 | PA      | $157122.93     | 0.00%             | 2029-10-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0331                          | CUSIP: 31427MLM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20102978 | PA      | $20166987.55   | 0.24%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                    | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      486000 | PA      | $453661.13     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q51940                          | CUSIP: 3132XUEN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5553 | PA      | $5059.01       | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11289.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2923000 | PA      | $2987769.79    | 0.04%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP                   | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     8530000 | PA      | $5746721.85    | 0.07%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93101                          | CUSIP: 312941NS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10801 | PA      | $10867.87      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     5500000 | PA      | $5489903.12    | 0.07%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NMI Holdings Inc                                                                 | NMI HOLDINGS                       | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |      489000 | PA      | $499743.80     | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788017                          | CUSIP: 3622ADYN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    25391330 | PA      | $24943794.65   | 0.30%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0801                          | CUSIP: 36180B3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18239 | PA      | $15983.94      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6783                          | CUSIP: 3140XARD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8038489 | PA      | $6853602.24    | 0.08%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76551.26      | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                   | SSTRT 2025-B D                     | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      195068 | PA      | $195262.14     | 0.00%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FD5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     5253000 | PA      | $5235174.60    | 0.06%             | 2041-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Horace Mann Educators Corp                                                       | HORACE MANN EDUC                   | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |      195000 | PA      | $207976.32     | 0.00%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9978                          | CUSIP: 3140QWCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4472962 | PA      | $4480215.85    | 0.05%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                   | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      879000 | PA      | $881832.63     | 0.01%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-628380.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: AP4289843<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |     1863000 | PA      | $1422289.49    | 0.02%             | 2028-01-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788016                          | CUSIP: 3622ADYM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9896535 | PA      | $9725567.44    | 0.12%             | 2044-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                   | WFCM 2018-C47 A4                   | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |      843112 | PA      | $836404.96     | 0.01%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 AM                     | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      144416 | PA      | $138742.05     | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                           | CHAMP ACQUISITIO                   | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1922000 | PA      | $2034989.49    | 0.02%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      400000 | PA      | $406060.54     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP                   | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     6730000 | PA      | $6764131.64    | 0.08%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2790511.92    | 0.03%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                     | MAGNERA CORP                       | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      200000 | PA      | $176465.85     | 0.00%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 A                      | CUSIP: 92348VAA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      169000 | PA      | $173855.17     | 0.00%             | 2031-09-22      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |      829000 | PA      | $846364.70     | 0.01%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                    | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      684000 | PA      | $657398.78     | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89270                          | CUSIP: 312936JP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1263 | PA      | $1245.21       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0017                          | CUSIP: 3142JCAT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8235503 | PA      | $8257645.80    | 0.10%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                                                   | GFORT 2025-1A C                    | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560000 | PA      | $560586.54     | 0.01%             | 2029-03-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV4517                          | CUSIP: 3140MJAT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      129381 | PA      | $116306.44     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                      | MSBAM 2025-C35 A5                  | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3150000 | PA      | $3277061.87    | 0.04%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5877                          | CUSIP: 36179UQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1712627 | PA      | $1653951.12    | 0.02%             | 2049-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                          | CSAIL 2015-C3 C                    | CUSIP: 12635FAZ7<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |      223745 | PA      | $190695.29     | 0.00%             | 2048-08-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                               | BAUSCH + LOMB CO                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |     2230000 | PA      | $2237432.59    | 0.03%             | 2031-01-15      | Floating      | 8.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8363                          | CUSIP: 3132D6JG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24750021 | PA      | $24816566.73   | 0.30%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                            | CUSIP: 77586RAY6<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |     3800000 | PA      | $3815030.40    | 0.05%             | 2030-09-16      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 4.035000 18-DEC-2055 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     3050000 | NC      | $-273.70       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential 2024-SFR1 Trust                                             | PROG 2024-SFR1 A                   | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      407097 | PA      | $388421.42     | 0.00%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                      | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1738000 | PA      | $1607956.76    | 0.02%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     3982000 | PA      | $4031703.72    | 0.05%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86955                          | CUSIP: 312933WQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7185 | PA      | $7091.11       | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 A4                   | CUSIP: 08162UAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      133229 | PA      | $130759.53     | 0.00%             | 2052-01-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 670435                          | CUSIP: 36295GY89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1729 | PA      | $1775.21       | 0.00%             | 2037-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $3268016.09    | 0.04%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1110                          | CUSIP: 3140QLGU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30820 | PA      | $24329.05      | 0.00%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5584                          | CUSIP: 3140QRF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18613991 | PA      | $18923627.30   | 0.23%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                    | SDART 2024-1 C                     | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      223000 | PA      | $225702.27     | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                     | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |      966000 | PA      | $967539.37     | 0.01%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      160000 | PA      | $164727.84     | 0.00%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1944000 | PA      | $1954408.48    | 0.02%             | 2028-04-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      471000 | PA      | $482133.50     | 0.01%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     2798000 | PA      | $2792054.25    | 0.03%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                     | ANTERO MIDSTREAM                   | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $45028.45      | 0.00%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                   | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     2736000 | PA      | $1760294.75    | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4408268.32    | 0.05%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1040000 | PA      | $769640.62     | 0.01%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE                   | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $567477.96     | 0.01%             | 2035-05-17      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-6 C                      | CUSIP: 92348KEM1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      220000 | PA      | $220271.26     | 0.00%             | 2033-06-21      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5261                            | CUSIP: 36202FZ25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1622 | PA      | $1632.50       | 0.00%             | 2041-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    38063000 | PA      | $22895786.70   | 0.28%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3795                            | CUSIP: 36202EGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      188848 | PA      | $189959.98     | 0.00%             | 2035-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE1730                          | CUSIP: 3133BA4P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35617 | PA      | $32017.29      | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                     | CUSIP: N/A<br>LEI: 213800URQKPVH3SJBM16       | Long             | DBT              | CORP              | GB        |     2677000 | PA      | $2941900.04    | 0.04%             | 2030-12-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA2                                          | STACR 2024-HQA2 A1                 | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |      940426 | PA      | $944544.71     | 0.01%             | 2044-08-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1361579.76    | 0.02%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Hillenbrand Inc                                                                  | HILLENBRAND INC                    | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      135000 | PA      | $136820.70     | 0.00%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                           | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |      380000 | PA      | $369491.73     | 0.00%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP                   | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8580000 | PA      | $8618662.32    | 0.10%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SNF Group SACA                                                                   | SNF GROUP SACA                     | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      533000 | PA      | $514239.00     | 0.01%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                        | GMCAR 2024-1 B                     | CUSIP: 36268GAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      117000 | PA      | $118679.30     | 0.00%             | 2029-08-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      474000 | PA      | $475636.29     | 0.01%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     5081000 | PA      | $5066554.51    | 0.06%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      435000 | PA      | $429786.76     | 0.01%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1977000 | PA      | $2019955.67    | 0.02%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                    | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     2191000 | PA      | $1699043.86    | 0.02%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV3533                          | CUSIP: 3140MG4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33728 | PA      | $30246.12      | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | SCRT 2019-3 MT                     | CUSIP: 35563PLG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10905722 | PA      | $9661920.06    | 0.12%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83067                          | CUSIP: 312929MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4453 | PA      | $4480.36       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: USD 3.835000 19-SEP-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     3490000 | NC      | $1848.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of America Funding 2006-H Trust                                             | BAFC 2006-H 2A2                    | CUSIP: 05950PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      118777 | PA      | $98569.85      | 0.00%             | 2046-09-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $42157.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4802                            | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2401 | PA      | $2417.12       | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                                   | HALST 2025-B B                     | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1290000 | PA      | $1299127.27    | 0.02%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | BRANDYWINE OPER                    | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     1630000 | PA      | $1750769.18    | 0.02%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3865                          | CUSIP: 3140QBJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14338665 | PA      | $13010623.33   | 0.16%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                    | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1407000 | PA      | $1406591.13    | 0.02%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3524000 | PA      | $3718541.01    | 0.05%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |      687000 | PA      | $454380.84     | 0.01%             | 2033-05-16      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR3                               | FHASI 2006-AR3 1A1                 | CUSIP: 32052EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       61972 | PA      | $32989.24      | 0.00%             | 2036-11-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5800                          | CUSIP: 31418FNS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44264497 | PA      | $44383510.95   | 0.54%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A B                    | CUSIP: 05377RKM5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      350000 | PA      | $351828.12     | 0.00%             | 2029-08-20      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4058                            | CUSIP: 36202EQK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4481 | PA      | $4509.06       | 0.00%             | 2037-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                  | BANK 2019-BN16 A4                  | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      167554 | PA      | $163432.86     | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4255                          | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19528072 | PA      | $15408959.20   | 0.19%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8456                          | CUSIP: 3132A9MD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15085 | PA      | $14889.34      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A B                    | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      155000 | PA      | $157830.86     | 0.00%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3987                            | CUSIP: 36202ENC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1033 | PA      | $1079.50       | 0.00%             | 2037-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $3674999.05    | 0.04%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      289000 | PA      | $276284.23     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23264000 | PA      | $22868693.69   | 0.28%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                                          | CRC INSURANCE GR                   | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      530000 | PA      | $540600.00     | 0.01%             | 2032-05-06      | Floating      | 9.19%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325EA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |     8000000 | PA      | $5239597.69    | 0.06%             | 2042-02-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8575000 | PA      | $6544356.82    | 0.08%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                    | CLEARWAY ENERGY                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      305000 | PA      | $299695.99     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783321                          | CUSIP: 36241LVN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      340955 | PA      | $347638.72     | 0.00%             | 2040-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rothesay Life PLC                                                                | ROTHESAY LIFE                      | CUSIP: N/A<br>LEI: MFQO711J5UPYBWXSPG12       | Long             | DBT              | CORP              | GB        |      221000 | PA      | $288114.26     | 0.00%             | 2026-07-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8981                          | CUSIP: 3140XC6T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2068384 | PA      | $1791891.10    | 0.02%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0611                          | CUSIP: 3133KTVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5544687 | PA      | $4733811.30    | 0.06%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5590000 | PA      | $5837452.41    | 0.07%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784718                          | CUSIP: 3622AADX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2007368 | PA      | $1753084.64    | 0.02%             | 2046-12-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                               | SCCU 2024-1A A4                    | CUSIP: 78436RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      179000 | PA      | $180630.78     | 0.00%             | 2030-05-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                      | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1776802.08    | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                    | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1956000 | PA      | $2006252.42    | 0.02%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: EUR 1.766200 24-JUN-2027 EST  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    35889091 | NC      | $69698.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1079000 | PA      | $1103805.34    | 0.01%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co of America Inc                                                 | ROLLER BEARING                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |       63000 | PA      | $60654.60      | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |     1200000 | PA      | $1459700.20    | 0.02%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings Inc                                              | CLYDESDALE ACQUI                   | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |      265000 | PA      | $271296.86     | 0.00%             | 2032-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                     | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1659360.62    | 0.02%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3362000 | PA      | $3325085.80    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1819000 | PA      | $1806375.49    | 0.02%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| First Horizon Mortgage Pass-Through Trust 2006-AR4                               | FHASI 2006-AR4 1A1                 | CUSIP: 32053AAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      137681 | PA      | $65730.21      | 0.00%             | 2037-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2018-C2                                                     | BBCMS 2018-C2 A5                   | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      677338 | PA      | $662643.63     | 0.01%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91387                          | CUSIP: 312939RG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35420 | PA      | $35639.62      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     6342000 | PA      | $6779987.34    | 0.08%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2195000 | PA      | $2484376.13    | 0.03%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-3 B                     | CUSIP: 34528QJM7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      589000 | PA      | $586803.91     | 0.01%             | 2029-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-C                                              | FORDO 2024-C B                     | CUSIP: 34532UAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      967000 | PA      | $961790.48     | 0.01%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8371                          | CUSIP: 3132D6JQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2054223 | PA      | $2059746.16    | 0.02%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS                   | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      860000 | PA      | $863569.06     | 0.01%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4192                          | CUSIP: 3140XKUS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14688281 | PA      | $12954320.86   | 0.16%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                                               | JPMMT 2021-INV6 A2                 | CUSIP: 46654FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9300224 | PA      | $7837484.70    | 0.10%             | 2052-04-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     1576000 | PA      | $1535112.43    | 0.02%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                       | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3640000 | PA      | $2426487.11    | 0.03%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                                            | HART 2025-B C                      | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      890000 | PA      | $898455.00     | 0.01%             | 2032-07-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2371398.34    | 0.03%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2486.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Motability Operations Group PLC                                                  | MOTABILITY OPS                     | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     4100000 | PA      | $3205232.60    | 0.04%             | 2042-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2406000 | PA      | $1802338.35    | 0.02%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      396000 | PA      | $361305.06     | 0.00%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                               | BVABS 2024-SN1 D                   | CUSIP: 072926AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      279000 | PA      | $285492.05     | 0.00%             | 2029-07-16      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ1722                          | CUSIP: 36182V4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47445 | PA      | $46324.89      | 0.00%             | 2029-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3374                            | CUSIP: 36202DXB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30863 | PA      | $30997.51      | 0.00%             | 2033-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5331                          | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1213667 | PA      | $1175498.94    | 0.01%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                                                    | ENEL FIN INTL NV                   | CUSIP: N/A<br>LEI: 0YQH6LCEF474UTUV4B96       | Long             | DBT              | CORP              | NL        |      793000 | PA      | $916463.84     | 0.01%             | 2043-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $10150.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV0790                          | CUSIP: 3140MD2Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      219481 | PA      | $196326.50     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     1555000 | PA      | $1607448.06    | 0.02%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR                   | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      465000 | PA      | $467389.34     | 0.01%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                    | JH NORTH AMERICA                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |      140000 | PA      | $140612.80     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD0946                          | CUSIP: 3140F8BQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      136792 | PA      | $128815.24     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                     | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     1971000 | PA      | $1898850.03    | 0.02%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      488000 | PA      | $497680.55     | 0.01%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3582                            | CUSIP: 36202D6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26092 | PA      | $26233.39      | 0.00%             | 2034-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                               | KAZAKH DEVELOPME                   | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     9640000 | PA      | $9741467.75    | 0.12%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                           | MSC 2019-L3 A4                     | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      176453 | PA      | $165587.47     | 0.00%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      265000 | PA      | $240472.62     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     2011000 | PA      | $2077767.01    | 0.03%             | 2028-05-22      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                 | AMWINS GROUP INC                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |     2302000 | PA      | $2234925.84    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1302000 | PA      | $1299478.62    | 0.02%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL                   | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     1452000 | PA      | $1468581.34    | 0.02%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 C                     | CUSIP: 80286YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      432000 | PA      | $441180.86     | 0.01%             | 2030-06-17      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1798000 | PA      | $1796046.64    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72082777                                               | BMO 2024-5C8 A3                    | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2224762 | PA      | $2292600.56    | 0.03%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 A4                     | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      185606 | PA      | $179327.62     | 0.00%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS                   | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |      659000 | PA      | $668979.34     | 0.01%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 C                      | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      168774 | PA      | $111791.44     | 0.00%             | 2049-08-10      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     1936000 | PA      | $1962340.28    | 0.02%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      945000 | PA      | $953975.61     | 0.01%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 A3                  | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      463403 | PA      | $430348.74     | 0.01%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q20633                          | CUSIP: 3132JMV22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10688 | PA      | $10213.02      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     4835000 | PA      | $2952584.38    | 0.04%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                           | HACLN 2024-2 B1                    | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      488271 | PA      | $491407.07     | 0.01%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc                                                         | ALLISON TRANS                      | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3101224.28    | 0.04%             | 2031-01-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 4.199520 15-NOV-2052 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     5000000 | NC      | $-105672.22    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      488000 | PA      | $504635.30     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 5 8/25                        | CUSIP: 01F050486<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38750000 | PA      | $38852927.75   | 0.47%             | 2025-08-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q28789                          | CUSIP: 3132M9NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28128 | PA      | $27494.96      | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0601                          | CUSIP: 36177WU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37394 | PA      | $35134.88      | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                                                  | CENTENNIAL RESOU                   | CUSIP: 15138AAA8<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |       98000 | PA      | $97903.96      | 0.00%             | 2026-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05508                          | CUSIP: 3128M7NZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3479 | PA      | $3501.03       | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                              | AXON ENTERPRISE                    | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23533.34      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1288000 | PA      | $1268669.57    | 0.02%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                    | UNICREDIT SPA                      | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |      500000 | PA      | $568240.34     | 0.01%             | 2032-01-15      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP                   | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |      535000 | PA      | $491455.16     | 0.01%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ8972                          | CUSIP: 36183E6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15707 | PA      | $15336.04      | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                     | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     1853000 | PA      | $1502917.44    | 0.02%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| European Union                                                                   | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |     9000000 | PA      | $4634528.01    | 0.06%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                  | DRVPNK 2025-1A C                   | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      560000 | PA      | $565262.99     | 0.01%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06009                          | CUSIP: 3128M8AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6425 | PA      | $6465.04       | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                      | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      599000 | PA      | $604057.56     | 0.01%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium Government Bond                                               | BELGIAN GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    25000000 | PA      | $28510685.20   | 0.35%             | 2030-10-22      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     1595000 | PA      | $1580031.26    | 0.02%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BJ9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      640000 | PA      | $608169.48     | 0.01%             | 2031-04-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1189000 | PA      | $1220520.19    | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $25704176.85   | 0.31%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A C                    | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      216000 | PA      | $217028.61     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                              | KINETIK HOLDINGS                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      498000 | PA      | $508489.28     | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93505                          | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6211 | PA      | $6123.15       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5698000 | PA      | $4057699.17    | 0.05%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9862                          | CUSIP: 3138ER5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7334 | PA      | $7222.85       | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                              | FORDL 2025-A B                     | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      195000 | PA      | $196166.88     | 0.00%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5711                          | CUSIP: 31418FKZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16000002 | PA      | $16043021.32   | 0.19%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2713                            | CUSIP: 36202DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36325 | PA      | $36836.53      | 0.00%             | 2029-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B C                      | CUSIP: 44934QAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      604000 | PA      | $615499.74     | 0.01%             | 2031-10-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60109                          | CUSIP: 31335ADN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      239335 | PA      | $237169.78     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5247000 | PA      | $4425328.48    | 0.05%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5 8/25                        | CUSIP: 21H050680<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5000000 | PA      | $4879953.50    | 0.06%             | 2025-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                           | FORDR 2022-1 C                     | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1160000 | PA      | $1156143.12    | 0.01%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1186000 | PA      | $1119568.45    | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3330                            | CUSIP: 36202DVX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5135 | PA      | $5082.80       | 0.00%             | 2032-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust 2025-A                                              | NAVEL 2025-A A                     | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1606533.28    | 0.02%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC22                                  | WFCM 2015-LC22 C                   | CUSIP: 94989TBF0<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |      248408 | PA      | $232354.81     | 0.00%             | 2058-09-15      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4842                          | CUSIP: 31418ELY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3184095 | PA      | $3184283.56    | 0.04%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                               | TCN 2024-SFR4 A                    | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      718395 | PA      | $704290.44     | 0.01%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FF0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     3436000 | PA      | $3240049.21    | 0.04%             | 2041-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing 2021 LLC                                                    | TRL 2024-1A A                      | CUSIP: 89656GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      789099 | PA      | $795765.37     | 0.01%             | 2054-05-19      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                       | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |      492000 | PA      | $481212.20     | 0.01%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | RAIZEN FUELS                       | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     7900000 | PA      | $7359004.49    | 0.09%             | 2054-03-05      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 A4                   | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      346042 | PA      | $337718.27     | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                         | DANA INC                           | CUSIP: 235825AG1<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       49000 | PA      | $49009.82      | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX1701                          | CUSIP: 3138Y23K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5562 | PA      | $5373.02       | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE6 Mortgage Trust                                                   | COMM 2013-CR6 B                    | CUSIP: 12624XAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       42392 | PA      | $40759.99      | 0.00%             | 2046-03-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1008                          | CUSIP: 3140W1DN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17471953 | PA      | $15941067.87   | 0.19%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     1354000 | PA      | $1311115.57    | 0.02%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3014000 | PA      | $3109653.22    | 0.04%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |      733000 | PA      | $745021.91     | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6101                          | CUSIP: 36178DX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24771 | PA      | $21886.30      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      918000 | PA      | $910280.11     | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                     | CHARLES RIVER LA                   | CUSIP: 159864AJ6<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      600000 | PA      | $550580.82     | 0.01%             | 2031-03-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      288000 | PA      | $270262.43     | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    33093000 | PA      | $20998542.66   | 0.25%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $678758.11     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                   | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     3843000 | PA      | $2743096.72    | 0.03%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                    | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |      491000 | PA      | $480318.20     | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.457500 18-JUN-2028 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   166600000 | NC      | $203505.24     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-2A A                    | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1184000 | PA      | $1206520.86    | 0.01%             | 2031-03-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97184                          | CUSIP: 3129456V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20214 | PA      | $19903.54      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUTI                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     2095000 | PA      | $2136322.17    | 0.03%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4206                          | CUSIP: 3138WDU82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7860 | PA      | $7661.63       | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                              | FORDO 2024-D B                     | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      181000 | PA      | $182465.67     | 0.00%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2589                          | CUSIP: 31418B2X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         965 | PA      | $957.88        | 0.00%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08551                          | CUSIP: 3128MJTH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4437 | PA      | $4223.43       | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     3092000 | PA      | $3168795.97    | 0.04%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |      312000 | PA      | $312133.89     | 0.00%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                   | WFCM 2018-C46 A4                   | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      174673 | PA      | $171581.29     | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |      300000 | PA      | $323611.27     | 0.00%             | 2033-06-17      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8220                          | CUSIP: 3132DWDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15588414 | PA      | $13373096.00   | 0.16%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                                     | CAS 2025-R05 2A1                   | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1751640.63    | 0.02%             | 2045-07-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                        | CUSIP: 713448GG7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      400000 | PA      | $455388.56     | 0.01%             | 2055-07-28      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP                   | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     1720000 | PA      | $1702777.44    | 0.02%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                            | HART 2023-C B                      | CUSIP: 44918CAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      706000 | PA      | $729076.17     | 0.01%             | 2029-12-17      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: PLN 4.400000 19-SEP-2035 WIB | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   111920000 | NC      | $414343.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0311                          | CUSIP: 3618N5KZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      992134 | PA      | $1027560.58    | 0.01%             | 2055-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57772                          | CUSIP: 3132Y1T65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20728 | PA      | $18845.46      | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3768                          | CUSIP: 3140QPFJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      160565 | PA      | $144439.51     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL                   | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2910714.39    | 0.04%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-4                                    | SDART 2024-4 B                     | CUSIP: 802919AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      569000 | PA      | $571590.09     | 0.01%             | 2029-09-17      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                                  | OGE ENERGY CORP                    | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |      648000 | PA      | $667406.78     | 0.01%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4775000 | PA      | $3381296.88    | 0.04%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      955000 | PA      | $1017117.79    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      203000 | PA      | $212955.65     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $103.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2                                  | GMREV 2023-2 A                     | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      507000 | PA      | $528988.18     | 0.01%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20939.57      | 0.00%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      699000 | PA      | $719848.14     | 0.01%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                          | OMFIT 2025-1A A                    | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7230000 | PA      | $7243843.28    | 0.09%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                    | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      728000 | PA      | $675775.90     | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                     | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      698000 | PA      | $704719.62     | 0.01%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2574833.13    | 0.03%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4803000 | PA      | $3681303.16    | 0.04%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS6521                          | CUSIP: 3132A7G62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2169 | PA      | $2138.92       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                    | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     3817000 | PA      | $3274919.36    | 0.04%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                    | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     1853000 | PA      | $1863828.31    | 0.02%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |     2215000 | PA      | $2232265.52    | 0.03%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       59000 | PA      | $57928.03      | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3623                            | CUSIP: 36202EAY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57938 | PA      | $58258.17      | 0.00%             | 2034-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                                              | FORDL 2024-A B                     | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      207000 | PA      | $207997.68     | 0.00%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Inc                                                              | DIEBOLD NIXDORF                    | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26499.21      | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                   | NALT 2025-B C                      | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $568820.21     | 0.01%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 5 9/25                        | CUSIP: 01F050494<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15000000 | PA      | $15029296.50   | 0.18%             | 2025-09-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Property Invest AS                                                        | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |      698000 | PA      | $813093.10     | 0.01%             | 2030-03-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                        | JETBLUE AIRW/LOY                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      285000 | PA      | $275637.69     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD4577                          | CUSIP: 36180GCN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41987 | PA      | $36814.25      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUXL 30Y BND Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -722 | NC      | $2197269.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    35181000 | PA      | $35137521.79   | 0.43%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                               | RYAN SPECIALTY                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |       43000 | PA      | $43121.73      | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      815000 | PA      | $813589.06     | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |    12400000 | PA      | $9624829.16    | 0.12%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16957.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG                   | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     2083000 | PA      | $2128606.70    | 0.03%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                         | SCCU 2025-1A A4                    | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      340000 | PA      | $339606.52     | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    13228000 | PA      | $11363660.14   | 0.14%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $943226.10     | 0.01%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                                     | CAS 2024-R06 1A1                   | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      576230 | PA      | $577311.16     | 0.01%             | 2044-09-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV6                                                         | PMTLT 2025-INV6 A8                 | CUSIP: 69382MAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16934191 | PA      | $17062286.08   | 0.21%             | 2056-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      965000 | PA      | $984535.05     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                     | CUSIP: N/A<br>LEI: 549300CRVT18MXX0AG93       | Long             | DBT              | CORP              | GB        |     1160000 | PA      | $1324841.24    | 0.02%             | 2174-06-22      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-3                    | SCRT 2018-3 MZ                     | CUSIP: 35563PGK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2175104 | PA      | $1597292.40    | 0.02%             | 2057-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | BRDCOM CRP / FIN                   | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      424000 | PA      | $414867.91     | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sealed Air Corp                                                                  | SEALED AIR CORP                    | CUSIP: 81211KBA7<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      400000 | PA      | $394162.04     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC                   | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1055581.51    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                     | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1840263.78    | 0.02%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lyra MUSIC Assets (Delaware) L                                                   | LYRA 2025-1A A2                    | CUSIP: 552339AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3150000 | PA      | $3149973.86    | 0.04%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |      800000 | PA      | $977371.70     | 0.01%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                    | TEVA PHARMACEUCI                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |     1525000 | PA      | $1547463.52    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3233000 | PA      | $3302891.76    | 0.04%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0952                          | CUSIP: 3140W1BW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7379603 | PA      | $5834532.47    | 0.07%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                      | ALUMINA PTY LTD                    | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |     2280000 | PA      | $2309690.30    | 0.03%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                            | SBCLN 2023-B D                     | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      264534 | PA      | $267262.68     | 0.00%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 B                    | CUSIP: 17326DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      193234 | PA      | $174087.29     | 0.00%             | 2050-09-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                    | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2478014.79    | 0.03%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 8/25                        | CUSIP: 01F020489<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -3000000 | PA      | $-2723671.80   | -0.03%            | 2025-08-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 740914                          | CUSIP: 3620AVDT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         263 | PA      | $262.53        | 0.00%             | 2025-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                         | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     2300000 | PA      | $1956036.25    | 0.02%             | 2036-01-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                     | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     2269000 | PA      | $2329762.69    | 0.03%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1451000 | PA      | $1439755.48    | 0.02%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6807000 | PA      | $6619519.90    | 0.08%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3117472.89    | 0.04%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777510                          | CUSIP: 36176VR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23194 | PA      | $20366.61      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93235                          | CUSIP: 312941SY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14011 | PA      | $14097.86      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      329000 | PA      | $251643.20     | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                         | NIPPON LIFE INS                    | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     4140000 | PA      | $4326776.24    | 0.05%             | 2055-04-30      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CDX.NA.IG.44.V1 5YR RTP @ 60.00000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   163366500 | NC      | $36947.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel LP / PEB Finance Corp                                          | PEBBLEBR HTL/FIN                   | CUSIP: 70510LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       36000 | PA      | $36030.60      | 0.00%             | 2029-10-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8777                          | CUSIP: 36180MXE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      756394 | PA      | $668297.35     | 0.01%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8486                          | CUSIP: 36179XNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32691 | PA      | $28729.35      | 0.00%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      835000 | PA      | $865228.05     | 0.01%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE                   | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     5830000 | PA      | $5783994.91    | 0.07%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                      | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |      915000 | PA      | $866583.23     | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |      699000 | PA      | $663369.80     | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                         | QUEENSLAND TREAS                   | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    17440000 | PA      | $19779948.34   | 0.24%             | 2035-05-21      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      460000 | PA      | $364784.22     | 0.00%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN                   | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     1560000 | PA      | $986713.68     | 0.01%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                     | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5139621.22    | 0.06%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU1498                          | CUSIP: 3140M2UY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      569785 | PA      | $512026.20     | 0.01%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4794000 | PA      | $4714145.71    | 0.06%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1059000 | PA      | $1085505.29    | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7294                          | CUSIP: 3140M9C88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      105317 | PA      | $94805.48      | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI0570                          | CUSIP: 3138ADT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59700 | PA      | $58781.53      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                           | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1621000 | PA      | $1251242.55    | 0.02%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                                  | GMREV 2024-1 A                     | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      939000 | PA      | $957264.21     | 0.01%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2576                            | CUSIP: 36202C2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5561 | PA      | $5639.30       | 0.00%             | 2028-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8448                          | CUSIP: 3132A9L54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1733 | PA      | $1712.59       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                       | STHRN GAS CRIDOR                   | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |    23449000 | PA      | $23691035.89   | 0.29%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20673.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV                   | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    14780000 | PA      | $15168523.75   | 0.18%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      975000 | PA      | $978110.21     | 0.01%             | 2030-06-14      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | FNMNT 2023-2 A                     | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      198000 | PA      | $200874.07     | 0.00%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     1756000 | PA      | $1504571.98    | 0.02%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                       | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     4742000 | PA      | $3940353.96    | 0.05%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                 | AMERITEX HOLDCO                    | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $233891.68     | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                         | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      407000 | PA      | $370955.64     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                    | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    12471000 | PA      | $13152421.50   | 0.16%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2443                          | CUSIP: 36179QWC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20666 | PA      | $18302.44      | 0.00%             | 2044-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08657                          | CUSIP: 3128MJWT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       94793 | PA      | $92243.17      | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: CAD 2.508800 20-DEC-2028 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    49117768 | NC      | $-228234.50    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                       | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2237000 | PA      | $2224435.91    | 0.03%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-E-RMKT               | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     5485000 | PA      | $5595275.38    | 0.07%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: GBP 3.680700 24-JUN-2027 SON  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    31268708 | NC      | $-2685.78      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 8/25                      | CUSIP: 01F042681<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   166000000 | PA      | $157427660.40  | 1.91%             | 2025-08-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-2A B                    | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      152000 | PA      | $154453.52     | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      187000 | PA      | $186406.42     | 0.00%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34627.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     2993000 | PA      | $2856314.53    | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 C                      | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      143908 | PA      | $132356.06     | 0.00%             | 2051-08-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0443                          | CUSIP: 31419AP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11477 | PA      | $12145.79      | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                         | ALLISON TRANS                      | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89134.93      | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6931                          | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9288744 | PA      | $7824632.30    | 0.09%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                                  | GMREV 2021-1 B                     | CUSIP: 36263HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       94000 | PA      | $90720.38      | 0.00%             | 2034-06-12      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                  | ELM BV FOR HELVE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      273000 | PA      | $311708.89     | 0.00%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTP 4.140000 16-JUL-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    23900000 | NC      | $1213053.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A C                     | CUSIP: 98164YAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      348000 | PA      | $350729.89     | 0.00%             | 2031-10-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAD5<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1620000 | PA      | $1665859.23    | 0.02%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2227000 | PA      | $1852536.72    | 0.02%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CB1992                          | CUSIP: 3617UMF92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      158439 | PA      | $138397.66     | 0.00%             | 2051-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849461                          | CUSIP: 31300MQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      444692 | PA      | $456854.44     | 0.01%             | 2044-10-01      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                         | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2515212.18    | 0.03%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                        | GMCAR 2024-3 B                     | CUSIP: 38013KAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      383000 | PA      | $389779.33     | 0.00%             | 2030-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4925                          | CUSIP: 3140XLPK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11704683 | PA      | $10594996.12   | 0.13%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     1257000 | PA      | $1588425.42    | 0.02%             | 2026-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0157                          | CUSIP: 36179ME63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2435 | PA      | $2450.69       | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93743                          | CUSIP: 312942EQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40952 | PA      | $40360.75      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3171                          | CUSIP: 36179RQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      165640 | PA      | $144168.93     | 0.00%             | 2045-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0965                          | CUSIP: 3140W1CB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6093897 | PA      | $5791847.03    | 0.07%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3930000 | PA      | $3813885.70    | 0.05%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3891                          | CUSIP: 3142GUKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27572082 | PA      | $28215550.86   | 0.34%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD8852                          | CUSIP: 3133B6ZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60045 | PA      | $53977.46      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0662                          | CUSIP: 3142GQWY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12479980 | PA      | $12896579.39   | 0.16%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0380                          | CUSIP: 31427MM65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32494491 | PA      | $25528634.14   | 0.31%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                   | ROCKET COS INC                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      690000 | PA      | $700185.99     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTR 3.580000 16-JUL-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    89400000 | NC      | $1583958.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                    | CUSIP: 641423CA4<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     2957000 | PA      | $2916312.69    | 0.04%             | 2041-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU3349                          | CUSIP: 3140M4WK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25221 | PA      | $22569.89      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |      606000 | PA      | $592144.78     | 0.01%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                      | EVGRN 2025-CRT5 B                  | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |      238000 | PA      | $239691.59     | 0.00%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     6719000 | PA      | $6141412.30    | 0.07%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                   | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     1591000 | PA      | $1551152.91    | 0.02%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2055204.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                     | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      966538 | PA      | $981247.83     | 0.01%             | 2034-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Hudbay Minerals Inc                                                              | HUDBAY MINERALS                    | CUSIP: 443628AJ1<br>LEI: 894500LX3TMESP27BE29 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $69487.00      | 0.00%             | 2026-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       99000 | PA      | $101589.49     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                      | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     1281000 | PA      | $910172.13     | 0.01%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV4                                                         | PMTLT 2025-INV4 A3                 | CUSIP: 73015DAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    43082935 | PA      | $42568567.57   | 0.52%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4747                            | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1546477 | PA      | $1556598.05    | 0.02%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                            | EFF 2024-3 A4                      | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      217000 | PA      | $220329.17     | 0.00%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                    | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      847000 | PA      | $886829.45     | 0.01%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     4904000 | PA      | $4808035.92    | 0.06%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV2814                          | CUSIP: 3140MGDU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      158069 | PA      | $142095.45     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                        | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     4263000 | PA      | $2973042.29    | 0.04%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                                               | JPMMT 2021-INV4 A2                 | CUSIP: 46654DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9165902 | PA      | $7712602.29    | 0.09%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2041216.03    | 0.02%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                    | BBCMS 2025-C35 AS                  | CUSIP: 07337DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $618703.20     | 0.01%             | 2058-07-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |     1209951 | PA      | $1167824.52    | 0.01%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: USD 3.813500 19-SEP-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     7250000 | NC      | $-9110.83      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                                                          | SBA COMMUNICATIO                   | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      238000 | PA      | $233760.67     | 0.00%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      880000 | PA      | $883344.41     | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3348                          | CUSIP: 3140QNWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      506339 | PA      | $397794.62     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1847000 | PA      | $1862932.44    | 0.02%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bond                                        | IVORY COAST-PDI                    | CUSIP: 221625AV8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |    10412000 | PA      | $10252218.82   | 0.12%             | 2036-04-01      | Fixed         | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                        | PANTHER ESCROW                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      122000 | PA      | $126105.83     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      380000 | PA      | $387710.53     | 0.00%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3274000 | PA      | $3170964.93    | 0.04%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788076                          | CUSIP: 3622AD2H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    37340755 | PA      | $34547692.66   | 0.42%             | 2048-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                   | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      975000 | PA      | $983547.38     | 0.01%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4398                            | CUSIP: 36202E3F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1025 | PA      | $1031.40       | 0.00%             | 2039-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                     | HPEFS 2024-2A D                    | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269000 | PA      | $272881.91     | 0.00%             | 2032-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1731                          | CUSIP: 36180C4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10928 | PA      | $9586.22       | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     1477000 | PA      | $1500125.21    | 0.02%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1280000 | PA      | $1301484.47    | 0.02%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                               | TRANS-ALLEGHENY                    | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4659336.25    | 0.06%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2025-1                                      | TALNT 2025-1A A                    | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-CBDO         | CORP              | US        |     9050000 | PA      | $9124684.22    | 0.11%             | 2038-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1015                          | CUSIP: 36179NDU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8761 | PA      | $8817.97       | 0.00%             | 2043-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV2051                          | CUSIP: 3140MFH55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      825750 | PA      | $742302.00     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783548                          | CUSIP: 36241L5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3544 | PA      | $3504.64       | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      754000 | PA      | $470123.80     | 0.01%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     2141000 | PA      | $1801663.28    | 0.02%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD                   | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      136000 | PA      | $135862.71     | 0.00%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3689                            | CUSIP: 36202EC23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2992 | PA      | $2960.34       | 0.00%             | 2035-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6388                          | CUSIP: 3133KNCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13247918 | PA      | $11057899.15   | 0.13%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1244                          | CUSIP: 3138EHL26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1558 | PA      | $1573.63       | 0.00%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                                    | BBCMS 2022-C16 A1                  | CUSIP: 05552YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      150876 | PA      | $149588.59     | 0.00%             | 2055-06-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9668                          | CUSIP: 3138ERW63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12510 | PA      | $12337.75      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                            | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      645000 | PA      | $595341.60     | 0.01%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      405000 | PA      | $404282.17     | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                      | HERTZ 2022-2A A                    | CUSIP: 42806MAN9<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-CBDO         | CORP              | US        |      336000 | PA      | $322288.88     | 0.00%             | 2028-06-26      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748730                          | CUSIP: 3620C4Y38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      561284 | PA      | $530211.57     | 0.01%             | 2040-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V82362                          | CUSIP: 3132L7TT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28361 | PA      | $27905.82      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-A-TXBL                | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     2051000 | PA      | $1694520.20    | 0.02%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2902000 | PA      | $2932524.07    | 0.04%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     3755000 | PA      | $2651177.33    | 0.03%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN                   | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     2066000 | PA      | $2091812.81    | 0.03%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: USD 3.845500 19-SEP-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     3500000 | NC      | $4906.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2048000 | PA      | $2028728.71    | 0.02%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 4.103290 15-NOV-2052 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    20000000 | NC      | $106301.61     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8129                          | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      739521 | PA      | $610106.03     | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                      | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     1478000 | PA      | $1427096.56    | 0.02%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      616000 | PA      | $567691.11     | 0.01%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                 | SKANDINAV ENSKIL                   | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | DBT              | CORP              | SE        |      472000 | PA      | $567577.10     | 0.01%             | 2033-08-17      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B3287                          | CUSIP: 31326HUL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      402020 | PA      | $413382.07     | 0.01%             | 2044-10-01      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH                   | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2472000 | PA      | $2142343.17    | 0.03%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       73000 | PA      | $74170.27      | 0.00%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| P3 Group Sarl                                                                    | P3 GROUP SARL                      | CUSIP: N/A<br>LEI: 529900GR62MT0O5VW110       | Long             | DBT              | CORP              | LU        |      528000 | PA      | $570382.97     | 0.01%             | 2029-01-26      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      186000 | PA      | $183970.43     | 0.00%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                           | GSMS 2015-GC34 C                   | CUSIP: 36250VAL6<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |      202387 | PA      | $139542.94     | 0.00%             | 2048-10-10      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                    | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     5014000 | PA      | $5041970.11    | 0.06%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                             | BWX TECHNOLOGIES                   | CUSIP: 05605HAC4<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3168438.35    | 0.04%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0905                          | CUSIP: 3132DNAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7865458 | PA      | $6818954.36    | 0.08%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07564                          | CUSIP: 3128M9WZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       89085 | PA      | $87628.08      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1956000 | PA      | $2011873.32    | 0.02%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-5 C                      | CUSIP: 92348KEJ8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      290000 | PA      | $289954.76     | 0.00%             | 2031-06-20      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                           | FRONERI LUX FINC                   | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |     1555000 | PA      | $1548713.98    | 0.02%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1153000 | PA      | $1147585.81    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     1956000 | PA      | $1977084.42    | 0.02%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                             | REP OF LATVIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |    20079000 | PA      | $22943883.63   | 0.28%             | 2030-05-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $654447.83     | 0.01%             | 2029-03-17      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                                          | STACR 2024-DNA2 A1                 | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |     1102440 | PA      | $1106902.76    | 0.01%             | 2044-05-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB3940                          | CUSIP: 36178QLV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44534 | PA      | $39047.39      | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     2396000 | PA      | $2415835.27    | 0.03%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3722                            | CUSIP: 36202ED30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11440 | PA      | $11298.46      | 0.00%             | 2035-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      380000 | PA      | $383647.99     | 0.00%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782070                          | CUSIP: 36241KJP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37818 | PA      | $38179.63      | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4380                          | CUSIP: 36179S2M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      493398 | PA      | $425245.64     | 0.01%             | 2047-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786916                          | CUSIP: 3622ACSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9818933 | PA      | $9883352.92    | 0.12%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD7826                          | CUSIP: 3133B5VT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      182499 | PA      | $164056.13     | 0.00%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                     | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $28002.66      | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      101000 | PA      | $124046.18     | 0.00%             | 2028-10-20      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2699                            | CUSIP: 36202C7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32989 | PA      | $33453.92      | 0.00%             | 2029-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE2551                          | CUSIP: 36180UZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7593 | PA      | $7452.07       | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | STACR 2025-DNA2 A1                 | CUSIP: 35564NHY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1489250 | PA      | $1490649.90    | 0.02%             | 2045-05-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4457                            | CUSIP: 36202E5S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      324617 | PA      | $307647.91     | 0.00%             | 2039-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3897                            | CUSIP: 36202EKJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23610 | PA      | $23755.92      | 0.00%             | 2036-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2150000 | PA      | $1577982.42    | 0.02%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    16894000 | PA      | $10932925.75   | 0.13%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Colbun SA                                                                        | COLBUN SA                          | CUSIP: N/A<br>LEI: 5493003VQJLE2QB8IF36       | Long             | DBT              | CORP              | CL        |      243000 | PA      | $239909.57     | 0.00%             | 2027-10-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                  | CSL FINANCE PLC                    | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     3054000 | PA      | $2601752.31    | 0.03%             | 2052-04-27      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |      400000 | PA      | $530185.19     | 0.01%             | 2029-04-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 30Y RTR 4.140000 16-JUL-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    23900000 | NC      | $1655301.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC                   | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     5581000 | PA      | $5564191.00    | 0.07%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                    | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     2848000 | PA      | $2922478.60    | 0.04%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG                   | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     5882000 | PA      | $5760311.43    | 0.07%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                            | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |      237000 | PA      | $224362.74     | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    31138000 | PA      | $31333106.78   | 0.38%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888596                          | CUSIP: 31410GGD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13920 | PA      | $14722.14      | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                         | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     1934000 | PA      | $1976315.20    | 0.02%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-281134.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R07                                     | CAS 2023-R07 2M1                   | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      262565 | PA      | $264369.50     | 0.00%             | 2043-09-25      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-B                 | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2519000 | PA      | $1835722.01    | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                    | CUSIP: 219868CG9<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |      980000 | PA      | $981095.67     | 0.01%             | 2026-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (KERFP)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -2600000 | NC      | $2094.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                          | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      859000 | PA      | $845101.81     | 0.01%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A B                    | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      266000 | PA      | $266424.22     | 0.00%             | 2030-01-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4214                            | CUSIP: 36202EVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1236 | PA      | $1228.49       | 0.00%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AE5434                          | CUSIP: 36180YBB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1174865 | PA      | $1065039.04    | 0.01%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      125000 | PA      | $112265.31     | 0.00%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8378                          | CUSIP: 3132D6JX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13719798 | PA      | $13756686.12   | 0.17%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17424000 | PA      | $16857039.42   | 0.20%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AT4110                          | CUSIP: 36194CR70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      669611 | PA      | $608455.10     | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5517000 | PA      | $5650931.77    | 0.07%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      130000 | PA      | $85586.51      | 0.00%             | 2032-06-07      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8382                          | CUSIP: 3140XQJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2760395 | PA      | $2637903.49    | 0.03%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-2 B                      | CUSIP: 92348KCJ0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      479000 | PA      | $486043.89     | 0.01%             | 2031-12-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $51571.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      200000 | PA      | $130945.49     | 0.00%             | 2034-04-03      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A4                   | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126873 | PA      | $123797.89     | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | ANTARES HOLDINGS                   | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      627000 | PA      | $631747.83     | 0.01%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-5A A                    | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      148000 | PA      | $150342.38     | 0.00%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC7330                          | CUSIP: 36179HEB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14318 | PA      | $12604.51      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV9992                          | CUSIP: 3140MQC64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      351138 | PA      | $314226.89     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR1 A                   | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1031513 | PA      | $974528.71     | 0.01%             | 2042-02-17      | Variable      | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      787000 | PA      | $699593.56     | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | MSBAM 2017-C34 A4                  | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      125856 | PA      | $123010.03     | 0.00%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A B                     | CUSIP: 98164RAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      466000 | PA      | $470481.20     | 0.01%             | 2029-12-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                      | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |      586000 | PA      | $607773.50     | 0.01%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4044                          | CUSIP: 36179SP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      950180 | PA      | $920376.47     | 0.01%             | 2031-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1982000 | PA      | $1991698.91    | 0.02%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      947000 | PA      | $886205.70     | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2247000 | PA      | $2179973.84    | 0.03%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                               | GMCAR 2024-2 B                     | CUSIP: 379931AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      180000 | PA      | $182445.44     | 0.00%             | 2029-10-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV9538                          | CUSIP: 3140MPS44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      100971 | PA      | $90641.08      | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                    | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |     1143000 | PA      | $1152394.44    | 0.01%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3903                          | CUSIP: 3142GUKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17704641 | PA      | $18422899.10   | 0.22%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                                     | CAS 2024-R05 2A1                   | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      721555 | PA      | $722339.31     | 0.01%             | 2044-07-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 784682                          | CUSIP: 3622AACT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4134324 | PA      | $3737356.11    | 0.05%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783488                          | CUSIP: 36241L2V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      167265 | PA      | $171309.04     | 0.00%             | 2031-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp                                                                     | CALPINE CORP                       | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     1981000 | PA      | $1947142.08    | 0.02%             | 2029-02-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     4126000 | PA      | $4124646.32    | 0.05%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                        | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     6282000 | PA      | $5254169.85    | 0.06%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                         | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $606936.60     | 0.01%             | 2050-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2630867.05    | 0.03%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| City of Madrid Spain                                                             | CITY OF MADRID S                   | CUSIP: N/A<br>LEI: 9598000KQHFX2BBJ0T57       | Long             | DBT              | NUSS              | ES        |    31900000 | PA      | $35937311.39   | 0.44%             | 2035-10-31      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     3074000 | PA      | $3251271.43    | 0.04%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                                             | PROG 2022-SFR5 A                   | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      147810 | PA      | $147240.17     | 0.00%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A4                   | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      253238 | PA      | $248440.00     | 0.00%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust                    | WAMU 2003-AR7 A7                   | CUSIP: 9292276K7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6844 | PA      | $6805.54       | 0.00%             | 2033-08-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                 | NTT FINANCE                        | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     2694000 | PA      | $2696863.06    | 0.03%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1478000 | PA      | $1430258.16    | 0.02%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     4925000 | PA      | $4743200.93    | 0.06%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                            | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |     6027000 | PA      | $5712174.83    | 0.07%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      480000 | PA      | $315837.73     | 0.00%             | 2033-10-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-1A C                    | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      258000 | PA      | $261890.54     | 0.00%             | 2029-04-20      | Fixed         | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                    | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1606000 | PA      | $1536580.33    | 0.02%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60519                          | CUSIP: 31335ASG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7865 | PA      | $7723.21       | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3442                            | CUSIP: 36202DZF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26402 | PA      | $26526.04      | 0.00%             | 2033-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                              | CITADEL FINANCE                    | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     1322000 | PA      | $1327396.42    | 0.02%             | 2030-02-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                      | STARWOOD PROP TR                   | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      160000 | PA      | $164596.27     | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4074000 | PA      | $4228753.85    | 0.05%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2                                  | GMREV 2023-2 B                     | CUSIP: 36268DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      200000 | PA      | $209738.12     | 0.00%             | 2036-08-11      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Autonomous Community of Madrid Spain                                             | AUTONOMOUS COMMU                   | CUSIP: N/A<br>LEI: 959800KASH3LCM57Q344       | Long             | DBT              | NUSS              | ES        |    10000000 | PA      | $11337125.87   | 0.14%             | 2030-07-30      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                 | SFAST 2025-2A B                    | CUSIP: 78398HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      470000 | PA      | $474173.46     | 0.01%             | 2031-07-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | AUD/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $167298.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN                   | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |       48000 | PA      | $44464.46      | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 A3                 | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4600000 | PA      | $4776866.78    | 0.06%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                          | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     1076000 | PA      | $1088363.73    | 0.01%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1200000 | PA      | $1201329.89    | 0.01%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Range Resources Corp                                                             | RANGE RESOURCES                    | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      167000 | PA      | $171413.91     | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc                                                             | BWX TECHNOLOGIES                   | CUSIP: 05605HAB6<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      365000 | PA      | $353266.93     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP                   | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1041947.51    | 0.01%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28663000 | PA      | $29097423.59   | 0.35%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2999000 | PA      | $3073630.78    | 0.04%             | 2031-01-29      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1758                          | CUSIP: 36179N5T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22654 | PA      | $19897.71      | 0.00%             | 2044-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9748                          | CUSIP: 3140XRZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2185773 | PA      | $1968300.04    | 0.02%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7020000 | PA      | $7074672.91    | 0.09%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18002.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A B                      | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      212000 | PA      | $213776.71     | 0.00%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                    | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     2302000 | PA      | $1619812.85    | 0.02%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2475000 | PA      | $2551409.16    | 0.03%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3734                            | CUSIP: 36202EEF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2648 | PA      | $2616.37       | 0.00%             | 2035-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CACI International Inc                                                           | CACI INTL INC                      | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |      730000 | PA      | $747239.02     | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                        | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     1033000 | PA      | $681736.86     | 0.01%             | 2032-08-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1799000 | PA      | $1835677.01    | 0.02%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783050                          | CUSIP: 36241LL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1632976 | PA      | $1643663.22    | 0.02%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1110000 | PA      | $1150939.19    | 0.01%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                               | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |      700000 | PA      | $451291.16     | 0.01%             | 2031-06-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9389                          | CUSIP: 3140LYNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      551744 | PA      | $496503.70     | 0.01%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                                   | SDART 2025-2 D                     | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    17750000 | PA      | $17985423.58   | 0.22%             | 2031-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6153                          | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      166843 | PA      | $146494.87     | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                      | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |     3341000 | PA      | $3413627.57    | 0.04%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | PHOENIX GRP                        | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |      316000 | PA      | $422726.51     | 0.01%             | 2029-06-13      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |     3101000 | PA      | $2652970.93    | 0.03%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0597                          | CUSIP: 3140Y6UX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      969590 | PA      | $1003016.55    | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5254                          | CUSIP: 3138EMZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8664 | PA      | $8555.56       | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      146000 | PA      | $141113.12     | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                    | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      489000 | PA      | $482044.45     | 0.01%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97770                          | CUSIP: 312946T30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37399 | PA      | $36835.65      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD3145                          | CUSIP: 36180EP66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2760 | PA      | $2721.66       | 0.00%             | 2028-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8287                          | CUSIP: 3132DWF40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6903153 | PA      | $6582120.08    | 0.08%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2146                          | CUSIP: 36179QL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       97900 | PA      | $85226.57      | 0.00%             | 2044-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                   | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      869000 | PA      | $812443.62     | 0.01%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C B                      | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      119000 | PA      | $119729.65     | 0.00%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0262                          | CUSIP: 3618N5JG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1489993 | PA      | $1542032.50    | 0.02%             | 2055-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94002                          | CUSIP: 312942NT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68780 | PA      | $69206.16      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2396000 | PA      | $2304065.25    | 0.03%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 8/25                        | CUSIP: 01F030686<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   174500000 | PA      | $149299739.55  | 1.81%             | 2025-08-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D                   | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     3416000 | PA      | $2573313.40    | 0.03%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11303.49      | 0.00%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8778                          | CUSIP: 36180MXF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5435 | PA      | $4816.90       | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF0695                          | CUSIP: 36181FXY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12037 | PA      | $10517.17      | 0.00%             | 2043-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3935000 | PA      | $4007594.37    | 0.05%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2385                          | CUSIP: 3142GSUK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8838549 | PA      | $9250289.29    | 0.11%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2400.60       | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                                      | CARGILL INC                        | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     3817000 | PA      | $3416481.87    | 0.04%             | 2045-11-23      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1445                          | CUSIP: 3132CXTA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11869259 | PA      | $10565703.20   | 0.13%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                    | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     2997000 | PA      | $3170351.79    | 0.04%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2281000 | PA      | $2285992.03    | 0.03%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    19232000 | PA      | $18696798.80   | 0.23%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK                   | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    18664000 | PA      | $18774477.22   | 0.23%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                    | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |      958000 | PA      | $979990.60     | 0.01%             | 2027-12-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      293000 | PA      | $307678.96     | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                      | BEACH ACQUISITIO                   | CUSIP: N/A<br>LEI: 254900F2FNX3GBTB6202       | Long             | LON              | CORP              | US        |     3000000 | PA      | $3017490.00    | 0.04%             | 2032-06-28      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172CM9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1626344.66    | 0.02%             | 2039-08-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                | VENTURE GLOBAL C                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     2198000 | PA      | $2073467.84    | 0.03%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     7555000 | PA      | $7552303.21    | 0.09%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                    | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    11075000 | PA      | $11039350.17   | 0.13%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2293917.25    | 0.03%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849470                          | CUSIP: 31300MQX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      292411 | PA      | $300198.56     | 0.00%             | 2044-09-01      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |      600000 | PA      | $619578.51     | 0.01%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13572.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2                       | MLMI 2003-A2 2A2                   | CUSIP: 589929M96<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        6856 | PA      | $6591.02       | 0.00%             | 2033-02-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                     | DEFT 2025-1 B                      | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110000 | PA      | $110878.42     | 0.00%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 8/25                      | CUSIP: 01F052680<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -265000000 | PA      | $-263540433.00 | -3.20%            | 2025-08-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                                                    | UNITED WHOLESALE                   | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      346000 | PA      | $346006.51     | 0.00%             | 2025-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                    | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     2391000 | PA      | $3135635.47    | 0.04%             | 2027-09-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.809810 15-FEB-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    25750000 | NC      | $20203.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                    | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1010000 | PA      | $1043532.54    | 0.01%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7729                          | CUSIP: 3140M9ST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      144358 | PA      | $129182.76     | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | PARK INTERMED HL                   | CUSIP: 70052LAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       68000 | PA      | $69682.24      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1201857.88    | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI6679                          | CUSIP: 36198TM41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22666 | PA      | $22161.40      | 0.00%             | 2029-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                    | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     2089000 | PA      | $2132476.84    | 0.03%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      395000 | PA      | $383194.78     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q22521                          | CUSIP: 3132JPYS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       92587 | PA      | $90851.60      | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      200000 | PA      | $128659.75     | 0.00%             | 2030-09-10      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR                   | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |      751000 | PA      | $755643.94     | 0.01%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR C USD P @1.228000 EO           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |   -20550000 | NC      | $-80368.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1974000 | PA      | $1957772.88    | 0.02%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2560575.67    | 0.03%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2145696.18    | 0.03%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      490000 | PA      | $301448.87     | 0.00%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BD3961                          | CUSIP: 3617BKMJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1286861 | PA      | $1199801.42    | 0.01%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       34000 | PA      | $34255.19      | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21261                          | CUSIP: 3132JNMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13881 | PA      | $13240.28      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP                   | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    11808000 | PA      | $11832686.82   | 0.14%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                 | VAIL RESORTS                       | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      935000 | PA      | $939867.91     | 0.01%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      605000 | PA      | $600743.17     | 0.01%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                     | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     1922000 | PA      | $1806497.15    | 0.02%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                           | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2147000 | PA      | $2342260.35    | 0.03%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3735                            | CUSIP: 36202EEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      623420 | PA      | $627047.20     | 0.01%             | 2035-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1774000 | PA      | $1775382.80    | 0.02%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                              | MEDLINE BORROWER                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |      380000 | PA      | $372863.97     | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $7276.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3105000 | PA      | $2043478.13    | 0.02%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5818                          | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7370 | PA      | $7117.68       | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                             | FLUTTER TREASURY                   | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |     2400000 | PA      | $2742353.72    | 0.03%             | 2031-06-04      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3928.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 8/25                      | CUSIP: 01F032682<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -102250000 | PA      | $-91342000.68  | -1.11%            | 2025-08-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8426                          | CUSIP: 36178VLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      356766 | PA      | $315542.61     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85581                          | CUSIP: 312932FW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3841 | PA      | $3864.98       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60239                          | CUSIP: 31335AHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58246 | PA      | $57229.25      | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 C                     | CUSIP: 14290DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      134000 | PA      | $135033.43     | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    12528000 | PA      | $12519086.95   | 0.15%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      987000 | PA      | $960596.61     | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                 | ARGENTINA                          | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |    16000000 | PA      | $12320000.00   | 0.15%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08741                          | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1265919 | PA      | $1115948.75    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B C                     | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      519000 | PA      | $524078.78     | 0.01%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       68000 | PA      | $69392.06      | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                       | DBJPM 2020-C9 A5                   | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      559414 | PA      | $490831.41     | 0.01%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     6044000 | PA      | $6520146.34    | 0.08%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1713                          | CUSIP: 36180C3W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      313771 | PA      | $277806.83     | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Mortgage Loan Trust 2006-8AR                                      | MSM 2006-8AR 5A1                   | CUSIP: 61749LAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       66210 | PA      | $64172.49      | 0.00%             | 2036-06-25      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 B                     | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      484000 | PA      | $485374.08     | 0.01%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                | HERC HOLDINGS                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1342357.83    | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-REV1                                           | FORDR 2024-1 B                     | CUSIP: 34533BAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      676000 | PA      | $685629.15     | 0.01%             | 2036-08-15      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      753000 | PA      | $761286.78     | 0.01%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                               | BMW US CAP LLC                     | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     1646000 | PA      | $1650673.42    | 0.02%             | 2027-08-13      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                                    | CHAOT 2024-4A B                    | CUSIP: 16144YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      361042 | PA      | $366982.62     | 0.00%             | 2030-04-25      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS AREA RAPID -A               | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     5065000 | PA      | $3347392.15    | 0.04%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                         | VISTRA OPERATION                   | CUSIP: 92840VAA0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      347000 | PA      | $346692.40     | 0.00%             | 2026-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                    | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |     4434000 | PA      | $5467225.53    | 0.07%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A5                  | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      158655 | PA      | $154674.30     | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| CLI Funding IX LLC                                                               | CLIF 2024-1A A                     | CUSIP: 12571WAA1<br>LEI: 2549008S2Z91ASJFZL83 | Long             | ABS-CBDO         | CORP              | US        |     1103976 | PA      | $1109146.25    | 0.01%             | 2049-07-20      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                     | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |      799000 | PA      | $788005.04     | 0.01%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4476                          | CUSIP: 3140J86N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9655 | PA      | $9507.43       | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1651000 | PA      | $1684599.99    | 0.02%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3428                            | CUSIP: 36202DYZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4462 | PA      | $4481.76       | 0.00%             | 2033-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                 | BMARK 2024-V6 A3                   | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      650895 | PA      | $675215.56     | 0.01%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    15000000 | PA      | $18511668.82   | 0.22%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     9482000 | PA      | $9904827.22    | 0.12%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8072                          | CUSIP: 36179W6H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3235563 | PA      | $3042068.25    | 0.04%             | 2037-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7427                          | CUSIP: 3140M9HD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      149586 | PA      | $134282.71     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9189                          | CUSIP: 36178WF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      114688 | PA      | $101542.42     | 0.00%             | 2042-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97046                          | CUSIP: 312945ZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1192 | PA      | $1174.59       | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1450077.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3032                          | CUSIP: 36179RLM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      600118 | PA      | $520889.17     | 0.01%             | 2045-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3994                            | CUSIP: 36202ENK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2187 | PA      | $2200.74       | 0.00%             | 2037-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $1032939.06    | 0.01%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                     | CUSIP: 922966AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      475000 | PA      | $488578.32     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05645                          | CUSIP: 3128M7TA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         987 | PA      | $973.49        | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                      | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     2708000 | PA      | $2329033.33    | 0.03%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                 | CHS/COMMUNITY                      | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     2163000 | PA      | $2166622.94    | 0.03%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A D                    | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      564000 | PA      | $572487.47     | 0.01%             | 2032-05-17      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748638                          | CUSIP: 3620C4V72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      574359 | PA      | $542563.18     | 0.01%             | 2040-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      159000 | PA      | $161046.95     | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                  | HUNGARIAN DEVEL                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |     3500000 | PA      | $4068520.08    | 0.05%             | 2030-06-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3803                          | CUSIP: 3138ELGM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1249 | PA      | $1232.70       | 0.00%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | ROCKET MTGE LLC                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      206000 | PA      | $200914.44     | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| MSBAM Commercial Mortgage Securities Trust 2012-CKSV                             | MSBAM 2012-CKSV A2                 | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      631434 | PA      | $598283.82     | 0.01%             | 2030-10-15      | Fixed         | 3.28%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 899948                          | CUSIP: 31410WZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         967 | PA      | $1024.99       | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1545154.18    | 0.02%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     2144000 | PA      | $2199329.64    | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     5583000 | PA      | $5652763.94    | 0.07%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1855000 | PA      | $1855194.04    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                                           | MSC 2018-L1 A4                     | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      289597 | PA      | $286075.59     | 0.00%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Ville de Paris                                                                   | VILLE DE PARIS                     | CUSIP: N/A<br>LEI: 969500Y6KLTVY0FYAX02       | Long             | DBT              | NUSS              | FR        |    15200000 | PA      | $16988614.31   | 0.21%             | 2040-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 C                     | CUSIP: 802920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2433000 | PA      | $2432192.24    | 0.03%             | 2031-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5771                          | CUSIP: 31418FMV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4999999 | PA      | $5013442.66    | 0.06%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                          | JUNTA DE ANDALUC                   | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |    18330000 | PA      | $20995346.50   | 0.25%             | 2033-10-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB3897                          | CUSIP: 36178QKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8405 | PA      | $7522.04       | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                    | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     2452000 | PA      | $1506319.54    | 0.02%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC                   | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     3908000 | PA      | $4062184.45    | 0.05%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2911                          | CUSIP: 3140QNGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      527541 | PA      | $474228.95     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3650                            | CUSIP: 36202EBT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3944 | PA      | $3897.58       | 0.00%             | 2034-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       66000 | PA      | $67961.94      | 0.00%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889072                          | CUSIP: 31410GW90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18835 | PA      | $19893.30      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1052000 | PA      | $1060330.87    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-121010.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                             | EXCELERATE ENERG                   | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      515000 | PA      | $539313.09     | 0.01%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2006-4                                                    | BSARM 2006-4 2A1                   | CUSIP: 073882AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      163841 | PA      | $143383.78     | 0.00%             | 2036-10-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $1525341.94    | 0.02%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                         | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     1332000 | PA      | $1368896.09    | 0.02%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                    | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     1862000 | PA      | $1523800.60    | 0.02%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     3136000 | PA      | $3152769.60    | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    28426000 | PA      | $29128007.14   | 0.35%             | 2036-01-25      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Egypt Government International Bond                                              | ARAB REP EGYPT                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | EG        |     1390000 | PA      | $1147292.80    | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/EUR FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1845.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0834                          | CUSIP: 36180B4T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      102913 | PA      | $90233.30      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3775                          | CUSIP: 3131X7FQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1882 | PA      | $1860.18       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 782156                          | CUSIP: 36241KMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5361 | PA      | $5394.09       | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     9657000 | PA      | $7584396.07    | 0.09%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2589                            | CUSIP: 36202C2W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7492 | PA      | $7597.02       | 0.00%             | 2028-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-REV2                                           | FORDR 2020-2 B                     | CUSIP: 34532JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      309000 | PA      | $306782.37     | 0.00%             | 2033-04-15      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD5823                          | CUSIP: 3133B3PG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      379946 | PA      | $341549.81     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0383                          | CUSIP: 36177WM80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61440 | PA      | $57629.40      | 0.00%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX.NA.IG.44.V1 5YR RTP @ 60.00000 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   272277500 | NC      | $61578.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sazerac Co Inc                                                                   | SAZERAC CO INC                     | CUSIP: N/A<br>LEI: 9QU0CG1O4LSOB6IFK895       | Long             | LON              | CORP              | US        |     1760000 | PA      | $1765280.00    | 0.02%             | 2032-07-09      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54476                          | CUSIP: 3132XW6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11360 | PA      | $10335.10      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B A2                    | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      256197 | PA      | $257355.33     | 0.00%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      733000 | PA      | $724305.70     | 0.01%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                           | GSMS 2020-GC47 AS                  | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      440000 | PA      | $389702.32     | 0.00%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08625                          | CUSIP: 3128MJVT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      309514 | PA      | $301963.18     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     7336000 | PA      | $7536745.89    | 0.09%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2999000 | PA      | $3014421.45    | 0.04%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DW6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1349609.96    | 0.02%             | 2032-06-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     1166000 | PA      | $1049812.11    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3555                            | CUSIP: 36202D5Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       82013 | PA      | $82453.36      | 0.00%             | 2034-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54982                          | CUSIP: 3132XXRC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13090 | PA      | $11909.17      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9669                          | CUSIP: 36179YW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    29379145 | PA      | $29891481.84   | 0.36%             | 2054-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1010                          | CUSIP: 36179NDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25008 | PA      | $22008.59      | 0.00%             | 2043-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3984                            | CUSIP: 36202EM97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1744 | PA      | $1755.04       | 0.00%             | 2037-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                                   | HALST 2025-A B                     | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      255000 | PA      | $256912.70     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                  | CHEMOURS CO                        | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      445000 | PA      | $414010.46     | 0.01%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TIF Funding III LLC                                                              | TIF 2024-2A A                      | CUSIP: 88655AAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1190696 | PA      | $1201370.94    | 0.01%             | 2049-07-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1729000 | PA      | $1473477.92    | 0.02%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                    | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      973000 | PA      | $992988.89     | 0.01%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2713000 | PA      | $2607081.51    | 0.03%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Gates Corp/DE                                                                    | GATES CORP/DE                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |      545000 | PA      | $561337.98     | 0.01%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1124000 | PA      | $1114899.65    | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SWP: KRW 2.382000 18-JUN-2030 KRW  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 46000000000 | NC      | $-176599.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      357000 | PA      | $359069.91     | 0.00%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4894                          | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4605176 | PA      | $4686385.95    | 0.06%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trivium Packaging Finance BV                                                     | TRIVIUM PACK FIN                   | CUSIP: 89686QAC0<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |      635000 | PA      | $666053.32     | 0.01%             | 2031-01-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5580000 | PA      | $5430589.45    | 0.07%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 D                     | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1346000 | PA      | $1340500.24    | 0.02%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1462000 | PA      | $1496641.56    | 0.02%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $51206.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BF1236                          | CUSIP: 3617G7LR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      465513 | PA      | $434019.63     | 0.01%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7514                          | CUSIP: 3140XPK40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13247716 | PA      | $12085830.42   | 0.15%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     2758000 | PA      | $2770668.81    | 0.03%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0120                          | CUSIP: 3140W0D28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11647027 | PA      | $9627019.84    | 0.12%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                   | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    13519000 | PA      | $13878394.92   | 0.17%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                             | KIOXIA HOLDINGS                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      435000 | PA      | $431247.90     | 0.01%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AG2325                          | CUSIP: 36181VSN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35259 | PA      | $34549.95      | 0.00%             | 2029-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1155                          | CUSIP: 36179NH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41342 | PA      | $36308.48      | 0.00%             | 2043-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                              | RCKTL 2025-1A B                    | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      160000 | PA      | $159864.94     | 0.00%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3883                          | CUSIP: 3142GUJ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14799819 | PA      | $15089713.11   | 0.18%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-3 C                      | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1150106.15    | 0.01%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR                   | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1298682.05    | 0.02%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17895.99      | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 787965                          | CUSIP: 3622ADW20<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7938860 | PA      | $8131041.32    | 0.10%             | 2039-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance BV                                                       | WINTERSHALL FIN                    | CUSIP: N/A<br>LEI: 529900SUC9JUI6M74U66       | Long             | DBT              | CORP              | NL        |      400000 | PA      | $401979.12     | 0.00%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (TURKEY)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    -6920000 | NC      | $-85500.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4237                          | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46456069 | PA      | $36656955.81   | 0.44%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |      157000 | PA      | $147245.10     | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8201995.29    | 0.10%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2025-2A B                    | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      820000 | PA      | $823947.40     | 0.01%             | 2030-03-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8698                          | CUSIP: 36179JUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       71149 | PA      | $62540.35      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                    | SDART 2025-1 D                     | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      430000 | PA      | $434202.73     | 0.01%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV4                                                         | PMTLT 2025-INV4 A9                 | CUSIP: 73015DAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    23579952 | PA      | $23526786.28   | 0.29%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 88632NBF6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     2790000 | PA      | $2794357.98    | 0.03%             | 2029-03-29      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6676                          | CUSIP: 3140QSM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18304526 | PA      | $18764603.39   | 0.23%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Opal US LLC                                                                      | OPAL US LLC                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     2815000 | PA      | $2828019.38    | 0.03%             | 2032-04-23      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 981730                          | CUSIP: 31415BEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25961 | PA      | $27563.83      | 0.00%             | 2038-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                      | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     3195000 | PA      | $3251319.89    | 0.04%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     4868000 | PA      | $4868890.90    | 0.06%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7313                          | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21317196 | PA      | $18670719.64   | 0.23%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |      195000 | PA      | $186788.56     | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A D                    | CUSIP: 16145NAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      370000 | PA      | $369980.72     | 0.00%             | 2032-11-26      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | JPMCC 2017-JP5 A5                  | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      303581 | PA      | $298266.63     | 0.00%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06202                          | CUSIP: 3128M8GK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5723 | PA      | $5667.94       | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                     | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     4336000 | PA      | $4243940.86    | 0.05%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                 | SFAST 2024-1A B                    | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      195000 | PA      | $198025.70     | 0.00%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     4005000 | PA      | $4064520.05    | 0.05%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85452                          | CUSIP: 312932BV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6340 | PA      | $6256.53       | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4228000 | PA      | $4107212.33    | 0.05%             | 2028-02-04      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12333.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A C                      | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      288000 | PA      | $289976.05     | 0.00%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |     2754000 | PA      | $3520269.59    | 0.04%             | 2031-11-28      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-112157.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust 2007-AR8                                           | CMLTI 2007-AR8 2A1A                | CUSIP: 17313FAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        7676 | PA      | $6826.51       | 0.00%             | 2037-07-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                            | QUIKRETE HOLDING                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     1669000 | PA      | $1712932.96    | 0.02%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-REF-TXBL                | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5395000 | PA      | $5453830.32    | 0.07%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 8/25                        | CUSIP: 01F020489<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $2723671.80    | 0.03%             | 2025-08-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25569000 | PA      | $24946754.35   | 0.30%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0732                          | CUSIP: 3140W0Y66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9561346 | PA      | $8952976.00    | 0.11%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     1161000 | PA      | $1140583.51    | 0.01%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                            | FOUNDRY JV HOLDC                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     6701000 | PA      | $6838611.76    | 0.08%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Akelius Residential Property AB                                                  | AKELIUS RESIDENT                   | CUSIP: N/A<br>LEI: 213800REBFN6T3PU8L97       | Long             | DBT              | CORP              | SE        |     1369000 | PA      | $1806884.88    | 0.02%             | 2025-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 661505                          | CUSIP: 36294V3N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27209 | PA      | $28299.13      | 0.00%             | 2036-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93511                          | CUSIP: 3129413U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11313 | PA      | $11383.33      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD9762                          | CUSIP: 3133B7Z35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57507 | PA      | $51497.69      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                     | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $765360.57     | 0.01%             | 2034-04-24      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER                   | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2932476.35    | 0.04%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     6733000 | PA      | $6790599.25    | 0.08%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1488000 | PA      | $1457297.07    | 0.02%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                      | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     9776000 | PA      | $10077608.19   | 0.12%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05507                          | CUSIP: 3128M7NY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13233 | PA      | $13314.93      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2854                          | CUSIP: 31329LE32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5798 | PA      | $5710.05       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                            | AMERICAN AIRLINE                   | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1167999.55    | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                      | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     5832000 | PA      | $4477277.63    | 0.05%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Freeport Indonesia PT                                                            | FREEPORT INDONES                   | CUSIP: N/A<br>LEI: 549300T4HTQHRKLNE619       | Long             | DBT              | CORP              | ID        |     1154000 | PA      | $1154681.73    | 0.01%             | 2027-04-14      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                      | THOMAS J UNIV                      | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     2133000 | PA      | $1491977.60    | 0.02%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4081                          | CUSIP: 3138ELRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5906 | PA      | $5792.79       | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05205                          | CUSIP: 3128M7DJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10447 | PA      | $10511.53      | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889495                          | CUSIP: 31410KGC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1666 | PA      | $1755.14       | 0.00%             | 2038-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A4                  | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       41406 | PA      | $40386.56      | 0.00%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     2005000 | PA      | $1668441.02    | 0.02%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                     | CUSIP: 268317AU8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      815000 | PA      | $812387.73     | 0.01%             | 2028-09-21      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $235.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                                | UNTD AIR 20-1 A                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       64536 | PA      | $65764.56      | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06505                          | CUSIP: 3128M8R22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      281868 | PA      | $277990.46     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3414                            | CUSIP: 36202DYK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      156480 | PA      | $157203.02     | 0.00%             | 2033-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5018                          | CUSIP: 36179TSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4515312 | PA      | $3984379.13    | 0.05%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     5134000 | PA      | $4896977.03    | 0.06%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                     | HPEFS 2024-1A D                    | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      381000 | PA      | $384623.92     | 0.00%             | 2031-11-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                       | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1166000 | PA      | $1159083.47    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rayburn Country Securitization LLC                                               | RAYBURN CTRY                       | CUSIP: 75458JAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      364707 | PA      | $340310.45     | 0.00%             | 2032-12-01      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |     1446546 | NS      | $144640124.24  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential 2024-SFR3 Trust                                             | PROG 2024-SFR3 A                   | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      567783 | PA      | $532419.99     | 0.01%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      400000 | PA      | $405722.93     | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1936000 | PA      | $1943811.66    | 0.02%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                    | CHAOT 2025-1A C                    | CUSIP: 16145NAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      340000 | PA      | $339805.32     | 0.00%             | 2030-12-26      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4050                            | CUSIP: 36202EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24314 | PA      | $25447.70      | 0.00%             | 2037-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL                   | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      959000 | PA      | $987178.80     | 0.01%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 666307                          | CUSIP: 36295CGQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15393 | PA      | $13578.97      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      234000 | PA      | $232588.91     | 0.00%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-54218.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                    | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      920000 | PA      | $840400.59     | 0.01%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26674900 | PA      | $26543609.34   | 0.32%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 A3                  | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      626995 | PA      | $581753.11     | 0.01%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3106000 | PA      | $3014228.88    | 0.04%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-4 A                     | CUSIP: 34528QJQ8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     1867000 | PA      | $1863518.98    | 0.02%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08573                          | CUSIP: 3128MJT75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76290 | PA      | $72557.96      | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |     3100000 | PA      | $3584755.40    | 0.04%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                 | SFAST 2024-3A C                    | CUSIP: 78436XAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      533000 | PA      | $534216.84     | 0.01%             | 2032-10-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-2 C                     | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      920000 | PA      | $922867.55     | 0.01%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    10000000 | PA      | $8933273.04    | 0.11%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3760                          | CUSIP: 3140QPFA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1775471 | PA      | $1597156.55    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0849                          | CUSIP: 36180B5J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8871 | PA      | $7778.35       | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       85000 | PA      | $84576.90      | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Argenta Spaarbank NV                                                             | ARGENTA SPBNK                      | CUSIP: N/A<br>LEI: A6NZLYKYN1UV7VVGFX65       | Long             | DBT              | CORP              | BE        |     2300000 | PA      | $2526580.59    | 0.03%             | 2029-02-08      | Variable      | 1.38%                 | No            |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                     | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      242000 | PA      | $234881.61     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4015                            | CUSIP: 36202EN88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2032 | PA      | $2044.63       | 0.00%             | 2037-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER                   | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     1947000 | PA      | $1579334.31    | 0.02%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4458                            | CUSIP: 36202E5T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      226573 | PA      | $219107.57     | 0.00%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 A3                    | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1074000 | PA      | $1074098.27    | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      609000 | PA      | $596009.81     | 0.01%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932866                          | CUSIP: 31412RMP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68870 | PA      | $67745.04      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782071                          | CUSIP: 36241KJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      192684 | PA      | $195675.34     | 0.00%             | 2033-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: USD 3.844000 19-SEP-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     3490000 | NC      | $4457.59       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | WFCM 2017-RC1 A4                   | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      126060 | PA      | $124048.91     | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp                                           | MIWD HLD/MIWD FI                   | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      185000 | PA      | $176543.92     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (INDON)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -18420000 | NC      | $224810.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2935000 | PA      | $2973858.28    | 0.04%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      285000 | PA      | $285622.30     | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1642000 | PA      | $1638044.35    | 0.02%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                              | FORDO 2024-B B                     | CUSIP: 34531QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      817000 | PA      | $828118.06     | 0.01%             | 2030-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent 2015-SFR2 Trust                                            | AH4R 2015-SFR2 A                   | CUSIP: 02666BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      149710 | PA      | $149137.51     | 0.00%             | 2052-10-17      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7237                          | CUSIP: 3140QTBF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2227575 | PA      | $2227010.86    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1534882.92    | 0.02%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 B                     | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      864000 | PA      | $862368.77     | 0.01%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2251000 | PA      | $1690759.00    | 0.02%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6170                          | CUSIP: 3140F12C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      263061 | PA      | $222862.63     | 0.00%             | 2046-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $9282531.80    | 0.11%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                                          | SMB 2017-B A2A                     | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-CBDO         | CORP              | US        |       63661 | PA      | $62971.14      | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                       | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |      730000 | PA      | $747598.45     | 0.01%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co                                                         | GACI FIRST INVST                   | CUSIP: N/A<br>LEI: 558600TU1PWGNLZ3XM88       | Long             | DBT              | CORP              | KY        |     3200000 | PA      | $3231596.16    | 0.04%             | 2027-10-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                   | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1217000 | PA      | $1236404.35    | 0.02%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK                   | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     1934000 | PA      | $1910661.97    | 0.02%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5710                          | CUSIP: 31417CKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17045 | PA      | $16741.76      | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD9742                          | CUSIP: 3133B7ZF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      381054 | PA      | $342069.73     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB                   | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $812125.03     | 0.01%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    14074000 | PA      | $12285045.99   | 0.15%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      837000 | PA      | $823696.00     | 0.01%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21934                          | CUSIP: 3132JPEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3099 | PA      | $2944.00       | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-205343.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 4.5 8/25                      | CUSIP: 21H042687<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -2000000 | PA      | $-1897478.00   | -0.02%            | 2025-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                    | KSA SUKUK LTD                      | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |      881000 | PA      | $893572.05     | 0.01%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3512                            | CUSIP: 36202D3V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1475 | PA      | $1459.28       | 0.00%             | 2034-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY                   | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     5697000 | PA      | $5790993.04    | 0.07%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | VENTURE GLOBAL                     | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      415000 | PA      | $426859.84     | 0.01%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 757047                          | CUSIP: 36230RZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10545 | PA      | $10612.86      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 757049                          | CUSIP: 36230RZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4444 | PA      | $4472.89       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC                   | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     6955000 | PA      | $5857669.61    | 0.07%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | ANTARES HOLDINGS                   | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     1231000 | PA      | $1183873.13    | 0.01%             | 2027-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| RFMSI Series 2006-SA3 Trust                                                      | RFMSI 2006-SA3 2A1                 | CUSIP: 749575AB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       91272 | PA      | $48043.45      | 0.00%             | 2036-09-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784770                          | CUSIP: 3622AAFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      830299 | PA      | $845270.74     | 0.01%             | 2045-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG POWER LLC                     | CUSIP: 69362BBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4970000 | PA      | $5120859.77    | 0.06%             | 2035-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                               | OWENS-BROCKWAY                     | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      121000 | PA      | $121100.77     | 0.00%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94629                          | CUSIP: 312943EA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28340 | PA      | $27900.08      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03854                          | CUSIP: 3128M5TK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         988 | PA      | $993.66        | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                      | WAYFAIR LLC                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      471000 | PA      | $479096.26     | 0.01%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4437                          | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27752398 | PA      | $21803105.50   | 0.26%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2131000 | PA      | $2058411.57    | 0.02%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-34054.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20135.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2670                          | CUSIP: 31329K6F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1148 | PA      | $1134.55       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV7090                          | CUSIP: 3140ML2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32508 | PA      | $29151.53      | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2605                          | CUSIP: 3138EJ3P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2390 | PA      | $2360.12       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 B                     | CUSIP: 02008FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      256000 | PA      | $258918.96     | 0.00%             | 2029-10-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                               | SBAT 2024-A B                      | CUSIP: 78437PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      606000 | PA      | $611484.72     | 0.01%             | 2029-09-17      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4392                          | CUSIP: 3142GU3A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1734853 | PA      | $1765175.78    | 0.02%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |   621300000 | PA      | $2355373.85    | 0.03%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Spirit AeroSystems Inc                                                           | SPIRIT AEROSYSTE                   | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |      152000 | PA      | $167414.43     | 0.00%             | 2030-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: USD 3.726820 15-FEB-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    51505000 | NC      | $299248.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  5000000000 | PA      | $19853650.53   | 0.24%             | 2051-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                                               | FCCU 2025-1A A4                    | CUSIP: 31424YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      670000 | PA      | $675418.02     | 0.01%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners Inc                                                           | RADIOLOGY PARTNE                   | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      845000 | PA      | $853813.10     | 0.01%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                    | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |      120000 | PA      | $119075.83     | 0.00%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                      | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     1374000 | PA      | $1413637.83    | 0.02%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                     | DEFT 2025-1 D                      | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $212674.52     | 0.00%             | 2031-08-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C B                     | CUSIP: 344940AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      570000 | PA      | $584976.98     | 0.01%             | 2029-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                     | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      415000 | PA      | $426305.67     | 0.01%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18132.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3858                          | CUSIP: 31417AJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1275 | PA      | $1260.85       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                       | RHP HOTEL PPTY                     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      640000 | PA      | $655325.54     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                      | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    21340000 | PA      | $21508143.70   | 0.26%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ZA        |    10000000 | PA      | $9938426.00    | 0.12%             | 2036-11-19      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4715                            | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6673980 | PA      | $6717660.36    | 0.08%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1642000 | PA      | $1634935.82    | 0.02%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT2641                          | CUSIP: 3140LQ5B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60541 | PA      | $47657.10      | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC                   | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     1472000 | PA      | $1490781.53    | 0.02%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      100000 | PA      | $119888.63     | 0.00%             | 2029-07-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1877000 | PA      | $1873954.30    | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     1591000 | PA      | $1656070.85    | 0.02%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      179000 | PA      | $175897.05     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3572                          | CUSIP: 36179R6H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      112351 | PA      | $109100.14     | 0.00%             | 2031-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2430000 | PA      | $1515657.63    | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3876                            | CUSIP: 36202EJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4594 | PA      | $4620.60       | 0.00%             | 2036-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                    | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     1138000 | PA      | $1091170.61    | 0.01%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4992                            | CUSIP: 36202FRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22265 | PA      | $23131.01      | 0.00%             | 2041-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1316598.79    | 0.02%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Civitas Resources Inc                                                            | CIVITAS RESOURCE                   | CUSIP: 17888HAB9<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |      290000 | PA      | $293603.78     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: N/A<br>LEI: 2138008L3B3MCG1DFS50       | Long             | DBT              | CORP              | GB        |      925000 | PA      | $1048019.64    | 0.01%             | 2034-02-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    13313000 | PA      | $15364636.76   | 0.19%             | 2038-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                              | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     2758589 | PA      | $3644432.99    | 0.04%             | 2056-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Property Partners Europe Holdings Sarl                                | BLACKSTONE PROP                    | CUSIP: N/A<br>LEI: 213800Y3B5GQFBGVHP79       | Long             | DBT              | CORP              | LU        |      594000 | PA      | $645890.90     | 0.01%             | 2028-05-04      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1191000 | PA      | $1178266.00    | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1958000 | PA      | $1988695.29    | 0.02%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2007-HYB2                                        | CWHL 2007-HYB2 3A1                 | CUSIP: 125438AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      139219 | PA      | $121119.96     | 0.00%             | 2047-02-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       94000 | PA      | $85778.80      | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      356000 | PA      | $345361.51     | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp                                         | NEW YORK TRANSPRTN DE              | CUSIP: 650117AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      140000 | PA      | $136879.95     | 0.00%             | 2035-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                              | DRIVE 2024-1 B                     | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      630000 | PA      | $631524.35     | 0.01%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Finance LLC                                                       | ALLIANT ENERGY F                   | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21155.36      | 0.00%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 A3                   | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      127196 | PA      | $124028.13     | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        6046 | NC      | $687998.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      864000 | PA      | $881971.92     | 0.01%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     8245000 | PA      | $8408368.43    | 0.10%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | DBT              | CORP              | GB        |      457000 | PA      | $558233.36     | 0.01%             | 2032-11-16      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | HUF/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-579.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                     | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14090000 | PA      | $14365558.00   | 0.17%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                    | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     3207000 | PA      | $2008584.52    | 0.02%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A71925                          | CUSIP: 3128L5D65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35738 | PA      | $35957.81      | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD9546                          | CUSIP: 3133B7TB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      193884 | PA      | $174048.54     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     1800000 | PA      | $1160770.23    | 0.01%             | 2031-08-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS                   | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1119746.82    | 0.01%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC33                                    | CGCMT 2015-GC33 C                  | CUSIP: 29425AAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      203404 | PA      | $172071.40     | 0.00%             | 2058-09-10      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                        | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1136364.73    | 0.01%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US Foods Inc                                                                     | US FOODS INC                       | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      121000 | PA      | $124571.14     | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                        | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     2523000 | PA      | $2533285.99    | 0.03%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                           | CUSIP: 26884LBA6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5477.73       | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                   | TEVA PHARMACEUCI                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1505000 | PA      | $1473328.87    | 0.02%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1898.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1593758.07    | 0.02%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0620                          | CUSIP: 3140XFVN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2688930 | PA      | $2366194.57    | 0.03%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-1 A1                    | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      969000 | PA      | $982539.55     | 0.01%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                                     | CAS 2024-R01 1M1                   | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      922375 | PA      | $922089.62     | 0.01%             | 2044-01-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8491                          | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5511968 | PA      | $5527461.30    | 0.07%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788014                          | CUSIP: 3622ADYK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18537125 | PA      | $17764152.91   | 0.22%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG                   | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      600000 | PA      | $401078.76     | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                     | ENTEGRIS ESCROW                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     2297000 | PA      | $2249570.31    | 0.03%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1218000 | PA      | $1224236.81    | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4508                          | CUSIP: 36179TAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      610608 | PA      | $525774.39     | 0.01%             | 2047-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      288000 | PA      | $278223.93     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-16414.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      734000 | PA      | $694855.70     | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1303000 | PA      | $1215610.95    | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3                    | SCRT 2019-3 MZ                     | CUSIP: 35563PLL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2937145 | PA      | $2161584.81    | 0.03%             | 2058-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ8967                          | CUSIP: 36183E6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18147 | PA      | $17718.34      | 0.00%             | 2029-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UKG Inc                                                                          | UKG INC                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      105000 | PA      | $107905.09     | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60891                          | CUSIP: 31335A7C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4452 | PA      | $4480.04       | 0.00%             | 2044-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 5057 AC                        | CUSIP: 3137F7HT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $1971834.25    | 0.02%             | 2040-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2672000 | PA      | $2018437.30    | 0.02%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      750000 | PA      | $738339.66     | 0.01%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3263000 | PA      | $2484750.77    | 0.03%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 B                     | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      425000 | PA      | $431053.40     | 0.01%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5817                          | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3635814 | PA      | $3398931.83    | 0.04%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     4797000 | PA      | $4739639.97    | 0.06%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                       | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      489000 | PA      | $496448.00     | 0.01%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI                   | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24875.53      | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                              | GRAPHIC PACKAGIN                   | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29645.42      | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    18320000 | PA      | $17551418.66   | 0.21%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                   | BOMBARDIER INC                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $2088233.04    | 0.03%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Japan Finance Organization for Municipalities                                    | JPN FIN ORG MUNI                   | CUSIP: 471068BB1<br>LEI: 5493007YYYNZ4NMEOD64 | Long             | DBT              | NUSS              | JP        |    10400000 | PA      | $10354842.35   | 0.13%             | 2030-07-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                            | DELTA/SKYMILES                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     4542214 | PA      | $4547244.09    | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1831.32       | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      385000 | PA      | $388962.02     | 0.00%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS9                                            | GSMS 2018-GS9 A4                   | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      253747 | PA      | $248905.10     | 0.00%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 A3                     | CUSIP: 12512JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      790431 | PA      | $772840.86     | 0.01%             | 2051-08-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q31864                          | CUSIP: 3132QNCA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24904 | PA      | $25058.72      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                        | UZBEK INTL BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |     1183000 | PA      | $1258785.82    | 0.02%             | 2028-10-12      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR3 Trust                                             | PROG 2022-SFR3 A                   | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      178505 | PA      | $173849.29     | 0.00%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1029000.88    | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                    | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     1599000 | PA      | $1593920.86    | 0.02%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QH2482                          | CUSIP: 3133CEXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      803038 | PA      | $801579.95     | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     4872000 | PA      | $4945371.13    | 0.06%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| CENT 2025-CITY                                                                   | CENT 2025-CITY A                   | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3880000 | PA      | $3893235.84    | 0.05%             | 2040-07-10      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788075                          | CUSIP: 3622AD2G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14012567 | PA      | $12967984.78   | 0.16%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                       | CAISSE AMORT DET                   | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |    24400000 | PA      | $27818910.53   | 0.34%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     6795000 | PA      | $5823005.59    | 0.07%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759085                          | CUSIP: 36230UCW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      478788 | PA      | $452043.66     | 0.01%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 D                     | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1304000 | PA      | $1332837.70    | 0.02%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AU2010                          | CUSIP: 36194PGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1809078 | PA      | $1643854.21    | 0.02%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                     | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     4023000 | PA      | $3884540.16    | 0.05%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | LONG GILT FUTURE  Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -131 | NC      | $-182366.83    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JAB Holdings BV                                                                  | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |     2400000 | PA      | $2813609.79    | 0.03%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Namibia International Bonds                                                      | NAMIBIA REP OF                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | NA        |     6158000 | PA      | $6141096.29    | 0.07%             | 2025-10-29      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS10                                           | GSMS 2018-GS10 A5                  | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      196539 | PA      | $191242.94     | 0.00%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                        | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     2252000 | PA      | $2277247.81    | 0.03%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 A                     | CUSIP: 36271NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3020000 | PA      | $3045161.13    | 0.04%             | 2037-12-11      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2138                          | CUSIP: 31416XLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         699 | PA      | $695.23        | 0.00%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3102                          | CUSIP: 3138EKNU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2629 | PA      | $2591.32       | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | PLN/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1457.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    47216000 | PA      | $47699226.01   | 0.58%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                          | AUSGRID FINANCE                    | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |     1180000 | PA      | $733029.82     | 0.01%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                                     | CAS 2025-R04 1A1                   | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1152753 | PA      | $1152754.53    | 0.01%             | 2045-05-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                          | CSAIL 2016-C7 A5                   | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |      263052 | PA      | $258740.63     | 0.00%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                               | SBAT 2024-A C                      | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      281000 | PA      | $285437.24     | 0.00%             | 2030-01-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5072                            | CUSIP: 36202FT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3510 | PA      | $3654.52       | 0.00%             | 2039-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Argentum Netherlands BV for Zurich Insurance Co Ltd                              | ARGENTUM NET                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      320000 | PA      | $367755.41     | 0.00%             | 2046-10-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                 | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    16619784 | PA      | $14837308.75   | 0.18%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                         | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      326000 | PA      | $322049.36     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    32763000 | PA      | $22330032.19   | 0.27%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |      490000 | PA      | $504591.03     | 0.01%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4                    | SCRT 2018-4 MZ                     | CUSIP: 35563PHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2287452 | PA      | $1658536.30    | 0.02%             | 2058-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TMSQ 2014-1500 Mortgage Trust                                                    | TMSQ 2014-1500 A                   | CUSIP: 87264JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1116692 | PA      | $1009327.31    | 0.01%             | 2036-10-10      | Fixed         | 3.68%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $96643.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                           | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      811000 | PA      | $789230.19     | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 765095                          | CUSIP: 36176FXY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30593 | PA      | $26810.10      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                       | MSD NETHERLANDS                    | CUSIP: N/A<br>LEI: 724500V56VDH8898Q807       | Long             | DBT              | CORP              | NL        |      300000 | PA      | $313691.90     | 0.00%             | 2054-05-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                      | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    14800000 | PA      | $15299610.51   | 0.19%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     9900000 | PA      | $10085005.80   | 0.12%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 C                    | CUSIP: 17326DAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      109838 | PA      | $84321.24      | 0.00%             | 2050-09-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2959                          | CUSIP: 36179RJC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57189 | PA      | $49823.67      | 0.00%             | 2045-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7763                          | CUSIP: 3132A8TU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2204 | PA      | $2172.31       | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23182000 | PA      | $23520674.42   | 0.29%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                                          | OMFIT 2025-1A B                    | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $802377.68     | 0.01%             | 2038-07-14      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                                   | WFCM 2018-C48 A5                   | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |       82886 | PA      | $81913.70      | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889650                          | CUSIP: 31410KL77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7939 | PA      | $8402.67       | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                               | CNX RESOURCES CO                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      595000 | PA      | $612841.21     | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                    | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     1488000 | PA      | $1046372.16    | 0.01%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25919                          | CUSIP: 3132M6G46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39113 | PA      | $38427.36      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                    | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      243000 | PA      | $224477.93     | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783313                          | CUSIP: 36241LVE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42572 | PA      | $43388.43      | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3970                          | CUSIP: 3131X7MT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1446 | PA      | $1427.09       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 C                     | CUSIP: 14319GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      124000 | PA      | $125765.86     | 0.00%             | 2030-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | TSY INFL IX N/B                    | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    14000000 | PA      | $13888392.90   | 0.17%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | USD/ZAR FWD 20250918               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2572.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3826                          | CUSIP: 3138X3HC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         641 | PA      | $635.33        | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC                   | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     6975000 | PA      | $4218560.86    | 0.05%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     1419000 | PA      | $1407219.14    | 0.02%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                          | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |      364000 | PA      | $359545.43     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91947                          | CUSIP: 312940EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4185 | PA      | $4211.42       | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNIV-P-TXBL                | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     8660000 | PA      | $5721046.27    | 0.07%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                           | ASCENT RESOUR/AR                   | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1424449.09    | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0890                          | CUSIP: 31427M7C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5778506 | PA      | $5199847.80    | 0.06%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 782224                          | CUSIP: 36241KPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13686 | PA      | $13758.49      | 0.00%             | 2035-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1                        | GMCAR 2023-1 A4                    | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       43000 | PA      | $43081.87      | 0.00%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5445                          | CUSIP: 31417CBP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5075 | PA      | $5002.30       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust                    | WAMU 2003-AR9 1A7                  | CUSIP: 92922FBW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       11928 | PA      | $11849.44      | 0.00%             | 2033-09-25      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3049000 | PA      | $2177033.76    | 0.03%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| CIMIC Finance Ltd                                                                | CIMIC FINANCE LT                   | CUSIP: N/A<br>LEI: 213800SWJBM5VMCQJW54       | Long             | DBT              | CORP              | AU        |     2300000 | PA      | $2442711.63    | 0.03%             | 2029-05-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN6463                          | CUSIP: 3140JPFD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21180 | PA      | $18441.18      | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    18948000 | PA      | $16571300.26   | 0.20%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                        | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     7670000 | PA      | $7767697.83    | 0.09%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     5000000 | PA      | $5044794.70    | 0.06%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                    | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     6113000 | PA      | $5778381.16    | 0.07%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    13191000 | PA      | $10487662.70   | 0.13%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                   | CARMX 2025-3 C                     | CUSIP: 14290FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      380000 | PA      | $381040.40     | 0.00%             | 2031-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIV TXB-A                    | CUSIP: 264416AN8<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | MUN               | US        |     7505000 | PA      | $8073474.48    | 0.10%             | 2037-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5021000 | PA      | $5000558.43    | 0.06%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54557                          | CUSIP: 3132XXB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5201 | PA      | $4731.71       | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788018                          | CUSIP: 3622ADYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9543203 | PA      | $9584575.12    | 0.12%             | 2042-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 A4                    | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      383000 | PA      | $386011.45     | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings Inc                                                        | ENDO FINANCE                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $18089.32      | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205AR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     3020000 | PA      | $3020611.59    | 0.04%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                    | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     2201000 | PA      | $2290051.00    | 0.03%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     1758000 | PA      | $1625951.97    | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                  | HUNGARIAN DEVEL                    | CUSIP: N/A<br>LEI: 549300KCFVCFTUJZYT59       | Long             | DBT              | NUSS              | HU        |      487000 | PA      | $505220.57     | 0.01%             | 2028-06-29      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1326000 | PA      | $1321062.55    | 0.02%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                    | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     4362000 | PA      | $2821509.11    | 0.03%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08680                          | CUSIP: 3128MJXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23453 | PA      | $20725.93      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-64401.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU2094                          | CUSIP: 3140M3KG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81760 | PA      | $73472.26      | 0.00%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                    | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |      345000 | PA      | $326563.07     | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1                   | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     2325000 | PA      | $2588804.50    | 0.03%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4194                          | CUSIP: 36179SUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6417911 | PA      | $5524977.04    | 0.07%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3418000 | PA      | $3423406.55    | 0.04%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 5Y RTP 3.580000 16-JUL-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    89400000 | NC      | $1387090.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2                                 | SFAST 2024-2A A4                   | CUSIP: 78397XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      211000 | PA      | $215462.95     | 0.00%             | 2030-08-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                   | RAVEN ACQUISITIO                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       49000 | PA      | $49490.57      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4946                          | CUSIP: 3132DSP71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9503563 | PA      | $7570225.58    | 0.09%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                     | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    12640000 | PA      | $12772461.36   | 0.15%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       70000 | PA      | $73430.54      | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 B                     | CUSIP: 02007WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      316000 | PA      | $322603.83     | 0.00%             | 2029-01-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97618                          | CUSIP: 312946PB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4309 | PA      | $4246.17       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5590                          | CUSIP: 31418FF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22631026 | PA      | $22691873.95   | 0.28%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2012000 | PA      | $1312568.55    | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                   | PMTLT 2025-INV3 A9                 | CUSIP: 69382CAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    22404393 | PA      | $22381914.41   | 0.27%             | 2056-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM RESORTS                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      245000 | PA      | $248576.48     | 0.00%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD8915                          | CUSIP: 36180M3Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      926468 | PA      | $816870.01     | 0.01%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      726000 | PA      | $734559.19     | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 C                     | CUSIP: 14319WAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      146000 | PA      | $148244.03     | 0.00%             | 2030-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8148                          | CUSIP: 36179XBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6106183 | PA      | $5345730.41    | 0.06%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                           | CREDIT ACCEPTANC                   | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      320000 | PA      | $324133.51     | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                     | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     2349000 | PA      | $1836048.45    | 0.02%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                          | STACR 2025-DNA1 A1                 | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |      193139 | PA      | $193265.93     | 0.00%             | 2045-01-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      650000 | PA      | $606336.44     | 0.01%             | 2031-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                      | CUSIP: 233853AQ3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      735000 | PA      | $744145.07     | 0.01%             | 2028-01-19      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 C                     | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      924000 | PA      | $921034.42     | 0.01%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      380000 | PA      | $388644.15     | 0.00%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Orion US Finco                                                                   | ORION US FINCO                     | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     1840000 | PA      | $1848510.00    | 0.02%             | 2032-05-20      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3975                            | CUSIP: 36202EMY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12448 | PA      | $12764.89      | 0.00%             | 2037-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CB1993                          | CUSIP: 3617UMGA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      151656 | PA      | $132235.96     | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL               | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6465000 | PA      | $5179123.78    | 0.06%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      490000 | PA      | $505162.70     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA                   | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     2799000 | PA      | $2274275.94    | 0.03%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | UKRAINE GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |      688000 | PA      | $324844.08     | 0.00%             | 2036-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1                    | SCRT 2019-1 MZ                     | CUSIP: 35563PJJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3150886 | PA      | $2301797.12    | 0.03%             | 2058-07-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2                     | JPMCC 2010-C2 D                    | CUSIP: 46635GAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       32579 | PA      | $31077.68      | 0.00%             | 2043-11-15      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                    | FREE MTGE HOLD                     | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      400000 | PA      | $418263.53     | 0.01%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2691000 | PA      | $2738326.30    | 0.03%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| McAfee Corp                                                                      | MCAFEE CORP                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |      200000 | PA      | $185619.01     | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783334                          | CUSIP: 36241LV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24169 | PA      | $24936.64      | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 C                     | CUSIP: 36271NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      914000 | PA      | $914258.48     | 0.01%             | 2037-12-11      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3727                          | CUSIP: 3131X7D88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2924 | PA      | $2890.50       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                    | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      903000 | PA      | $888606.48     | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3840                            | CUSIP: 36202EHR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35306 | PA      | $35517.31      | 0.00%             | 2036-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V84237                          | CUSIP: 3132L9V69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5734 | PA      | $5217.18       | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-2 C                      | CUSIP: 92348KCK7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      594000 | PA      | $605567.26     | 0.01%             | 2031-12-22      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 A4                     | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      272308 | PA      | $261963.29     | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND                   | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     2358000 | PA      | $2409732.99    | 0.03%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | UKRAINE GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |     7000000 | PA      | $3636507.00    | 0.04%             | 2034-02-01      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Close Brothers Finance PLC                                                       | CLOSE BROTHERS                     | CUSIP: QZ7659399<br>LEI: 213800URQKPVH3SJBM16 | Long             | DBT              | CORP              | GB        |      125000 | PA      | $161435.83     | 0.00%             | 2026-10-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87339                          | CUSIP: 312934EL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1418 | PA      | $1427.28       | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $284345.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-6 B                      | CUSIP: 92348VAB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1680000 | PA      | $1693544.66    | 0.02%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                     | CACLN 2025-1 C                     | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      485759 | PA      | $486309.75     | 0.01%             | 2033-02-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT            | INDO ASA/MINERAL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | ID        |     4415000 | PA      | $4680025.50    | 0.06%             | 2028-11-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5164                          | CUSIP: 3133KYWZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1293245 | PA      | $1197309.71    | 0.01%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1172000 | PA      | $1195751.97    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 C                     | CUSIP: 02007WAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      254000 | PA      | $259519.67     | 0.00%             | 2029-03-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 B                     | CUSIP: 36269WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      271000 | PA      | $273382.69     | 0.00%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                           | GSMS 2020-GC47 A5                  | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2790291 | PA      | $2506811.94    | 0.03%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                     | CAS 2024-R04 1A1                   | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      291917 | PA      | $292007.00     | 0.00%             | 2044-05-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     3458000 | PA      | $2503927.79    | 0.03%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7193                          | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7337873 | PA      | $6181261.84    | 0.08%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                       | NETWORK FINANCE                    | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |     1700000 | PA      | $1033774.44    | 0.01%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5397                          | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2390383 | PA      | $2172815.77    | 0.03%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO                   | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     1918000 | PA      | $2036907.14    | 0.02%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.806860 15-FEB-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    27000000 | NC      | $-14854.65     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783397                          | CUSIP: 36241LX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1556919 | PA      | $1567108.38    | 0.02%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 6.5 8/25                      | CUSIP: 21H062685<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1500000 | PA      | $1539531.75    | 0.02%             | 2025-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     7907000 | PA      | $8167459.77    | 0.10%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2025-4 A                     | CUSIP: 02582JKV1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    31100000 | PA      | $31225395.20   | 0.38%             | 2030-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4319                          | CUSIP: 36179SYQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      497511 | PA      | $428562.76     | 0.01%             | 2047-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: AZ2286302<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |     2077000 | PA      | $2183946.94    | 0.03%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                 | ABCLN 2024-B B                     | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      183050 | PA      | $183760.20     | 0.00%             | 2032-09-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL BRANDS I                    | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1935000 | PA      | $2029838.25    | 0.02%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $122098.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6384.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A77292                          | CUSIP: 3128LBC55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4012 | PA      | $4036.54       | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                      | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1692000 | PA      | $1694703.49    | 0.02%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2023-2 A                     | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      397000 | PA      | $407242.00     | 0.00%             | 2030-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P3                                           | CRVNA 2021-P3 A4                   | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      417535 | PA      | $411005.37     | 0.00%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04817                          | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28105 | PA      | $28278.41      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07785                          | CUSIP: 3128M96W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9842 | PA      | $9683.92       | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94672                          | CUSIP: 312943FM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2022 | PA      | $1991.54       | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                     | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      763000 | PA      | $777212.68     | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1186                          | CUSIP: 3140QLJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21718213 | PA      | $17096405.99   | 0.21%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6505                          | CUSIP: 3133KNGN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50015 | PA      | $39605.83      | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A                          | WOLS 2024-A B                      | CUSIP: 981946AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      636000 | PA      | $644557.25     | 0.01%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6852000 | PA      | $5228928.70    | 0.06%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                    | CUSIP: N/A<br>LEI: 549300WN65YFEQH74Y36       | Long             | DBT              | NUSS              | CA        |    20124000 | PA      | $22868360.12   | 0.28%             | 2035-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       41000 | PA      | $40079.12      | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4600                            | CUSIP: 36202FDD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      124096 | PA      | $127351.14     | 0.00%             | 2039-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU2118                          | CUSIP: 3140M3K82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31092 | PA      | $27998.33      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6406                          | CUSIP: 3133KNDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38658058 | PA      | $30455478.98   | 0.37%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3541                          | CUSIP: 3131X65A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1239 | PA      | $1226.35       | 0.00%             | 2026-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH                   | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      974000 | PA      | $982611.47     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08658                          | CUSIP: 3128MJWU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17283 | PA      | $15284.44      | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                                             | FRONTIER COMMUNI                   | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      132000 | PA      | $131931.93     | 0.00%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1224000 | PA      | $1185120.44    | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                      | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     4312000 | PA      | $4474190.93    | 0.05%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8427                          | CUSIP: 36178VLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      140690 | PA      | $124304.03     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    11750000 | PA      | $13242930.42   | 0.16%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2024-1                                      | TALNT 2024-1A A                    | CUSIP: 89231JAA0<br>LEI: 254900CVU48B7WLCPS92 | Long             | ABS-CBDO         | CORP              | US        |      929000 | PA      | $952455.39     | 0.01%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $237698.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1224000 | PA      | $1282221.86    | 0.02%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | JPMCC 2017-JP6 A4                  | CUSIP: 48128KAT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      306632 | PA      | $298852.75     | 0.00%             | 2050-07-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A A4                   | CUSIP: 16144BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      333075 | PA      | $338038.82     | 0.00%             | 2029-10-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3709                            | CUSIP: 36202EDN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1966 | PA      | $1942.16       | 0.00%             | 2035-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4860000 | PA      | $4310173.15    | 0.05%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc            | KEHE DIS/FIN/NXT                   | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      428000 | PA      | $446598.55     | 0.01%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3305                          | CUSIP: 3140XJU76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3278437 | PA      | $2938161.92    | 0.04%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                           | ATHENAHEALTH GRP                   | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     2790000 | PA      | $2785898.70    | 0.03%             | 2029-02-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3921584.85    | 0.05%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                         | LAMB WESTON HLD                    | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |      400000 | PA      | $373557.27     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6557                          | CUSIP: 3132DUJA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37926831 | PA      | $31242306.48   | 0.38%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4193                            | CUSIP: 36202EUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1282 | PA      | $1289.88       | 0.00%             | 2038-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CNT PAR/CDK GL/F                   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18000 | PA      | $15268.78      | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Enpro Inc                                                                        | ENPRO INC                          | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1447505.05    | 0.02%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      234000 | PA      | $251146.84     | 0.00%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9 A3                 | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1153814 | PA      | $1189867.00    | 0.01%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5134                          | CUSIP: 3140XLV47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5490127 | PA      | $5027956.29    | 0.06%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0765                          | CUSIP: 31427MZ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23912145 | PA      | $22852413.86   | 0.28%             | 2054-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $810740.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     3843000 | PA      | $3980040.03    | 0.05%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BE6414                          | CUSIP: 3617G1DT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      837800 | PA      | $781120.79     | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A4                   | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      254764 | PA      | $248082.56     | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3215278.53    | 0.04%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11883.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                     | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |     1300000 | PA      | $1677364.86    | 0.02%             | 2034-04-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                     | CUSIP: 693304AR8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2638000 | PA      | $2348141.01    | 0.03%             | 2043-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                     | HPEFS 2024-2A C                    | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      517000 | PA      | $522533.71     | 0.01%             | 2031-10-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                       | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      103000 | PA      | $101966.67     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RGE6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      519000 | PA      | $671677.06     | 0.01%             | 2026-12-04      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR                   | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      975000 | PA      | $994585.94     | 0.01%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |     6575000 | PA      | $6551160.35    | 0.08%             | 2027-03-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS1286                          | CUSIP: 3132A1NB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      575504 | PA      | $578512.41     | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $8161255.99    | 0.10%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                     | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     2711000 | PA      | $2746141.89    | 0.03%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                        | HAROT 2024-4 A4                    | CUSIP: 43816DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      242000 | PA      | $242194.54     | 0.00%             | 2030-12-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                      | ALLIED UNIVERSAL                   | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1290945.40    | 0.02%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      958000 | PA      | $877323.48     | 0.01%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $3194960.82    | 0.04%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                                      | CAPST 2025-1 A                     | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2660000 | PA      | $2660000.00    | 0.03%             | 2029-08-16      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS6818                          | CUSIP: 3132A7SF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7536 | PA      | $7442.08       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                       | PHOENIX GRP                        | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |     1199000 | PA      | $1593223.27    | 0.02%             | 2025-12-18      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                         | FORDR 2025-1 A                     | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1550000 | PA      | $1573574.26    | 0.02%             | 2037-08-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY                   | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |      780000 | PA      | $757262.01     | 0.01%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 712395                          | CUSIP: 36297HNL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1112 | PA      | $1119.05       | 0.00%             | 2039-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     9008000 | PA      | $9011562.23    | 0.11%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C C                      | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      329000 | PA      | $331012.66     | 0.00%             | 2032-02-17      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12800000 | PA      | $11027500.03   | 0.13%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6475                          | CUSIP: 36179VFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4534 | PA      | $4108.56       | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B B                      | CUSIP: 44934QAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      315000 | PA      | $319759.30     | 0.00%             | 2030-09-16      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3001000 | PA      | $3108567.30    | 0.04%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 B                     | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      540000 | PA      | $546071.65     | 0.01%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                             | CLEVELAND-CLIFFS                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      610000 | PA      | $609721.82     | 0.01%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                       | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     3130000 | PA      | $2841599.15    | 0.03%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                     | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    10380000 | PA      | $10533890.08   | 0.13%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     3435000 | PA      | $3062378.33    | 0.04%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-1 B                     | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      811000 | PA      | $819458.16     | 0.01%             | 2029-04-15      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| GMACM Mortgage Loan Trust 2005-AR6                                               | GMACM 2005-AR6 3A1                 | CUSIP: 36185MBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       13081 | PA      | $11390.83      | 0.00%             | 2035-11-19      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME                   | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      985000 | PA      | $989136.29     | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V84293                          | CUSIP: 3132L9XW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6280 | PA      | $5713.47       | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07810                          | CUSIP: 3128MAAK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      140454 | PA      | $138562.30     | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                 | GGAM FINANCE LTD                   | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |      473000 | PA      | $499845.28     | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V82363                          | CUSIP: 3132L7TU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      193566 | PA      | $190692.14     | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                     | HPEFS 2025-1A C                    | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      910000 | PA      | $908370.37     | 0.01%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2461109.45    | 0.03%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                              | JPMBB 2015-C32 A5                  | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      388595 | PA      | $384923.63     | 0.00%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                           | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     3486000 | PA      | $2725372.07    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2657                            | CUSIP: 36202C5S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6293 | PA      | $6381.94       | 0.00%             | 2028-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-REV1                                           | FORDR 2024-1 A                     | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1731000 | PA      | $1758484.30    | 0.02%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                        | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $775005.83     | 0.01%             | 2031-05-24      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3374                          | CUSIP: 36179RXB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      433635 | PA      | $375098.85     | 0.00%             | 2046-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8455                          | CUSIP: 3132A9MC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4375 | PA      | $4320.77       | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4653000 | PA      | $4674029.20    | 0.06%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO                   | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1451371.33    | 0.02%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     3639000 | PA      | $3770775.36    | 0.05%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B               | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7080000 | PA      | $4690081.57    | 0.06%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                             | PROG 2025-SFR3 A                   | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2270000 | PA      | $2123048.83    | 0.03%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4833                          | CUSIP: 36179TLN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6850 | PA      | $5647.02       | 0.00%             | 2046-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                         | SLOVAKIA GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |    24580214 | PA      | $27463110.33   | 0.33%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91645                          | CUSIP: 312939ZJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130073 | PA      | $128358.06     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3549572.29    | 0.04%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                      | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     1758000 | PA      | $1660969.10    | 0.02%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC4662                          | CUSIP: 36179EFB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25800 | PA      | $23077.64      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-85110.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BG4091                          | CUSIP: 3617GNRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      616623 | PA      | $574906.75     | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arbejdernes Landsbank AS                                                         | ARBEJDERNES LAND                   | CUSIP: N/A<br>LEI: 549300D6BJ7XOO03RR69       | Long             | DBT              | CORP              | DK        |     3600000 | PA      | $4128524.31    | 0.05%             | 2030-03-05      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                           | 200 PARK FUND TR                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8242000 | PA      | $8097726.89    | 0.10%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1682000 | PA      | $1677280.14    | 0.02%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                      | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     1159000 | PA      | $1108812.51    | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2025-BNK50 AS                 | CUSIP: 064908AN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      890000 | PA      | $924609.07     | 0.01%             | 2068-05-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06693                          | CUSIP: 3128M8XW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42286 | PA      | $42548.34      | 0.00%             | 2040-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                                               | FHR 4390 NZ                        | CUSIP: 3137BDXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    56722247 | PA      | $50981297.29   | 0.62%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     1234000 | PA      | $1197195.86    | 0.01%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08607                          | CUSIP: 3128MJU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21509 | PA      | $21024.94      | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      719000 | PA      | $710006.83     | 0.01%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    25338000 | PA      | $17617828.13   | 0.21%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                      | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      293000 | PA      | $290819.06     | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15663000 | PA      | $15228301.72   | 0.18%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25157                          | CUSIP: 3132M5ME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5159 | PA      | $5060.88       | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q24744                          | CUSIP: 3132M45D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16224 | PA      | $15991.20      | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                                  | GMREV 2021-1 C                     | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      171000 | PA      | $164992.46     | 0.00%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4040                            | CUSIP: 36202EPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1911 | PA      | $2000.05       | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                    | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1414000 | PA      | $1309073.82    | 0.02%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                     | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     2936000 | PA      | $3054314.82    | 0.04%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2024-3A A                    | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      575000 | PA      | $586321.52     | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4128                          | CUSIP: 36179SSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7755 | PA      | $7296.10       | 0.00%             | 2046-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                      | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      225000 | PA      | $224579.23     | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2595000 | PA      | $2571277.71    | 0.03%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08567                          | CUSIP: 3128MJTZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29979 | PA      | $28525.79      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AE5683                          | CUSIP: 36180YJ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1024144 | PA      | $929727.71     | 0.01%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4193                          | CUSIP: 36179SUS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25578 | PA      | $21479.11      | 0.00%             | 2043-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    15100000 | PA      | $14736066.44   | 0.18%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93070                          | CUSIP: 312941MT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12630 | PA      | $12708.56      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                                | LADAR 2024-3A A4                   | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245000 | PA      | $245557.47     | 0.00%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     4144000 | PA      | $4243366.96    | 0.05%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3759                            | CUSIP: 36202EE88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      449940 | PA      | $452567.76     | 0.01%             | 2035-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3203000 | PA      | $3018827.50    | 0.04%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT                   | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      440000 | PA      | $431168.10     | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV1                                           | FORDR 2023-1 A                     | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      776000 | PA      | $784952.17     | 0.01%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                                          | ENI SPA                            | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |      995000 | PA      | $1115590.03    | 0.01%             | 2173-10-13      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |      256000 | PA      | $271193.94     | 0.00%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC8280                          | CUSIP: 36179JFV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15197 | PA      | $13440.92      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4841                          | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20230095 | PA      | $19795823.72   | 0.24%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7936                          | CUSIP: 3140M9ZA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76799 | PA      | $68942.34      | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                             | XPLR INFRAST OP                    | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      194000 | PA      | $189421.41     | 0.00%             | 2026-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                              | NISSAN MOTOR CO                    | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1125000 | PA      | $1181733.25    | 0.01%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7451                          | CUSIP: 3132A8H44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1202 | PA      | $1195.64       | 0.00%             | 2026-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85726                          | CUSIP: 312932LF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1214 | PA      | $1221.83       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4701                          | CUSIP: 31418EGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7366319 | PA      | $7026048.59    | 0.09%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                   | TRANSOCEAN INC                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |      132000 | PA      | $124729.29     | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $668.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788015                          | CUSIP: 3622ADYL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    49191293 | PA      | $47122326.65   | 0.57%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                               | CROWN AMERICAS L                   | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |     2865000 | PA      | $2872476.98    | 0.03%             | 2033-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4469                            | CUSIP: 36202E6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1204 | PA      | $1211.86       | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                            | HART 2024-A C                      | CUSIP: 448973AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      320000 | PA      | $325484.51     | 0.00%             | 2031-07-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                       | MUELLER WATER                      | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      160000 | PA      | $152916.92     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1183000 | PA      | $1143163.63    | 0.01%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     1037000 | PA      | $614704.89     | 0.01%             | 2050-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3983                          | CUSIP: 3142GUM91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7480473 | PA      | $7726090.87    | 0.09%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18908.16      | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | CAN 10YR BOND FUT Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -311 | NC      | $254797.01     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      451000 | PA      | $441043.45     | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B2925                          | CUSIP: 31326HHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101834 | PA      | $104448.69     | 0.00%             | 2044-07-01      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $1076939.40    | 0.01%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: EUR 2.380817 10-SEP-2035 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    21000000 | NC      | $-319233.13    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6283                          | CUSIP: 36178D6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      118117 | PA      | $104197.85     | 0.00%             | 2043-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                    | SDART 2023-1 C                     | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      101000 | PA      | $101360.25     | 0.00%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 C                     | CUSIP: 362549AG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      930000 | PA      | $930578.65     | 0.01%             | 2032-10-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08368                          | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1049 | PA      | $1035.24       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     2900000 | PA      | $3030123.00    | 0.04%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                         | CLD SFTWR GRP IN                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      187000 | PA      | $188867.09     | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92821                          | CUSIP: 312941D20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11203 | PA      | $11272.22      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      488000 | PA      | $479781.75     | 0.01%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                    | OLYMPUS WTR HLDG                   | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     2202000 | PA      | $2309434.17    | 0.03%             | 2028-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                    | CHAOT 2024-3A C                    | CUSIP: 16144LAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      147467 | PA      | $150058.67     | 0.00%             | 2030-02-28      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90768                          | CUSIP: 312938Z97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20008 | PA      | $20132.48      | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                                | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       80000 | PA      | $83296.88      | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205AT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     3100000 | PA      | $3088433.42    | 0.04%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                                          | STACR 2024-DNA1 A1                 | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |      712236 | PA      | $715565.28     | 0.01%             | 2044-02-25      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92503                          | CUSIP: 312940X87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       52745 | PA      | $52005.33      | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bond                                        | EL SALVADOR REP                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SV        |     5000000 | PA      | $5124122.24    | 0.06%             | 2054-11-21      | Fixed         | 9.65%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN                   | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      890000 | PA      | $881372.16     | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                 | SFAST 2024-1A C                    | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      274000 | PA      | $278546.70     | 0.00%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Baiterek National Managing Holding JSC                                           | BAITEREK NATIONA                   | CUSIP: 05709VAA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     5000000 | PA      | $5043953.82    | 0.06%             | 2028-05-08      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                    | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1004000 | PA      | $1001025.27    | 0.01%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                        | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $2008634.22    | 0.02%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                     | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2455334.44    | 0.03%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1018                          | CUSIP: 31418ADY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2101 | PA      | $2074.91       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      571000 | PA      | $580024.40     | 0.01%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05253                          | CUSIP: 3128M7E28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55247 | PA      | $55587.94      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                  | FAIR ISAAC CORP                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     2090000 | PA      | $2103333.75    | 0.03%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                               | BVABS 2024-SN1 C                   | CUSIP: 072926AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      231000 | PA      | $233323.79     | 0.00%             | 2028-12-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds                                   | TSY INFL IX N/B                    | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | SN               | UST               | US        |    17108300 | PA      | $17695299.86   | 0.21%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                          | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      968000 | PA      | $988172.08     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                               | CUSIP: N/A<br>LEI: 9695005MSX1OYEMGDF46       | Long             | DBT              | CORP              | FR        |     6500000 | PA      | $8095681.30    | 0.10%             | 2032-11-30      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                      | CGCMT 2018-C5 A4                   | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      216626 | PA      | $213463.46     | 0.00%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR2 A                   | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2970000 | PA      | $2782315.60    | 0.03%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B1726                          | CUSIP: 31326F4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      260489 | PA      | $268364.28     | 0.00%             | 2043-09-01      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788019                          | CUSIP: 3622ADYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21093968 | PA      | $21185939.98   | 0.26%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                                                   | PMTLT 2025-INV5 A8                 | CUSIP: 729907AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   119571226 | PA      | $120446057.42  | 1.46%             | 2056-05-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     3232000 | PA      | $3075091.17    | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     6662000 | PA      | $6736158.05    | 0.08%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2023-8A A                    | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1306000 | PA      | $1363059.14    | 0.02%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F                   | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     1588000 | PA      | $1588442.99    | 0.02%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                                               | ALLYA 2023-A D                     | CUSIP: 02008NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      175000 | PA      | $181489.28     | 0.00%             | 2034-01-17      | Fixed         | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783487                          | CUSIP: 36241L2U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      407134 | PA      | $418338.54     | 0.01%             | 2031-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TR        |    14385000 | PA      | $16476202.48   | 0.20%             | 2031-08-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 A3                    | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      456135 | PA      | $481878.85     | 0.01%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1                                  | GMREV 2024-1 B                     | CUSIP: 36269KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      266000 | PA      | $270885.33     | 0.00%             | 2036-12-11      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd                                                     | PHOENIX AVIATION                   | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |     2475000 | PA      | $2589711.38    | 0.03%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN                   | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     3775000 | PA      | $2360712.33    | 0.03%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Scandinavian Tobacco Group A/S                                                   | SCANDINAVIAN TOB                   | CUSIP: N/A<br>LEI: 5299003KG4JS99TRML67       | Long             | DBT              | CORP              | DK        |      192000 | PA      | $225986.22     | 0.00%             | 2029-09-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1467000 | PA      | $1395589.83    | 0.02%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |      243000 | PA      | $266805.02     | 0.00%             | 2174-01-25      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                             | BLAST 2025-3 C                     | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      940000 | PA      | $938898.88     | 0.01%             | 2031-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4480000 | PA      | $4822640.34    | 0.06%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC                   | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     4353000 | PA      | $4277020.07    | 0.05%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2024-1A A                    | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      599000 | PA      | $612939.39     | 0.01%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04468                          | CUSIP: 3128M6JM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85340 | PA      | $85865.77      | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                 | HILTON DOMESTIC                    | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1281344.08    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A75249                          | CUSIP: 3128L8ZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10854 | PA      | $10921.32      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN                   | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1177537.21    | 0.01%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Churchill Downs Inc                                                              | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      166000 | PA      | $165743.27     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | SWP: PLN 4.415000 18-JUN-2035 WIB  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    47000000 | NC      | $158284.74     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                           | HACLN 2024-1 B1                    | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      368403 | PA      | $373045.94     | 0.00%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BOBL FUTURE  Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -1142 | NC      | $847813.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC                   | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1265000 | PA      | $1252765.48    | 0.02%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3819                            | CUSIP: 36202EG45<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      257118 | PA      | $263216.84     | 0.00%             | 2036-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782086                          | CUSIP: 36241KJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55157 | PA      | $55656.18      | 0.00%             | 2031-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                            | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |     3700000 | PA      | $4162209.85    | 0.05%             | 2027-01-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       65000 | PA      | $65162.14      | 0.00%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Inversion Escrow Issuer LLC                                                      | INVERSION ESCROW                   | CUSIP: 46150DAA0<br>LEI: 254900P6GHORGRVLKI95 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1145851.53    | 0.01%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3663                          | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16196928 | PA      | $14803705.43   | 0.18%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8367                          | CUSIP: 36178VJL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39404 | PA      | $34724.98      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 C                     | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1231000 | PA      | $1253016.56    | 0.02%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Comision Ejecutiva Hidroelectrica del Rio Lempa                                  | COMISIO RIO LEMP                   | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     8160000 | PA      | $8217228.72    | 0.10%             | 2033-01-24      | Fixed         | 8.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2041                          | CUSIP: 3140XHHT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29509135 | PA      | $23229357.56   | 0.28%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71669135                                               | SUBWAY 2024-1A A2I                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2280765 | PA      | $2309330.67    | 0.03%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2169000 | PA      | $2196623.50    | 0.03%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5764                          | CUSIP: 3132DTMM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16068393 | PA      | $12689082.96   | 0.15%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54727                          | CUSIP: 3132XXHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11120 | PA      | $10117.29      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13587.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 CB1990                          | CUSIP: 3617UMF76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      595109 | PA      | $518903.34     | 0.01%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                        | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     3123000 | PA      | $2300232.50    | 0.03%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                     | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1081000 | PA      | $1110186.85    | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7425                          | CUSIP: 3140M9HB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      183802 | PA      | $164997.96     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4113                            | CUSIP: 36202ESA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      113701 | PA      | $114425.28     | 0.00%             | 2038-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0800                          | CUSIP: 3138LQ3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5060 | PA      | $4991.86       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |      243000 | PA      | $247416.22     | 0.00%             | 2028-07-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                                          | ABU DHABI DEVELO                   | CUSIP: 00402D2A2<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |     1460000 | PA      | $1502900.30    | 0.02%             | 2029-05-08      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC                   | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      917000 | PA      | $924171.78     | 0.01%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      263000 | PA      | $259412.35     | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07779                          | CUSIP: 3128M96Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12536 | PA      | $12339.24      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5104                          | CUSIP: 3138XUU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      419733 | PA      | $431793.78     | 0.01%             | 2044-09-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2924210.39    | 0.04%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                 | ABCLN 2024-A C                     | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      655654 | PA      | $662240.77     | 0.01%             | 2032-05-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                       | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      974000 | PA      | $1001903.49    | 0.01%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                      | ASBURY AUTO GRP                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22569.01      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 8/25                        | CUSIP: 01F050684<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -339100000 | PA      | $-329999946.31 | -4.00%            | 2025-08-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets BV                                                            | BP CAP MKY BV                      | CUSIP: N/A<br>LEI: 7245003VD7E4T30HJD24       | Long             | DBT              | CORP              | NL        |     2300000 | PA      | $1672600.49    | 0.02%             | 2040-12-04      | Fixed         | 0.93%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      490000 | PA      | $464154.75     | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22920000 | PA      | $19994118.75   | 0.24%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1                    | SCRT 2020-1 MT                     | CUSIP: 35563PNN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11832957 | PA      | $9606681.61    | 0.12%             | 2059-08-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-175412.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                  | GENESIS ENERGY                     | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      410000 | PA      | $424295.76     | 0.01%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     5810000 | PA      | $5841609.73    | 0.07%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A C                    | CUSIP: 505920AF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       91000 | PA      | $93095.30      | 0.00%             | 2029-10-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust 2025-INV2                                                         | PMTLT 2025-INV2 A7                 | CUSIP: 73015JAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      916394 | PA      | $923733.25     | 0.01%             | 2056-02-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     2814000 | PA      | $2804809.50    | 0.03%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust 2015-UBS7                              | BACM 2015-UBS7 C                   | CUSIP: 06054ABD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       81361 | PA      | $73709.51      | 0.00%             | 2048-09-15      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP / Pattern Energy Operations Inc                     | PATTERN ENERGY                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2555000 | PA      | $2475603.04    | 0.03%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $20259.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL                   | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     1239000 | PA      | $1183373.20    | 0.01%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                        | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      932000 | PA      | $941791.82     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3766                          | CUSIP: 3140QPFG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16760990 | PA      | $15584525.88   | 0.19%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2024-4 B                     | CUSIP: 34528QJR6<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |      239000 | PA      | $237037.07     | 0.00%             | 2031-09-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7254                          | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9424560 | PA      | $7616472.67    | 0.09%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                        | AVIVA PLC                          | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $1322831.32    | 0.02%             | 2054-09-12      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                   | WFCM 2018-C45 A4                   | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |      275613 | PA      | $271656.19     | 0.00%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05659                          | CUSIP: 3128M7TQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13480 | PA      | $13299.78      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4                   | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |      156000 | PA      | $157462.31     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC0508                          | CUSIP: 3133AJR54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28320 | PA      | $25519.63      | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2121150.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q24610                          | CUSIP: 3132M4YF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16715 | PA      | $15908.95      | 0.00%             | 2044-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9107                          | CUSIP: 36179YDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      509889 | PA      | $520214.98     | 0.01%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6920                          | CUSIP: 36178EVM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33268 | PA      | $32764.75      | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                     | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1195000 | PA      | $1192666.47    | 0.01%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                                     | CAS 2023-R06 1M1                   | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       73772 | PA      | $74207.40      | 0.00%             | 2043-07-25      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                     | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     1461000 | PA      | $1478690.97    | 0.02%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 788070                          | CUSIP: 3622AD2B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8459789 | PA      | $7525206.50    | 0.09%             | 2046-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-1                                                | BAAT 2023-1A A4                    | CUSIP: 06428AAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      174000 | PA      | $175928.29     | 0.00%             | 2029-07-16      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-2A C                    | CUSIP: 05377RKS2<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      220000 | PA      | $225487.04     | 0.00%             | 2031-08-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4261                          | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11310482 | PA      | $10026487.38   | 0.12%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     1203000 | PA      | $1192055.10    | 0.01%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 5 8/25                        | CUSIP: 01F050486<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -220000000 | PA      | $-220584364.00 | -2.68%            | 2025-08-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                       | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      135000 | PA      | $132749.13     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR18 Trust                   | WAMU 2002-AR18 A                   | CUSIP: 929227ZC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1938 | PA      | $1912.22       | 0.00%             | 2033-01-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                    | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |      300000 | PA      | $353167.55     | 0.00%             | 2031-04-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Braskem Netherlands Finance BV                                                   | BRASKEM NL                         | CUSIP: N/A<br>LEI: 2549000TLMHFQ74DS330       | Long             | DBT              | CORP              | NL        |     8690000 | PA      | $6168907.21    | 0.07%             | 2030-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783213                          | CUSIP: 36241LSA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2348 | PA      | $2391.70       | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                     | HPEFS 2024-1A C                    | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      305000 | PA      | $306450.15     | 0.00%             | 2031-05-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 787966                          | CUSIP: 3622ADW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7617283 | PA      | $7897153.15    | 0.10%             | 2040-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01237                          | CUSIP: 3132GELS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3674 | PA      | $3613.53       | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Yinson Bergenia Production BV                                                    | YINSON BERGENIA                    | CUSIP: 98585VAA6<br>LEI: 549300JDIAWKPMZD5256 | Long             | DBT              | CORP              | NL        |     3950000 | PA      | $4080887.71    | 0.05%             | 2045-01-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Diamond Foreign Asset Co / Diamond Finance LLC                                   | DIAMOND FRGN/FIN                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      121000 | PA      | $126206.79     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: CZK 3.588500 18-SEP-2030 PRI | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  1142985000 | NC      | $-733441.67    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     9616000 | PA      | $7105014.56    | 0.09%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB1353                          | CUSIP: 36178LQE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10530 | PA      | $9734.49       | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    21658000 | PA      | $21718913.13   | 0.26%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0758                          | CUSIP: 31427MZY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8273201 | PA      | $7172446.92    | 0.09%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPY/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1143319.55   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                      | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6444392.94    | 0.08%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8407                          | CUSIP: 36178VKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      333504 | PA      | $294661.30     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0912                          | CUSIP: 3140W1AN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16909847 | PA      | $15865611.50   | 0.19%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1029                          | CUSIP: 3140W1EB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13403811 | PA      | $12045071.66   | 0.15%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO                   | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      734000 | PA      | $730860.40     | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                             | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     4244000 | PA      | $4318873.17    | 0.05%             | 2030-04-30      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                    | CHAOT 2024-1A B                    | CUSIP: 16144BAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       94074 | PA      | $95612.51      | 0.00%             | 2029-11-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2                  | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     2650000 | PA      | $2760841.82    | 0.03%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BE6810                          | CUSIP: 3617G1R75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1294519 | PA      | $1206941.90    | 0.01%             | 2048-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888745                          | CUSIP: 31410GL27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1106 | PA      | $1171.67       | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AW9<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     7395000 | PA      | $7514134.09    | 0.09%             | 2035-04-03      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    16982103 | PA      | $17907812.54   | 0.22%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC5151                          | CUSIP: 3140F0WM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12820 | PA      | $12290.18      | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1116                          | CUSIP: 3132DNGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      153567 | PA      | $138144.11     | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ecopetrol SA                                                                     | ECOPETROL SA                       | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     4410000 | PA      | $4397431.79    | 0.05%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777254                          | CUSIP: 36176VH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50445 | PA      | $44408.97      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL                   | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     1218000 | PA      | $1225123.32    | 0.01%             | 2028-03-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    60873200 | PA      | $59475018.69   | 0.72%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 B                     | CUSIP: 362955AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       75000 | PA      | $76060.94      | 0.00%             | 2030-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1287 | NC      | $1664249.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86612                          | CUSIP: 312933KZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49526 | PA      | $48861.23      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3723                            | CUSIP: 36202ED48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17370 | PA      | $17470.77      | 0.00%             | 2035-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2398000 | PA      | $2344862.96    | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4343                            | CUSIP: 36202EZG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3319 | PA      | $3404.05       | 0.00%             | 2039-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q24103                          | CUSIP: 3132M4GL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2811 | PA      | $2673.73       | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      814000 | PA      | $796128.29     | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1615000 | PA      | $1633088.15    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0687                          | CUSIP: 36177WXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      173100 | PA      | $161619.73     | 0.00%             | 2042-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cemex SAB de CV                                                                  | CEMEX SAB                          | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     5768000 | PA      | $5885828.75    | 0.07%             | 2173-09-10      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD7240                          | CUSIP: 3133B5BH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      190618 | PA      | $171533.47     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                           | ENERGIZER HLDGS                    | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      201000 | PA      | $195613.71     | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                                  | AHART 2024-1A A4                   | CUSIP: 026944AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      241000 | PA      | $242076.43     | 0.00%             | 2030-06-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Transocean Inc                                                                   | TRANSOCEAN INC                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |       89600 | PA      | $92863.08      | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2740                          | CUSIP: 31329LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      230147 | PA      | $227063.36     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                      | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     6738000 | PA      | $5424214.15    | 0.07%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI                   | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2019217.09    | 0.02%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $129073.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     3444000 | PA      | $3477255.74    | 0.04%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04951                          | CUSIP: 3128M6ZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42249 | PA      | $42509.40      | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                        | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      487000 | PA      | $455391.27     | 0.01%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4268                            | CUSIP: 36202EW54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6162 | PA      | $6407.21       | 0.00%             | 2038-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD0205                          | CUSIP: 3133AWGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      148853 | PA      | $134089.69     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05169                          | CUSIP: 3128M7CE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6274 | PA      | $6312.95       | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     1016000 | PA      | $1047438.46    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                                             | TRFIG 2024-1A A2                   | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |     1136000 | PA      | $1150451.06    | 0.01%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      508000 | PA      | $479386.68     | 0.01%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q32273                          | CUSIP: 3132QNQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16778 | PA      | $16347.81      | 0.00%             | 2045-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08443                          | CUSIP: 3128MJP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2157 | PA      | $2124.28       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783376                          | CUSIP: 36241LXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1093 | PA      | $1097.45       | 0.00%             | 2041-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                        | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |    12000000 | PA      | $13674610.23   | 0.17%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK4375                          | CUSIP: 3131X72G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      248896 | PA      | $245239.07     | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7945                          | CUSIP: 3140M9ZK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      160691 | PA      | $144251.09     | 0.00%             | 2051-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782067                          | CUSIP: 36241KJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      194842 | PA      | $199899.08     | 0.00%             | 2032-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                    | CUSIP: 009158BM7<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |      515000 | PA      | $566480.17     | 0.01%             | 2037-02-14      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA-H               | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1705000 | PA      | $1807079.37    | 0.02%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6038000 | PA      | $5998123.83    | 0.07%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    12327000 | PA      | $12497605.81   | 0.15%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Loan Trust 2018-B                                      | NAVSL 2018-BA A2A                  | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       47066 | PA      | $46852.09      | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                    | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |       81000 | PA      | $84823.64      | 0.00%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8800                          | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    37270528 | PA      | $36566309.02   | 0.44%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05726                          | CUSIP: 3128M7VT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19759 | PA      | $19881.57      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2908000 | PA      | $2864020.80    | 0.03%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3052                            | CUSIP: 36202DL90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11558 | PA      | $11793.32      | 0.00%             | 2031-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4126                          | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5148143 | PA      | $4563712.55    | 0.06%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2714                          | CUSIP: 31329LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      191283 | PA      | $188995.43     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                      | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      771000 | PA      | $779269.89     | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908916                          | CUSIP: 31411HYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6625 | PA      | $7013.39       | 0.00%             | 2037-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05958                          | CUSIP: 3128M75T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8916 | PA      | $8970.98       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 8/25                      | CUSIP: 01F042681<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -166000000 | PA      | $-157427660.40 | -1.91%            | 2025-08-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                                | NEWELL RUBBERMAI                   | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       44000 | PA      | $37727.41      | 0.00%             | 2046-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1                                  | GMREV 2025-1 B                     | CUSIP: 36271NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      129000 | PA      | $129434.87     | 0.00%             | 2037-12-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 2Y RTR 2.250000 10-MAR-2026   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  -248400000 | NC      | $-185435.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                     | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      792000 | PA      | $778171.14     | 0.01%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      991000 | PA      | $964571.36     | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4076000 | PA      | $4080857.91    | 0.05%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8075000 | PA      | $8331198.37    | 0.10%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0009                          | CUSIP: 3142JCAK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1750003 | PA      | $1754708.63    | 0.02%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                     | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |      374000 | PA      | $276147.22     | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: CAD 2.457300 20-DEC-2028 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    49117768 | NC      | $-280166.73    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Guatemala Government Bond                                                        | REP OF GUATEMALA                   | CUSIP: ZS8419047<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |    10000000 | PA      | $9820884.56    | 0.12%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759135                          | CUSIP: 36230UEG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      365933 | PA      | $345584.14     | 0.00%             | 2041-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1993000 | PA      | $2016691.00    | 0.02%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      790000 | PA      | $823694.04     | 0.01%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR                   | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      831000 | PA      | $821544.00     | 0.01%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                      | PETROBRAS GLOB                     | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |      121000 | PA      | $123425.54     | 0.00%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    28260000 | PA      | $28321818.75   | 0.34%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                     | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     1834000 | PA      | $1879415.77    | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                                | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |    31631000 | PA      | $36844392.15   | 0.45%             | 2035-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                      | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     2414000 | PA      | $1963642.00    | 0.02%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                     | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2376000 | PA      | $2301191.34    | 0.03%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow Inc                                                               | SCRIPPS ESCROW                     | CUSIP: 81104PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $72000.00      | 0.00%             | 2027-07-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                      | CUSIP: 42250PAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      238000 | PA      | $220342.00     | 0.00%             | 2028-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3101000 | PA      | $3205923.07    | 0.04%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: 900123DQ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     1272000 | PA      | $1292628.87    | 0.02%             | 2032-05-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5585000 | PA      | $5446894.05    | 0.07%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                                          | VICTORIA POWER N                   | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |      600000 | PA      | $364353.32     | 0.00%             | 2028-04-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE0937                          | CUSIP: 3140FLBF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46726 | PA      | $44837.59      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2645000 | PA      | $2617527.19    | 0.03%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     1407000 | PA      | $1415863.76    | 0.02%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-116247.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                     | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      530000 | PA      | $487013.30     | 0.01%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | PERUSAHAAN LISTR                   | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     2715000 | PA      | $2690874.73    | 0.03%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9742                          | CUSIP: 3140XRZG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12771984 | PA      | $10612747.66   | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN                   | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      295000 | PA      | $278148.42     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4711000 | PA      | $3226298.91    | 0.04%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK                   | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    55232000 | PA      | $55069196.93   | 0.67%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0469                          | CUSIP: 3132DMQW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16374580 | PA      | $14190815.46   | 0.17%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-AP-TXBL                 | CUSIP: 91412GXE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4540000 | PA      | $4087238.97    | 0.05%             | 2045-05-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738971                          | CUSIP: 3620AS6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1417 | PA      | $1403.78       | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 4.900000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -47100000 | NC      | $-168561.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3103                          | CUSIP: 36179RNU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      463442 | PA      | $404388.09     | 0.00%             | 2045-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                                    | CHAOT 2024-3A B                    | CUSIP: 16144LAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      219168 | PA      | $223447.76     | 0.00%             | 2030-01-25      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AC3793                          | CUSIP: 36179DGA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29872 | PA      | $29329.99      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 5.900000 10-APR-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    47100000 | NC      | $26954.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      185000 | PA      | $184565.76     | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5930000 | PA      | $5985937.58    | 0.07%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q34590                          | CUSIP: 3132QRC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37772 | PA      | $33792.56      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                        | KOREA ELEC PWR                     | CUSIP: 500631AZ9<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |     1958000 | PA      | $1976163.07    | 0.02%             | 2026-07-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 C                    | CUSIP: 95001LAZ5<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |      177470 | PA      | $161601.84     | 0.00%             | 2051-03-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| BOOTS GROUP FINCO LP                                                             | BOOTFN 7/17/2032                   | CUSIP: N/A<br>LEI: 254900YVLYOVF1PF1N93       | Long             | LON              | CORP              | US        |      325000 | PA      | $324187.50     | 0.00%             | 2032-07-17      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 475332                          | CUSIP: 36209MA95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       52595 | PA      | $50175.86      | 0.00%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3654000 | PA      | $3691274.21    | 0.04%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25749                          | CUSIP: 3132M6BS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4846 | PA      | $4611.65       | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON                   | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     1222000 | PA      | $1244405.87    | 0.02%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4869                          | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2202985 | PA      | $2203114.87    | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7533                          | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35973828 | PA      | $29044200.19   | 0.35%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                        | MEDLINE BOR/CO-I                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       29000 | PA      | $29617.21      | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                                               | SIEMENS FUNDING                    | CUSIP: 82622RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     5395000 | PA      | $5624946.69    | 0.07%             | 2065-05-28      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                            | SCRIPPS ESCROW                     | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8000 | PA      | $7103.32       | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-1 A1                    | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    10740000 | PA      | $10814934.05   | 0.13%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM-F-BABS-UNREF              | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     3555000 | PA      | $3638968.03    | 0.04%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1976000 | PA      | $2085689.39    | 0.03%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    26928400 | PA      | $27265005.00   | 0.33%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08563                          | CUSIP: 3128MJTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12168 | PA      | $11579.40      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                       | PROG 2025-SFR1 B                   | CUSIP: 74334NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      194251 | PA      | $182843.75     | 0.00%             | 2042-02-17      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Bank of Cyprus Pcl                                                               | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |     1310000 | PA      | $1485445.45    | 0.02%             | 2027-06-24      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 849462                          | CUSIP: 31300MQP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101402 | PA      | $103651.31     | 0.00%             | 2044-10-01      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-8 C                      | CUSIP: 92348KDQ3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      322000 | PA      | $322442.23     | 0.00%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0865                          | CUSIP: 3133B96A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      304650 | PA      | $274053.79     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03565                          | CUSIP: 31292K6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1633 | PA      | $1568.95       | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      251000 | PA      | $245167.50     | 0.00%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                    | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1049687.85    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                             | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      116000 | PA      | $117045.88     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      147000 | PA      | $150736.81     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01181                          | CUSIP: 3132GEJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8039 | PA      | $7915.46       | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                    | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     1669000 | PA      | $1793164.75    | 0.02%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2276000 | PA      | $2362636.61    | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                      | IMPERIAL BRANDS                    | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     2760000 | PA      | $2785418.93    | 0.03%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2006-HYB1                                        | CWHL 2006-HYB1 1A1                 | CUSIP: 126694WE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      112094 | PA      | $104203.55     | 0.00%             | 2036-03-20      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                          | RAIZEN FUELS                       | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    10000000 | PA      | $9854147.17    | 0.12%             | 2032-07-08      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4560                            | CUSIP: 36202FB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      672893 | PA      | $690494.67     | 0.01%             | 2039-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                    | CUSIP: 263901AD2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     3232000 | PA      | $2677964.66    | 0.03%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782073                          | CUSIP: 36241KJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       47985 | PA      | $48393.91      | 0.00%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMC Networks Inc                                                                 | AMC NETWORKS INC                   | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     2346000 | PA      | $2410751.56    | 0.03%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     1605000 | PA      | $1544550.51    | 0.02%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                    | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |      153000 | PA      | $144247.06     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                       | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      223000 | PA      | $293190.28     | 0.00%             | 2030-11-22      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     9488000 | PA      | $8604375.74    | 0.10%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0716                          | CUSIP: 31427MYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4907586 | PA      | $4781533.57    | 0.06%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                                | LADAR 2024-2A D                    | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       76000 | PA      | $79091.62      | 0.00%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                     | NCL CORP                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      400000 | PA      | $424599.99     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                       | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7887882.86    | 0.10%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Talanx AG                                                                        | TALANX AG                          | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $670804.09     | 0.01%             | 2047-12-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV7628                          | CUSIP: 3140MMPN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      116130 | PA      | $104140.53     | 0.00%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                     | MAGNERA CORP                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      147000 | PA      | $138570.30     | 0.00%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9581                          | CUSIP: 3140XDUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9463499 | PA      | $8228033.16    | 0.10%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                        | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26977.52      | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                       | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4732055.38    | 0.06%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK9015                          | CUSIP: 3140HPAR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30911 | PA      | $29745.85      | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bayerische Landesbank                                                            | BAYERISCHE LNDBK                   | CUSIP: N/A<br>LEI: VDYMYTQGZZ6DU0912C88       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $111605.11     | 0.00%             | 2031-09-23      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                     | HPEFS 2024-2A B                    | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      165000 | PA      | $166219.20     | 0.00%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3795                          | CUSIP: 3138X3GD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86037 | PA      | $88620.20      | 0.00%             | 2043-08-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                     | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $39751.41      | 0.00%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3772                            | CUSIP: 36202EFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      177729 | PA      | $178767.21     | 0.00%             | 2035-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $99318.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                     | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |      863000 | PA      | $844142.59     | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                               | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     4321000 | PA      | $4415151.13    | 0.05%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of Cyprus Pcl                                                               | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: PQ0RAP85KK9Z75ONZW93       | Long             | DBT              | CORP              | CY        |     3343000 | PA      | $3992738.82    | 0.05%             | 2029-05-02      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                                         | CSAIL 2019-C17 A4                  | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       68394 | PA      | $63399.67      | 0.00%             | 2052-09-17      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 D                     | CUSIP: 14290DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      108000 | PA      | $109497.30     | 0.00%             | 2031-08-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Highmark Inc                                                                     | HIGHMARK INC                       | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |     2559000 | PA      | $2491753.51    | 0.03%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5138                          | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1049107 | PA      | $1017754.09    | 0.01%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2021-REV1                                           | FORDR 2021-1 C                     | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      324000 | PA      | $316980.57     | 0.00%             | 2033-10-17      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgages Trust 2004-3                                     | MARM 2004-3 5A1                    | CUSIP: 576433KZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        1010 | PA      | $994.14        | 0.00%             | 2034-04-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3908                          | CUSIP: 3142GUKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24621542 | PA      | $24553749.30   | 0.30%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                                          | STACR 2023-HQA3 A1                 | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |      199501 | PA      | $201839.15     | 0.00%             | 2043-11-25      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA                   | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4778000 | PA      | $4740384.96    | 0.06%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25265                          | CUSIP: 3132M5QS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5815 | PA      | $5702.19       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bond                                           | BGARIA-FLIRB-REG                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BG        |    10831000 | PA      | $12083454.52   | 0.15%             | 2045-07-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR                   | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1964000 | PA      | $2022314.11    | 0.02%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4.18          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08665                          | CUSIP: 3128MJW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48166 | PA      | $46870.53      | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC                   | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     1712000 | PA      | $1756203.02    | 0.02%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 3.900000 01-OCT-2025  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    19200000 | NC      | $159659.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95085                          | CUSIP: 312943UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2303 | PA      | $2215.19       | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                               | BLUE RACER MID/F                   | CUSIP: 095796AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      840000 | PA      | $840174.09     | 0.01%             | 2026-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                         | DIRECTV FIN/DTV                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       58000 | PA      | $57649.39      | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7591                          | CUSIP: 36179WNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23870 | PA      | $21527.57      | 0.00%             | 2051-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HLD                   | CUSIP: 806851AM3<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1408159.47    | 0.02%             | 2029-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK5169                          | CUSIP: 3138E9W71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13586 | PA      | $13403.45      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636080                          | CUSIP: 36291RUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6135 | PA      | $6181.58       | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                     | CACLN 2025-1 D                     | CUSIP: 46591HCU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      242879 | PA      | $243354.35     | 0.00%             | 2033-02-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1801000 | PA      | $1830488.10    | 0.02%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4794                          | CUSIP: 3140QCKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      969130 | PA      | $842306.56     | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                   | PSEG POWER LLC                     | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9490000 | PA      | $9693715.64    | 0.12%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 D                     | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2457000 | PA      | $2464308.35    | 0.03%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0937                          | CUSIP: 3140W1BF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14193070 | PA      | $14193909.19   | 0.17%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Edsouth Indenture No 9 LLC                                                       | EDUSA 2015-1 A                     | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      211634 | PA      | $210250.97     | 0.00%             | 2056-10-25      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 B                     | CUSIP: 14319WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       78000 | PA      | $79195.26      | 0.00%             | 2030-09-16      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6598                          | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3460594 | PA      | $2918372.56    | 0.04%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34700.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3379000 | PA      | $3382182.83    | 0.04%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6623                          | CUSIP: 3133KNLC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3430419 | PA      | $2848326.66    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 787964                          | CUSIP: 3622ADWZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21411421 | PA      | $21741981.56   | 0.26%             | 2041-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                     | CAS 2025-R03 2A1                   | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2075710 | PA      | $2086088.10    | 0.03%             | 2045-03-25      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4604000 | PA      | $3512005.27    | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WESTROCK MWV LLC                   | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |      925000 | PA      | $1058013.08    | 0.01%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04691                          | CUSIP: 3128M6RL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42020 | PA      | $42279.96      | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                    | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |      980000 | PA      | $964431.08     | 0.01%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5 8/25                        | CUSIP: 21H050680<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -2000000 | PA      | $-1951981.40   | -0.02%            | 2025-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                              | STACR 2025-HQA1 A1                 | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      377939 | PA      | $377685.12     | 0.00%             | 2045-02-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                      | CUSIP: 883556CE0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |      316000 | PA      | $231703.61     | 0.00%             | 2049-10-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1468000 | PA      | $1426857.82    | 0.02%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        2639 | NC      | $-614259.57    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG Inc                                                           | VENTURE GLOBAL L                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $2754857.87    | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 A5                   | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      180012 | PA      | $175508.39     | 0.00%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: USD 4.060500 15-SEP-2055 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     3500000 | NC      | $-11087.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                    | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    12690000 | PA      | $12916897.40   | 0.16%             | 2035-03-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC8677                          | CUSIP: 3140F4UB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      108535 | PA      | $102307.40     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1778000 | PA      | $1692919.13    | 0.02%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                                               | VZMT 2025-2 B                      | CUSIP: 92348KDW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      262000 | PA      | $265555.92     | 0.00%             | 2033-01-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                    | PENSKE TRUCK LE                    | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      678000 | PA      | $683573.41     | 0.01%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                             | CADILLAC FAIRVIE                   | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      305000 | PA      | $300849.68     | 0.00%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 B                     | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1149000 | PA      | $1163401.80    | 0.01%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 Mortgage Trust                                                      | F1VE 2023-V1 A3                    | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       43223 | PA      | $44039.95      | 0.00%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3995000 | PA      | $4191279.59    | 0.05%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH                   | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    26300000 | PA      | $26697182.60   | 0.32%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                           | SOUTH AFRICA                       | CUSIP: 836205BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    10000000 | PA      | $7475726.69    | 0.09%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4697                            | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4959480 | PA      | $4991913.01    | 0.06%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP                   | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     4455000 | PA      | $2873074.64    | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC9764                          | CUSIP: 3140F5Z63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86557 | PA      | $81509.51      | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                             | KAISER ALUMINUM                    | CUSIP: 483007AJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      132000 | PA      | $128905.18     | 0.00%             | 2028-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies SE                                                                 | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |     7071000 | PA      | $7931856.83    | 0.10%             | 2174-04-17      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6819                          | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9198073 | PA      | $7743462.67    | 0.09%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | SCDS: (TURKEY)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -20000000 | NC      | $-1482434.95   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7253                          | CUSIP: 36180KBW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      115507 | PA      | $102054.29     | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08558                          | CUSIP: 3128MJTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39764 | PA      | $37836.92      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6025                          | CUSIP: 3140X9VT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16455427 | PA      | $13683750.76   | 0.17%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9490                          | CUSIP: 36179YRK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8953755 | PA      | $9215558.09    | 0.11%             | 2054-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     2455000 | PA      | $2538127.83    | 0.03%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                            | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6705858.32    | 0.08%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                       | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | DBT              | CORP              | NL        |      600000 | PA      | $707242.15     | 0.01%             | 2034-08-15      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                            | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     5000000 | PA      | $5261115.51    | 0.06%             | 2031-02-03      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                                     | UVN 9.375 8/1/2032                 | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      810000 | PA      | $840490.34     | 0.01%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00051                          | CUSIP: 3132GDBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35390 | PA      | $35608.07      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     7901000 | PA      | $7754595.58    | 0.09%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                             | ONEMAIN FINANCE                    | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       66000 | PA      | $62947.88      | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4648                          | CUSIP: 36179TEV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18807 | PA      | $14481.86      | 0.00%             | 2047-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 3.940000 16-JUL-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -98400000 | NC      | $-2578953.04   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Concord Music Royalties LLC                                                      | TUNES 2025-1A A2                   | CUSIP: 20633KAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4280000 | PA      | $4275830.85    | 0.05%             | 2075-07-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5697                          | CUSIP: 31417CKK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3795 | PA      | $3724.88       | 0.00%             | 2027-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 475345                          | CUSIP: 36209MBN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10268 | PA      | $9797.47       | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DaVita Inc                                                                       | DAVITA INC                         | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      485000 | PA      | $499030.25     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A4                       | MLMI 2003-A4 2A                    | CUSIP: 589929W61<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        4945 | PA      | $4756.08       | 0.00%             | 2033-07-25      | Variable      | 6.68%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                                               | VZMT 2024-5 B                      | CUSIP: 92348KDC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1048000 | PA      | $1068063.96    | 0.01%             | 2032-06-21      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4005                          | CUSIP: 36179SNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14900 | PA      | $14027.38      | 0.00%             | 2046-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                               | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |      503000 | PA      | $623787.37     | 0.01%             | 2028-06-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                          | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1432000 | PA      | $1308534.35    | 0.02%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US LONG BOND(CBT) Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        1106 | NC      | $1485997.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTP 4.000000 25-SEP-2025  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    19300000 | NC      | $95255.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                       | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      254000 | PA      | $250688.18     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 782550                          | CUSIP: 36241KZP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1662 | PA      | $1672.45       | 0.00%             | 2039-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC31                                    | CGCMT 2015-GC31 A4                 | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       94601 | PA      | $92680.87      | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 A5                   | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      768514 | PA      | $749208.54     | 0.01%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3979                          | CUSIP: 36179SM46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43789 | PA      | $42428.34      | 0.00%             | 2031-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                     | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    12730000 | PA      | $12791069.87   | 0.16%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-53.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4071                            | CUSIP: 36202EQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4064 | PA      | $4089.94       | 0.00%             | 2038-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES                   | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |      342000 | PA      | $319662.18     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                     | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     1951000 | PA      | $1966307.38    | 0.02%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Generali                                                                         | GENERALI                           | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | DBT              | CORP              | IT        |      233000 | PA      | $279199.80     | 0.00%             | 2047-10-27      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                    | CARNIVAL CORP                      | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1045000 | PA      | $1051673.75    | 0.01%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE                   | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     2401000 | PA      | $1495322.38    | 0.02%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1038737.68    | 0.01%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                    | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      105000 | PA      | $104751.48     | 0.00%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GRP                     | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31276.49      | 0.00%             | 2026-09-12      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2599                          | CUSIP: 36179Q3G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      185332 | PA      | $161381.53     | 0.00%             | 2045-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                 | SFAST 2024-3A B                    | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      336000 | PA      | $336853.74     | 0.00%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BT1891                          | CUSIP: 3617MQC46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3215871 | PA      | $2689884.30    | 0.03%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                     | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      953000 | PA      | $955319.49     | 0.01%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                         | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |      911000 | PA      | $900414.50     | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3805                            | CUSIP: 36202EGN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10992 | PA      | $11057.40      | 0.00%             | 2036-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD1612                          | CUSIP: 36180CYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      161586 | PA      | $142840.20     | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $99321.70      | 0.00%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US                   | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1135000 | PA      | $899544.49     | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    33925000 | PA      | $33956978.89   | 0.41%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Kaiser Aluminum Corp                                                             | KAISER ALUMINUM                    | CUSIP: 483007AL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      660000 | PA      | $615341.76     | 0.01%             | 2031-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3952                            | CUSIP: 36202EL98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21684 | PA      | $21818.92      | 0.00%             | 2037-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 902613BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     7073000 | PA      | $7249952.82    | 0.09%             | 2030-02-08      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                    | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       49000 | PA      | $48117.56      | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     6799000 | PA      | $6132532.98    | 0.07%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96423                          | CUSIP: 312945D47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4115 | PA      | $4140.64       | 0.00%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                         | MARS INC                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6811417.60    | 0.08%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2051000 | PA      | $2128358.51    | 0.03%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| EDvestinU Private Education Loan Issue No 1 LLC                                  | EDVES 2019-A A                     | CUSIP: 28166GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       70918 | PA      | $69336.72      | 0.00%             | 2038-11-25      | Fixed         | 3.58%                 | Yes           |                  2 | On Loan: No      |
| AMSR Trust                                                                       | AMSR 2025-SFR1 A                   | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2130000 | PA      | $2020168.68    | 0.02%             | 2042-06-17      | Variable      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                    | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     1240000 | PA      | $1246596.23    | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                        | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1704064.08    | 0.02%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5987                          | CUSIP: 36179UUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1357213 | PA      | $1310713.68    | 0.02%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     8433000 | PA      | $8565503.19    | 0.10%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      673000 | PA      | $681633.27     | 0.01%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bond                                           | COLOMBIA REP OF                    | CUSIP: 195325DS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |    12490000 | PA      | $10495266.80   | 0.13%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8070000 | PA      | $8336059.36    | 0.10%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                 | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |     7268000 | PA      | $6750470.61    | 0.08%             | 2029-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP                   | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      670000 | PA      | $666877.44     | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1686000 | PA      | $1697302.61    | 0.02%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                  | ONTARIO TEACHERS                   | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |    26144000 | PA      | $29721904.19   | 0.36%             | 2031-12-04      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                                | CLEAN HARBORS IN                   | CUSIP: 184496AN7<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      243000 | PA      | $240979.03     | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Imola Merger Corp                                                                | IMOLA MERGER                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1478554.23    | 0.02%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                          | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     3419000 | PA      | $3477006.85    | 0.04%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                  | WFCM 2014-LC16 C                   | CUSIP: 94988XBA3<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |      280036 | PA      | $174067.33     | 0.00%             | 2050-08-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     1689000 | PA      | $1732515.83    | 0.02%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                               | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |      259000 | PA      | $321996.63     | 0.00%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                    | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      914000 | PA      | $919575.07     | 0.01%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q52184                          | CUSIP: 3132XUNA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7875 | PA      | $7174.88       | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                      | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |      647000 | PA      | $665640.90     | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                     | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     1403000 | PA      | $1418859.67    | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | DRIVE 2025-1 D                     | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5470000 | PA      | $5519608.52    | 0.07%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD4442                          | CUSIP: 36180F5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34591 | PA      | $30314.19      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                                               | CMDC 2025-3A A2                    | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3740000 | PA      | $3741048.32    | 0.05%             | 2050-07-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7534                          | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    37933907 | PA      | $31895413.29   | 0.39%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                        | GMCAR 2024-4 B                     | CUSIP: 38014AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      122000 | PA      | $122335.20     | 0.00%             | 2030-05-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Danone SA                                                                        | DANONE                             | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | DBT              | CORP              | FR        |      800000 | PA      | $885144.76     | 0.01%             | 2173-12-16      | Variable      | 1.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                    | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      661000 | PA      | $654319.73     | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arsenal AIC Parent LLC                                                           | ARSENAL AIC PARE                   | CUSIP: 04288BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2119322.02    | 0.03%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI                   | CUSIP: 69351UAH6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     1323000 | PA      | $1448648.64    | 0.02%             | 2037-08-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    23000000 | PA      | $11172968.75   | 0.14%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A72748                          | CUSIP: 3128L6BR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2612 | PA      | $2628.41       | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2338000 | PA      | $2359293.79    | 0.03%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1731851.28    | 0.02%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V82341                          | CUSIP: 3132L7S67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6272 | PA      | $5970.38       | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                           | OCP SA                             | CUSIP: EK8643794<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    10330000 | PA      | $10300043.00   | 0.12%             | 2025-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54421                          | CUSIP: 3132XW4F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36541 | PA      | $33245.86      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                        | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     1461000 | PA      | $1521551.19    | 0.02%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4188000 | PA      | $3680074.41    | 0.04%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP                   | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      312000 | PA      | $302860.06     | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783038                          | CUSIP: 36241LLT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40759 | PA      | $41805.36      | 0.00%             | 2040-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4324                          | CUSIP: 3138ELYW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17904 | PA      | $18946.81      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                       | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1681000 | PA      | $1655849.86    | 0.02%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cencosud SA                                                                      | CENCOSUD SA                        | CUSIP: N/A<br>LEI: 549300NLTGCFV7482429       | Long             | DBT              | CORP              | CL        |      374000 | PA      | $371146.11     | 0.00%             | 2027-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                       | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     2136000 | PA      | $2142587.40    | 0.03%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTR 3.500000 25-SEP-2025  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    19300000 | NC      | $47843.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 D                     | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       88000 | PA      | $89538.72      | 0.00%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                     | TALLGRASS NRG                      | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      280000 | PA      | $287159.59     | 0.00%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1406                          | CUSIP: 3140QLR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11123488 | PA      | $9636549.13    | 0.12%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CL        |      146000 | PA      | $160492.14     | 0.00%             | 2027-01-26      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                     | HESS MIDSTREAM                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      107000 | PA      | $110222.50     | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                        | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      663000 | PA      | $626065.35     | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7472                          | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2000000 | PA      | $1682255.89    | 0.02%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q33895                          | CUSIP: 3132QQKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25648 | PA      | $23027.51      | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                    | GOODYEAR TIRE                      | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     2670000 | PA      | $2716143.45    | 0.03%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                     | UNIVISION COMM                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     2165000 | PA      | $2200633.66    | 0.03%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     1804000 | PA      | $1759443.65    | 0.02%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1271781.15    | 0.02%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5163                          | CUSIP: 3133KYWY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1355788 | PA      | $1217768.29    | 0.01%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0797                          | CUSIP: 3138E43F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7710 | PA      | $7616.98       | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                          | VOLKSWAGEN GRP                     | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |      991000 | PA      | $1004873.46    | 0.01%             | 2026-11-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU                   | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |      110000 | PA      | $101148.08     | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5959000 | PA      | $6061736.86    | 0.07%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC                   | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2278000 | PA      | $1883737.42    | 0.02%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3851                            | CUSIP: 36202EH44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      112556 | PA      | $115265.33     | 0.00%             | 2036-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2860000 | PA      | $2860095.24    | 0.03%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                              | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |     6128000 | PA      | $5978560.70    | 0.07%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV0121                          | CUSIP: 3140MDD39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      464241 | PA      | $417325.71     | 0.01%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP                   | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4723000 | PA      | $3461353.26    | 0.04%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                          | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    19005000 | PA      | $18754218.93   | 0.23%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                             | PROG 2025-SFR3 B                   | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      920000 | PA      | $843382.22     | 0.01%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2024-A                                                     | USAOT 2024-A A4                    | CUSIP: 90327VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      214000 | PA      | $216077.94     | 0.00%             | 2029-12-17      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FWDP 10Y RTR 3.940000 16-JUL-2026  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   -98400000 | NC      | $-3279964.48   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                      | CUSIP: 857524AF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |     2309000 | PA      | $2356625.60    | 0.03%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A A                    | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1420000 | PA      | $1427495.75    | 0.02%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                     | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |      734000 | PA      | $754323.85     | 0.01%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco BV                                                           | DIGITAL DUTCH                      | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |     3700000 | PA      | $4227623.89    | 0.05%             | 2033-09-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                                                  | BANK5 2024-5YR7 A3                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1078045 | PA      | $1115496.39    | 0.01%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08255                          | CUSIP: 3128MJH94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8998 | PA      | $9053.64       | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                                   | BBCMS 2024-5C29 A3                 | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8305442 | PA      | $8441978.48    | 0.10%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                     | NOVELIS CORP                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28742.06      | 0.00%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER                   | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     2476000 | PA      | $2549245.58    | 0.03%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                      | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      413000 | PA      | $385442.91     | 0.00%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| WFLD 2014-MONT Mortgage Trust                                                    | WFLD 2014-MONT A                   | CUSIP: 92939GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1456098 | PA      | $1369012.82    | 0.02%             | 2031-08-10      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                          | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      750000 | PA      | $743957.96     | 0.01%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 B                     | CUSIP: 14290DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      122000 | PA      | $122865.53     | 0.00%             | 2030-05-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1962000 | PA      | $1987115.07    | 0.02%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Jersey Mike's Funding                                                            | JMIKE 2025-1A A2                   | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5940000 | PA      | $5972484.67    | 0.07%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                             | 1011778 BC ULC /                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2500000 | PA      | $2554051.62    | 0.03%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                         | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4400000 | PA      | $5050849.32    | 0.06%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN                   | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3851000 | PA      | $3942618.56    | 0.05%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | CARE CAPITAL                       | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     1232000 | PA      | $1239082.52    | 0.02%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| XHR LP                                                                           | XHR LP                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27450.26      | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4515                          | CUSIP: 31418EAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22746726 | PA      | $20092155.66   | 0.24%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Element Solutions Inc                                                            | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |     2388000 | PA      | $2300151.41    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                                                            | STONEPEAK NILE                     | CUSIP: 861932AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       12000 | PA      | $12599.67      | 0.00%             | 2032-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                       | LADAR 2025-1A C                    | CUSIP: 505712AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      269000 | PA      | $271453.50     | 0.00%             | 2030-07-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-1 B                      | CUSIP: 92348KDT7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      206000 | PA      | $207272.69     | 0.00%             | 2031-01-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO                   | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     7080000 | PA      | $7168583.43    | 0.09%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN                   | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |      492000 | PA      | $487051.04     | 0.01%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5644000 | PA      | $5134253.70    | 0.06%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                          | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     1469000 | PA      | $1475037.68    | 0.02%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A82750                          | CUSIP: 312929BT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1497 | PA      | $1505.77       | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | JPN 10Y BOND(OSE) Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -122 | NC      | $395949.06     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA4283                          | CUSIP: 3140A4XM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      153581 | PA      | $152966.61     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87063                          | CUSIP: 312933Z49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3212 | PA      | $3232.22       | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6864                          | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21645990 | PA      | $17506767.99   | 0.21%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2804000 | PA      | $2901371.40    | 0.04%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                                                | FNR 2024-41 DA                     | CUSIP: 3136BSPC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5419633 | PA      | $5444737.98    | 0.07%             | 2051-12-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3964                            | CUSIP: 36202EMM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7260 | PA      | $7303.84       | 0.00%             | 2037-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    22271000 | PA      | $22726859.53   | 0.28%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                     | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     4441000 | PA      | $3161564.25    | 0.04%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                           | MGM CHINA HOLDIN                   | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      750000 | PA      | $780916.00     | 0.01%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                           | WESCO DISTRIBUT                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       52000 | PA      | $53238.09      | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 752765                          | CUSIP: 36230MCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2646 | PA      | $2663.01       | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                    | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |      162000 | PA      | $153880.97     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                      | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |      800000 | PA      | $1005223.21    | 0.01%             | 2035-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7987                          | CUSIP: 3140QT2V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      385605 | PA      | $384302.42     | 0.00%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American National Global Funding                                                 | AMERICAN NATL GF                   | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      799000 | PA      | $812943.00     | 0.01%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      245000 | PA      | $250811.59     | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                | BMARK 2024-V10 A3                  | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      352907 | PA      | $359600.20     | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD7254                          | CUSIP: 36180KBX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32114 | PA      | $28934.49      | 0.00%             | 2043-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP0457                          | CUSIP: 3138M3QK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2768 | PA      | $2728.26       | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN                   | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     2644000 | PA      | $2360879.42    | 0.03%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EURO-BUND FUTURE  Sep25            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -1621 | NC      | $1869177.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Funding ULC                                                               | FISERV FUNDING                     | CUSIP: 337735AC8<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      374000 | PA      | $428126.83     | 0.01%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV9316                          | CUSIP: 3138XMK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10983 | PA      | $10748.50      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3908                            | CUSIP: 36202EKV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5785 | PA      | $5819.65       | 0.00%             | 2036-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-1A C                    | CUSIP: 05377RKN3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |      210000 | PA      | $212111.03     | 0.00%             | 2029-08-20      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.827670 15-FEB-2035 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    25750000 | NC      | $56748.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3785                          | CUSIP: 3140QPF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17327600 | PA      | $16111365.51   | 0.20%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     6319000 | PA      | $6487611.22    | 0.08%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                                     | CAS 2025-R02 1A1                   | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      456349 | PA      | $456348.62     | 0.01%             | 2045-02-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC                   | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     1224000 | PA      | $1239880.65    | 0.02%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                    | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6646000 | PA      | $6774751.47    | 0.08%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9698                          | CUSIP: 3140XDX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5873912 | PA      | $4655102.24    | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                              | ANTARES HOLDINGS                   | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      978000 | PA      | $1030626.17    | 0.01%             | 2028-08-11      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                                    | TESLA 2023-B A4                    | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      162000 | PA      | $162657.95     | 0.00%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                        | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |      489000 | PA      | $482442.97     | 0.01%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2025-2A C                    | CUSIP: 361886EK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      640000 | PA      | $642370.18     | 0.01%             | 2030-03-15      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK3983                          | CUSIP: 3131X7M88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1257 | PA      | $1240.96       | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT                   | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3398492.97    | 0.04%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 8/25                        | CUSIP: 01F040685<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    83000000 | PA      | $76538317.20   | 0.93%             | 2025-08-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                     | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      718000 | PA      | $667518.63     | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA9466                          | CUSIP: 3140YXQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      358568 | PA      | $357132.54     | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    17200000 | PA      | $17044125.00   | 0.21%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                      | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     2085000 | PA      | $2161263.75    | 0.03%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                      | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      166000 | PA      | $158773.19     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-7 B                      | CUSIP: 92348KDK6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     2010000 | PA      | $1996780.43    | 0.02%             | 2032-08-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     4196000 | PA      | $4205139.89    | 0.05%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE                   | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    13671000 | PA      | $13819059.81   | 0.17%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                           | GSMS 2014-GC24 C                   | CUSIP: 36253GAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      892744 | PA      | $712131.09     | 0.01%             | 2047-09-10      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0737                          | CUSIP: 3140QKZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1596888 | PA      | $1386417.19    | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                              | TEVT 2023-1 B                      | CUSIP: 881943AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      243000 | PA      | $246777.34     | 0.00%             | 2031-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                   | ALLIANT HOLDINGS                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      800000 | PA      | $822495.07     | 0.01%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                    | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |      779000 | PA      | $790905.69     | 0.01%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                    | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2895467.42    | 0.04%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5257                          | CUSIP: 3133KLZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8281266 | PA      | $6518946.84    | 0.08%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                      | CGCMT 2019-C7 A4                   | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      939629 | PA      | $878431.62     | 0.01%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                    | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     2322000 | PA      | $2110647.76    | 0.03%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |      980000 | PA      | $631891.01     | 0.01%             | 2027-01-14      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3427                            | CUSIP: 36202DYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10207 | PA      | $10099.19      | 0.00%             | 2033-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                        | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |      739000 | PA      | $702407.07     | 0.01%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08323                          | CUSIP: 3128MJLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1457 | PA      | $1466.39       | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3401                            | CUSIP: 36202DX63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8439 | PA      | $8350.76       | 0.00%             | 2033-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7936                          | CUSIP: 36179WY93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      412981 | PA      | $347305.15     | 0.00%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                       | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1526522.26    | 0.02%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Sharjah Sukuk Program Ltd                                                        | SHARJAH SUKUK                      | CUSIP: N/A<br>LEI: 549300N3BQ9P6RRMVV02       | Long             | DBT              | NUSS              | KY        |     2216000 | PA      | $2197258.62    | 0.03%             | 2026-04-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4774301.89    | 0.06%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                    | BRISBANE AIRPORT                   | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |      390000 | PA      | $246720.56     | 0.00%             | 2030-12-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                       | TAOT 2024-D A4                     | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      245000 | PA      | $245744.31     | 0.00%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC6920                          | CUSIP: 3133ARVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19047 | PA      | $17151.59      | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0002                          | CUSIP: 3142JCAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45368991 | PA      | $45490974.42   | 0.55%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6283                          | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85882 | PA      | $75193.50      | 0.00%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5931                          | CUSIP: 36179USU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      753355 | PA      | $704272.04     | 0.01%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                     | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     2446000 | PA      | $2282947.26    | 0.03%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD0796                          | CUSIP: 36180B3D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       33868 | PA      | $30428.37      | 0.00%             | 2043-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                     | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1817000 | PA      | $1387101.69    | 0.02%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8463                          | CUSIP: 3132A9ML8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4404 | PA      | $4342.84       | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783483                          | CUSIP: 36241L2Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61227 | PA      | $62289.62      | 0.00%             | 2041-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-6 B                      | CUSIP: 92348KEL3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |      410000 | PA      | $409894.51     | 0.00%             | 2033-06-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | MICHIGAN ST STRATEGIC              | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2115000 | PA      | $1556867.57    | 0.02%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-28120.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-4 C                      | CUSIP: 92348KEE9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1603891.68    | 0.02%             | 2033-03-21      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                        | MGM RESORTS                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      405000 | PA      | $411612.46     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                              | GFORT 2024-4A B                    | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      312000 | PA      | $313657.13     | 0.00%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3067                            | CUSIP: 36202DMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13359 | PA      | $13635.22      | 0.00%             | 2031-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ                   | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | DBT              | CORP              | ES        |      800000 | PA      | $923788.16     | 0.01%             | 2027-02-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                    | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39653000 | PA      | $39244078.44   | 0.48%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gryphon Debt Merger Sub Inc                                                      | GRYPHON DEBT MER                   | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     4640000 | PA      | $4645800.00    | 0.06%             | 2032-06-21      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08330                          | CUSIP: 3128MJLL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1411 | PA      | $1393.97       | 0.00%             | 2039-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                         | AESOP 2025-2A A                    | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     1990000 | PA      | $2019252.60    | 0.02%             | 2031-08-20      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| OBX 2023-INV1                                                                    | OBX 2023-INV1 A1                   | CUSIP: 67448KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14212329 | PA      | $11923007.06   | 0.14%             | 2052-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                    | CUSIP: 260543DB6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      200000 | PA      | $161974.35     | 0.00%             | 2040-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5683                          | CUSIP: 31418FJ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32475993 | PA      | $32563311.35   | 0.40%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTALENERGIES                      | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |     1500000 | PA      | $1601575.49    | 0.02%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corp                                                        | GARDA SECURITY                     | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      400000 | PA      | $391660.15     | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 D                     | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      469000 | PA      | $483350.65     | 0.01%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                     | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1875000 | PA      | $1875885.31    | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97620                          | CUSIP: 312946PD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1415 | PA      | $1394.81       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q52131                          | CUSIP: 3132XULM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22422 | PA      | $20428.36      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |      100000 | PA      | $64481.33      | 0.00%             | 2031-01-29      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08341                          | CUSIP: 3128MJLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5835 | PA      | $5871.51       | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                            | TURKIYE REP OF                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | TR        |     1900000 | PA      | $2011680.28    | 0.02%             | 2027-09-24      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0513                          | CUSIP: 31427MSB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17288372 | PA      | $14316969.49   | 0.17%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 D                     | CUSIP: 14320AAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      330000 | PA      | $337294.49     | 0.00%             | 2031-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A73370                          | CUSIP: 3128L6W70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17795 | PA      | $17904.31      | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9511                          | CUSIP: 3140XDR99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48573 | PA      | $38782.71      | 0.00%             | 2046-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV8641                          | CUSIP: 3140MNS72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      527431 | PA      | $474459.91     | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4256                          | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      493305 | PA      | $406977.79     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C35                                                    | BBCMS 2025-C35 A5                  | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1580000 | PA      | $1635311.06    | 0.02%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY7306                          | CUSIP: 3140NQDL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      225270 | PA      | $224508.62     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 3.625000 18-JUN-2031 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    46240000 | NC      | $-198683.76    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD4757                          | CUSIP: 3140FCJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      373353 | PA      | $316300.64     | 0.00%             | 2046-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                       | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     1923000 | PA      | $1898212.35    | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     4742000 | PA      | $4794645.23    | 0.06%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60466                          | CUSIP: 31335AQT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13068 | PA      | $12774.12      | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                    | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      389000 | PA      | $381462.29     | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN                   | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |      334000 | PA      | $333238.37     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0385                          | CUSIP: 36177WNA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72965 | PA      | $68907.93      | 0.00%             | 2042-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61372                          | CUSIP: 31335BQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32147 | PA      | $29248.33      | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                    | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     3839000 | PA      | $3842753.47    | 0.05%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2671                            | CUSIP: 36202C6G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3211 | PA      | $3256.15       | 0.00%             | 2028-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                          | SSTRT 2025-A C                     | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |       50241 | PA      | $50363.08      | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB8392                          | CUSIP: 36178VKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45017 | PA      | $39920.58      | 0.00%             | 2043-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR                   | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2518344.33    | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21699                          | CUSIP: 3132JN3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61654 | PA      | $60462.89      | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omnis Funding Trust                                                              | OMNIS FUND TRUST                   | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6148000 | PA      | $6365727.42    | 0.08%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                  | AMCAR 2024-1 B                     | CUSIP: 023947AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1190000 | PA      | $1203383.69    | 0.01%             | 2029-06-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-C                                          | SMB 2018-C A2A                     | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-CBDO         | CORP              | US        |      201974 | PA      | $199510.68     | 0.00%             | 2035-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                                               | TCN 2024-SFR4 B                    | CUSIP: 895975AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      292902 | PA      | $287442.92     | 0.00%             | 2041-11-17      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616866                          | CUSIP: 36290TJK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18676 | PA      | $18459.90      | 0.00%             | 2027-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                            | TENET HEALTHCARE                   | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      684000 | PA      | $659852.64     | 0.01%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-70693.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88454                          | CUSIP: 312935MB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1824 | PA      | $1799.60       | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bond                                                | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  2463600000 | PA      | $14291384.44   | 0.17%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01857                          | CUSIP: 3132GFB22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18798 | PA      | $18914.21      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 A3                   | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      134297 | PA      | $130756.34     | 0.00%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AT4121                          | CUSIP: 36194CSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2369216 | PA      | $2152834.78    | 0.03%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                     | CCO HOLDINGS LLC                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      127000 | PA      | $120638.36     | 0.00%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                             | PETRONAS CAP LTD                   | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     5164000 | PA      | $5247783.78    | 0.06%             | 2031-01-03      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Barry Callebaut Services NV                                                      | BARRY CALLE SVCS                   | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | BE        |      500000 | PA      | $574712.20     | 0.01%             | 2028-02-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF1491                          | CUSIP: 3133BNUQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10818151 | PA      | $10307612.95   | 0.13%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rocket Software Inc                                                              | ROCKET SOFTWARE                    | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |      700000 | PA      | $701093.40     | 0.01%             | 2028-11-28      | Floating      | 8.09%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                    | TRANSDIGM INC                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     7475000 | PA      | $7521285.23    | 0.09%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4318                          | CUSIP: 36179SYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20941 | PA      | $17157.72      | 0.00%             | 2047-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96389                          | CUSIP: 312945C22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39706 | PA      | $39125.26      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                         | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      564000 | PA      | $542163.59     | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIBC Bank NV                                                                     | NIBC BANK NV                       | CUSIP: N/A<br>LEI: B64D6Y3LBJS4ANNPCU93       | Long             | DBT              | CORP              | NL        |     1700000 | PA      | $1971509.00    | 0.02%             | 2035-06-12      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                               | BVABS 2024-SN1 B                   | CUSIP: 072926AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      206000 | PA      | $207252.19     | 0.00%             | 2028-08-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                                | POST HOLDINGS IN                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      600000 | PA      | $601198.61     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA0159                          | CUSIP: 36177WE89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      109009 | PA      | $102347.80     | 0.00%             | 2042-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                            | WR GRACE HOLDING                   | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |      395000 | PA      | $407457.87     | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Comision Federal de Electricidad                                                 | COMISION FEDERAL                   | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     1854000 | PA      | $1843257.34    | 0.02%             | 2030-01-24      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | EUR/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-62931.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A B                      | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      209000 | PA      | $209645.60     | 0.00%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                               | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |      530000 | PA      | $342491.01     | 0.00%             | 2026-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1603000 | PA      | $1555564.38    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54702                          | CUSIP: 3132XXGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26352 | PA      | $23975.45      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                                           | PARAGUAY                           | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |    15000000 | PA      | $14889014.65   | 0.18%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0405                          | CUSIP: 3140QKNX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4315364 | PA      | $3930143.88    | 0.05%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                                   | HALST 2024-B B                     | CUSIP: 44934FAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      268000 | PA      | $270683.97     | 0.00%             | 2028-08-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3413                            | CUSIP: 36202DYJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1671 | PA      | $1653.22       | 0.00%             | 2033-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 714583                          | CUSIP: 36297K2Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12362 | PA      | $12440.54      | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 796306                          | CUSIP: 36177RAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3182 | PA      | $3137.97       | 0.00%             | 2027-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                    | CUSIP: 345397E33<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      500000 | PA      | $659250.91     | 0.01%             | 2028-10-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA                   | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1060000 | PA      | $1087446.19    | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4643                          | CUSIP: 31418EER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2506885 | PA      | $2251682.36    | 0.03%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2144                          | CUSIP: 36179QLZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10954 | PA      | $8741.03       | 0.00%             | 2044-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                            | HART 2024-A B                      | CUSIP: 448973AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      388000 | PA      | $394036.15     | 0.00%             | 2031-01-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                       | PERFORMANCE FOOD                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      600000 | PA      | $609842.60     | 0.01%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                               | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     2700000 | PA      | $3085539.08    | 0.04%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saavi Energia Sarl                                                               | SAAVI ENERGIA                      | CUSIP: 78518PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     5416000 | PA      | $5647577.05    | 0.07%             | 2035-02-10      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6601                          | CUSIP: 36179VKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1480125 | PA      | $1379528.38    | 0.02%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                           | GLOBAL ATLANTI                     | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      487000 | PA      | $433065.78     | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-27874.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CZK/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-73.95        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 8/25                        | CUSIP: 01F040685<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -85250000 | PA      | $-78613151.10  | -0.95%            | 2025-08-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                           | SYNOVUS FINL                       | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     3427000 | PA      | $3522776.20    | 0.04%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                       | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |      101000 | PA      | $101644.21     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q25472                          | CUSIP: 3132M5W99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2721 | PA      | $2665.88       | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bond                                            | UKRAINE GOVT                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UA        |     5932000 | PA      | $2249562.70    | 0.03%             | 2034-02-01      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                    | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      415000 | PA      | $373403.12     | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | ALLEGION PLC                       | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |      595000 | PA      | $568534.25     | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                           | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |      152000 | PA      | $138197.23     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3359                            | CUSIP: 36202DWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1109 | PA      | $1114.25       | 0.00%             | 2033-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                 | RAIFFEISEN BK IN                   | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | DBT              | CORP              | AT        |     9300000 | PA      | $10492134.96   | 0.13%             | 2032-06-18      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93473                          | CUSIP: 3129412E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6023 | PA      | $6060.53       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5010                          | CUSIP: 3140J9R86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14887034 | PA      | $13666377.85   | 0.17%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                   | 1261229 BC LTD                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     2035000 | PA      | $2071417.75    | 0.03%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                      | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     4331000 | PA      | $4335459.63    | 0.05%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4449                          | CUSIP: 36179S5J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      539754 | PA      | $464172.56     | 0.01%             | 2047-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2006-AR14 Trust                           | WFMBS 2006-AR14 2A1                | CUSIP: 94984MAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       74108 | PA      | $68232.17      | 0.00%             | 2036-10-25      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0223                          | CUSIP: 36179MG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18294 | PA      | $18412.09      | 0.00%             | 2042-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6412                          | CUSIP: 36179VDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10351 | PA      | $9996.70       | 0.00%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |     1600000 | PA      | $1042677.31    | 0.01%             | 2027-11-11      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55617                          | CUSIP: 3132XYG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14722 | PA      | $13394.59      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60321                          | CUSIP: 31335ALA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      310691 | PA      | $305419.58     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     2507000 | PA      | $1567282.85    | 0.02%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8576                          | CUSIP: 3140XCQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17284814 | PA      | $15217324.12   | 0.18%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                               | SBAT 2024-A D                      | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      275000 | PA      | $282142.16     | 0.00%             | 2030-04-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I                   | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     2164000 | PA      | $2215173.53    | 0.03%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                       | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      938000 | PA      | $937827.71     | 0.01%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     3827000 | PA      | $3614391.65    | 0.04%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                                     | CAS 2024-R02 1M1                   | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      111047 | PA      | $111081.21     | 0.00%             | 2044-02-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN                   | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     2447000 | PA      | $2492344.43    | 0.03%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3690                            | CUSIP: 36202EC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12367 | PA      | $12436.64      | 0.00%             | 2035-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97666                          | CUSIP: 312946QT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2584 | PA      | $2546.40       | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd                                                                      | VALARIS                            | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      115000 | PA      | $118691.61     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 777607                          | CUSIP: 36176VU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       59461 | PA      | $57870.36      | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | ALBERTSONS COS                     | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3348000 | PA      | $3410357.57    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                              | FSWP: OIS 4.089740 15-NOV-2052 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    15200000 | NC      | $46931.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0665                          | CUSIP: 3132DMW27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1721578 | PA      | $1494672.82    | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK                   | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      559000 | PA      | $551424.53     | 0.01%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783268                          | CUSIP: 36241LTZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8686 | PA      | $8841.47       | 0.00%             | 2040-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Senegal Government International Bond                                            | SENEGAL REP OF                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SN        |     3030000 | PA      | $2250960.03    | 0.03%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78614                          | CUSIP: 3128LCSB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1809 | PA      | $1820.52       | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08542                          | CUSIP: 3128MJS84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29516 | PA      | $28148.85      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     4387000 | PA      | $4317702.58    | 0.05%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | GBP/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9890.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | MXN/USD FWD 20250917               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-18111.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                                           | MASS MUTUAL LIFE                   | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     3103000 | PA      | $2031953.29    | 0.02%             | 2070-10-15      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | FNMNT 2024-1 A                     | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1118050.01    | 0.01%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 758919                          | CUSIP: 36230T4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15333 | PA      | $15067.95      | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                              | WEN 2019-1A A2II                   | CUSIP: 95058XAH1<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |      259281 | PA      | $248981.04     | 0.00%             | 2049-06-15      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93459                          | CUSIP: 312941ZY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7949 | PA      | $7840.49       | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 6-7 NOTE FRI W1Aug25C           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | N/A       |        1271 | NC      | $337609.38     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                       | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2545000 | PA      | $2090808.00    | 0.03%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                              | CENTRAL PAR/CDK                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       98000 | PA      | $80757.34      | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 8/25                        | CUSIP: 01F050684<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    87000000 | PA      | $84665276.70   | 1.03%             | 2025-08-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE                   | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      215000 | PA      | $214861.83     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7246                          | CUSIP: 31417EBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3025 | PA      | $2961.99       | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                      | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     2336000 | PA      | $2170997.51    | 0.03%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-25

**Name of Applicant:** VANGUARD STAR FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer